CSparseInverseCovariance类 参考

详细描述

used to estimate inverse covariance matrix using graphical lasso

implementation is based on SLEP library's code

在文件 SparseInverseCovariance.h 第 25 行定义.

类 CSparseInverseCovariance 继承关系图:

Public 成员函数
	CSparseInverseCovariance ()
virtual	~CSparseInverseCovariance ()
SGMatrix< float64_t >	estimate (SGMatrix< float64_t > S, float64_t lambda_c)
const char *	get_name () const
int32_t	get_lasso_max_iter () const
int32_t	get_max_iter () const
float64_t	get_f_gap () const
float64_t	get_x_gap () const
float64_t	get_xtol () const
void	set_lasso_max_iter (int32_t lasso_max_iter)
void	set_max_iter (int32_t max_iter)
void	set_f_gap (int32_t f_gap)
void	set_x_gap (int32_t x_gap)
void	set_xtol (int32_t xtol)
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 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_lasso_max_iter
int32_t	m_max_iter
float64_t	m_f_gap
float64_t	m_x_gap
float64_t	m_xtol

构造及析构函数说明

CSparseInverseCovariance

(

)

constructor

在文件 SparseInverseCovariance.cpp 第 17 行定义.

~CSparseInverseCovariance ( )

virtual

destructor

在文件 SparseInverseCovariance.cpp 第 25 行定义.

成员函数说明

void build_gradient_parameter_dictionary ( CMap< TParameter *, CSGObject * > *  dict )

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.

参数

dict	dictionary of parameters to be built.

在文件 SGObject.cpp 第 597 行定义.

CSGObject * clone ( )

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.

返回

an identical copy of the given object, which is disjoint in memory. NULL if the clone fails. Note that the returned object is SG_REF'ed

在文件 SGObject.cpp 第 714 行定义.

CSGObject * deep_copy ( ) const

virtualinherited

A deep copy. All the instance variables will also be copied.

在文件 SGObject.cpp 第 198 行定义.

bool equals ( CSGObject *  other, float64_t  accuracy = 0.0, bool  tolerant = false  )

virtualinherited

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.

参数

other	object to compare with
accuracy	accuracy to use for comparison (optional)
tolerant	allows linient check on float equality (within accuracy)

返回

true if all parameters were equal, false if not

在文件 SGObject.cpp 第 618 行定义.

SGMatrix< float64_t > estimate	(	SGMatrix< float64_t >	S,
		float64_t	lambda_c
	)

estimate inverse covariance matrix

参数

S	empirical covariance matrix
lambda_c	regularization constant

在文件 SparseInverseCovariance.cpp 第 40 行定义.

float64_t get_f_gap

(

)

const

get lasso max iter

返回

lasso max iter

在文件 SparseInverseCovariance.h 第 57 行定义.

SGIO * get_global_io ( )

inherited

get the io object

返回

io object

在文件 SGObject.cpp 第 235 行定义.

Parallel * get_global_parallel ( )

inherited

get the parallel object

返回

parallel object

在文件 SGObject.cpp 第 277 行定义.

Version * get_global_version ( )

inherited

get the version object

返回

version object

在文件 SGObject.cpp 第 290 行定义.

int32_t get_lasso_max_iter

(

)

const

get lasso max iter

返回

lasso max iter

在文件 SparseInverseCovariance.h 第 49 行定义.

int32_t get_max_iter

(

)

const

get max iter

返回

max iter

在文件 SparseInverseCovariance.h 第 53 行定义.

SGStringList< char > get_modelsel_names ( )

inherited

返回

vector of names of all parameters which are registered for model selection

在文件 SGObject.cpp 第 498 行定义.

char * get_modsel_param_descr ( const char *  param_name )

inherited

Returns description of a given parameter string, if it exists. SG_ERROR otherwise

参数

param_name

name of the parameter

返回

description of the parameter

在文件 SGObject.cpp 第 522 行定义.

index_t get_modsel_param_index ( const char *  param_name )

inherited

Returns index of model selection parameter with provided index

参数

param_name

name of model selection parameter

返回

index of model selection parameter with provided name, -1 if there is no such

在文件 SGObject.cpp 第 535 行定义.

const char* get_name ( ) const

virtual

get name

实现了 CSGObject.

在文件 SparseInverseCovariance.h 第 43 行定义.

float64_t get_x_gap

(

)

const

get lasso max iter

返回

lasso max iter

在文件 SparseInverseCovariance.h 第 61 行定义.

float64_t get_xtol

(

)

const

get lasso max iter

返回

lasso max iter

在文件 SparseInverseCovariance.h 第 65 行定义.

bool is_generic ( EPrimitiveType *  generic ) const

virtualinherited

If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.

参数

generic

set to the type of the generic if returning TRUE

返回

TRUE if a class template.

在文件 SGObject.cpp 第 296 行定义.

bool load_serializable ( CSerializableFile *  file, const char *  prefix = ""  )

virtualinherited

Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!

参数

file	where to load from
prefix	prefix for members

返回

TRUE if done, otherwise FALSE

在文件 SGObject.cpp 第 369 行定义.

void load_serializable_post ( ) throw ( ShogunException )

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.

异常

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.

void load_serializable_pre ( ) throw ( ShogunException )

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.

异常

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.

bool parameter_hash_changed ( )

virtualinherited

返回

whether parameter combination has changed since last update

在文件 SGObject.cpp 第 262 行定义.

void print_modsel_params ( )

inherited

prints all parameter registered for model selection and their type

在文件 SGObject.cpp 第 474 行定义.

void print_serializable ( const char *  prefix = "" )

virtualinherited

prints registered parameters out

参数

prefix

prefix for members

在文件 SGObject.cpp 第 308 行定义.

bool save_serializable ( CSerializableFile *  file, const char *  prefix = ""  )

virtualinherited

Save this object to file.

参数

file	where to save the object; will be closed during returning if PREFIX is an empty string.
prefix	prefix for members

返回

TRUE if done, otherwise FALSE

在文件 SGObject.cpp 第 314 行定义.

void save_serializable_post ( ) throw ( ShogunException )

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.

异常

ShogunException

will be thrown if an error occurs.

被 CKernel 重载.

在文件 SGObject.cpp 第 436 行定义.

void save_serializable_pre ( ) throw ( ShogunException )

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.

异常

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.

void set_f_gap

(

int32_t

f_gap

)

set f gap

参数

f_gap

f gap

在文件 SparseInverseCovariance.h 第 84 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 41 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 46 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 51 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 56 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 61 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 66 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 71 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 76 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 81 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 86 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 91 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 96 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 101 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 106 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 111 行定义.

void set_generic ( )

inherited

set generic type to T

void set_global_io ( SGIO *  io )

inherited

set the io object

参数

io	io object to use

在文件 SGObject.cpp 第 228 行定义.

void set_global_parallel ( Parallel *  parallel )

inherited

set the parallel object

参数

parallel

parallel object to use

在文件 SGObject.cpp 第 241 行定义.

void set_global_version ( Version *  version )

inherited

set the version object

参数

version

version object to use

在文件 SGObject.cpp 第 283 行定义.

void set_lasso_max_iter

(

int32_t

lasso_max_iter

)

set lasso max iter

参数

lasso_max_iter

lasso max iter

在文件 SparseInverseCovariance.h 第 70 行定义.

void set_max_iter

(

int32_t

max_iter

)

set max iter

参数

max_iter

max iter

在文件 SparseInverseCovariance.h 第 77 行定义.

void set_x_gap

(

int32_t

x_gap

)

set x gap

参数

x_gap

x gap

在文件 SparseInverseCovariance.h 第 91 行定义.

void set_xtol

(

int32_t

xtol

)

set xtol

参数

xtol

xtol

在文件 SparseInverseCovariance.h 第 98 行定义.

CSGObject * shallow_copy ( ) const

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.

void unset_generic ( )

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.

void update_parameter_hash ( )

virtualinherited

Updates the hash of current parameter combination

在文件 SGObject.cpp 第 248 行定义.

类成员变量说明

SGIO* io

inherited

io

在文件 SGObject.h 第 369 行定义.

float64_t m_f_gap

protected

fGap

在文件 SparseInverseCovariance.h 第 117 行定义.

Parameter* m_gradient_parameters

inherited

parameters wrt which we can compute gradients

在文件 SGObject.h 第 384 行定义.

uint32_t m_hash

inherited

Hash of parameter values

在文件 SGObject.h 第 387 行定义.

int32_t m_lasso_max_iter

protected

LASSO max iter

在文件 SparseInverseCovariance.h 第 111 行定义.

int32_t m_max_iter

protected

max iter

在文件 SparseInverseCovariance.h 第 114 行定义.

Parameter* m_model_selection_parameters

inherited

model selection parameters

在文件 SGObject.h 第 381 行定义.

Parameter* m_parameters

inherited

parameters

在文件 SGObject.h 第 378 行定义.

float64_t m_x_gap

protected

xGap

在文件 SparseInverseCovariance.h 第 120 行定义.

float64_t m_xtol

protected

xtol

在文件 SparseInverseCovariance.h 第 123 行定义.

Parallel* parallel

inherited

parallel

在文件 SGObject.h 第 372 行定义.

Version* version

inherited

version

在文件 SGObject.h 第 375 行定义.

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该类的文档由以下文件生成:

• SparseInverseCovariance.h
• SparseInverseCovariance.cpp