PPCKO: Principal Predictive Components for Estimating an Autoregressive Operator
 
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PPC_KO_wrapper_no_cv< 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 without cross-validation. More...

#include <PPC_KO_wrapper.hpp>

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

Public Member Functions

template<typename STOR_OBJ>
 PPC_KO_wrapper_no_cv (STOR_OBJ &&data, double alpha, int k, int number_threads)
 Constructor if k is imposed (k_imp = K_IMP::YES)
 
template<typename STOR_OBJ>
 PPC_KO_wrapper_no_cv (STOR_OBJ &&data, double alpha, double threshold_ppc, int number_threads)
 Constructor if k is retained through explanatory power criterion (k_imp = K_IMP::NO)
 
void call_ko () override
 Override for calling the without 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_no_cv< solver, k_imp, valid_err_ret, cv_strat, cv_err_eval >

Derived-from-PPC_KO_wrapper class for wrapping class that performs PPCKO computations without cross-validation.

Template Parameters
solverif algorithm solved inverting the regularized covariance or avoiding it through gep (not possible if retaining the number of PPCs with explanatory power criterion)
k_impif k is imposed or has to be found through explanatory power criterion
valid_err_retif validation error are stored
cv_stratstrategy for splitting training/validation sets
err_evalhow 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_no_cv() [1/2]

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_no_cv< solver, k_imp, valid_err_ret, cv_strat, cv_err_eval >::PPC_KO_wrapper_no_cv ( STOR_OBJ && data,
double alpha,
int k,
int number_threads )
inline

Constructor if k is imposed (k_imp = K_IMP::YES)

Parameters
datamatrix storing fts
alpharegularization parameter
knumber of retained PPCs
number_threadsnumber of threads for OMP

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

◆ PPC_KO_wrapper_no_cv() [2/2]

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_no_cv< solver, k_imp, valid_err_ret, cv_strat, cv_err_eval >::PPC_KO_wrapper_no_cv ( STOR_OBJ && data,
double alpha,
double threshold_ppc,
int number_threads )
inline

Constructor if k is retained through explanatory power criterion (k_imp = K_IMP::NO)

Parameters
datamatrix storing fts
alpharegularization parameter
threshold_ppcrequested explanatory power from the PPCs
number_threadsnumber 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_no_cv< solver, k_imp, valid_err_ret, cv_strat, cv_err_eval >::call_ko ( )
overridevirtual

Override for calling the without cross-validation PPCKO version at runtime.

No 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 >.


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