64 static constexpr std::string
CV1 =
"NoCV";
65 static constexpr std::string
CV2 =
"CV_alpha";
66 static constexpr std::string
CV3 =
"CV_k";
67 static constexpr std::string
CV4 =
"CV";
128using valid_err_cv_2_t = std::vector<std::vector<double>>;
129using valid_err_variant = std::variant<valid_err_cv_1_t,valid_err_cv_2_t>;
135using 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>;
142template <VALID_ERR_RET val
id_err_ret>
143using results_t =
typename std::conditional<valid_err_ret,results_err_t,results_no_err_t>::type;
Contains PPCKO versions implemented.
Definition traits_ko.hpp:63
static constexpr std::string CV1
No cv for parameters.
Definition traits_ko.hpp:64
static constexpr std::string CV4
Cv for both regularization parameter and number of retained PPCs.
Definition traits_ko.hpp:67
static constexpr std::string CV2
Cv for regularization parameter.
Definition traits_ko.hpp:65
static constexpr std::string CV3
Cv for number of retained PPCs.
Definition traits_ko.hpp:66
Contains the customized types for fts, covariances, PPCs, etc...
Definition traits_ko.hpp:46
Eigen::VectorXd StoringVector
Vector data structure.
Definition traits_ko.hpp:51
Eigen::MatrixXd StoringMatrix
Matrix data structure.
Definition traits_ko.hpp:49
Eigen::ArrayXd StoringArray
Array data structure: more efficient for coefficient-wise operations.
Definition traits_ko.hpp:53
VALID_ERR_RET
If validation error has to be stored and returned.
Definition traits_ko.hpp:98
@ YES_err
Validation errors are stored and returned.
Definition traits_ko.hpp:100
@ NO_err
Validation errors are not stored and not returned (memory saving)
Definition traits_ko.hpp:99
typename std::conditional< valid_err_ret, results_err_t, results_no_err_t >::type results_t
Definition traits_ko.hpp:143
CV_STRAT
Strategy for training/validation splitting during cv.
Definition traits_ko.hpp:109
@ AUGMENTING_WINDOW
Fixing an instant: training set are all the instant up to it, validation the next one....
Definition traits_ko.hpp:110
std::vector< double > valid_err_cv_1_t
Definition traits_ko.hpp:127
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 > results_err_t
Definition traits_ko.hpp:135
SOLVER
The available solvers for PPCKO algorithm.
Definition traits_ko.hpp:76
@ ex_solver
Inverted square root regularzied covariance and retrieving PPCs from phi.
Definition traits_ko.hpp:77
@ gep_solver
Using GEP to avoid to avoid inverted square root.
Definition traits_ko.hpp:78
CV_ERR_EVAL
How to compute validation errors during cv.
Definition traits_ko.hpp:119
@ MSE
Estimate of the L2 norm loss.
Definition traits_ko.hpp:120
K_IMP
If the number of PPCs k is a parameter.
Definition traits_ko.hpp:87
@ NO
k is not passed as parameter, has to be found using cumulative explanatory power
Definition traits_ko.hpp:88
@ YES
k is already known (it will be fixed if doing cv on it)
Definition traits_ko.hpp:89