CrossValidation.h

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/*
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 3 of the License, or
 * (at your option) any later version.
 *
 * Written (W) 2011 Heiko Strathmann
 * Copyright (C) 2011 Berlin Institute of Technology and Max-Planck-Society
 */

#ifndef __CROSSVALIDATION_H_
#define __CROSSVALIDATION_H_

#include <shogun/base/SGObject.h>
#include <shogun/evaluation/Evaluation.h>

namespace shogun
{

class CMachine;
class CFeatures;
class CLabels;
class CSplittingStrategy;
class CEvaluation;

typedef struct
{
    float64_t mean;
    bool has_conf_int;
    float64_t conf_int_low;
    float64_t conf_int_up;
    float64_t conf_int_alpha;

    void print_result()
    {
        if (has_conf_int)
        {
            SG_SPRINT("[%f,%f] with alpha=%f, mean=%f\n", conf_int_low, conf_int_up,
                    conf_int_alpha, mean);
        }
        else
            SG_SPRINT("%f\n", mean);
    }
} CrossValidationResult;

class CCrossValidation: public CSGObject
{
public:
    CCrossValidation();

    CCrossValidation(CMachine* machine, CFeatures* features, CLabels* labels,
            CSplittingStrategy* splitting_strategy,
            CEvaluation* evaluation_criterium);

    virtual ~CCrossValidation();

    inline EEvaluationDirection get_evaluation_direction()
    {
        return m_evaluation_criterium->get_evaluation_direction();
    }

    CrossValidationResult evaluate();

    CMachine* get_machine() const;

    void set_num_runs(int32_t num_runs);

    void set_conf_int_alpha(float64_t m_conf_int_alpha);

    inline virtual const char* get_name() const
    {
        return "CrossValidation";
    }

private:
    void init();

protected:
    virtual float64_t evaluate_one_run();

private:
    int32_t m_num_runs;
    float64_t m_conf_int_alpha;

    CMachine* m_machine;
    CFeatures* m_features;
    CLabels* m_labels;
    CSplittingStrategy* m_splitting_strategy;
    CEvaluation* m_evaluation_criterium;
};

}

#endif /* __CROSSVALIDATION_H_ */