Public Member Functions | Public Attributes | Protected Member Functions | Protected Attributes

CCrossValidationMKLStorage Class Reference


Detailed Description

Class for storing MKL weights in every fold of cross-validation.

Definition at line 25 of file CrossValidationMKLStorage.h.

Inheritance diagram for CCrossValidationMKLStorage:
Inheritance graph
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List of all members.

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_tget_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="")
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

SGMatrix< float64_tm_mkl_weights
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

constructor

Definition at line 30 of file CrossValidationMKLStorage.h.

virtual ~CCrossValidationMKLStorage (  )  [virtual]

destructor

Definition at line 33 of file CrossValidationMKLStorage.h.


Member Function Documentation

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:
dict dictionary of parameters to be built.

Definition at line 1201 of file SGObject.cpp.

virtual CSGObject* deep_copy (  )  const [virtual, inherited]

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

Definition at line 131 of file SGObject.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.

virtual SGMatrix<float64_t> get_mkl_weights (  )  [virtual]
Returns:
mkl weights matrix, one set of weights per column, num_folds*num_runs columns, one fold after another

Definition at line 48 of file CrossValidationMKLStorage.h.

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_name name 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_name name 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 36 of file CrossValidationMKLStorage.h.

virtual void init_expose_labels ( CLabels labels  )  [virtual, inherited]

initially expose labels before usage

Parameters:
labels labels to expose to CV output

Reimplemented in CCrossValidationMulticlassStorage.

Definition at line 81 of file CrossValidationOutput.h.

virtual void init_num_folds ( index_t  num_folds,
const char *  prefix = "" 
) [virtual, inherited]

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

Parameters:
num_folds number of folds that will be performed
prefix prefix 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 = "" 
) [virtual, inherited]

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

Parameters:
num_runs number of runs that will be performed
prefix prefix for output

Reimplemented in CCrossValidationPrintOutput.

Definition at line 64 of file CrossValidationOutput.h.

bool is_generic ( EPrimitiveType *  generic  )  const [virtual, inherited]

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

Parameters:
generic set 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_version parameter version of the file
current_version version from which mapping begins (you want to use VERSION_PARAMETER for this in most cases)
file file to load from
prefix prefix 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_info information of parameter
file_version parameter version of the file, must be <= provided parameter version
file file to load from
prefix prefix 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 
) [virtual, inherited]

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

Parameters:
file where to load from
prefix prefix 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) [protected, virtual, inherited]

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:
ShogunException Will be thrown if an error occurres.

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

Definition at line 1033 of file SGObject.cpp.

void load_serializable_pre (  )  throw (ShogunException) [protected, virtual, inherited]

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:
ShogunException Will 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_base set of TParameter instances that are mapped to the provided target parameter infos
base_version version of the parameter base
target_param_infos set 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 
) [protected, virtual, inherited]

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_base set of TParameter instances to use for migration
target parameter 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 
) [protected, virtual, inherited]

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_base set of TParameter instances to use for migration
target parameter info for the resulting TParameter
replacement (used as output) here the TParameter instance which is returned by migration is created into
to_migrate the only source that is used for migration
old_name with this parameter, a name change may be specified

Definition at line 864 of file SGObject.cpp.

virtual void post_init (  )  [virtual, inherited]

post init action (called once)

Reimplemented in CCrossValidationMulticlassStorage.

Definition at line 84 of file CrossValidationOutput.h.

virtual void post_update_results (  )  [virtual, inherited]

post update test and true results

Reimplemented in CCrossValidationMulticlassStorage.

Definition at line 150 of file CrossValidationOutput.h.

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 = ""  )  [virtual, inherited]

prints registered parameters out

Parameters:
prefix prefix for members

Definition at line 290 of file SGObject.cpp.

bool save_serializable ( CSerializableFile file,
const char *  prefix = "",
int32_t  param_version = VERSION_PARAMETER 
) [virtual, inherited]

Save this object to file.

Parameters:
file where to save the object; will be closed during returning if PREFIX is an empty string.
prefix prefix 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) [protected, virtual, inherited]

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:
ShogunException Will be thrown if an error occurres.

Reimplemented in CKernel.

Definition at line 1043 of file SGObject.cpp.

void save_serializable_pre (  )  throw (ShogunException) [protected, virtual, inherited]

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:
ShogunException Will 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

void set_global_io ( SGIO io  )  [inherited]

set the io object

Parameters:
io io object to use

Definition at line 217 of file SGObject.cpp.

void set_global_parallel ( Parallel parallel  )  [inherited]

set the parallel object

Parameters:
parallel parallel object to use

Definition at line 230 of file SGObject.cpp.

void set_global_version ( Version version  )  [inherited]

set the version object

Parameters:
version version object to use

Definition at line 265 of file SGObject.cpp.

virtual CSGObject* shallow_copy (  )  const [virtual, inherited]

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 = "" 
) [virtual, inherited]

update evaluate result

Parameters:
result evaluation result
prefix prefix 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 = "" 
) [virtual, inherited]

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

Parameters:
fold_index index of current run
prefix prefix for output

Reimplemented in CCrossValidationPrintOutput.

Definition at line 102 of file CrossValidationOutput.h.

bool update_parameter_hash (  )  [protected, virtual, inherited]

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 = "" 
) [virtual, inherited]

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

Parameters:
run_index index of current run
prefix prefix 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 = "" 
) [virtual, inherited]

update test indices

Parameters:
indices indices used for testing/validation
prefix prefix for output

Reimplemented in CCrossValidationPrintOutput.

Definition at line 121 of file CrossValidationOutput.h.

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

update test result

Parameters:
results result labels for test/validation run
prefix prefix for output

Reimplemented in CCrossValidationMulticlassStorage, and CCrossValidationPrintOutput.

Definition at line 137 of file CrossValidationOutput.h.

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

update test true result

Parameters:
results ground truth labels for test/validation run
prefix prefix for output

Reimplemented in CCrossValidationMulticlassStorage, and CCrossValidationPrintOutput.

Definition at line 145 of file CrossValidationOutput.h.

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

update train indices

Parameters:
indices indices used for training
prefix prefix for output

Reimplemented in CCrossValidationPrintOutput.

Definition at line 113 of file CrossValidationOutput.h.

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

update trained machine. Here, stores MKL weights in local matrix

Parameters:
machine trained machine instance
prefix prefix for output

Reimplemented from CCrossValidationOutput.

Definition at line 18 of file CrossValidationMKLStorage.cpp.


Member Data Documentation

SGIO* io [inherited]

io

Definition at line 462 of file SGObject.h.

index_t m_current_fold_index [protected, inherited]

current fold index is written here

Definition at line 165 of file CrossValidationOutput.h.

index_t m_current_run_index [protected, inherited]

current run index is written here

Definition at line 162 of file CrossValidationOutput.h.

uint32_t m_hash [inherited]

Hash of parameter values

Definition at line 480 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 54 of file CrossValidationMKLStorage.h.

model selection parameters

Definition at line 474 of file SGObject.h.

index_t m_num_folds [protected, inherited]

number of folds is initialised here

Definition at line 171 of file CrossValidationOutput.h.

index_t m_num_runs [protected, inherited]

number of runs is initialised here

Definition at line 168 of file CrossValidationOutput.h.

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.

Parallel* parallel [inherited]

parallel

Definition at line 465 of file SGObject.h.

Version* version [inherited]

version

Definition at line 468 of file SGObject.h.


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