base class for cross-validation evaluation. Given a learning machine, a splitting strategy, an evaluation criterium, features and correspnding labels, this provides an interface for cross-validation. Results may be retrieved using the evaluate method. A number of repetitions may be specified for obtaining more accurate results. The arithmetic mean of different runs is returned along with confidence intervals, if a p-value is specified. Default number of runs is one, confidence interval combutation is disabled.
This class calculates an evaluation criterium of every fold and then calculates the arithmetic mean of all folds. This is for example suitable for the AUC or for Accuracy. However, for example F1-measure may not be merged this way (result will be biased). To solve this, different sub-classes may average results of each cross validation fold differently by overwriting the evaluate_one_run method.
See [Forman, G. and Scholz, M. (2009). Apples-to-apples in cross-validation studies: Pitfalls in classifier performance measurement. Technical report, HP Laboratories.] for details on this subject.
Cross validation tries to lock underlying machines if that is possible to speed up computations. Can be turned off by the set_autolock() method. Locking in general may speed up things (eg for kernel machines the kernel matrix is precomputed), however, it is not always supported.
在文件 CrossValidation.h 第 139 行定义.
Public 成员函数 | |
CCrossValidation () | |
CCrossValidation (CMachine *machine, CFeatures *features, CLabels *labels, CSplittingStrategy *splitting_strategy, CEvaluation *evaluation_criterion, bool autolock=true) | |
CCrossValidation (CMachine *machine, CLabels *labels, CSplittingStrategy *splitting_strategy, CEvaluation *evaluation_criterion, bool autolock=true) | |
virtual | ~CCrossValidation () |
void | set_num_runs (int32_t num_runs) |
void | set_conf_int_alpha (float64_t m_conf_int_alpha) |
virtual CEvaluationResult * | evaluate () |
void | add_cross_validation_output (CCrossValidationOutput *cross_validation_output) |
virtual const char * | get_name () const |
EEvaluationDirection | get_evaluation_direction () |
CMachine * | get_machine () const |
void | set_autolock (bool autolock) |
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) |
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 属性 | |
SGIO * | io |
Parallel * | parallel |
Version * | version |
Parameter * | m_parameters |
Parameter * | m_model_selection_parameters |
Parameter * | m_gradient_parameters |
uint32_t | m_hash |
Protected 成员函数 | |
virtual float64_t | evaluate_one_run () |
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) |
Protected 属性 | |
int32_t | m_num_runs |
float64_t | m_conf_int_alpha |
CList * | m_xval_outputs |
CMachine * | m_machine |
CFeatures * | m_features |
CLabels * | m_labels |
CSplittingStrategy * | m_splitting_strategy |
CEvaluation * | m_evaluation_criterion |
bool | m_autolock |
bool | m_do_unlock |
CCrossValidation | ( | ) |
constructor
在文件 CrossValidation.cpp 第 22 行定义.
CCrossValidation | ( | CMachine * | machine, |
CFeatures * | features, | ||
CLabels * | labels, | ||
CSplittingStrategy * | splitting_strategy, | ||
CEvaluation * | evaluation_criterion, | ||
bool | autolock = true |
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) |
constructor
machine | learning machine to use |
features | features to use for cross-validation |
labels | labels that correspond to the features |
splitting_strategy | splitting strategy to use |
evaluation_criterion | evaluation criterion to use |
autolock | whether machine should be auto-locked before evaluation |
在文件 CrossValidation.cpp 第 27 行定义.
CCrossValidation | ( | CMachine * | machine, |
CLabels * | labels, | ||
CSplittingStrategy * | splitting_strategy, | ||
CEvaluation * | evaluation_criterion, | ||
bool | autolock = true |
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) |
constructor, for use with custom kernels (no features)
machine | learning machine to use |
labels | labels that correspond to the features |
splitting_strategy | splitting strategy to use |
evaluation_criterion | evaluation criterion to use |
autolock | autolock |
在文件 CrossValidation.cpp 第 36 行定义.
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virtual |
destructor
在文件 CrossValidation.cpp 第 45 行定义.
void add_cross_validation_output | ( | CCrossValidationOutput * | cross_validation_output | ) |
appends given cross validation output instance to the list of listeners
cross_validation_output | given cross validation output |
在文件 CrossValidation.cpp 第 405 行定义.
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inherited |
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. |
在文件 SGObject.cpp 第 597 行定义.
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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.
在文件 SGObject.cpp 第 714 行定义.
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virtualinherited |
A deep copy. All the instance variables will also be copied.
在文件 SGObject.cpp 第 198 行定义.
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) |
在文件 SGObject.cpp 第 618 行定义.
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virtual |
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protectedvirtual |
Evaluates one single cross-validation run. Current implementation evaluates each fold separately and then calculates arithmetic mean. Suitable for accuracy and AUC for example. NOT for F1-measure. Has to be overridden by sub-classes if results have to be merged differently
在文件 CrossValidation.cpp 第 201 行定义.
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inherited |
在文件 MachineEvaluation.cpp 第 110 行定义.
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inherited |
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inherited |
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inherited |
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inherited |
在文件 MachineEvaluation.cpp 第 104 行定义.
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inherited |
在文件 SGObject.cpp 第 498 行定义.
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inherited |
Returns description of a given parameter string, if it exists. SG_ERROR otherwise
param_name | name of the parameter |
在文件 SGObject.cpp 第 522 行定义.
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inherited |
Returns index of model selection parameter with provided index
param_name | name of model selection parameter |
在文件 SGObject.cpp 第 535 行定义.
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virtual |
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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 |
在文件 SGObject.cpp 第 296 行定义.
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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 |
在文件 SGObject.cpp 第 369 行定义.
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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. |
被 CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel , 以及 CExponentialKernel 重载.
在文件 SGObject.cpp 第 426 行定义.
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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. |
被 CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool > , 以及 CDynamicObjectArray 重载.
在文件 SGObject.cpp 第 421 行定义.
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virtualinherited |
在文件 SGObject.cpp 第 262 行定义.
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inherited |
prints all parameter registered for model selection and their type
在文件 SGObject.cpp 第 474 行定义.
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virtualinherited |
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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 |
在文件 SGObject.cpp 第 314 行定义.
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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. |
被 CKernel 重载.
在文件 SGObject.cpp 第 436 行定义.
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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. |
被 CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool > , 以及 CDynamicObjectArray 重载.
在文件 SGObject.cpp 第 431 行定义.
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inherited |
setter for the autolock property. If true, machine will tried to be locked before evaluation
在文件 MachineEvaluation.h 第 86 行定义.
void set_conf_int_alpha | ( | float64_t | m_conf_int_alpha | ) |
setter for the number of runs to use for evaluation
在文件 CrossValidation.cpp 第 177 行定义.
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inherited |
在文件 SGObject.cpp 第 41 行定义.
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inherited |
在文件 SGObject.cpp 第 46 行定义.
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inherited |
在文件 SGObject.cpp 第 51 行定义.
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inherited |
在文件 SGObject.cpp 第 56 行定义.
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inherited |
在文件 SGObject.cpp 第 61 行定义.
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inherited |
在文件 SGObject.cpp 第 66 行定义.
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inherited |
在文件 SGObject.cpp 第 71 行定义.
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inherited |
在文件 SGObject.cpp 第 76 行定义.
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inherited |
在文件 SGObject.cpp 第 81 行定义.
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inherited |
在文件 SGObject.cpp 第 86 行定义.
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inherited |
在文件 SGObject.cpp 第 91 行定义.
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inherited |
在文件 SGObject.cpp 第 96 行定义.
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inherited |
在文件 SGObject.cpp 第 101 行定义.
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inherited |
在文件 SGObject.cpp 第 106 行定义.
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inherited |
在文件 SGObject.cpp 第 111 行定义.
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inherited |
set generic type to T
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inherited |
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inherited |
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inherited |
void set_num_runs | ( | int32_t | num_runs | ) |
setter for the number of runs to use for evaluation
在文件 CrossValidation.cpp 第 193 行定义.
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virtualinherited |
A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.
被 CGaussianKernel 重载.
在文件 SGObject.cpp 第 192 行定义.
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inherited |
unset generic type
this has to be called in classes specializing a template class
在文件 SGObject.cpp 第 303 行定义.
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virtualinherited |
Updates the hash of current parameter combination
在文件 SGObject.cpp 第 248 行定义.
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inherited |
io
在文件 SGObject.h 第 369 行定义.
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protectedinherited |
whether machine will automatically be locked before evaluation
在文件 MachineEvaluation.h 第 111 行定义.
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protected |
confidence interval alpha parameter
在文件 CrossValidation.h 第 211 行定义.
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protectedinherited |
whether machine should be unlocked after evaluation
在文件 MachineEvaluation.h 第 114 行定义.
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protectedinherited |
Criterion for evaluation
在文件 MachineEvaluation.h 第 108 行定义.
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protectedinherited |
Features to be used
在文件 MachineEvaluation.h 第 99 行定义.
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inherited |
parameters wrt which we can compute gradients
在文件 SGObject.h 第 384 行定义.
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inherited |
Hash of parameter values
在文件 SGObject.h 第 387 行定义.
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protectedinherited |
Labels for the features
在文件 MachineEvaluation.h 第 102 行定义.
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protectedinherited |
Machine to be Evaluated
在文件 MachineEvaluation.h 第 96 行定义.
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inherited |
model selection parameters
在文件 SGObject.h 第 381 行定义.
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protected |
number of evaluation runs for one fold
在文件 CrossValidation.h 第 209 行定义.
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inherited |
parameters
在文件 SGObject.h 第 378 行定义.
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protectedinherited |
Splitting Strategy to be used
在文件 MachineEvaluation.h 第 105 行定义.
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protected |
xval output listeners
在文件 CrossValidation.h 第 214 行定义.
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inherited |
parallel
在文件 SGObject.h 第 372 行定义.
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inherited |
version
在文件 SGObject.h 第 375 行定义.