Template class for performing cross-validation on the number of retained PPCs: derived-from-CV_base thorugh CRTP ('CV_k' its template D parameter). More...

#include <CV_k.hpp>

Inheritance diagram for CV_k< cv_strat, err_eval, k_imp, valid_err_ret >:

Public Member Functions
template<typename STOR_OBJ, typename STRATEGY>
	CV_k (STOR_OBJ &&Data, STRATEGY &&strategy, const std::vector< int > &params, double toll, double alpha, const pred_func_t< K_IMP::YES > &pred_f, int number_threads)
	Constructor for derived class: constructs firstly CV_base<CV_k,...>

int	param_best () const
	Getter for the best number of retained PPCs.

std::vector< double >	valid_errors () const
	Getter for validation errors.

double	best_valid_error () const
	Getter for the best validation error.

double	error_single_cv_iter (const int &param, const KO_Traits::StoringMatrix &training_set, const KO_Traits::StoringMatrix &validation_set) const
	Error for a single cross-validation iteration (parameter given), with fixed training and validation sets.

double	error_single_param (const int &param, const cv_strategy_t &strat, const std::size_t &number_cv_iter) const
	Validation error for a given parameter, as the mean of the errors on the various validation sets.

void	best_param_search ()
	Selecting the best number of retained PPCs, modifying it into the class.

Public Member Functions inherited from CV_base< CV_k< cv_strat, err_eval, k_imp, valid_err_ret >, cv_strat, err_eval, k_imp, valid_err_ret >
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.

	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.

Detailed Description

template<CV_STRAT cv_strat, CV_ERR_EVAL err_eval, K_IMP k_imp, VALID_ERR_RET valid_err_ret>
class CV_k< cv_strat, err_eval, k_imp, valid_err_ret >

Template class for performing cross-validation on the number of retained PPCs: derived-from-CV_base thorugh CRTP ('CV_k' its template D parameter).

Template Parameters

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 (necessary k_imp=K_IMP::YES since k is imposed at each cv iteration)
valid_err_ret	if validation error are stored

Derived class. Polymorphism is known at compile time thanks to Curiously Recursive Template Pattern (CRTP)

Constructor & Destructor Documentation

◆ CV_k()

template<CV_STRAT cv_strat, CV_ERR_EVAL err_eval, K_IMP k_imp, VALID_ERR_RET valid_err_ret>

template<typename STOR_OBJ, typename STRATEGY>

CV_k< cv_strat, err_eval, k_imp, valid_err_ret >::CV_k	(	STOR_OBJ &&	Data,
		STRATEGY &&	strategy,
		const std::vector< int > &	params,
		double	toll,
		double	alpha,
		const pred_func_t< K_IMP::YES > &	pred_f,
		int	number_threads )

inline

Constructor for derived class: constructs firstly CV_base<CV_k,...>

Parameters

Data	fts data matrix
strategy	splitting training/validation strategy
params	input space for number of retained PPCs
toll	tolerance between consecutive validation errors for looking for element with bigger value in the input space
alpha	regularization parameter
pred_f	function to make validation set prediction (overloading with k imposed)
number_threads	number of threads for OMP

Universal constructor: move semantic used to optimazing handling big size objects

Member Function Documentation

◆ best_valid_error()

template<CV_STRAT cv_strat, CV_ERR_EVAL err_eval, K_IMP k_imp, VALID_ERR_RET valid_err_ret>

double CV_k< cv_strat, err_eval, k_imp, valid_err_ret >::best_valid_error ( ) const

inline

Getter for the best validation error.

Returns: the private m_best_valid_error

◆ error_single_cv_iter()

template<CV_STRAT cv_strat, CV_ERR_EVAL err_eval, K_IMP k_imp, VALID_ERR_RET valid_err_ret>

double CV_k< cv_strat, err_eval, k_imp, valid_err_ret >::error_single_cv_iter	(	const int &	param,
		const KO_Traits::StoringMatrix &	training_set,
		const KO_Traits::StoringMatrix &	validation_set ) const

inline

Error for a single cross-validation iteration (parameter given), with fixed training and validation sets.

Parameters

param	parameter that is being evaluated through cross-validation
training_set	training set
validation_set	validation set

Returns: the error, according to 'err_eval' class template parameter, between prediction on validation set and validation set

◆ error_single_param()

template<CV_STRAT cv_strat, CV_ERR_EVAL err_eval, K_IMP k_imp, VALID_ERR_RET valid_err_ret>

double CV_k< cv_strat, err_eval, k_imp, valid_err_ret >::error_single_param	(	const int &	param,
		const cv_strategy_t &	strat,
		const std::size_t &	number_cv_iter ) const

inline

Validation error for a given parameter, as the mean of the errors on the various validation sets.

Parameters

param	element of the input space for number of retained PPCs
strat	strategy for splitting training and validation set
number_cv_iter	total number of different splits

Returns: the average of the errors between prediction on validation set and validation set, for each split

Note: eventual usage of 'pragma' directive for OMP

◆ param_best()

template<CV_STRAT cv_strat, CV_ERR_EVAL err_eval, K_IMP k_imp, VALID_ERR_RET valid_err_ret>

int CV_k< cv_strat, err_eval, k_imp, valid_err_ret >::param_best ( ) const

inline

Getter for the best number of retained PPCs.

Returns: the private m_param_best

◆ valid_errors()

template<CV_STRAT cv_strat, CV_ERR_EVAL err_eval, K_IMP k_imp, VALID_ERR_RET valid_err_ret>

std::vector< double > CV_k< cv_strat, err_eval, k_imp, valid_err_ret >::valid_errors ( ) const

inline

Getter for validation errors.

Returns: the private m_valid_errors

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

src/CV_k.hpp

Public Member Functions

Detailed Description

Constructor & Destructor Documentation

◆ CV_k()

Member Function Documentation

◆ best_valid_error()

◆ error_single_cv_iter()

◆ error_single_param()

◆ param_best()

◆ valid_errors()