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CKernelRidgeRegression Class Reference

Detailed Description

Class KernelRidgeRegression implements Kernel Ridge Regression - a regularized least square method for classification and regression.

It is similar to support vector machines (cf. CSVM). However in contrast to SVMs a different objective is optimized that leads to a dense solution (thus not only a few support vectors are active in the end but all training examples). This makes it only applicable to rather few (a couple of thousand) training examples. In case a linear kernel is used RR is closely related to Fishers Linear Discriminant (cf. LDA).

Internally (for linear kernels) it is solved via minimizing the following system

\[ \frac{1}{2}\left(\sum_{i=1}^N(y_i-{\bf w}\cdot {\bf x}_i)^2 + \tau||{\bf w}||^2\right) \]

which boils down to solving a linear system

\[ {\bf w} = \left(\tau {\bf I}+ \sum_{i=1}^N{\bf x}_i{\bf x}_i^T\right)^{-1}\left(\sum_{i=1}^N y_i{\bf x}_i\right) \]

and in the kernel case

\[ {\bf \alpha}=\left({\bf K}+\tau{\bf I}\right)^{-1}{\bf y} \]

where K is the kernel matrix and y the vector of labels. The expressed solution can again be written as a linear combination of kernels (cf. CKernelMachine) with bias \(b=0\).

Definition at line 65 of file KernelRidgeRegression.h.

Inheritance diagram for CKernelRidgeRegression:
Inheritance graph
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Public Member Functions

 MACHINE_PROBLEM_TYPE (PT_REGRESSION)
 CKernelRidgeRegression ()
 CKernelRidgeRegression (float64_t tau, CKernel *k, CLabels *lab, ETrainingType m=PINV)
virtual ~CKernelRidgeRegression ()
void set_tau (float64_t tau)
void set_epsilon (float64_t epsilon)
virtual bool load (FILE *srcfile)
virtual bool save (FILE *dstfile)
virtual EMachineType get_classifier_type ()
virtual const char * get_name () const
void set_kernel (CKernel *k)
CKernelget_kernel ()
void set_batch_computation_enabled (bool enable)
bool get_batch_computation_enabled ()
void set_linadd_enabled (bool enable)
bool get_linadd_enabled ()
void set_bias_enabled (bool enable_bias)
bool get_bias_enabled ()
float64_t get_bias ()
void set_bias (float64_t bias)
int32_t get_support_vector (int32_t idx)
float64_t get_alpha (int32_t idx)
bool set_support_vector (int32_t idx, int32_t val)
bool set_alpha (int32_t idx, float64_t val)
int32_t get_num_support_vectors ()
void set_alphas (SGVector< float64_t > alphas)
void set_support_vectors (SGVector< int32_t > svs)
SGVector< int32_t > get_support_vectors ()
SGVector< float64_tget_alphas ()
bool create_new_model (int32_t num)
bool init_kernel_optimization ()
virtual CRegressionLabelsapply_regression (CFeatures *data=NULL)
virtual CBinaryLabelsapply_binary (CFeatures *data=NULL)
virtual float64_t apply_one (int32_t num)
virtual bool train_locked (SGVector< index_t > indices)
virtual CBinaryLabelsapply_locked_binary (SGVector< index_t > indices)
virtual CRegressionLabelsapply_locked_regression (SGVector< index_t > indices)
virtual SGVector< float64_tapply_locked_get_output (SGVector< index_t > indices)
virtual void data_lock (CLabels *labs, CFeatures *features=NULL)
virtual void data_unlock ()
virtual bool supports_locking () const
virtual bool train (CFeatures *data=NULL)
virtual CLabelsapply (CFeatures *data=NULL)
virtual CMulticlassLabelsapply_multiclass (CFeatures *data=NULL)
virtual CStructuredLabelsapply_structured (CFeatures *data=NULL)
virtual CLatentLabelsapply_latent (CFeatures *data=NULL)
virtual void set_labels (CLabels *lab)
virtual CLabelsget_labels ()
void set_max_train_time (float64_t t)
float64_t get_max_train_time ()
void set_solver_type (ESolverType st)
ESolverType get_solver_type ()
virtual void set_store_model_features (bool store_model)
virtual CLabelsapply_locked (SGVector< index_t > indices)
virtual CMulticlassLabelsapply_locked_multiclass (SGVector< index_t > indices)
virtual CStructuredLabelsapply_locked_structured (SGVector< index_t > indices)
virtual CLatentLabelsapply_locked_latent (SGVector< index_t > indices)
virtual void post_lock (CLabels *labs, CFeatures *features)
bool is_data_locked () const
virtual EProblemType get_machine_problem_type () const
virtual CSGObjectshallow_copy () const
virtual CSGObjectdeep_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)
SGIOget_global_io ()
void set_global_parallel (Parallel *parallel)
Parallelget_global_parallel ()
void set_global_version (Version *version)
Versionget_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 CSGObjectclone ()

Static Public Member Functions

static void * apply_helper (void *p)

Public Attributes

SGIOio
Parallelparallel
Versionversion
Parameterm_parameters
Parameterm_model_selection_parameters
Parameterm_gradient_parameters
ParameterMapm_parameter_map
uint32_t m_hash

Protected Member Functions

virtual bool train_machine (CFeatures *data=NULL)
SGVector< float64_tapply_get_outputs (CFeatures *data)
virtual void store_model_features ()
virtual bool is_label_valid (CLabels *lab) const
virtual bool train_require_labels () const
virtual TParametermigrate (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

CKernelkernel
CCustomKernelm_custom_kernel
CKernelm_kernel_backup
bool use_batch_computation
bool use_linadd
bool use_bias
float64_t m_bias
SGVector< float64_tm_alpha
SGVector< int32_t > m_svs
float64_t m_max_train_time
CLabelsm_labels
ESolverType m_solver_type
bool m_store_model_features
bool m_data_locked

Constructor & Destructor Documentation

default constructor

Definition at line 22 of file KernelRidgeRegression.cpp.

CKernelRidgeRegression ( float64_t  tau,
CKernel k,
CLabels lab,
ETrainingType  m = PINV 
)

constructor

Parameters
tauregularization constant tau
kkernel
lablabels
mmethod to use for training PINV (pseudo inverse by default)

Definition at line 28 of file KernelRidgeRegression.cpp.

virtual ~CKernelRidgeRegression ( )
virtual

default destructor

Definition at line 84 of file KernelRidgeRegression.h.

Member Function Documentation

CLabels * apply ( CFeatures data = NULL)
virtualinherited

apply machine to data if data is not specified apply to the current features

Parameters
data(test)data to be classified
Returns
classified labels

Definition at line 160 of file Machine.cpp.

CBinaryLabels * apply_binary ( CFeatures data = NULL)
virtualinherited

apply kernel machine to data for binary classification task

Parameters
data(test)data to be classified
Returns
classified labels

Reimplemented from CMachine.

Reimplemented in CDomainAdaptationSVM.

Definition at line 249 of file KernelMachine.cpp.

SGVector< float64_t > apply_get_outputs ( CFeatures data)
protectedinherited

apply get outputs

Parameters
datafeatures to compute outputs
Returns
outputs

Definition at line 255 of file KernelMachine.cpp.

void * apply_helper ( void *  p)
staticinherited

apply example helper, used in threads

Parameters
pparams of the thread
Returns
nothing really

Definition at line 425 of file KernelMachine.cpp.

CLatentLabels * apply_latent ( CFeatures data = NULL)
virtualinherited

apply machine to data in means of latent problem

Reimplemented in CLinearLatentMachine.

Definition at line 240 of file Machine.cpp.

CLabels * apply_locked ( SGVector< index_t indices)
virtualinherited

Applies a locked machine on a set of indices. Error if machine is not locked

Parameters
indicesindex vector (of locked features) that is predicted

Definition at line 195 of file Machine.cpp.

CBinaryLabels * apply_locked_binary ( SGVector< index_t indices)
virtualinherited

Applies a locked machine on a set of indices. Error if machine is not locked. Binary case

Parameters
indicesindex vector (of locked features) that is predicted
Returns
resulting labels

Reimplemented from CMachine.

Definition at line 519 of file KernelMachine.cpp.

SGVector< float64_t > apply_locked_get_output ( SGVector< index_t indices)
virtualinherited

Applies a locked machine on a set of indices. Error if machine is not locked

Parameters
indicesindex vector (of locked features) that is predicted
Returns
raw output of machine

Definition at line 532 of file KernelMachine.cpp.

CLatentLabels * apply_locked_latent ( SGVector< index_t indices)
virtualinherited

applies a locked machine on a set of indices for latent problems

Definition at line 274 of file Machine.cpp.

CMulticlassLabels * apply_locked_multiclass ( SGVector< index_t indices)
virtualinherited

applies a locked machine on a set of indices for multiclass problems

Definition at line 260 of file Machine.cpp.

CRegressionLabels * apply_locked_regression ( SGVector< index_t indices)
virtualinherited

Applies a locked machine on a set of indices. Error if machine is not locked. Binary case

Parameters
indicesindex vector (of locked features) that is predicted
Returns
resulting labels

Reimplemented from CMachine.

Definition at line 525 of file KernelMachine.cpp.

CStructuredLabels * apply_locked_structured ( SGVector< index_t indices)
virtualinherited

applies a locked machine on a set of indices for structured problems

Definition at line 267 of file Machine.cpp.

CMulticlassLabels * apply_multiclass ( CFeatures data = NULL)
virtualinherited
float64_t apply_one ( int32_t  num)
virtualinherited

apply kernel machine to one example

Parameters
numwhich example to apply to
Returns
classified value

Reimplemented from CMachine.

Definition at line 406 of file KernelMachine.cpp.

CRegressionLabels * apply_regression ( CFeatures data = NULL)
virtualinherited

apply kernel machine to data for regression task

Parameters
data(test)data to be classified
Returns
classified labels

Reimplemented from CMachine.

Definition at line 243 of file KernelMachine.cpp.

CStructuredLabels * apply_structured ( CFeatures data = NULL)
virtualinherited

apply machine to data in means of SO classification problem

Reimplemented in CLinearStructuredOutputMachine.

Definition at line 234 of file Machine.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 1189 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 1306 of file SGObject.cpp.

bool create_new_model ( int32_t  num)
inherited

create new model

Parameters
numnumber of alphas and support vectors in new model

Definition at line 195 of file KernelMachine.cpp.

void data_lock ( CLabels labs,
CFeatures features = NULL 
)
virtualinherited

Locks the machine on given labels and data. After this call, only train_locked and apply_locked may be called.

Computes kernel matrix to speed up train/apply calls

Parameters
labslabels used for locking
featuresfeatures used for locking

Reimplemented from CMachine.

Definition at line 624 of file KernelMachine.cpp.

void data_unlock ( )
virtualinherited

Unlocks a locked machine and restores previous state

Reimplemented from CMachine.

Definition at line 655 of file KernelMachine.cpp.

CSGObject * deep_copy ( ) const
virtualinherited

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

Definition at line 146 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 1210 of file SGObject.cpp.

float64_t get_alpha ( int32_t  idx)
inherited

get alpha at given index

Parameters
idxindex of alpha
Returns
alpha

Definition at line 141 of file KernelMachine.cpp.

SGVector< float64_t > get_alphas ( )
inherited
Returns
vector of alphas

Definition at line 190 of file KernelMachine.cpp.

bool get_batch_computation_enabled ( )
inherited

check if batch computation is enabled

Returns
if batch computation is enabled

Definition at line 100 of file KernelMachine.cpp.

float64_t get_bias ( )
inherited

get bias

Returns
bias

Definition at line 125 of file KernelMachine.cpp.

bool get_bias_enabled ( )
inherited

get state of bias

Returns
state of bias

Definition at line 120 of file KernelMachine.cpp.

virtual EMachineType get_classifier_type ( )
virtual

get classifier type

Returns
classifier type KernelRidgeRegression

Reimplemented from CMachine.

Definition at line 116 of file KernelRidgeRegression.h.

SGIO * get_global_io ( )
inherited

get the io object

Returns
io object

Definition at line 183 of file SGObject.cpp.

Parallel * get_global_parallel ( )
inherited

get the parallel object

Returns
parallel object

Definition at line 224 of file SGObject.cpp.

Version * get_global_version ( )
inherited

get the version object

Returns
version object

Definition at line 237 of file SGObject.cpp.

CKernel * get_kernel ( )
inherited

get kernel

Returns
kernel

Definition at line 89 of file KernelMachine.cpp.

CLabels * get_labels ( )
virtualinherited

get labels

Returns
labels

Definition at line 84 of file Machine.cpp.

bool get_linadd_enabled ( )
inherited

check if linadd is enabled

Returns
if linadd is enabled

Definition at line 110 of file KernelMachine.cpp.

virtual EProblemType get_machine_problem_type ( ) const
virtualinherited

returns type of problem machine solves

Reimplemented in CNeuralNetwork, CRandomForest, CCHAIDTree, CCARTree, and CBaseMulticlassMachine.

Definition at line 297 of file Machine.h.

float64_t get_max_train_time ( )
inherited

get maximum training time

Returns
maximum training time

Definition at line 95 of file Machine.cpp.

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

Definition at line 1081 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 1105 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 1118 of file SGObject.cpp.

virtual const char* get_name ( ) const
virtual
Returns
object name

Reimplemented from CKernelMachine.

Definition at line 122 of file KernelRidgeRegression.h.

int32_t get_num_support_vectors ( )
inherited

get number of support vectors

Returns
number of support vectors

Definition at line 170 of file KernelMachine.cpp.

ESolverType get_solver_type ( )
inherited

get solver type

Returns
solver

Definition at line 110 of file Machine.cpp.

int32_t get_support_vector ( int32_t  idx)
inherited

get support vector at given index

Parameters
idxindex of support vector
Returns
support vector

Definition at line 135 of file KernelMachine.cpp.

SGVector< int32_t > get_support_vectors ( )
inherited
Returns
all support vectors

Definition at line 185 of file KernelMachine.cpp.

bool init_kernel_optimization ( )
inherited

initialise kernel optimisation

Returns
if operation was successful

Definition at line 212 of file KernelMachine.cpp.

bool is_data_locked ( ) const
inherited
Returns
whether this machine is locked

Definition at line 294 of file Machine.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 243 of file SGObject.cpp.

virtual bool is_label_valid ( CLabels lab) const
protectedvirtualinherited

check whether the labels is valid.

Subclasses can override this to implement their check of label types.

Parameters
labthe labels being checked, guaranteed to be non-NULL

Reimplemented in CNeuralNetwork, CCARTree, CCHAIDTree, CGaussianProcessRegression, and CBaseMulticlassMachine.

Definition at line 346 of file Machine.h.

bool load ( FILE *  srcfile)
virtual

load regression from file

Parameters
srcfilefile to load from
Returns
if loading was successful

Definition at line 155 of file KernelRidgeRegression.cpp.

DynArray< TParameter * > * load_all_file_parameters ( int32_t  file_version,
int32_t  current_version,
CSerializableFile file,
const char *  prefix = "" 
)
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)

Parameters
file_versionparameter version of the file
current_versionversion from which mapping begins (you want to use Version::get_version_parameter() for this in most cases)
filefile to load from
prefixprefix for members
Returns
(sorted) array of created TParameter instances with file data

Definition at line 650 of file SGObject.cpp.

DynArray< TParameter * > * load_file_parameters ( const SGParamInfo param_info,
int32_t  file_version,
CSerializableFile file,
const char *  prefix = "" 
)
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

Parameters
param_infoinformation of parameter
file_versionparameter version of the file, must be <= provided parameter version
filefile to load from
prefixprefix for members
Returns
new array with TParameter instances with the attached data

Definition at line 491 of file SGObject.cpp.

bool load_serializable ( CSerializableFile file,
const char *  prefix = "",
int32_t  param_version = Version::get_version_parameter() 
)
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
param_version(optional) a parameter version different to (this is mainly for testing, better do not use)
Returns
TRUE if done, otherwise FALSE

Definition at line 320 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 1008 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 1003 of file SGObject.cpp.

MACHINE_PROBLEM_TYPE ( PT_REGRESSION  )

problem type

void map_parameters ( DynArray< TParameter * > *  param_base,
int32_t &  base_version,
DynArray< const SGParamInfo * > *  target_param_infos 
)
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

Parameters
param_baseset of TParameter instances that are mapped to the provided target parameter infos
base_versionversion of the parameter base
target_param_infosset of SGParamInfo instances that specify the target parameter base

Definition at line 688 of file SGObject.cpp.

TParameter * migrate ( DynArray< TParameter * > *  param_base,
const SGParamInfo target 
)
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

Parameters
param_baseset of TParameter instances to use for migration
targetparameter info for the resulting TParameter
Returns
a new TParameter instance with migrated data from the base of the type which is specified by the target parameter

Definition at line 895 of file SGObject.cpp.

void one_to_one_migration_prepare ( DynArray< TParameter * > *  param_base,
const SGParamInfo target,
TParameter *&  replacement,
TParameter *&  to_migrate,
char *  old_name = NULL 
)
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)

Parameters
param_baseset of TParameter instances to use for migration
targetparameter info for the resulting TParameter
replacement(used as output) here the TParameter instance which is returned by migration is created into
to_migratethe only source that is used for migration
old_namewith this parameter, a name change may be specified

Definition at line 835 of file SGObject.cpp.

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

Definition at line 209 of file SGObject.cpp.

virtual void post_lock ( CLabels labs,
CFeatures features 
)
virtualinherited

post lock

Reimplemented in CMultitaskLinearMachine.

Definition at line 285 of file Machine.h.

void print_modsel_params ( )
inherited

prints all parameter registered for model selection and their type

Definition at line 1057 of file SGObject.cpp.

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

prints registered parameters out

Parameters
prefixprefix for members

Definition at line 255 of file SGObject.cpp.

bool save ( FILE *  dstfile)
virtual

save regression to file

Parameters
dstfilefile to save to
Returns
if saving was successful

Definition at line 162 of file KernelRidgeRegression.cpp.

bool save_serializable ( CSerializableFile file,
const char *  prefix = "",
int32_t  param_version = Version::get_version_parameter() 
)
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
param_version(optional) a parameter version different to (this is mainly for testing, better do not use)
Returns
TRUE if done, otherwise FALSE

Definition at line 261 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 1018 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 1013 of file SGObject.cpp.

bool set_alpha ( int32_t  idx,
float64_t  val 
)
inherited

set alpha at given index to given value

Parameters
idxindex of alpha vector
valnew value of alpha vector
Returns
if operation was successful

Definition at line 160 of file KernelMachine.cpp.

void set_alphas ( SGVector< float64_t alphas)
inherited

set alphas to given values

Parameters
alphasfloat vector with all alphas to set

Definition at line 175 of file KernelMachine.cpp.

void set_batch_computation_enabled ( bool  enable)
inherited

set batch computation enabled

Parameters
enableif batch computation shall be enabled

Definition at line 95 of file KernelMachine.cpp.

void set_bias ( float64_t  bias)
inherited

set bias to given value

Parameters
biasnew bias

Definition at line 130 of file KernelMachine.cpp.

void set_bias_enabled ( bool  enable_bias)
inherited

set state of bias

Parameters
enable_biasif bias shall be enabled

Definition at line 115 of file KernelMachine.cpp.

void set_epsilon ( float64_t  epsilon)

set convergence precision for gauss seidel method

Parameters
epsilonnew epsilon

Definition at line 96 of file KernelRidgeRegression.h.

void set_generic< complex128_t > ( )
inherited

set generic type to T

Definition at line 38 of file SGObject.cpp.

void set_global_io ( SGIO io)
inherited

set the io object

Parameters
ioio object to use

Definition at line 176 of file SGObject.cpp.

void set_global_parallel ( Parallel parallel)
inherited

set the parallel object

Parameters
parallelparallel object to use

Definition at line 189 of file SGObject.cpp.

void set_global_version ( Version version)
inherited

set the version object

Parameters
versionversion object to use

Definition at line 230 of file SGObject.cpp.

void set_kernel ( CKernel k)
inherited

set kernel

Parameters
kkernel

Definition at line 82 of file KernelMachine.cpp.

void set_labels ( CLabels lab)
virtualinherited

set labels

Parameters
lablabels

Reimplemented in CNeuralNetwork, CGaussianProcessMachine, CCARTree, CStructuredOutputMachine, CRelaxedTree, and CMulticlassMachine.

Definition at line 73 of file Machine.cpp.

void set_linadd_enabled ( bool  enable)
inherited

set linadd enabled

Parameters
enableif linadd shall be enabled

Definition at line 105 of file KernelMachine.cpp.

void set_max_train_time ( float64_t  t)
inherited

set maximum training time

Parameters
tmaximimum training time

Definition at line 90 of file Machine.cpp.

void set_solver_type ( ESolverType  st)
inherited

set solver type

Parameters
stsolver type

Definition at line 105 of file Machine.cpp.

void set_store_model_features ( bool  store_model)
virtualinherited

Setter for store-model-features-after-training flag

Parameters
store_modelwhether model should be stored after training

Definition at line 115 of file Machine.cpp.

bool set_support_vector ( int32_t  idx,
int32_t  val 
)
inherited

set support vector at given index to given value

Parameters
idxindex of support vector
valnew value of support vector
Returns
if operation was successful

Definition at line 150 of file KernelMachine.cpp.

void set_support_vectors ( SGVector< int32_t >  svs)
inherited

set support vectors to given values

Parameters
svsinteger vector with all support vectors indexes to set

Definition at line 180 of file KernelMachine.cpp.

void set_tau ( float64_t  tau)

set regularization constant

Parameters
taunew tau

Definition at line 90 of file KernelRidgeRegression.h.

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 140 of file SGObject.cpp.

void store_model_features ( )
protectedvirtualinherited

Stores feature data of the SV indices and sets it to the lhs of the underlying kernel. Then, all SV indices are set to identity.

May be overwritten by subclasses in case the model should be stored differently.

Reimplemented from CMachine.

Definition at line 454 of file KernelMachine.cpp.

bool supports_locking ( ) const
virtualinherited
Returns
whether machine supports locking

Reimplemented from CMachine.

Definition at line 713 of file KernelMachine.cpp.

bool train ( CFeatures data = NULL)
virtualinherited

train machine

Parameters
datatraining 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.
Returns
whether training was successful

Reimplemented in CRelaxedTree, CAutoencoder, CSGDQN, and COnlineSVMSGD.

Definition at line 47 of file Machine.cpp.

bool train_locked ( SGVector< index_t indices)
virtualinherited

Trains a locked machine on a set of indices. Error if machine is not locked

Parameters
indicesindex vector (of locked features) that is used for training
Returns
whether training was successful

Reimplemented from CMachine.

Definition at line 483 of file KernelMachine.cpp.

bool train_machine ( CFeatures data = NULL)
protectedvirtual

train regression

Parameters
datatraining data (parameter can be avoided if distance or kernel-based regressors are used and distance/kernels are initialized with train data)
Returns
whether training was successful

Reimplemented from CMachine.

Definition at line 125 of file KernelRidgeRegression.cpp.

virtual bool train_require_labels ( ) const
protectedvirtualinherited

returns whether machine require labels for training

Reimplemented in COnlineLinearMachine, CHierarchical, CLinearLatentMachine, CVwConditionalProbabilityTree, CConditionalProbabilityTree, and CLibSVMOneClass.

Definition at line 352 of file Machine.h.

void unset_generic ( )
inherited

unset generic type

this has to be called in classes specializing a template class

Definition at line 250 of file SGObject.cpp.

void update_parameter_hash ( )
virtualinherited

Updates the hash of current parameter combination

Definition at line 196 of file SGObject.cpp.

Member Data Documentation

SGIO* io
inherited

io

Definition at line 457 of file SGObject.h.

CKernel* kernel
protectedinherited

kernel

Definition at line 312 of file KernelMachine.h.

SGVector<float64_t> m_alpha
protectedinherited

coefficients alpha

Definition at line 333 of file KernelMachine.h.

float64_t m_bias
protectedinherited

bias term b

Definition at line 330 of file KernelMachine.h.

CCustomKernel* m_custom_kernel
protectedinherited

is filled with pre-computed custom kernel on data lock

Definition at line 315 of file KernelMachine.h.

bool m_data_locked
protectedinherited

whether data is locked

Definition at line 368 of file Machine.h.

Parameter* m_gradient_parameters
inherited

parameters wrt which we can compute gradients

Definition at line 472 of file SGObject.h.

uint32_t m_hash
inherited

Hash of parameter values

Definition at line 478 of file SGObject.h.

CKernel* m_kernel_backup
protectedinherited

old kernel is stored here on data lock

Definition at line 318 of file KernelMachine.h.

CLabels* m_labels
protectedinherited

labels

Definition at line 359 of file Machine.h.

float64_t m_max_train_time
protectedinherited

maximum training time

Definition at line 356 of file Machine.h.

Parameter* m_model_selection_parameters
inherited

model selection parameters

Definition at line 469 of file SGObject.h.

ParameterMap* m_parameter_map
inherited

map for different parameter versions

Definition at line 475 of file SGObject.h.

Parameter* m_parameters
inherited

parameters

Definition at line 466 of file SGObject.h.

ESolverType m_solver_type
protectedinherited

solver type

Definition at line 362 of file Machine.h.

bool m_store_model_features
protectedinherited

whether model features should be stored after training

Definition at line 365 of file Machine.h.

SGVector<int32_t> m_svs
protectedinherited

array of ``support vectors'' (indices of feature objects)

Definition at line 336 of file KernelMachine.h.

Parallel* parallel
inherited

parallel

Definition at line 460 of file SGObject.h.

bool use_batch_computation
protectedinherited

if batch computation is enabled

Definition at line 321 of file KernelMachine.h.

bool use_bias
protectedinherited

if bias shall be used

Definition at line 327 of file KernelMachine.h.

bool use_linadd
protectedinherited

if linadd is enabled

Definition at line 324 of file KernelMachine.h.

Version* version
inherited

version

Definition at line 463 of file SGObject.h.


The documentation for this class was generated from the following files:

SHOGUN Machine Learning Toolbox - Documentation