PPC_KO_wrapper_cv_alpha_k< solver, k_imp, valid_err_ret, cv_strat, cv_err_eval > Class Template Reference

Derived-from-PPC_KO_wrapper class for wrapping class that performs PPCKO computations with cross-validation on both the regularization parameter and the number of retained PPCs. More...

#include <PPC_KO_wrapper.hpp>

Inheritance diagram for PPC_KO_wrapper_cv_alpha_k< solver, k_imp, valid_err_ret, cv_strat, cv_err_eval >:

Public Member Functions
template<typename STOR_OBJ>
	PPC_KO_wrapper_cv_alpha_k (STOR_OBJ &&data, const std::vector< double > &alphas, const std::vector< int > &k_s, double toll, int min_size_ts, int max_size_ts, int number_threads)
	Constructor.
void	call_ko () override
	Override for calling the regularization parameter-number of retained PPCs cross-validation PPCKO version at runtime.
Public Member Functions inherited from PPC_KO_wrapper< solver, k_imp, valid_err_ret, cv_strat, cv_err_eval >
template<typename STOR_OBJ>
	PPC_KO_wrapper (STOR_OBJ &&data, int number_threads)
	Constructor.
virtual	~PPC_KO_wrapper ()=default
	Virtual destructor.
KO_Traits::StoringMatrix	data () const
	Getter for the data matrix.
results_t< valid_err_ret >	results () const
	Getter for the results.
int	number_threads () const
	Getter for the number of threads for OMP.
results_t< valid_err_ret > &	results ()
	Setter for the results.

Detailed Description

template<SOLVER solver, K_IMP k_imp, VALID_ERR_RET valid_err_ret, CV_STRAT cv_strat, CV_ERR_EVAL cv_err_eval>
class PPC_KO_wrapper_cv_alpha_k< solver, k_imp, valid_err_ret, cv_strat, cv_err_eval >

Derived-from-PPC_KO_wrapper class for wrapping class that performs PPCKO computations with cross-validation on both the regularization parameter and the number of retained PPCs.

Template Parameters

solver	if algorithm solved inverting the regularized covariance or avoiding it through gep (not possible if retaining the number of PPCs with explanatory power criterion)
k_imp	if k is imposed or has to be found through explanatory power criterion
valid_err_ret	if validation error are stored
cv_strat	strategy for splitting training/validation sets
err_eval	how to evaluate the loss between prediction on validation set and validation set

It is a derived class. Polymorphism is known at run-time through virtual polymorphism

Constructor & Destructor Documentation

PPC_KO_wrapper_cv_alpha_k()

template<SOLVER solver, K_IMP k_imp, VALID_ERR_RET valid_err_ret, CV_STRAT cv_strat, CV_ERR_EVAL cv_err_eval>

template<typename STOR_OBJ>

PPC_KO_wrapper_cv_alpha_k< solver, k_imp, valid_err_ret, cv_strat, cv_err_eval >::PPC_KO_wrapper_cv_alpha_k ( STOR_OBJ && data, const std::vector< double > & alphas, const std::vector< int > & k_s, double toll, int min_size_ts, int max_size_ts, int number_threads )

inline

Constructor.

Parameters

data	matrix storing fts
alphas	regularization parameter input space
k_s	number of retained PPCs input space
toll	the cv on the number of retained PPCs continues only if between two parameters, that are checked in increasing order, the absolute difference between two validation errors is bigger than tolerance*trace(covariance). If not, stops and look for k only between the tested ones
min_size_ts	minimum size (number of time instants) of the training set
max_size_ts	maximum size (number of time instants) of the training set
number_threads	number of threads for OMP

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

Member Function Documentation

call_ko()

template<SOLVER solver, K_IMP k_imp, VALID_ERR_RET valid_err_ret, CV_STRAT cv_strat, CV_ERR_EVAL cv_err_eval>

void PPC_KO_wrapper_cv_alpha_k< solver, k_imp, valid_err_ret, cv_strat, cv_err_eval >::call_ko ( )

overridevirtual

Override for calling the regularization parameter-number of retained PPCs cross-validation PPCKO version at runtime.

Regularization parameter and number of retained PPCs cross-validation overriding: wraps the class for computations (static polymorphism) accordingly.

Wraps the class for computations, performs them and then update the results in the wrapper class

Implements PPC_KO_wrapper< solver, k_imp, valid_err_ret, cv_strat, cv_err_eval >.

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

• src/PPC_KO_wrapper.hpp
• src/PPC_KO_wrapper_imp.hpp