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 33 of file CrossValidationMulticlassStorage.h.

Inheritance diagram for CCrossValidationMulticlassStorage:

Public Member Functions
	CCrossValidationMulticlassStorage (bool compute_ROC=true, bool compute_PRC=false, bool compute_conf_matrices=false)
virtual	~CCrossValidationMulticlassStorage ()
SGMatrix< float64_t >	get_fold_ROC (int32_t run, int32_t fold, int32_t c)
SGMatrix< float64_t >	get_fold_PRC (int32_t run, int32_t fold, int32_t c)
void	append_binary_evaluation (CBinaryClassEvaluation *evaluation)
CBinaryClassEvaluation *	get_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 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 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
bool	m_initialized
CDynamicObjectArray *	m_binary_evaluations
SGVector< float64_t >	m_evaluations_results
SGVector< float64_t >	m_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
CMulticlassLabels *	m_pred_labels
CMulticlassLabels *	m_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_ROC	whether to compute ROCs
compute_PRC	whether to compute PRCs
compute_conf_matrices	whether to compute confusion matrices

Definition at line 17 of file CrossValidationMulticlassStorage.cpp.

~CCrossValidationMulticlassStorage ( )

virtual

destructor

Definition at line 34 of file CrossValidationMulticlassStorage.cpp.

Member Function Documentation

void append_binary_evaluation

(

CBinaryClassEvaluation *

evaluation

)

appends a binary evaluation instance

Parameters

evaluation

binary evaluation to add

Definition at line 89 of file CrossValidationMulticlassStorage.h.

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

dict	dictionary 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

other	object to compare with
accuracy	accuracy to use for comparison (optional)
tolerant	allows 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.

CBinaryClassEvaluation* get_binary_evaluation

(

int32_t

idx

)

returns binary evalution appended before

Parameters

idx

Definition at line 98 of file CrossValidationMulticlassStorage.h.

float64_t get_fold_accuracy	(	int32_t	run,
		int32_t	fold
	)

returns accuracy of fold and run

Parameters

run	run
fold	fold

Definition at line 128 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

run	run
fold	fold

Definition at line 141 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

run	run
fold	fold
c	class
e	evaluation number

Definition at line 110 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

run	run
fold	fold
c	class

Returns

ROC of 'run' run, 'fold' fold and 'c' class

Definition at line 73 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

run	run
fold	fold
c	class

Returns

ROC of 'run' run, 'fold' fold and 'c' class

Definition at line 54 of file CrossValidationMulticlassStorage.h.

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.

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_name

name 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_name

name 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 SG_SERIALIZABLE

Implements CCrossValidationOutput.

Definition at line 179 of file CrossValidationMulticlassStorage.h.

void init_expose_labels ( CLabels *  labels )

virtual

expose labels

Parameters

labels

labels to expose

Reimplemented from CCrossValidationOutput.

Definition at line 94 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_folds	number of folds that will be performed
prefix	prefix for output

Reimplemented in CCrossValidationPrintOutput.

Definition at line 76 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_runs	number of runs that will be performed
prefix	prefix for output

Reimplemented in CCrossValidationPrintOutput.

Definition at line 67 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

generic

set 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

file	where to load from
prefix	prefix 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

ShogunException

will 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

ShogunException

will 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 post_init ( )

virtual

post init

Reimplemented from CCrossValidationOutput.

Definition at line 58 of file CrossValidationMulticlassStorage.cpp.

void post_update_results ( )

virtual

post update results

Reimplemented from CCrossValidationOutput.

Definition at line 100 of file CrossValidationMulticlassStorage.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

prefix

prefix 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

file	where to save the object; will be closed during returning if PREFIX is an empty string.
prefix	prefix 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

ShogunException

will 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

ShogunException

will 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_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

io	io object to use

Definition at line 228 of file SGObject.cpp.

void set_global_parallel ( Parallel *  parallel )

inherited

set the parallel object

Parameters

parallel

parallel object to use

Definition at line 241 of file SGObject.cpp.

void set_global_version ( Version *  version )

inherited

set the version object

Parameters

version

version object to use

Definition at line 283 of file SGObject.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.

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

virtualinherited

update evaluate result

Parameters

result	evaluation result
prefix	prefix for output

Reimplemented in CCrossValidationPrintOutput.

Definition at line 160 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_index	index of current run
prefix	prefix for output

Reimplemented in CCrossValidationPrintOutput.

Definition at line 105 of file CrossValidationOutput.h.

void update_parameter_hash ( )

virtualinherited

Updates the hash of current parameter combination

Definition at line 248 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_index	index of current run
prefix	prefix for output

Reimplemented in CCrossValidationPrintOutput.

Definition at line 94 of file CrossValidationOutput.h.

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

virtualinherited

update test indices

Parameters

indices	indices used for testing/validation
prefix	prefix for output

Reimplemented in CCrossValidationPrintOutput.

Definition at line 124 of file CrossValidationOutput.h.

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

virtual

update test result

Parameters

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

Reimplemented from CCrossValidationOutput.

Definition at line 144 of file CrossValidationMulticlassStorage.cpp.

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

virtual

update test true result

Parameters

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

Reimplemented from CCrossValidationOutput.

Definition at line 149 of file CrossValidationMulticlassStorage.cpp.

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

virtualinherited

update train indices

Parameters

indices	indices used for training
prefix	prefix for output

Reimplemented in CCrossValidationPrintOutput.

Definition at line 116 of file CrossValidationOutput.h.

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

virtualinherited

update trained machine

Parameters

machine	trained machine instance
prefix	prefix for output

Reimplemented in CCrossValidationPrintOutput, and CCrossValidationMKLStorage.

Definition at line 132 of file CrossValidationOutput.h.

Member Data Documentation

SGIO* io

inherited

io

Definition at line 369 of file SGObject.h.

SGVector<float64_t> m_accuracies

protected

accuracies

Definition at line 193 of file CrossValidationMulticlassStorage.h.

CDynamicObjectArray* m_binary_evaluations

protected

custom binary evaluators

Definition at line 187 of file CrossValidationMulticlassStorage.h.

bool m_compute_conf_matrices

protected

whether compute confusion matrices

Definition at line 208 of file CrossValidationMulticlassStorage.h.

bool m_compute_PRC

protected

whether compute PRCs

Definition at line 202 of file CrossValidationMulticlassStorage.h.

bool m_compute_ROC

protected

whether compute ROCs

Definition at line 196 of file CrossValidationMulticlassStorage.h.

SGMatrix<int32_t>* m_conf_matrices

protected

confusion matrices

Definition at line 211 of file CrossValidationMulticlassStorage.h.

index_t m_current_fold_index

protectedinherited

current fold index is written here

Definition at line 168 of file CrossValidationOutput.h.

index_t m_current_run_index

protectedinherited

current run index is written here

Definition at line 165 of file CrossValidationOutput.h.

SGVector<float64_t> m_evaluations_results

protected

fold evaluation results

Definition at line 190 of file CrossValidationMulticlassStorage.h.

SGMatrix<float64_t>* m_fold_PRC_graphs

protected

fold PRC graphs

Definition at line 205 of file CrossValidationMulticlassStorage.h.

SGMatrix<float64_t>* m_fold_ROC_graphs

protected

fold ROC graphs

Definition at line 199 of file CrossValidationMulticlassStorage.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.

bool m_initialized

protected

is initialized

Definition at line 184 of file CrossValidationMulticlassStorage.h.

Parameter* m_model_selection_parameters

inherited

model selection parameters

Definition at line 381 of file SGObject.h.

int32_t m_num_classes

protected

number of classes

Definition at line 220 of file CrossValidationMulticlassStorage.h.

index_t m_num_folds

protectedinherited

number of folds is initialised here

Definition at line 174 of file CrossValidationOutput.h.

index_t m_num_runs

protectedinherited

number of runs is initialised here

Definition at line 171 of file CrossValidationOutput.h.

Parameter* m_parameters

inherited

parameters

Definition at line 378 of file SGObject.h.

CMulticlassLabels* m_pred_labels

protected

predicted results

Definition at line 214 of file CrossValidationMulticlassStorage.h.

CMulticlassLabels* m_true_labels

protected

true labels

Definition at line 217 of file CrossValidationMulticlassStorage.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:

• CrossValidationMulticlassStorage.h
• CrossValidationMulticlassStorage.cpp