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Public Member Functions | Public Attributes | Static Public Attributes | List of all members
python.learner.Regressor.Regressor Class Reference

Subclass of Learner, responsible for regression. More...

Inheritance diagram for python.learner.Regressor.Regressor:

Public Member Functions

 __init__ (self)
 constructor
 
 evalError (self, data, alpha)
 Evaluate regression MSE.
 
 getL2NormError (self)
 calculate L2-norm of error
 
 getMaxError (self)
 calculate max error
 
 getMinError (self)
 calculate min error
 
 refineGrid (self)
 Refines grid with the number of points as specified in corresponding TrainingSpecification object.
 
 updateResults (self, alpha, trainSubset, testSubset=None)
 Update different statistics about training progress.
 

Public Attributes

 testAccuracy
 
 trainAccuracy
 

Static Public Attributes

 error = None
 Error vector.
 
 errors = None
 Errors per basis function.
 

Detailed Description

Subclass of Learner, responsible for regression.

The methods specific for regression are implemented here.

Constructor & Destructor Documentation

◆ __init__()

python.learner.Regressor.Regressor.__init__ (   self)

constructor

References python.learner.Regressor.Regressor.__init__().

Referenced by python.learner.Regressor.Regressor.__init__().

Member Function Documentation

◆ evalError()

python.learner.Regressor.Regressor.evalError (   self,
  data,
  alpha 
)

Evaluate regression MSE.

Parameters
dataDataContainer dataset
alphaDataVector alpha-vector
Returns
: mean square error

References python.learner.Regressor.Regressor.error, python.uq.dists.J.J.error, python.uq.learner.Regressor.Regressor.error, sgpp::datadriven::LearnerSGD.error, sgpp::datadriven::LearnerSGDE.error, sgpp::datadriven::LearnerSVM.error, python.learner.Regressor.Regressor.errors, python.uq.learner.Regressor.Regressor.errors, python.learner.Learner.Learner.specification, python.uq.learner.Learner.Learner.specification, python.uq.learner.Regressor.Regressor.specification, and python.uq.learner.SimulationLearner.SimulationLearner.specification.

Referenced by python.learner.Classifier.Classifier.updateResults(), python.learner.Regressor.Regressor.updateResults(), python.uq.learner.Regressor.Regressor.updateResults(), and python.uq.learner.Interpolant.Interpolant.updateResults().

◆ getL2NormError()

python.learner.Regressor.Regressor.getL2NormError (   self)

calculate L2-norm of error

Returns
: last L2-norm of error

References python.learner.Regressor.Regressor.error, python.uq.dists.J.J.error, python.uq.learner.Regressor.Regressor.error, sgpp::datadriven::LearnerSGD.error, sgpp::datadriven::LearnerSGDE.error, and sgpp::datadriven::LearnerSVM.error.

◆ getMaxError()

python.learner.Regressor.Regressor.getMaxError (   self)

calculate max error

Returns
: max error

References python.learner.Regressor.Regressor.error, python.uq.dists.J.J.error, python.uq.learner.Regressor.Regressor.error, sgpp::datadriven::LearnerSGD.error, sgpp::datadriven::LearnerSGDE.error, and sgpp::datadriven::LearnerSVM.error.

◆ getMinError()

python.learner.Regressor.Regressor.getMinError (   self)

calculate min error

Returns
: min error

References python.learner.Regressor.Regressor.error, python.uq.dists.J.J.error, python.uq.learner.Regressor.Regressor.error, sgpp::datadriven::LearnerSGD.error, sgpp::datadriven::LearnerSGDE.error, and sgpp::datadriven::LearnerSVM.error.

◆ refineGrid()

python.learner.Regressor.Regressor.refineGrid (   self)

Refines grid with the number of points as specified in corresponding TrainingSpecification object.

References python.learner.Regressor.Regressor.errors, python.uq.learner.Regressor.Regressor.errors, sgpp::base::InterpolantScalarFunction.grid, sgpp::base::InterpolantScalarFunctionGradient.grid, sgpp::base::InterpolantScalarFunctionHessian.grid, sgpp::base::InterpolantVectorFunction.grid, sgpp::base::InterpolantVectorFunctionGradient.grid, sgpp::base::InterpolantVectorFunctionHessian.grid, sgpp::base::ForwardSelectorRefinementIndicator.grid, sgpp::base::ImpurityRefinementIndicator.grid, sgpp::base::DehierarchisationFundamentalNakSplineBoundary.grid, sgpp::base::DehierarchisationFundamentalSpline.grid, sgpp::base::DehierarchisationFundamentalSplineBoundary.grid, sgpp::base::DehierarchisationModFundamentalSpline.grid, sgpp::base::HierarchisationFundamentalNakSplineBoundary.grid, sgpp::base::HierarchisationFundamentalSpline.grid, sgpp::base::HierarchisationFundamentalSplineBoundary.grid, sgpp::base::HierarchisationModFundamentalSpline.grid, sgpp::base::OperationArbitraryBoundaryHierarchisation.grid, sgpp::base::OperationFirstMomentBspline.grid, sgpp::base::OperationFirstMomentBsplineBoundary.grid, sgpp::base::OperationFirstMomentBsplineClenshawCurtis.grid, sgpp::base::OperationFirstMomentModBspline.grid, sgpp::base::OperationFirstMomentModBsplineClenshawCurtis.grid, sgpp::base::OperationFirstMomentModPoly.grid, sgpp::base::OperationFirstMomentModPolyClenshawCurtis.grid, sgpp::base::OperationFirstMomentPoly.grid, sgpp::base::OperationFirstMomentPolyBoundary.grid, sgpp::base::OperationFirstMomentPolyClenshawCurtis.grid, sgpp::base::OperationFirstMomentPolyClenshawCurtisBoundary.grid, sgpp::base::OperationHierarchisationFundamentalNakSplineBoundary.grid, sgpp::base::OperationHierarchisationFundamentalSpline.grid, sgpp::base::OperationHierarchisationFundamentalSplineBoundary.grid, sgpp::base::OperationHierarchisationModFundamentalSpline.grid, sgpp::base::OperationMultipleEval.grid, sgpp::base::OperationSecondMomentBspline.grid, sgpp::base::OperationSecondMomentBsplineBoundary.grid, sgpp::base::OperationSecondMomentBsplineClenshawCurtis.grid, sgpp::base::OperationSecondMomentModBspline.grid, sgpp::base::OperationSecondMomentModBsplineClenshawCurtis.grid, sgpp::base::OperationSecondMomentModPoly.grid, sgpp::base::OperationSecondMomentModPolyClenshawCurtis.grid, sgpp::base::OperationSecondMomentPoly.grid, sgpp::base::OperationSecondMomentPolyBoundary.grid, sgpp::base::OperationSecondMomentPolyClenshawCurtis.grid, sgpp::base::OperationSecondMomentPolyClenshawCurtisBoundary.grid, sgpp::base::OperationQuadratureMC.grid, sgpp::base::HierarchisationSLE.grid, sgpp::combigrid::OperationEvalCombinationGrid.grid, sgpp::combigrid::OperationEvalFullGrid.grid, sgpp::combigrid::OperationUPCombinationGrid.grid, sgpp::combigrid::OperationUPFullGrid.grid, python.controller.CheckpointController.CheckpointController.grid, python.learner.Learner.Learner.grid, python.tools.Matrix.grid, python.uq.dists.SGDEdist.SGDEdist.grid, python.uq.learner.Learner.Learner.grid, python.uq.learner.Regressor.Regressor.grid, python.uq.operations.forcePositivity.localFullGridSearch.LocalFullGrid.grid, python.uq.operations.forcePositivity.localFullGridSearch.LocalFullGridCandidates.grid, python.uq.operations.forcePositivity.localHierarchicalIntersectionSearch.LocalHierarchicalIntersectionCandidates.grid, python.uq.operations.forcePositivity.operationMakePositive.OperationMakePositive.grid, python.uq.operations.forcePositivity.operationMakePositiveFast.OperationMakePositiveFast.grid, sgpp::datadriven::AlgorithmAdaBoostBase.grid, sgpp::datadriven::DMSystemMatrix.grid, sgpp::datadriven::LogDensitySystemMatrix.grid, sgpp::datadriven::PiecewiseConstantSmoothedRegressionSystemMatrix.grid, sgpp::datadriven::SystemMatrixDensityRatioEstimation.grid, sgpp::datadriven::SystemMatrixLeastSquaresIdentity.grid, sgpp::datadriven::LearnerBase.grid, sgpp::datadriven::LearnerSGD.grid, sgpp::datadriven::LearnerSGDE.grid, sgpp::datadriven::LearnerSVM.grid, sgpp::datadriven::RegressionLearner.grid, sgpp::datadriven::SparseGridDensityEstimator.grid, sgpp::datadriven::RosenblattTransformation.grid, sgpp::datadriven::ModelFittingBaseSingleGrid.grid, sgpp::datadriven::MultipleEvalHPX::LocalityMultiplier.grid, sgpp::datadriven::OperationCovariance.grid, sgpp::datadriven::OperationDensityConditional.grid, sgpp::datadriven::OperationDensityMarginalize.grid, sgpp::datadriven::OperationDensityMargTo1D.grid, sgpp::datadriven::OperationDensityRejectionSamplingLinear.grid, sgpp::datadriven::OperationDensitySampling1DLinear.grid, sgpp::datadriven::OperationDensitySamplingLinear.grid, sgpp::datadriven::OperationInverseRosenblattTransformation1DBspline.grid, sgpp::datadriven::OperationInverseRosenblattTransformation1DBsplineBoundary.grid, sgpp::datadriven::OperationInverseRosenblattTransformation1DBsplineClenshawCurtis.grid, sgpp::datadriven::OperationInverseRosenblattTransformation1DLinear.grid, sgpp::datadriven::OperationInverseRosenblattTransformation1DModBspline.grid, sgpp::datadriven::OperationInverseRosenblattTransformation1DModBsplineClenshawCurtis.grid, sgpp::datadriven::OperationInverseRosenblattTransformation1DModPoly.grid, sgpp::datadriven::OperationInverseRosenblattTransformation1DModPolyClenshawCurtis.grid, sgpp::datadriven::OperationInverseRosenblattTransformation1DPoly.grid, sgpp::datadriven::OperationInverseRosenblattTransformation1DPolyBoundary.grid, sgpp::datadriven::OperationInverseRosenblattTransformation1DPolyClenshawCurtis.grid, sgpp::datadriven::OperationInverseRosenblattTransformation1DPolyClenshawCurtisBoundary.grid, sgpp::datadriven::OperationInverseRosenblattTransformationBspline.grid, sgpp::datadriven::OperationInverseRosenblattTransformationBsplineBoundary.grid, sgpp::datadriven::OperationInverseRosenblattTransformationBsplineClenshawCurtis.grid, sgpp::datadriven::OperationInverseRosenblattTransformationLinear.grid, sgpp::datadriven::OperationInverseRosenblattTransformationModBspline.grid, sgpp::datadriven::OperationInverseRosenblattTransformationModBsplineClenshawCurtis.grid, sgpp::datadriven::OperationInverseRosenblattTransformationModPoly.grid, sgpp::datadriven::OperationInverseRosenblattTransformationModPolyClenshawCurtis.grid, sgpp::datadriven::OperationInverseRosenblattTransformationPoly.grid, sgpp::datadriven::OperationInverseRosenblattTransformationPolyBoundary.grid, sgpp::datadriven::OperationInverseRosenblattTransformationPolyClenshawCurtis.grid, sgpp::datadriven::OperationInverseRosenblattTransformationPolyClenshawCurtisBoundary.grid, sgpp::datadriven::OperationRosenblattTransformation1DBspline.grid, sgpp::datadriven::OperationRosenblattTransformation1DBsplineBoundary.grid, sgpp::datadriven::OperationRosenblattTransformation1DBsplineClenshawCurtis.grid, sgpp::datadriven::OperationRosenblattTransformation1DLinear.grid, sgpp::datadriven::OperationRosenblattTransformation1DModBspline.grid, sgpp::datadriven::OperationRosenblattTransformation1DModBsplineClenshawCurtis.grid, sgpp::datadriven::OperationRosenblattTransformation1DModPoly.grid, sgpp::datadriven::OperationRosenblattTransformation1DModPolyClenshawCurtis.grid, sgpp::datadriven::OperationRosenblattTransformation1DPoly.grid, sgpp::datadriven::OperationRosenblattTransformation1DPolyBoundary.grid, sgpp::datadriven::OperationRosenblattTransformation1DPolyClenshawCurtis.grid, sgpp::datadriven::OperationRosenblattTransformation1DPolyClenshawCurtisBoundary.grid, sgpp::datadriven::OperationRosenblattTransformationBspline.grid, sgpp::datadriven::OperationRosenblattTransformationBsplineBoundary.grid, sgpp::datadriven::OperationRosenblattTransformationBsplineClenshawCurtis.grid, sgpp::datadriven::OperationRosenblattTransformationLinear.grid, sgpp::datadriven::OperationRosenblattTransformationModBspline.grid, sgpp::datadriven::OperationRosenblattTransformationModBsplineClenshawCurtis.grid, sgpp::datadriven::OperationRosenblattTransformationModPoly.grid, sgpp::datadriven::OperationRosenblattTransformationModPolyClenshawCurtis.grid, sgpp::datadriven::OperationRosenblattTransformationPoly.grid, sgpp::datadriven::OperationRosenblattTransformationPolyBoundary.grid, sgpp::datadriven::OperationRosenblattTransformationPolyClenshawCurtis.grid, sgpp::datadriven::OperationRosenblattTransformationPolyClenshawCurtisBoundary.grid, sgpp::datadriven::DataMatrixDistributed.grid, sgpp::datadriven::DataVectorDistributed.grid, sgpp::optimization::ASInterpolantScalarFunction.grid, sgpp::optimization::ASInterpolantScalarFunctionGradient.grid, sgpp::optimization::SplineResponseSurface.grid, sgpp::optimization::SplineResponseSurfaceVector.grid, sgpp::optimization::IterativeGridGenerator.grid, sgpp::optimization::OperationMultipleHierarchisationBspline.grid, sgpp::optimization::OperationMultipleHierarchisationBsplineBoundary.grid, sgpp::optimization::OperationMultipleHierarchisationBsplineClenshawCurtis.grid, sgpp::optimization::OperationMultipleHierarchisationFundamentalNakSplineBoundary.grid, sgpp::optimization::OperationMultipleHierarchisationFundamentalSpline.grid, sgpp::optimization::OperationMultipleHierarchisationFundamentalSplineBoundary.grid, sgpp::optimization::OperationMultipleHierarchisationLinear.grid, sgpp::optimization::OperationMultipleHierarchisationLinearBoundary.grid, sgpp::optimization::OperationMultipleHierarchisationLinearClenshawCurtis.grid, sgpp::optimization::OperationMultipleHierarchisationLinearClenshawCurtisBoundary.grid, sgpp::optimization::OperationMultipleHierarchisationModBspline.grid, sgpp::optimization::OperationMultipleHierarchisationModBsplineClenshawCurtis.grid, sgpp::optimization::OperationMultipleHierarchisationModFundamentalSpline.grid, sgpp::optimization::OperationMultipleHierarchisationModLinear.grid, sgpp::optimization::OperationMultipleHierarchisationModNakBspline.grid, sgpp::optimization::OperationMultipleHierarchisationModWavelet.grid, sgpp::optimization::OperationMultipleHierarchisationModWeaklyFundamentalNakSpline.grid, sgpp::optimization::OperationMultipleHierarchisationNakBspline.grid, sgpp::optimization::OperationMultipleHierarchisationNakBsplineBoundary.grid, sgpp::optimization::OperationMultipleHierarchisationNakBsplineExtended.grid, sgpp::optimization::OperationMultipleHierarchisationNaturalBsplineBoundary.grid, sgpp::optimization::OperationMultipleHierarchisationWavelet.grid, sgpp::optimization::OperationMultipleHierarchisationWaveletBoundary.grid, sgpp::optimization::OperationMultipleHierarchisationWeaklyFundamentalNakSplineBoundary.grid, sgpp::optimization::OperationMultipleHierarchisationWeaklyFundamentalSplineBoundary.grid, sgpp::pde::OperationLaplaceBspline.grid, sgpp::pde::OperationLaplaceBsplineBoundary.grid, sgpp::pde::OperationLaplaceBsplineClenshawCurtis.grid, sgpp::pde::OperationLaplaceModBspline.grid, sgpp::pde::OperationLaplaceModBsplineClenshawCurtis.grid, sgpp::pde::OperationLaplaceModPoly.grid, sgpp::pde::OperationLaplaceModPolyClenshawCurtis.grid, sgpp::pde::OperationLaplacePoly.grid, sgpp::pde::OperationLaplacePolyBoundary.grid, sgpp::pde::OperationLaplacePolyClenshawCurtis.grid, sgpp::pde::OperationLaplacePolyClenshawCurtisBoundary.grid, sgpp::pde::OperationMatrixLTwoDotBspline.grid, sgpp::pde::OperationMatrixLTwoDotBsplineBoundary.grid, sgpp::pde::OperationMatrixLTwoDotBsplineClenshawCurtis.grid, sgpp::pde::OperationMatrixLTwoDotModBspline.grid, sgpp::pde::OperationMatrixLTwoDotModBsplineClenshawCurtis.grid, sgpp::pde::OperationMatrixLTwoDotModLinear.grid, sgpp::pde::OperationMatrixLTwoDotModPoly.grid, sgpp::pde::OperationMatrixLTwoDotModPolyClenshawCurtis.grid, sgpp::pde::OperationMatrixLTwoDotPoly.grid, sgpp::pde::OperationMatrixLTwoDotPolyBoundary.grid, sgpp::pde::OperationMatrixLTwoDotPolyClenshawCurtis.grid, sgpp::pde::OperationMatrixLTwoDotPolyClenshawCurtisBoundary.grid, sgpp::quadrature::OperationQuadratureMCAdvanced.grid, python.learner.Learner.Learner.notifyEventControllers(), python.learner.solver.LinearSolver.LinearSolver.notifyEventControllers(), python.uq.learner.Learner.Learner.notifyEventControllers(), python.learner.Learner.Learner.specification, python.uq.learner.Learner.Learner.specification, python.uq.learner.Regressor.Regressor.specification, and python.uq.learner.SimulationLearner.SimulationLearner.specification.

Referenced by python.learner.Learner.Learner.learnData(), and python.learner.Learner.Learner.learnDataWithTest().

◆ updateResults()

python.learner.Regressor.Regressor.updateResults (   self,
  alpha,
  trainSubset,
  testSubset = None 
)

Update different statistics about training progress.

Parameters
alphaDataVector alpha-vector
trainSubsetDataContainer with training data
testSubsetDataContainer with validation data, default value: None

References python.learner.Classifier.Classifier.evalError(), python.learner.Regressor.Regressor.evalError(), python.uq.learner.Interpolant.Interpolant.evalError(), python.uq.learner.Regressor.Regressor.evalError(), python.learner.Learner.Learner.evalError(), python.uq.learner.Learner.Learner.evalError(), python.controller.CheckpointController.CheckpointController.knowledge, python.learner.Learner.Learner.knowledge, python.uq.learner.Learner.Learner.knowledge, python.uq.learner.SimulationLearner.SimulationLearner.knowledge, python.uq.manager.ASGCUQManager.ASGCUQManager.knowledge, python.learner.Classifier.Classifier.testAccuracy, python.learner.Learner.Learner.testAccuracy, python.learner.Regressor.Regressor.testAccuracy, python.uq.learner.Learner.Learner.testAccuracy, python.uq.learner.Regressor.Regressor.testAccuracy, python.uq.learner.SimulationLearner.SimulationLearner.testAccuracy, python.learner.Classifier.Classifier.trainAccuracy, python.learner.Learner.Learner.trainAccuracy, python.learner.Regressor.Regressor.trainAccuracy, python.uq.learner.Learner.Learner.trainAccuracy, python.uq.learner.Regressor.Regressor.trainAccuracy, and python.uq.learner.SimulationLearner.SimulationLearner.trainAccuracy.

Referenced by python.learner.Learner.Learner.learnData(), python.uq.learner.SimulationLearner.SimulationLearner.learnData(), python.uq.learner.SimulationLearner.SimulationLearner.learnDataWithFolding(), python.learner.Learner.Learner.learnDataWithTest(), python.uq.learner.Interpolant.Interpolant.learnDataWithTest(), and python.uq.learner.SimulationLearner.SimulationLearner.learnDataWithTest().

Member Data Documentation

◆ error

python.learner.Regressor.Regressor.error = None
static

Error vector.

Referenced by python.uq.dists.J.J.discretize(), python.learner.Regressor.Regressor.evalError(), python.uq.learner.Regressor.Regressor.evalError(), python.learner.Regressor.Regressor.getL2NormError(), python.uq.learner.Regressor.Regressor.getL2NormError(), python.learner.Regressor.Regressor.getMaxError(), python.uq.learner.Regressor.Regressor.getMaxError(), python.learner.Regressor.Regressor.getMinError(), and python.uq.learner.Regressor.Regressor.getMinError().

◆ errors

python.learner.Regressor.Regressor.errors = None
static

Errors per basis function.

Referenced by python.learner.Regressor.Regressor.evalError(), python.uq.learner.Regressor.Regressor.evalError(), python.learner.Regressor.Regressor.refineGrid(), and python.uq.learner.Regressor.Regressor.refineGrid().

◆ testAccuracy

python.learner.Regressor.Regressor.testAccuracy

Referenced by python.learner.Learner.Learner.__init__(), python.uq.learner.Learner.Learner.__init__(), python.learner.Learner.Learner.fromJson(), python.uq.learner.Learner.Learner.fromJson(), python.learner.Classifier.Classifier.updateResults(), python.learner.Regressor.Regressor.updateResults(), python.uq.learner.Regressor.Regressor.updateResults(), and python.uq.learner.SimulationLearner.SimulationLearner.updateResults().

◆ trainAccuracy

python.learner.Regressor.Regressor.trainAccuracy

Referenced by python.learner.Learner.Learner.__init__(), python.uq.learner.Learner.Learner.__init__(), python.learner.Learner.Learner.fromJson(), python.uq.learner.Learner.Learner.fromJson(), python.learner.Classifier.Classifier.updateResults(), python.learner.Regressor.Regressor.updateResults(), python.uq.learner.Regressor.Regressor.updateResults(), and python.uq.learner.SimulationLearner.SimulationLearner.updateResults().

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