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CCrossValidation Class Reference

Detailed Description

base class for cross-validation evaluation. Given a learning machine, a splitting strategy, an evaluation criterion, features and corresponding 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 and standard deviation of different runs is returned. Default number of runs is one.

This class calculates an evaluation criterion 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.

Crossvalidation runs with current number of threads (Parallel::set_num_threads) for unlocked case, and currently duplicates all objects (might be changed later).

Definition at line 117 of file CrossValidation.h.

Inheritance diagram for CCrossValidation:
[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)
 
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)
 
bool has (const std::string &name) const
 
template<typename T >
bool has (const Tag< T > &tag) const
 
template<typename T , typename U = void>
bool has (const std::string &name) const
 
template<typename T >
void set (const Tag< T > &_tag, const T &value)
 
template<typename T , typename U = void>
void set (const std::string &name, const T &value)
 
template<typename T >
T get (const Tag< T > &_tag) const
 
template<typename T , typename U = void>
T get (const std::string &name) const
 
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)
 
template<typename T >
void register_param (Tag< T > &_tag, const T &value)
 
template<typename T >
void register_param (const std::string &name, const T &value)
 

Protected Attributes

int32_t m_num_runs
 
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 408 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 630 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 747 of file SGObject.cpp.

CSGObject * deep_copy ( ) const
virtualinherited

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

Definition at line 231 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 651 of file SGObject.cpp.

CEvaluationResult * evaluate ( )
virtual

evaluate

Implements CMachineEvaluation.

Definition at line 64 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 172 of file CrossValidation.cpp.

T get ( const Tag< T > &  _tag) const
inherited

Getter for a class parameter, identified by a Tag. Throws an exception if the class does not have such a parameter.

Parameters
_tagname and type information of parameter
Returns
value of the parameter identified by the input tag

Definition at line 367 of file SGObject.h.

T get ( const std::string &  name) const
inherited

Getter for a class parameter, identified by a name. Throws an exception if the class does not have such a parameter.

Parameters
namename of the parameter
Returns
value of the parameter corresponding to the input name and type

Definition at line 388 of file SGObject.h.

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 268 of file SGObject.cpp.

Parallel * get_global_parallel ( )
inherited

get the parallel object

Returns
parallel object

Definition at line 310 of file SGObject.cpp.

Version * get_global_version ( )
inherited

get the version object

Returns
version object

Definition at line 323 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 531 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 555 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 568 of file SGObject.cpp.

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

Implements CSGObject.

Definition at line 164 of file CrossValidation.h.

bool has ( const std::string &  name) const
inherited

Checks if object has a class parameter identified by a name.

Parameters
namename of the parameter
Returns
true if the parameter exists with the input name

Definition at line 289 of file SGObject.h.

bool has ( const Tag< T > &  tag) const
inherited

Checks if object has a class parameter identified by a Tag.

Parameters
tagtag of the parameter containing name and type information
Returns
true if the parameter exists with the input tag

Definition at line 301 of file SGObject.h.

bool has ( const std::string &  name) const
inherited

Checks if a type exists for a class parameter identified by a name.

Parameters
namename of the parameter
Returns
true if the parameter exists with the input name and type

Definition at line 312 of file SGObject.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 329 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 402 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 459 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 454 of file SGObject.cpp.

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

Definition at line 295 of file SGObject.cpp.

void print_modsel_params ( )
inherited

prints all parameter registered for model selection and their type

Definition at line 507 of file SGObject.cpp.

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

prints registered parameters out

Parameters
prefixprefix for members

Definition at line 341 of file SGObject.cpp.

void register_param ( Tag< T > &  _tag,
const T &  value 
)
protectedinherited

Registers a class parameter which is identified by a tag. This enables the parameter to be modified by set() and retrieved by get(). Parameters can be registered in the constructor of the class.

Parameters
_tagname and type information of parameter
valuevalue of the parameter

Definition at line 439 of file SGObject.h.

void register_param ( const std::string &  name,
const T &  value 
)
protectedinherited

Registers a class parameter which is identified by a name. This enables the parameter to be modified by set() and retrieved by get(). Parameters can be registered in the constructor of the class.

Parameters
namename of the parameter
valuevalue of the parameter along with type information

Definition at line 452 of file SGObject.h.

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 347 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 469 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 464 of file SGObject.cpp.

void set ( const Tag< T > &  _tag,
const T &  value 
)
inherited

Setter for a class parameter, identified by a Tag. Throws an exception if the class does not have such a parameter.

Parameters
_tagname and type information of parameter
valuevalue of the parameter

Definition at line 328 of file SGObject.h.

void set ( const std::string &  name,
const T &  value 
)
inherited

Setter for a class parameter, identified by a name. Throws an exception if the class does not have such a parameter.

Parameters
namename of the parameter
valuevalue of the parameter along with type information

Definition at line 354 of file SGObject.h.

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_generic ( )
inherited

Definition at line 74 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 79 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 84 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 89 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 94 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 99 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 104 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 109 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 114 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 119 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 124 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 129 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 134 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 139 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 144 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 261 of file SGObject.cpp.

void set_global_parallel ( Parallel *  parallel)
inherited

set the parallel object

Parameters
parallelparallel object to use

Definition at line 274 of file SGObject.cpp.

void set_global_version ( Version *  version)
inherited

set the version object

Parameters
versionversion object to use

Definition at line 316 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 164 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 225 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 336 of file SGObject.cpp.

void update_parameter_hash ( )
virtualinherited

Updates the hash of current parameter combination

Definition at line 281 of file SGObject.cpp.

Member Data Documentation

SGIO* io
inherited

io

Definition at line 537 of file SGObject.h.

bool m_autolock
protectedinherited

whether machine will automatically be locked before evaluation

Definition at line 111 of file MachineEvaluation.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 552 of file SGObject.h.

uint32_t m_hash
inherited

Hash of parameter values

Definition at line 555 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 549 of file SGObject.h.

int32_t m_num_runs
protected

number of evaluation runs for one fold

Definition at line 184 of file CrossValidation.h.

Parameter* m_parameters
inherited

parameters

Definition at line 546 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 187 of file CrossValidation.h.

Parallel* parallel
inherited

parallel

Definition at line 540 of file SGObject.h.

Version* version
inherited

version

Definition at line 543 of file SGObject.h.

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