SHOGUN  4.1.0
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Modules Pages
List of all members | Public Member Functions | Public Attributes | Protected Member Functions | Protected Attributes
CCrossValidation Class Reference

Detailed Description

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 139 of file CrossValidation.h.

Inheritance diagram for CCrossValidation:
Inheritance graph
[legend]

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 ()
 
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 Attributes

SGIO * io
 
Parallel * parallel
 
Version * version
 
Parameter * m_parameters
 
Parameter * m_model_selection_parameters
 
Parameter * m_gradient_parameters
 
uint32_t m_hash
 

Protected Member Functions

virtual float64_t evaluate_one_run ()
 
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
 

Constructor & Destructor Documentation

CCrossValidation ( )

constructor

Definition at line 22 of file CrossValidation.cpp.

CCrossValidation ( CMachine *  machine,
CFeatures *  features,
CLabels *  labels,
CSplittingStrategy *  splitting_strategy,
CEvaluation *  evaluation_criterion,
bool  autolock = true 
)

constructor

Parameters
machinelearning machine to use
featuresfeatures to use for cross-validation
labelslabels that correspond to the features
splitting_strategysplitting strategy to use
evaluation_criterionevaluation criterion to use
autolockwhether machine should be auto-locked before evaluation

Definition at line 27 of file CrossValidation.cpp.

CCrossValidation ( CMachine *  machine,
CLabels *  labels,
CSplittingStrategy *  splitting_strategy,
CEvaluation *  evaluation_criterion,
bool  autolock = true 
)

constructor, for use with custom kernels (no features)

Parameters
machinelearning machine to use
labelslabels that correspond to the features
splitting_strategysplitting strategy to use
evaluation_criterionevaluation criterion to use
autolockautolock

Definition at line 36 of file CrossValidation.cpp.

~CCrossValidation ( )
virtual

destructor

Definition at line 45 of file CrossValidation.cpp.

Member Function Documentation

void add_cross_validation_output ( CCrossValidationOutput *  cross_validation_output)

appends given cross validation output instance to the list of listeners

Parameters
cross_validation_outputgiven cross validation output

Definition at line 405 of file CrossValidation.cpp.

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.

Parameters
dictdictionary of parameters to be built.

Definition at line 597 of file SGObject.cpp.

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.

Returns
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

Definition at line 714 of file SGObject.cpp.

CSGObject * deep_copy ( ) const
virtualinherited

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

Definition at line 198 of file SGObject.cpp.

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.

Parameters
otherobject to compare with
accuracyaccuracy to use for comparison (optional)
tolerantallows linient check on float equality (within accuracy)
Returns
true if all parameters were equal, false if not

Definition at line 618 of file SGObject.cpp.

CEvaluationResult * evaluate ( )
virtual

evaluate

Implements CMachineEvaluation.

Definition at line 67 of file CrossValidation.cpp.

float64_t evaluate_one_run ( )
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

Returns
evaluation result of one cross-validation run

Definition at line 201 of file CrossValidation.cpp.

EEvaluationDirection get_evaluation_direction ( )
inherited
Returns
in which direction is the best evaluation value?

Definition at line 110 of file MachineEvaluation.cpp.

SGIO * get_global_io ( )
inherited

get the io object

Returns
io object

Definition at line 235 of file SGObject.cpp.

Parallel * get_global_parallel ( )
inherited

get the parallel object

Returns
parallel object

Definition at line 277 of file SGObject.cpp.

Version * get_global_version ( )
inherited

get the version object

Returns
version object

Definition at line 290 of file SGObject.cpp.

CMachine * get_machine ( ) const
inherited
Returns
underlying learning machine

Definition at line 104 of file MachineEvaluation.cpp.

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

Definition at line 498 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 522 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 535 of file SGObject.cpp.

virtual const char* get_name ( ) const
virtual
Returns
name of the SGSerializable

Implements CSGObject.

Definition at line 189 of file CrossValidation.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 296 of file SGObject.cpp.

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!

Parameters
filewhere to load from
prefixprefix for members
Returns
TRUE if done, otherwise FALSE

Definition at line 369 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 occurs.

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

Definition at line 426 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 occurs.

Reimplemented in CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.

Definition at line 421 of file SGObject.cpp.

bool parameter_hash_changed ( )
virtualinherited
Returns
whether parameter combination has changed since last update

Definition at line 262 of file SGObject.cpp.

void print_modsel_params ( )
inherited

prints all parameter registered for model selection and their type

Definition at line 474 of file SGObject.cpp.

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

prints registered parameters out

Parameters
prefixprefix for members

Definition at line 308 of file SGObject.cpp.

bool save_serializable ( CSerializableFile *  file,
const char *  prefix = "" 
)
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
Returns
TRUE if done, otherwise FALSE

Definition at line 314 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 occurs.

Reimplemented in CKernel.

Definition at line 436 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 occurs.

Reimplemented in CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.

Definition at line 431 of file SGObject.cpp.

void set_autolock ( bool  autolock)
inherited

setter for the autolock property. If true, machine will tried to be locked before evaluation

Definition at line 86 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 177 of file CrossValidation.cpp.

void set_generic ( )
inherited

Definition at line 41 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 46 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 51 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 56 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 61 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 66 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 71 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 76 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 81 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 86 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 91 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 96 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 101 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 106 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 111 of file SGObject.cpp.

void set_generic ( )
inherited

set generic type to T

void set_global_io ( SGIO *  io)
inherited

set the io object

Parameters
ioio object to use

Definition at line 228 of file SGObject.cpp.

void set_global_parallel ( Parallel *  parallel)
inherited

set the parallel object

Parameters
parallelparallel object to use

Definition at line 241 of file SGObject.cpp.

void set_global_version ( Version *  version)
inherited

set the version object

Parameters
versionversion object to use

Definition at line 283 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 193 of file CrossValidation.cpp.

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 192 of file SGObject.cpp.

void unset_generic ( )
inherited

unset generic type

this has to be called in classes specializing a template class

Definition at line 303 of file SGObject.cpp.

void update_parameter_hash ( )
virtualinherited

Updates the hash of current parameter combination

Definition at line 248 of file SGObject.cpp.

Member Data Documentation

SGIO* io
inherited

io

Definition at line 369 of file SGObject.h.

bool m_autolock
protectedinherited

whether machine will automatically be locked before evaluation

Definition at line 111 of file MachineEvaluation.h.

float64_t m_conf_int_alpha
protected

confidence interval alpha parameter

Definition at line 211 of file CrossValidation.h.

bool m_do_unlock
protectedinherited

whether machine should be unlocked after evaluation

Definition at line 114 of file MachineEvaluation.h.

CEvaluation* m_evaluation_criterion
protectedinherited

Criterion for evaluation

Definition at line 108 of file MachineEvaluation.h.

CFeatures* m_features
protectedinherited

Features to be used

Definition at line 99 of file MachineEvaluation.h.

Parameter* m_gradient_parameters
inherited

parameters wrt which we can compute gradients

Definition at line 384 of file SGObject.h.

uint32_t m_hash
inherited

Hash of parameter values

Definition at line 387 of file SGObject.h.

CLabels* m_labels
protectedinherited

Labels for the features

Definition at line 102 of file MachineEvaluation.h.

CMachine* m_machine
protectedinherited

Machine to be Evaluated

Definition at line 96 of file MachineEvaluation.h.

Parameter* m_model_selection_parameters
inherited

model selection parameters

Definition at line 381 of file SGObject.h.

int32_t m_num_runs
protected

number of evaluation runs for one fold

Definition at line 209 of file CrossValidation.h.

Parameter* m_parameters
inherited

parameters

Definition at line 378 of file SGObject.h.

CSplittingStrategy* m_splitting_strategy
protectedinherited

Splitting Strategy to be used

Definition at line 105 of file MachineEvaluation.h.

CList* m_xval_outputs
protected

xval output listeners

Definition at line 214 of file CrossValidation.h.

Parallel* parallel
inherited

parallel

Definition at line 372 of file SGObject.h.

Version* version
inherited

version

Definition at line 375 of file SGObject.h.

The documentation for this class was generated from the following files:
SHOGUN Machine Learning Toolbox - Documentation