traits_ko.hpp File Reference

Contains customized types and enumerator for customized template parameters, exploited in the algorithm. More...

#include <Eigen/Dense>
#include <tuple>
#include <vector>
#include <array>
#include <variant>
#include <type_traits>
#include <cmath>
#include <string>

Go to the source code of this file.

Classes
struct	KO_Traits
	Contains the customized types for fts, covariances, PPCs, etc... More...
struct	CV_algo
	Contains PPCKO versions implemented. More...

Typedefs
using	valid_err_cv_1_t = std::vector<double>
using	valid_err_cv_2_t = std::vector<std::vector<double>>
using	valid_err_variant = std::variant<valid_err_cv_1_t,valid_err_cv_2_t>
using	results_err_t = std::tuple<KO_Traits::StoringVector, double, int, std::vector<double>, std::vector<double>, KO_Traits::StoringMatrix, KO_Traits::StoringMatrix, std::vector<std::array<double,2>>, KO_Traits::StoringArray, valid_err_variant>
using	results_no_err_t = std::tuple<KO_Traits::StoringVector, double, int, std::vector<double>, std::vector<double>, KO_Traits::StoringMatrix, KO_Traits::StoringMatrix, std::vector<std::array<double,2>>, KO_Traits::StoringArray>
template<VALID_ERR_RET valid_err_ret>
using	results_t = typename std::conditional<valid_err_ret,results_err_t,results_no_err_t>::type

Enumerations
enum	SOLVER { ex_solver = 0 , gep_solver = 1 }
	The available solvers for PPCKO algorithm. More...
enum	K_IMP { NO = 0 , YES = 1 }
	If the number of PPCs k is a parameter. More...
enum	VALID_ERR_RET { NO_err = 0 , YES_err = 1 }
	If validation error has to be stored and returned. More...
enum	CV_STRAT { AUGMENTING_WINDOW = 0 }
	Strategy for training/validation splitting during cv. More...
enum	CV_ERR_EVAL { MSE = 0 }
	How to compute validation errors during cv. More...

Detailed Description

Contains customized types and enumerator for customized template parameters, exploited in the algorithm.

Author

Andrea Enrico Franzoni

Typedef Documentation

results_err_t

using results_err_t = std::tuple<KO_Traits::StoringVector, double, int, std::vector<double>, std::vector<double>, KO_Traits::StoringMatrix, KO_Traits::StoringMatrix, std::vector<std::array<double,2>>, KO_Traits::StoringArray, valid_err_variant>

Types for the results: tuple is exploited, dimension and types depends on if valdiation errors are returned and which ones eventually

results_t

template<VALID_ERR_RET valid_err_ret>

using results_t = typename std::conditional<valid_err_ret,results_err_t,results_no_err_t>::type

Type for the returning error: depending on

Parameters

valid_err_ret

enumerator VALID_ERR_RET: if errors have to be returned on not

valid_err_cv_1_t

using valid_err_cv_1_t = std::vector<double>

Types for the errors: variant is used (for cv on both parameter a matrix is returned, a vector otherwise)

Enumeration Type Documentation

CV_ERR_EVAL

enum CV_ERR_EVAL

How to compute validation errors during cv.

Enumerator
MSE	Estimate of the L2 norm loss.

CV_STRAT

enum CV_STRAT

Strategy for training/validation splitting during cv.

Enumerator
AUGMENTING_WINDOW	Fixing an instant: training set are all the instant up to it, validation the next one. At each iteration: the previous validation set is inglobated into the previous training set for the new one. Validation set is shifted by one.

K_IMP

enum K_IMP

If the number of PPCs k is a parameter.

Enumerator
NO	k is not passed as parameter, has to be found using cumulative explanatory power
YES	k is already known (it will be fixed if doing cv on it)

SOLVER

enum SOLVER

The available solvers for PPCKO algorithm.

Enumerator
ex_solver	Inverted square root regularzied covariance and retrieving PPCs from phi.
gep_solver	Using GEP to avoid to avoid inverted square root.

VALID_ERR_RET

enum VALID_ERR_RET

If validation error has to be stored and returned.

Enumerator
NO_err	Validation errors are not stored and not returned (memory saving)
YES_err	Validation errors are stored and returned.