SHOGUN
v3.0.0
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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.
Definition at line 137 of file CrossValidation.h.
Public Member Functions | |
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 () |
void | unset_generic () |
virtual void | print_serializable (const char *prefix="") |
virtual bool | save_serializable (CSerializableFile *file, const char *prefix="", int32_t param_version=Version::get_version_parameter()) |
virtual bool | load_serializable (CSerializableFile *file, const char *prefix="", int32_t param_version=Version::get_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) |
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 bool | update_parameter_hash () |
virtual bool | equals (CSGObject *other, float64_t accuracy=0.0) |
virtual CSGObject * | clone () |
Public Attributes | |
SGIO * | io |
Parallel * | parallel |
Version * | version |
Parameter * | m_parameters |
Parameter * | m_model_selection_parameters |
Parameter * | m_gradient_parameters |
ParameterMap * | m_parameter_map |
uint32_t | m_hash |
Protected Member Functions | |
virtual float64_t | evaluate_one_run () |
virtual TParameter * | migrate (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) |
Protected Attributes | |
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
Definition at line 23 of file CrossValidation.cpp.
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 |
Definition at line 28 of file CrossValidation.cpp.
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 |
Definition at line 37 of file CrossValidation.cpp.
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virtual |
destructor
Definition at line 46 of file CrossValidation.cpp.
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 |
Definition at line 406 of file CrossValidation.cpp.
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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. |
Definition at line 1196 of file SGObject.cpp.
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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.
Definition at line 1313 of file SGObject.cpp.
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virtualinherited |
A deep copy. All the instance variables will also be copied.
Definition at line 160 of file SGObject.h.
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) |
Definition at line 1217 of file SGObject.cpp.
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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
Definition at line 202 of file CrossValidation.cpp.
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inherited |
Definition at line 122 of file MachineEvaluation.cpp.
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inherited |
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inherited |
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inherited |
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inherited |
Definition at line 116 of file MachineEvaluation.cpp.
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inherited |
Definition at line 1100 of file SGObject.cpp.
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Returns description of a given parameter string, if it exists. SG_ERROR otherwise
param_name | name of the parameter |
Definition at line 1124 of file SGObject.cpp.
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Returns index of model selection parameter with provided index
param_name | name of model selection parameter |
Definition at line 1137 of file SGObject.cpp.
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virtual |
Implements CSGObject.
Definition at line 187 of file CrossValidation.h.
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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 |
Definition at line 268 of file SGObject.cpp.
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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)
file_version | parameter version of the file |
current_version | version from which mapping begins (you want to use Version::get_version_parameter() for this in most cases) |
file | file to load from |
prefix | prefix for members |
Definition at line 673 of file SGObject.cpp.
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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
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 |
Definition at line 514 of file SGObject.cpp.
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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 |
param_version | (optional) a parameter version different to (this is mainly for testing, better do not use) |
Definition at line 345 of file SGObject.cpp.
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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 occurres. |
Reimplemented in CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel, and CExponentialKernel.
Definition at line 1029 of file SGObject.cpp.
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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 occurres. |
Reimplemented in CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, CDynamicArray< uint64_t >, and CDynamicObjectArray.
Definition at line 1024 of file SGObject.cpp.
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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
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 711 of file SGObject.cpp.
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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
param_base | set of TParameter instances to use for migration |
target | parameter info for the resulting TParameter |
Definition at line 918 of file SGObject.cpp.
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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)
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 858 of file SGObject.cpp.
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inherited |
prints all parameter registered for model selection and their type
Definition at line 1076 of file SGObject.cpp.
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virtualinherited |
prints registered parameters out
prefix | prefix for members |
Definition at line 280 of file SGObject.cpp.
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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 |
param_version | (optional) a parameter version different to (this is mainly for testing, better do not use) |
Definition at line 286 of file SGObject.cpp.
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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 occurres. |
Reimplemented in CKernel.
Definition at line 1039 of file SGObject.cpp.
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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 occurres. |
Reimplemented in CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, CDynamicArray< uint64_t >, and CDynamicObjectArray.
Definition at line 1034 of file SGObject.cpp.
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inherited |
setter for the autolock property. If true, machine will tried to be locked before evaluation
Definition at line 84 of file MachineEvaluation.h.
void set_conf_int_alpha | ( | float64_t | m_conf_int_alpha | ) |
setter for the number of runs to use for evaluation
Definition at line 178 of file CrossValidation.cpp.
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inherited |
set generic type to T
Definition at line 41 of file SGObject.cpp.
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inherited |
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inherited |
set the parallel object
parallel | parallel object to use |
Definition at line 220 of file SGObject.cpp.
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set the version object
version | version object to use |
Definition at line 255 of file SGObject.cpp.
void set_num_runs | ( | int32_t | num_runs | ) |
setter for the number of runs to use for evaluation
Definition at line 194 of file CrossValidation.cpp.
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virtualinherited |
A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.
Reimplemented in CGaussianKernel.
Definition at line 151 of file SGObject.h.
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inherited |
unset generic type
this has to be called in classes specializing a template class
Definition at line 275 of file SGObject.cpp.
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virtualinherited |
Updates the hash of current parameter combination.
Definition at line 227 of file SGObject.cpp.
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inherited |
io
Definition at line 514 of file SGObject.h.
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protectedinherited |
whether machine will automatically be locked before evaluation
Definition at line 109 of file MachineEvaluation.h.
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protected |
confidence interval alpha parameter
Definition at line 209 of file CrossValidation.h.
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protectedinherited |
whether machine should be unlocked after evaluation
Definition at line 112 of file MachineEvaluation.h.
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protectedinherited |
Criterion for evaluation
Definition at line 106 of file MachineEvaluation.h.
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protectedinherited |
Features to be used
Definition at line 97 of file MachineEvaluation.h.
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parameters wrt which we can compute gradients
Definition at line 529 of file SGObject.h.
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Hash of parameter values
Definition at line 535 of file SGObject.h.
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protectedinherited |
Labels for the features
Definition at line 100 of file MachineEvaluation.h.
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protectedinherited |
Machine to be Evaluated
Definition at line 94 of file MachineEvaluation.h.
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inherited |
model selection parameters
Definition at line 526 of file SGObject.h.
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protected |
number of evaluation runs for one fold
Definition at line 207 of file CrossValidation.h.
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inherited |
map for different parameter versions
Definition at line 532 of file SGObject.h.
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inherited |
parameters
Definition at line 523 of file SGObject.h.
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protectedinherited |
Splitting Strategy to be used
Definition at line 103 of file MachineEvaluation.h.
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xval output listeners
Definition at line 212 of file CrossValidation.h.
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parallel
Definition at line 517 of file SGObject.h.
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version
Definition at line 520 of file SGObject.h.