SHOGUN
4.1.0
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This class implements the Random Forests algorithm. In Random Forests algorithm, we train a number of randomized CART trees (see class CRandomCARTree) using the supplied training data. The number of trees to be trained is a parameter (called number of bags) controlled by the user. Test feature vectors are classified/regressed by combining the outputs of all these trained candidate trees using a combination rule (see class CCombinationRule). The feature for calculating out-of-box error is also provided to help determine the appropriate number of bags. The evaluatin criteria for calculating this out-of-box error is specified by the user (see class CEvaluation).
Definition at line 46 of file RandomForest.h.
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 | set_machine_parameters (CMachine *m, SGVector< index_t > idx) |
virtual bool | train_machine (CFeatures *data=NULL) |
SGVector< float64_t > | apply_get_outputs (CFeatures *data) |
void | register_parameters () |
CDynamicArray< index_t > * | get_oob_indices (const SGVector< index_t > &in_bag) |
virtual void | store_model_features () |
virtual bool | is_label_valid (CLabels *lab) const |
virtual bool | train_require_labels () const |
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 | |
CDynamicObjectArray * | m_bags |
CFeatures * | m_features |
CMachine * | m_machine |
int32_t | m_num_bags |
int32_t | m_bag_size |
CCombinationRule * | m_combination_rule |
SGVector< bool > | m_all_oob_idx |
CDynamicObjectArray * | m_oob_indices |
float64_t | m_max_train_time |
CLabels * | m_labels |
ESolverType | m_solver_type |
bool | m_store_model_features |
bool | m_data_locked |
CRandomForest | ( | ) |
constructor
Definition at line 36 of file RandomForest.cpp.
CRandomForest | ( | int32_t | num_rand_feats, |
int32_t | num_bags = 10 |
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constructor
num_rand_feats | number of attributes chosen randomly during node split in candidate trees |
num_bags | number of trees in forest |
Definition at line 42 of file RandomForest.cpp.
CRandomForest | ( | CFeatures * | features, |
CLabels * | labels, | ||
int32_t | num_bags = 10 , |
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int32_t | num_rand_feats = 0 |
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constructor
features | training features |
labels | training labels |
num_bags | number of trees in forest |
num_rand_feats | number of attributes chosen randomly during node split in candidate trees |
Definition at line 54 of file RandomForest.cpp.
CRandomForest | ( | CFeatures * | features, |
CLabels * | labels, | ||
SGVector< float64_t > | weights, | ||
int32_t | num_bags = 10 , |
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int32_t | num_rand_feats = 0 |
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constructor
features | training features |
labels | training labels |
weights | weights of training feature vectors |
num_bags | number of trees in forest |
num_rand_feats | number of attributes chosen randomly during node split in candidate trees |
Definition at line 69 of file RandomForest.cpp.
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virtual |
destructor
Definition at line 85 of file RandomForest.cpp.
apply machine to data if data is not specified apply to the current features
data | (test)data to be classified |
Definition at line 152 of file Machine.cpp.
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virtualinherited |
apply machine to data in means of binary classification problem
Reimplemented from CMachine.
Definition at line 45 of file BaggingMachine.cpp.
helper function for the apply_{regression,..} functions that computes the output
data | the data to compute the output for |
Definition at line 70 of file BaggingMachine.cpp.
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virtualinherited |
apply machine to data in means of latent problem
Reimplemented in CLinearLatentMachine.
Definition at line 232 of file Machine.cpp.
Applies a locked machine on a set of indices. Error if machine is not locked
indices | index vector (of locked features) that is predicted |
Definition at line 187 of file Machine.cpp.
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applies a locked machine on a set of indices for binary problems
Reimplemented in CKernelMachine, and CMultitaskLinearMachine.
Definition at line 238 of file Machine.cpp.
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applies a locked machine on a set of indices for latent problems
Definition at line 266 of file Machine.cpp.
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applies a locked machine on a set of indices for multiclass problems
Definition at line 252 of file Machine.cpp.
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applies a locked machine on a set of indices for regression problems
Reimplemented in CKernelMachine.
Definition at line 245 of file Machine.cpp.
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applies a locked machine on a set of indices for structured problems
Definition at line 259 of file Machine.cpp.
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apply machine to data in means of multiclass classification problem
Reimplemented from CMachine.
Definition at line 53 of file BaggingMachine.cpp.
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applies to one vector
Reimplemented in CKernelMachine, CRelaxedTree, CWDSVMOcas, COnlineLinearMachine, CLinearMachine, CMultitaskLinearMachine, CMulticlassMachine, CKNN, CDistanceMachine, CMultitaskLogisticRegression, CMultitaskLeastSquaresRegression, CScatterSVM, CGaussianNaiveBayes, CPluginEstimate, and CFeatureBlockLogisticRegression.
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apply machine to data in means of regression problem
Reimplemented from CMachine.
Definition at line 61 of file BaggingMachine.cpp.
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apply machine to data in means of SO classification problem
Reimplemented in CLinearStructuredOutputMachine.
Definition at line 226 of file Machine.cpp.
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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 597 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 714 of file SGObject.cpp.
Locks the machine on given labels and data. After this call, only train_locked and apply_locked may be called
Only possible if supports_locking() returns true
labs | labels used for locking |
features | features used for locking |
Reimplemented in CKernelMachine.
Definition at line 112 of file Machine.cpp.
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Unlocks a locked machine and restores previous state
Reimplemented in CKernelMachine.
Definition at line 143 of file Machine.cpp.
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A deep copy. All the instance variables will also be copied.
Definition at line 198 of file SGObject.cpp.
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) |
tolerant | allows linient check on float equality (within accuracy) |
Definition at line 618 of file SGObject.cpp.
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Get number of feature vectors that are use for training each bag/machine
Definition at line 214 of file BaggingMachine.cpp.
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get classifier type
Reimplemented from CMachine.
Definition at line 110 of file BaggingMachine.h.
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Get the combination rule that is used for aggregating the results
Definition at line 252 of file BaggingMachine.cpp.
SGVector< bool > get_feature_types | ( | ) | const |
get feature types of various features
Definition at line 110 of file RandomForest.cpp.
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Get machine for bagging
Definition at line 219 of file BaggingMachine.cpp.
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get problem type - multiclass classification or regression
Reimplemented from CMachine.
Definition at line 116 of file RandomForest.cpp.
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Definition at line 498 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 522 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 535 of file SGObject.cpp.
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get name
Reimplemented from CBaggingMachine.
Definition at line 85 of file RandomForest.h.
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Get number of bags/machines
Definition at line 204 of file BaggingMachine.cpp.
int32_t get_num_random_features | ( | ) | const |
get number of random features to be chosen during node splits
Definition at line 136 of file RandomForest.cpp.
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get out-of-bag error CombinationRule is used for combining the predictions.
eval | Evaluation method to use for calculating the error |
Definition at line 258 of file BaggingMachine.cpp.
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protectedinherited |
get the vector of indices for feature vectors that are out of bag
in_bag | vector of indices that are in bag. NOTE: in_bag is a randomly generated with replacement |
Definition at line 338 of file BaggingMachine.cpp.
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get weights
Definition at line 99 of file RandomForest.cpp.
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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 296 of file SGObject.cpp.
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protectedvirtualinherited |
check whether the labels is valid.
Subclasses can override this to implement their check of label types.
lab | the labels being checked, guaranteed to be non-NULL |
Reimplemented in CNeuralNetwork, CCARTree, CCHAIDTree, CGaussianProcessRegression, and CBaseMulticlassMachine.
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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 |
Definition at line 369 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 occurs. |
Reimplemented in CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel, and CExponentialKernel.
Definition at line 426 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 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.
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Definition at line 262 of file SGObject.cpp.
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prints all parameter registered for model selection and their type
Definition at line 474 of file SGObject.cpp.
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virtualinherited |
prints registered parameters out
prefix | prefix for members |
Definition at line 308 of file SGObject.cpp.
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protectedinherited |
Register paramaters
Definition at line 184 of file BaggingMachine.cpp.
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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 |
Definition at line 314 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 occurs. |
Reimplemented in CKernel.
Definition at line 436 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 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.
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Set number of feature vectors to use for each bag/machine
bag_size | number of vectors to use for a bag |
Definition at line 209 of file BaggingMachine.cpp.
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Set the combination rule to use for aggregating the classification results
rule | combination rule |
Definition at line 245 of file BaggingMachine.cpp.
void set_feature_types | ( | SGVector< bool > | ft | ) |
set feature types of various features
ft | bool vector true for nominal feature false for continuous feature type |
Definition at line 104 of file RandomForest.cpp.
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Definition at line 41 of file SGObject.cpp.
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Definition at line 46 of file SGObject.cpp.
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Definition at line 51 of file SGObject.cpp.
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Definition at line 56 of file SGObject.cpp.
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Definition at line 61 of file SGObject.cpp.
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Definition at line 66 of file SGObject.cpp.
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Definition at line 71 of file SGObject.cpp.
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Definition at line 76 of file SGObject.cpp.
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Definition at line 81 of file SGObject.cpp.
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Definition at line 86 of file SGObject.cpp.
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Definition at line 91 of file SGObject.cpp.
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Definition at line 96 of file SGObject.cpp.
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Definition at line 101 of file SGObject.cpp.
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Definition at line 106 of file SGObject.cpp.
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Definition at line 111 of file SGObject.cpp.
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set generic type to T
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set the parallel object
parallel | parallel object to use |
Definition at line 241 of file SGObject.cpp.
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set the version object
version | version object to use |
Definition at line 283 of file SGObject.cpp.
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set labels
lab | labels |
Reimplemented in CNeuralNetwork, CGaussianProcessMachine, CCARTree, CStructuredOutputMachine, CRelaxedTree, and CMulticlassMachine.
Definition at line 65 of file Machine.cpp.
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virtual |
machine is set to modified CART(RandomCART) and cannot be changed
machine | the machine to use for bagging |
Reimplemented from CBaggingMachine.
Definition at line 89 of file RandomForest.cpp.
sets parameters of CARTree - sets machine labels and weights here
m | machine |
idx | indices of training vectors chosen in current bag |
Reimplemented from CBaggingMachine.
Definition at line 142 of file RandomForest.cpp.
void set_machine_problem_type | ( | EProblemType | mode | ) |
set problem type - multiclass classification or regression
mode | EProblemType PT_MULTICLASS or PT_REGRESSION |
Definition at line 122 of file RandomForest.cpp.
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set maximum training time
t | maximimum training time |
Definition at line 82 of file Machine.cpp.
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Set number of bags/machine to create
num_bags | number of bags |
Definition at line 199 of file BaggingMachine.cpp.
void set_num_random_features | ( | int32_t | rand_featsize | ) |
set number of random features to be chosen during node splits
rand_featsize | number of randomly chosen features during each node split |
Definition at line 128 of file RandomForest.cpp.
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Setter for store-model-features-after-training flag
store_model | whether model should be stored after training |
Definition at line 107 of file Machine.cpp.
set weights
weights | of training feature vectors |
Definition at line 94 of file RandomForest.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 192 of file SGObject.cpp.
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Stores feature data of underlying model. After this method has been called, it is possible to change the machine's feature data and call apply(), which is then performed on the training feature data that is part of the machine's model.
Base method, has to be implemented in order to allow cross-validation and model selection.
NOT IMPLEMENTED! Has to be done in subclasses
Reimplemented in CKernelMachine, CKNN, CLinearMulticlassMachine, CTreeMachine< T >, CTreeMachine< ConditionalProbabilityTreeNodeData >, CTreeMachine< RelaxedTreeNodeData >, CTreeMachine< id3TreeNodeData >, CTreeMachine< VwConditionalProbabilityTreeNodeData >, CTreeMachine< CARTreeNodeData >, CTreeMachine< C45TreeNodeData >, CTreeMachine< CHAIDTreeNodeData >, CTreeMachine< NbodyTreeNodeData >, CLinearMachine, CGaussianProcessMachine, CHierarchical, CDistanceMachine, CKernelMulticlassMachine, and CLinearStructuredOutputMachine.
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Reimplemented in CKernelMachine, and CMultitaskLinearMachine.
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train machine
data | training data (parameter can be avoided if distance or kernel-based classifiers are used and distance/kernels are initialized with train data). If flag is set, model features will be stored after training. |
Reimplemented in CRelaxedTree, CAutoencoder, CSGDQN, and COnlineSVMSGD.
Definition at line 39 of file Machine.cpp.
Trains a locked machine on a set of indices. Error if machine is not locked
NOT IMPLEMENTED
indices | index vector (of locked features) that is used for training |
Reimplemented in CKernelMachine, and CMultitaskLinearMachine.
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train machine
data | training data (parameter can be avoided if distance or kernel-based classifiers are used and distance/kernels are initialized with train data) |
NOT IMPLEMENTED!
Reimplemented from CMachine.
Definition at line 104 of file BaggingMachine.cpp.
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returns whether machine require labels for training
Reimplemented in COnlineLinearMachine, CHierarchical, CLinearLatentMachine, CVwConditionalProbabilityTree, CConditionalProbabilityTree, and CLibSVMOneClass.
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unset generic type
this has to be called in classes specializing a template class
Definition at line 303 of file SGObject.cpp.
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Updates the hash of current parameter combination
Definition at line 248 of file SGObject.cpp.
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io
Definition at line 369 of file SGObject.h.
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indices of all feature vectors that are out of bag
Definition at line 177 of file BaggingMachine.h.
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number of vectors to use from the training features
Definition at line 171 of file BaggingMachine.h.
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bags array
Definition at line 159 of file BaggingMachine.h.
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combination rule to use
Definition at line 174 of file BaggingMachine.h.
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features to train on
Definition at line 162 of file BaggingMachine.h.
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parameters wrt which we can compute gradients
Definition at line 384 of file SGObject.h.
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Hash of parameter values
Definition at line 387 of file SGObject.h.
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machine to use for bagging
Definition at line 165 of file BaggingMachine.h.
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model selection parameters
Definition at line 381 of file SGObject.h.
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number of bags to create
Definition at line 168 of file BaggingMachine.h.
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array of oob indices
Definition at line 180 of file BaggingMachine.h.
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parameters
Definition at line 378 of file SGObject.h.
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parallel
Definition at line 372 of file SGObject.h.
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version
Definition at line 375 of file SGObject.h.