Template class for performing cross-validation. More...
#include <CV.hpp>
Public Member Functions | |
| template<typename STOR_OBJ, typename STRATEGY> | |
| CV_base (STOR_OBJ &&Data, STRATEGY &&strategy, int number_threads) | |
| Constructor for the class. | |
| KO_Traits::StoringMatrix | Data () const |
| Getter for the data matrix. | |
| cv_strategy< cv_strat > | strategy () const |
| Getter for the training/validation set splitting. | |
| int | number_threads () const |
| Getter for the number of threads for OMP. | |
| double | err_valid_set_eval (const KO_Traits::StoringVector &pred, const KO_Traits::StoringVector &valid, int number_threads) const |
| Evaluation of the loss between prediction on validation set and validation set: estimate of L2 norm loss. Tag-dispacther. | |
Template class for performing cross-validation.
| D | type of the derived class (for static polymorphism thorugh CRTP):
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| cv_strat | strategy for splitting training/validation sets |
| err_eval | how to evaluate the loss between prediction on validation set and validation set |
| k_imp | if k is imposed or has to be found through explanatory power criterion |
| valid_err_ret | if validation error are stored |
It is the base class. Polymorphism is known at compile time thanks to Curiously Recursive Template Pattern (CRTP)
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inline |
Constructor for the class.
| Data | fts matrix |
| strategy | strategy for splitting training/validation sets |
| number_threads | number of threads for OMP |
Universal constructor: move semantic used to optimazing handling big size objects
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inline |
Getter for the data matrix.
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inline |
Evaluation of the loss between prediction on validation set and validation set: estimate of L2 norm loss. Tag-dispacther.
| pred | prediction on validation set |
| valid | validation set |
| number_threads | number of threads for multi-threading |
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inline |
Getter for the number of threads for OMP.
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inline |
Getter for the training/validation set splitting.