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CCrossValidationMulticlassStorage Class Reference

Detailed Description

Class for storing multiclass evaluation information in every fold of cross-validation.

Be careful - can be very expensive memory-wise.

Definition at line 31 of file CrossValidationMulticlassStorage.h.

Inheritance diagram for CCrossValidationMulticlassStorage:
Inheritance graph
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Public Member Functions

 CCrossValidationMulticlassStorage (bool compute_ROC=true, bool compute_PRC=false, bool compute_conf_matrices=false)
virtual ~CCrossValidationMulticlassStorage ()
SGMatrix< float64_tget_fold_ROC (int32_t run, int32_t fold, int32_t c)
SGMatrix< float64_tget_fold_PRC (int32_t run, int32_t fold, int32_t c)
void append_binary_evaluation (CBinaryClassEvaluation *evaluation)
CBinaryClassEvaluationget_binary_evaluation (int32_t idx)
float64_t get_fold_evaluation_result (int32_t run, int32_t fold, int32_t c, int32_t e)
float64_t get_fold_accuracy (int32_t run, int32_t fold)
SGMatrix< int32_t > get_fold_conf_matrix (int32_t run, int32_t fold)
virtual void post_init ()
virtual void post_update_results ()
virtual void init_expose_labels (CLabels *labels)
virtual void update_test_result (CLabels *results, const char *prefix="")
virtual void update_test_true_result (CLabels *results, const char *prefix="")
virtual const char * get_name () const
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 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_trained_machine (CMachine *machine, const char *prefix="")
virtual void update_evaluation_result (float64_t result, const char *prefix="")
virtual CSGObjectshallow_copy () const
virtual CSGObjectdeep_copy () const
virtual bool is_generic (EPrimitiveType *generic) const
template<class T >
void set_generic ()
void unset_generic ()
virtual void print_serializable (const char *prefix="")
virtual bool save_serializable (CSerializableFile *file, const char *prefix="", int32_t param_version=VERSION_PARAMETER)
virtual bool load_serializable (CSerializableFile *file, const char *prefix="", int32_t param_version=VERSION_PARAMETER)
DynArray< TParameter * > * load_file_parameters (const SGParamInfo *param_info, int32_t file_version, CSerializableFile *file, const char *prefix="")
DynArray< TParameter * > * load_all_file_parameters (int32_t file_version, int32_t current_version, CSerializableFile *file, const char *prefix="")
void map_parameters (DynArray< TParameter * > *param_base, int32_t &base_version, DynArray< const SGParamInfo * > *target_param_infos)
void set_global_io (SGIO *io)
SGIOget_global_io ()
void set_global_parallel (Parallel *parallel)
Parallelget_global_parallel ()
void set_global_version (Version *version)
Versionget_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_parameter_dictionary (CMap< TParameter *, CSGObject * > &dict)

Public Attributes

SGIOio
Parallelparallel
Versionversion
Parameterm_parameters
Parameterm_model_selection_parameters
ParameterMapm_parameter_map
uint32_t m_hash

Protected Member Functions

virtual TParametermigrate (DynArray< TParameter * > *param_base, const SGParamInfo *target)
virtual void one_to_one_migration_prepare (DynArray< TParameter * > *param_base, const SGParamInfo *target, TParameter *&replacement, TParameter *&to_migrate, char *old_name=NULL)
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)
virtual bool update_parameter_hash ()

Protected Attributes

bool m_initialized
CDynamicObjectArraym_binary_evaluations
SGVector< float64_tm_evaluations_results
SGVector< float64_tm_accuracies
bool m_compute_ROC
SGMatrix< float64_t > * m_fold_ROC_graphs
bool m_compute_PRC
SGMatrix< float64_t > * m_fold_PRC_graphs
bool m_compute_conf_matrices
SGMatrix< int32_t > * m_conf_matrices
CMulticlassLabelsm_pred_labels
CMulticlassLabelsm_true_labels
int32_t m_num_classes
index_t m_current_run_index
index_t m_current_fold_index
index_t m_num_runs
index_t m_num_folds

Constructor & Destructor Documentation

CCrossValidationMulticlassStorage ( bool  compute_ROC = true,
bool  compute_PRC = false,
bool  compute_conf_matrices = false 
)

constructor

Parameters
compute_ROCwhether to compute ROCs
compute_PRCwhether to compute PRCs
compute_conf_matriceswhether to compute confusion matrices

Definition at line 17 of file CrossValidationMulticlassStorage.cpp.

destructor

Definition at line 31 of file CrossValidationMulticlassStorage.cpp.

Member Function Documentation

void append_binary_evaluation ( CBinaryClassEvaluation evaluation)

appends a binary evaluation instance

Parameters
evaluationbinary evaluation to add

Definition at line 87 of file CrossValidationMulticlassStorage.h.

void build_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.

Parameters
dictdictionary of parameters to be built.

Definition at line 1204 of file SGObject.cpp.

virtual CSGObject* deep_copy ( ) const
virtualinherited

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

Definition at line 131 of file SGObject.h.

CBinaryClassEvaluation* get_binary_evaluation ( int32_t  idx)

returns binary evalution appended before

Parameters
idx

Definition at line 96 of file CrossValidationMulticlassStorage.h.

float64_t get_fold_accuracy ( int32_t  run,
int32_t  fold 
)

returns accuracy of fold and run

Parameters
runrun
foldfold

Definition at line 126 of file CrossValidationMulticlassStorage.h.

SGMatrix<int32_t> get_fold_conf_matrix ( int32_t  run,
int32_t  fold 
)

returns confusion matrix of fold and run

Parameters
runrun
foldfold

Definition at line 139 of file CrossValidationMulticlassStorage.h.

float64_t get_fold_evaluation_result ( int32_t  run,
int32_t  fold,
int32_t  c,
int32_t  e 
)

returns evaluation result of 1-v-R in given fold and run

Parameters
runrun
foldfold
cclass
eevaluation number

Definition at line 108 of file CrossValidationMulticlassStorage.h.

SGMatrix<float64_t> get_fold_PRC ( int32_t  run,
int32_t  fold,
int32_t  c 
)

returns PRC of 1-v-R in given fold and run

Parameters
runrun
foldfold
cclass
Returns
ROC of 'run' run, 'fold' fold and 'c' class

Definition at line 71 of file CrossValidationMulticlassStorage.h.

SGMatrix<float64_t> get_fold_ROC ( int32_t  run,
int32_t  fold,
int32_t  c 
)

returns ROC of 1-v-R in given fold and run

Parameters
runrun
foldfold
cclass
Returns
ROC of 'run' run, 'fold' fold and 'c' class

Definition at line 52 of file CrossValidationMulticlassStorage.h.

SGIO * get_global_io ( )
inherited

get the io object

Returns
io object

Definition at line 224 of file SGObject.cpp.

Parallel * get_global_parallel ( )
inherited

get the parallel object

Returns
parallel object

Definition at line 259 of file SGObject.cpp.

Version * get_global_version ( )
inherited

get the version object

Returns
version object

Definition at line 272 of file SGObject.cpp.

SGStringList< char > get_modelsel_names ( )
inherited
Returns
vector of names of all parameters which are registered for model selection

Definition at line 1108 of file SGObject.cpp.

char * get_modsel_param_descr ( const char *  param_name)
inherited

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

Parameters
param_namename of the parameter
Returns
description of the parameter

Definition at line 1132 of file SGObject.cpp.

index_t get_modsel_param_index ( const char *  param_name)
inherited

Returns index of model selection parameter with provided index

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

Definition at line 1145 of file SGObject.cpp.

virtual const char* get_name ( ) const
virtual
Returns
name of SG_SERIALIZABLE

Implements CCrossValidationOutput.

Definition at line 177 of file CrossValidationMulticlassStorage.h.

void init_expose_labels ( CLabels labels)
virtual

expose labels

Parameters
labelslabels to expose

Reimplemented from CCrossValidationOutput.

Definition at line 97 of file CrossValidationMulticlassStorage.cpp.

virtual void init_num_folds ( index_t  num_folds,
const char *  prefix = "" 
)
virtualinherited

init number of folds (called once). saves them to local variable

Parameters
num_foldsnumber of folds that will be performed
prefixprefix for output

Reimplemented in CCrossValidationPrintOutput.

Definition at line 73 of file CrossValidationOutput.h.

virtual void init_num_runs ( index_t  num_runs,
const char *  prefix = "" 
)
virtualinherited

init number of runs (called once). saves them to local variable

Parameters
num_runsnumber of runs that will be performed
prefixprefix for output

Reimplemented in CCrossValidationPrintOutput.

Definition at line 64 of file CrossValidationOutput.h.

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.

Parameters
genericset to the type of the generic if returning TRUE
Returns
TRUE if a class template.

Definition at line 278 of file SGObject.cpp.

DynArray< TParameter * > * load_all_file_parameters ( int32_t  file_version,
int32_t  current_version,
CSerializableFile file,
const char *  prefix = "" 
)
inherited

maps all parameters of this instance to the provided file version and loads all parameter data from the file into an array, which is sorted (basically calls load_file_parameter(...) for all parameters and puts all results into a sorted array)

Parameters
file_versionparameter version of the file
current_versionversion from which mapping begins (you want to use VERSION_PARAMETER for this in most cases)
filefile to load from
prefixprefix for members
Returns
(sorted) array of created TParameter instances with file data

Definition at line 679 of file SGObject.cpp.

DynArray< TParameter * > * load_file_parameters ( const SGParamInfo param_info,
int32_t  file_version,
CSerializableFile file,
const char *  prefix = "" 
)
inherited

loads some specified parameters from a file with a specified version The provided parameter info has a version which is recursively mapped until the file parameter version is reached. Note that there may be possibly multiple parameters in the mapping, therefore, a set of TParameter instances is returned

Parameters
param_infoinformation of parameter
file_versionparameter version of the file, must be <= provided parameter version
filefile to load from
prefixprefix for members
Returns
new array with TParameter instances with the attached data

Definition at line 523 of file SGObject.cpp.

bool load_serializable ( CSerializableFile file,
const char *  prefix = "",
int32_t  param_version = VERSION_PARAMETER 
)
virtualinherited

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

Parameters
filewhere to load from
prefixprefix for members
param_version(optional) a parameter version different to (this is mainly for testing, better do not use)
Returns
TRUE if done, otherwise FALSE

Reimplemented in CModelSelectionParameters.

Definition at line 354 of file SGObject.cpp.

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.

Exceptions
ShogunExceptionWill be thrown if an error occurres.

Reimplemented in CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CANOVAKernel, CInverseMultiQuadricKernel, CCircularKernel, and CExponentialKernel.

Definition at line 1033 of file SGObject.cpp.

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.

Exceptions
ShogunExceptionWill be thrown if an error occurres.

Definition at line 1028 of file SGObject.cpp.

void map_parameters ( DynArray< TParameter * > *  param_base,
int32_t &  base_version,
DynArray< const SGParamInfo * > *  target_param_infos 
)
inherited

Takes a set of TParameter instances (base) with a certain version and a set of target parameter infos and recursively maps the base level wise to the current version using CSGObject::migrate(...). The base is replaced. After this call, the base version containing parameters should be of same version/type as the initial target parameter infos. Note for this to work, the migrate methods and all the internal parameter mappings have to match

Parameters
param_baseset of TParameter instances that are mapped to the provided target parameter infos
base_versionversion of the parameter base
target_param_infosset of SGParamInfo instances that specify the target parameter base

Definition at line 717 of file SGObject.cpp.

TParameter * migrate ( DynArray< TParameter * > *  param_base,
const SGParamInfo target 
)
protectedvirtualinherited

creates a new TParameter instance, which contains migrated data from the version that is provided. The provided parameter data base is used for migration, this base is a collection of all parameter data of the previous version. Migration is done FROM the data in param_base TO the provided param info Migration is always one version step. Method has to be implemented in subclasses, if no match is found, base method has to be called.

If there is an element in the param_base which equals the target, a copy of the element is returned. This represents the case when nothing has changed and therefore, the migrate method is not overloaded in a subclass

Parameters
param_baseset of TParameter instances to use for migration
targetparameter info for the resulting TParameter
Returns
a new TParameter instance with migrated data from the base of the type which is specified by the target parameter

Definition at line 923 of file SGObject.cpp.

void one_to_one_migration_prepare ( DynArray< TParameter * > *  param_base,
const SGParamInfo target,
TParameter *&  replacement,
TParameter *&  to_migrate,
char *  old_name = NULL 
)
protectedvirtualinherited

This method prepares everything for a one-to-one parameter migration. One to one here means that only ONE element of the parameter base is needed for the migration (the one with the same name as the target). Data is allocated for the target (in the type as provided in the target SGParamInfo), and a corresponding new TParameter instance is written to replacement. The to_migrate pointer points to the single needed TParameter instance needed for migration. If a name change happened, the old name may be specified by old_name. In addition, the m_delete_data flag of to_migrate is set to true. So if you want to migrate data, the only thing to do after this call is converting the data in the m_parameter fields. If unsure how to use - have a look into an example for this. (base_migration_type_conversion.cpp for example)

Parameters
param_baseset of TParameter instances to use for migration
targetparameter info for the resulting TParameter
replacement(used as output) here the TParameter instance which is returned by migration is created into
to_migratethe only source that is used for migration
old_namewith this parameter, a name change may be specified

Definition at line 864 of file SGObject.cpp.

void post_init ( )
virtual

post init

Reimplemented from CCrossValidationOutput.

Definition at line 61 of file CrossValidationMulticlassStorage.cpp.

void post_update_results ( )
virtual

post update results

Reimplemented from CCrossValidationOutput.

Definition at line 103 of file CrossValidationMulticlassStorage.cpp.

void print_modsel_params ( )
inherited

prints all parameter registered for model selection and their type

Definition at line 1084 of file SGObject.cpp.

void print_serializable ( const char *  prefix = "")
virtualinherited

prints registered parameters out

Parameters
prefixprefix for members

Definition at line 290 of file SGObject.cpp.

bool save_serializable ( CSerializableFile file,
const char *  prefix = "",
int32_t  param_version = VERSION_PARAMETER 
)
virtualinherited

Save this object to file.

Parameters
filewhere to save the object; will be closed during returning if PREFIX is an empty string.
prefixprefix for members
param_version(optional) a parameter version different to (this is mainly for testing, better do not use)
Returns
TRUE if done, otherwise FALSE

Reimplemented in CModelSelectionParameters.

Definition at line 296 of file SGObject.cpp.

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.

Exceptions
ShogunExceptionWill be thrown if an error occurres.

Reimplemented in CKernel.

Definition at line 1043 of file SGObject.cpp.

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.

Exceptions
ShogunExceptionWill be thrown if an error occurres.

Reimplemented in CKernel.

Definition at line 1038 of file SGObject.cpp.

void set_generic< floatmax_t > ( )
inherited

set generic type to T

Definition at line 41 of file SGObject.cpp.

void set_global_io ( SGIO io)
inherited

set the io object

Parameters
ioio object to use

Definition at line 217 of file SGObject.cpp.

void set_global_parallel ( Parallel parallel)
inherited

set the parallel object

Parameters
parallelparallel object to use

Definition at line 230 of file SGObject.cpp.

void set_global_version ( Version version)
inherited

set the version object

Parameters
versionversion object to use

Definition at line 265 of file SGObject.cpp.

virtual CSGObject* shallow_copy ( ) const
virtualinherited

A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.

Reimplemented in CGaussianKernel.

Definition at line 122 of file SGObject.h.

void unset_generic ( )
inherited

unset generic type

this has to be called in classes specializing a template class

Definition at line 285 of file SGObject.cpp.

virtual void update_evaluation_result ( float64_t  result,
const char *  prefix = "" 
)
virtualinherited

update evaluate result

Parameters
resultevaluation result
prefixprefix for output

Reimplemented in CCrossValidationPrintOutput.

Definition at line 157 of file CrossValidationOutput.h.

virtual void update_fold_index ( index_t  fold_index,
const char *  prefix = "" 
)
virtualinherited

update fold index (called every iteration). saves to local variable

Parameters
fold_indexindex of current run
prefixprefix for output

Reimplemented in CCrossValidationPrintOutput.

Definition at line 102 of file CrossValidationOutput.h.

bool update_parameter_hash ( )
protectedvirtualinherited

Updates the hash of current parameter combination.

Returns
bool if parameter combination has changed since last update.

Definition at line 237 of file SGObject.cpp.

virtual void update_run_index ( index_t  run_index,
const char *  prefix = "" 
)
virtualinherited

update run index (called every iteration). saves to local variable

Parameters
run_indexindex of current run
prefixprefix for output

Reimplemented in CCrossValidationPrintOutput.

Definition at line 91 of file CrossValidationOutput.h.

virtual void update_test_indices ( SGVector< index_t indices,
const char *  prefix = "" 
)
virtualinherited

update test indices

Parameters
indicesindices used for testing/validation
prefixprefix for output

Reimplemented in CCrossValidationPrintOutput.

Definition at line 121 of file CrossValidationOutput.h.

void update_test_result ( CLabels results,
const char *  prefix = "" 
)
virtual

update test result

Parameters
resultsresult labels for test/validation run
prefixprefix for output

Reimplemented from CCrossValidationOutput.

Definition at line 147 of file CrossValidationMulticlassStorage.cpp.

void update_test_true_result ( CLabels results,
const char *  prefix = "" 
)
virtual

update test true result

Parameters
resultsground truth labels for test/validation run
prefixprefix for output

Reimplemented from CCrossValidationOutput.

Definition at line 152 of file CrossValidationMulticlassStorage.cpp.

virtual void update_train_indices ( SGVector< index_t indices,
const char *  prefix = "" 
)
virtualinherited

update train indices

Parameters
indicesindices used for training
prefixprefix for output

Reimplemented in CCrossValidationPrintOutput.

Definition at line 113 of file CrossValidationOutput.h.

virtual void update_trained_machine ( CMachine machine,
const char *  prefix = "" 
)
virtualinherited

update trained machine

Parameters
machinetrained machine instance
prefixprefix for output

Reimplemented in CCrossValidationPrintOutput, and CCrossValidationMKLStorage.

Definition at line 129 of file CrossValidationOutput.h.

Member Data Documentation

SGIO* io
inherited

io

Definition at line 462 of file SGObject.h.

SGVector<float64_t> m_accuracies
protected

accuracies

Definition at line 191 of file CrossValidationMulticlassStorage.h.

CDynamicObjectArray* m_binary_evaluations
protected

custom binary evaluators

Definition at line 185 of file CrossValidationMulticlassStorage.h.

bool m_compute_conf_matrices
protected

whether compute confusion matrices

Definition at line 206 of file CrossValidationMulticlassStorage.h.

bool m_compute_PRC
protected

whether compute PRCs

Definition at line 200 of file CrossValidationMulticlassStorage.h.

bool m_compute_ROC
protected

whether compute ROCs

Definition at line 194 of file CrossValidationMulticlassStorage.h.

SGMatrix<int32_t>* m_conf_matrices
protected

confusion matrices

Definition at line 209 of file CrossValidationMulticlassStorage.h.

index_t m_current_fold_index
protectedinherited

current fold index is written here

Definition at line 165 of file CrossValidationOutput.h.

index_t m_current_run_index
protectedinherited

current run index is written here

Definition at line 162 of file CrossValidationOutput.h.

SGVector<float64_t> m_evaluations_results
protected

fold evaluation results

Definition at line 188 of file CrossValidationMulticlassStorage.h.

SGMatrix<float64_t>* m_fold_PRC_graphs
protected

fold PRC graphs

Definition at line 203 of file CrossValidationMulticlassStorage.h.

SGMatrix<float64_t>* m_fold_ROC_graphs
protected

fold ROC graphs

Definition at line 197 of file CrossValidationMulticlassStorage.h.

uint32_t m_hash
inherited

Hash of parameter values

Definition at line 480 of file SGObject.h.

bool m_initialized
protected

is initialized

Definition at line 182 of file CrossValidationMulticlassStorage.h.

Parameter* m_model_selection_parameters
inherited

model selection parameters

Definition at line 474 of file SGObject.h.

int32_t m_num_classes
protected

number of classes

Definition at line 218 of file CrossValidationMulticlassStorage.h.

index_t m_num_folds
protectedinherited

number of folds is initialised here

Definition at line 171 of file CrossValidationOutput.h.

index_t m_num_runs
protectedinherited

number of runs is initialised here

Definition at line 168 of file CrossValidationOutput.h.

ParameterMap* m_parameter_map
inherited

map for different parameter versions

Definition at line 477 of file SGObject.h.

Parameter* m_parameters
inherited

parameters

Definition at line 471 of file SGObject.h.

CMulticlassLabels* m_pred_labels
protected

predicted results

Definition at line 212 of file CrossValidationMulticlassStorage.h.

CMulticlassLabels* m_true_labels
protected

true labels

Definition at line 215 of file CrossValidationMulticlassStorage.h.

Parallel* parallel
inherited

parallel

Definition at line 465 of file SGObject.h.

Version* version
inherited

version

Definition at line 468 of file SGObject.h.


The documentation for this class was generated from the following files:

SHOGUN Machine Learning Toolbox - Documentation