SHOGUN
6.1.0
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Class for storing MKL weights in every fold of cross-validation.
Definition at line 27 of file CrossValidationMKLStorage.h.
Public Types | |
typedef rxcpp::subjects::subject< ObservedValue > | SGSubject |
typedef rxcpp::observable< ObservedValue, rxcpp::dynamic_observable< ObservedValue > > | SGObservable |
typedef rxcpp::subscriber< ObservedValue, rxcpp::observer< ObservedValue, void, void, void, void > > | SGSubscriber |
Public Member Functions | |
CCrossValidationMKLStorage () | |
virtual | ~CCrossValidationMKLStorage () |
virtual const char * | get_name () const |
virtual void | update_trained_machine (CMachine *machine, const char *prefix="") |
virtual SGMatrix< float64_t > | get_mkl_weights () |
virtual void | init_num_runs (index_t num_runs, const char *prefix="") |
virtual void | init_num_folds (index_t num_folds, const char *prefix="") |
virtual void | init_expose_labels (CLabels *labels) |
virtual void | post_init () |
virtual void | update_run_index (index_t run_index, const char *prefix="") |
virtual void | update_fold_index (index_t fold_index, const char *prefix="") |
virtual void | update_train_indices (SGVector< index_t > indices, const char *prefix="") |
virtual void | update_test_indices (SGVector< index_t > indices, const char *prefix="") |
virtual void | update_test_result (CLabels *results, const char *prefix="") |
virtual void | update_test_true_result (CLabels *results, const char *prefix="") |
virtual void | post_update_results () |
virtual void | update_evaluation_result (float64_t result, const char *prefix="") |
int32_t | ref () |
int32_t | ref_count () |
int32_t | unref () |
virtual CSGObject * | shallow_copy () const |
virtual CSGObject * | deep_copy () const |
virtual bool | is_generic (EPrimitiveType *generic) const |
template<class T > | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
void | unset_generic () |
virtual void | print_serializable (const char *prefix="") |
virtual bool | save_serializable (CSerializableFile *file, const char *prefix="") |
virtual bool | load_serializable (CSerializableFile *file, const char *prefix="") |
void | set_global_io (SGIO *io) |
SGIO * | get_global_io () |
void | set_global_parallel (Parallel *parallel) |
Parallel * | get_global_parallel () |
void | set_global_version (Version *version) |
Version * | get_global_version () |
SGStringList< char > | get_modelsel_names () |
void | print_modsel_params () |
char * | get_modsel_param_descr (const char *param_name) |
index_t | get_modsel_param_index (const char *param_name) |
void | build_gradient_parameter_dictionary (CMap< TParameter *, CSGObject *> *dict) |
bool | has (const std::string &name) const |
template<typename T > | |
bool | has (const Tag< T > &tag) const |
template<typename T , typename U = void> | |
bool | has (const std::string &name) const |
template<typename T > | |
void | set (const Tag< T > &_tag, const T &value) |
template<typename T , typename U = void> | |
void | set (const std::string &name, const T &value) |
template<typename T > | |
T | get (const Tag< T > &_tag) const |
template<typename T , typename U = void> | |
T | get (const std::string &name) const |
SGObservable * | get_parameters_observable () |
void | subscribe_to_parameters (ParameterObserverInterface *obs) |
void | list_observable_parameters () |
virtual void | update_parameter_hash () |
virtual bool | parameter_hash_changed () |
virtual bool | equals (CSGObject *other, float64_t accuracy=0.0, bool tolerant=false) |
virtual CSGObject * | clone () |
Public Attributes | |
SGIO * | io |
Parallel * | parallel |
Version * | version |
Parameter * | m_parameters |
Parameter * | m_model_selection_parameters |
Parameter * | m_gradient_parameters |
uint32_t | m_hash |
Protected Member Functions | |
virtual void | load_serializable_pre () throw (ShogunException) |
virtual void | load_serializable_post () throw (ShogunException) |
virtual void | save_serializable_pre () throw (ShogunException) |
virtual void | save_serializable_post () throw (ShogunException) |
template<typename T > | |
void | register_param (Tag< T > &_tag, const T &value) |
template<typename T > | |
void | register_param (const std::string &name, const T &value) |
bool | clone_parameters (CSGObject *other) |
void | observe_scalar (const int64_t step, const std::string &name, const Any &value) |
void | register_observable_param (const std::string &name, const std::string &type, const std::string &description) |
Protected Attributes | |
SGMatrix< float64_t > | m_mkl_weights |
index_t | m_current_run_index |
index_t | m_current_fold_index |
index_t | m_num_runs |
index_t | m_num_folds |
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inherited |
Definition at line 129 of file SGObject.h.
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Definition at line 126 of file SGObject.h.
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Definition at line 132 of file SGObject.h.
constructor
Definition at line 32 of file CrossValidationMKLStorage.h.
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virtual |
destructor
Definition at line 35 of file CrossValidationMKLStorage.h.
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Builds a dictionary of all parameters in SGObject as well of those of SGObjects that are parameters of this object. Dictionary maps parameters to the objects that own them.
dict | dictionary of parameters to be built. |
Definition at line 633 of file SGObject.cpp.
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virtualinherited |
Creates a clone of the current object. This is done via recursively traversing all parameters, which corresponds to a deep copy. Calling equals on the cloned object always returns true although none of the memory of both objects overlaps.
Reimplemented in CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, CDynamicObjectArray, CAlphabet, and CMKL.
Definition at line 732 of file SGObject.cpp.
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protectedinherited |
Definition at line 757 of file SGObject.cpp.
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virtualinherited |
A deep copy. All the instance variables will also be copied.
Definition at line 230 of file SGObject.cpp.
Recursively compares the current SGObject to another one. Compares all registered numerical parameters, recursion upon complex (SGObject) parameters. Does not compare pointers!
May be overwritten but please do with care! Should not be necessary in most cases.
other | object to compare with |
accuracy | accuracy to use for comparison (optional) |
tolerant | allows linient check on float equality (within accuracy) |
Definition at line 654 of file SGObject.cpp.
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Getter for a class parameter, identified by a Tag. Throws an exception if the class does not have such a parameter.
_tag | name and type information of parameter |
Definition at line 380 of file SGObject.h.
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Getter for a class parameter, identified by a name. Throws an exception if the class does not have such a parameter.
name | name of the parameter |
Definition at line 403 of file SGObject.h.
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Definition at line 50 of file CrossValidationMKLStorage.h.
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Definition at line 534 of file SGObject.cpp.
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Returns description of a given parameter string, if it exists. SG_ERROR otherwise
param_name | name of the parameter |
Definition at line 558 of file SGObject.cpp.
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Returns index of model selection parameter with provided index
param_name | name of model selection parameter |
Definition at line 571 of file SGObject.cpp.
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Implements CCrossValidationOutput.
Definition at line 38 of file CrossValidationMKLStorage.h.
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Checks if object has a class parameter identified by a name.
name | name of the parameter |
Definition at line 303 of file SGObject.h.
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Checks if object has a class parameter identified by a Tag.
tag | tag of the parameter containing name and type information |
Definition at line 314 of file SGObject.h.
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Checks if a type exists for a class parameter identified by a name.
name | name of the parameter |
Definition at line 325 of file SGObject.h.
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virtualinherited |
initially expose labels before usage
labels | labels to expose to CV output |
Reimplemented in CCrossValidationMulticlassStorage.
Definition at line 84 of file CrossValidationOutput.h.
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virtualinherited |
init number of folds (called once). saves them to local variable
num_folds | number of folds that will be performed |
prefix | prefix for output |
Reimplemented in CCrossValidationPrintOutput.
Definition at line 76 of file CrossValidationOutput.h.
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virtualinherited |
init number of runs (called once). saves them to local variable
num_runs | number of runs that will be performed |
prefix | prefix for output |
Reimplemented in CCrossValidationPrintOutput.
Definition at line 67 of file CrossValidationOutput.h.
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virtualinherited |
If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.
generic | set to the type of the generic if returning TRUE |
Definition at line 328 of file SGObject.cpp.
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Print to stdout a list of observable parameters
Definition at line 862 of file SGObject.cpp.
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virtualinherited |
Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!
file | where to load from |
prefix | prefix for members |
Definition at line 401 of file SGObject.cpp.
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protectedvirtualinherited |
Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_POST is called.
ShogunException | will be thrown if an error occurs. |
Reimplemented in CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel, and CExponentialKernel.
Definition at line 458 of file SGObject.cpp.
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protectedvirtualinherited |
Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_PRE is called.
ShogunException | will be thrown if an error occurs. |
Reimplemented in CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.
Definition at line 453 of file SGObject.cpp.
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protectedinherited |
Observe the parameter and emits a value using the observable object
Definition at line 825 of file SGObject.cpp.
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virtualinherited |
Definition at line 294 of file SGObject.cpp.
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virtualinherited |
post init action (called once)
Reimplemented in CCrossValidationMulticlassStorage.
Definition at line 87 of file CrossValidationOutput.h.
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virtualinherited |
post update test and true results
Reimplemented in CCrossValidationMulticlassStorage.
Definition at line 153 of file CrossValidationOutput.h.
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inherited |
prints all parameter registered for model selection and their type
Definition at line 510 of file SGObject.cpp.
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virtualinherited |
prints registered parameters out
prefix | prefix for members |
Definition at line 340 of file SGObject.cpp.
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inherited |
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inherited |
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protectedinherited |
Register a parameter as observable
Definition at line 855 of file SGObject.cpp.
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protectedinherited |
Registers a class parameter which is identified by a tag. This enables the parameter to be modified by set() and retrieved by get(). Parameters can be registered in the constructor of the class.
_tag | name and type information of parameter |
value | value of the parameter |
Definition at line 471 of file SGObject.h.
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protectedinherited |
Registers a class parameter which is identified by a name. This enables the parameter to be modified by set() and retrieved by get(). Parameters can be registered in the constructor of the class.
name | name of the parameter |
value | value of the parameter along with type information |
Definition at line 484 of file SGObject.h.
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virtualinherited |
Save this object to file.
file | where to save the object; will be closed during returning if PREFIX is an empty string. |
prefix | prefix for members |
Definition at line 346 of file SGObject.cpp.
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protectedvirtualinherited |
Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_POST is called.
ShogunException | will be thrown if an error occurs. |
Reimplemented in CKernel.
Definition at line 468 of file SGObject.cpp.
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protectedvirtualinherited |
Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_PRE is called.
ShogunException | will be thrown if an error occurs. |
Reimplemented in CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.
Definition at line 463 of file SGObject.cpp.
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inherited |
Setter for a class parameter, identified by a Tag. Throws an exception if the class does not have such a parameter.
_tag | name and type information of parameter |
value | value of the parameter |
Definition at line 341 of file SGObject.h.
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inherited |
Setter for a class parameter, identified by a name. Throws an exception if the class does not have such a parameter.
name | name of the parameter |
value | value of the parameter along with type information |
Definition at line 367 of file SGObject.h.
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inherited |
Definition at line 71 of file SGObject.cpp.
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Definition at line 76 of file SGObject.cpp.
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Definition at line 81 of file SGObject.cpp.
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Definition at line 86 of file SGObject.cpp.
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Definition at line 91 of file SGObject.cpp.
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Definition at line 96 of file SGObject.cpp.
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Definition at line 101 of file SGObject.cpp.
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Definition at line 106 of file SGObject.cpp.
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Definition at line 111 of file SGObject.cpp.
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Definition at line 116 of file SGObject.cpp.
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Definition at line 121 of file SGObject.cpp.
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Definition at line 126 of file SGObject.cpp.
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Definition at line 131 of file SGObject.cpp.
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Definition at line 136 of file SGObject.cpp.
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Definition at line 141 of file SGObject.cpp.
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set generic type to T
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set the parallel object
parallel | parallel object to use |
Definition at line 273 of file SGObject.cpp.
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set the version object
version | version object to use |
Definition at line 315 of file SGObject.cpp.
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A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.
Reimplemented in CGaussianKernel.
Definition at line 224 of file SGObject.cpp.
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Subscribe a parameter observer to watch over params
Definition at line 809 of file SGObject.cpp.
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decrement reference counter and deallocate object if refcount is zero before or after decrementing it
Definition at line 198 of file SGObject.cpp.
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unset generic type
this has to be called in classes specializing a template class
Definition at line 335 of file SGObject.cpp.
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update evaluate result
result | evaluation result |
prefix | prefix for output |
Reimplemented in CCrossValidationPrintOutput.
Definition at line 160 of file CrossValidationOutput.h.
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update fold index (called every iteration). saves to local variable
fold_index | index of current run |
prefix | prefix for output |
Reimplemented in CCrossValidationPrintOutput.
Definition at line 105 of file CrossValidationOutput.h.
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Updates the hash of current parameter combination
Definition at line 280 of file SGObject.cpp.
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virtualinherited |
update run index (called every iteration). saves to local variable
run_index | index of current run |
prefix | prefix for output |
Reimplemented in CCrossValidationPrintOutput.
Definition at line 94 of file CrossValidationOutput.h.
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virtualinherited |
update test indices
indices | indices used for testing/validation |
prefix | prefix for output |
Reimplemented in CCrossValidationPrintOutput.
Definition at line 124 of file CrossValidationOutput.h.
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virtualinherited |
update test result
results | result labels for test/validation run |
prefix | prefix for output |
Reimplemented in CCrossValidationMulticlassStorage, and CCrossValidationPrintOutput.
Definition at line 140 of file CrossValidationOutput.h.
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virtualinherited |
update test true result
results | ground truth labels for test/validation run |
prefix | prefix for output |
Reimplemented in CCrossValidationMulticlassStorage, and CCrossValidationPrintOutput.
Definition at line 148 of file CrossValidationOutput.h.
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virtualinherited |
update train indices
indices | indices used for training |
prefix | prefix for output |
Reimplemented in CCrossValidationPrintOutput.
Definition at line 116 of file CrossValidationOutput.h.
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update trained machine. Here, stores MKL weights in local matrix
machine | trained machine instance |
prefix | prefix for output |
Reimplemented from CCrossValidationOutput.
Definition at line 18 of file CrossValidationMKLStorage.cpp.
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io
Definition at line 596 of file SGObject.h.
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current fold index is written here
Definition at line 168 of file CrossValidationOutput.h.
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protectedinherited |
current run index is written here
Definition at line 165 of file CrossValidationOutput.h.
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parameters wrt which we can compute gradients
Definition at line 611 of file SGObject.h.
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Hash of parameter values
Definition at line 614 of file SGObject.h.
storage for MKL weights, one set per column num_kernel times num_folds*num_runs matrix where all folds of a runs are added one after another
Definition at line 56 of file CrossValidationMKLStorage.h.
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model selection parameters
Definition at line 608 of file SGObject.h.
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protectedinherited |
number of folds is initialised here
Definition at line 174 of file CrossValidationOutput.h.
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protectedinherited |
number of runs is initialised here
Definition at line 171 of file CrossValidationOutput.h.
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parameters
Definition at line 605 of file SGObject.h.
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parallel
Definition at line 599 of file SGObject.h.
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version
Definition at line 602 of file SGObject.h.