Class that stores, generates and manipulates a density function during online phase in on/off learning. More...

#include <DBMatOnlineDE.hpp>

Inheritance diagram for sgpp::datadriven::DBMatOnlineDE:

Public Member Functions
void	computeDensityDifferenceFunction (DataVector &alpha, DataMatrix &mp, DataMatrix &mq, Grid &grid, DensityEstimationConfiguration &densityEstimationConfig, bool save_b=false, bool do_cv=false)
	Computes the density difference function for two data matrix instances.

void	computeDensityDifferenceFunction (DataVector &alpha, Grid &grid, DensityEstimationConfiguration &densityEstimationConfig, bool do_cv=false)
	Computes the density difference function again based on the saved b's (only applicable for streaming)

void	computeDensityFunction (DataVector &alpha, DataMatrix &m, Grid &grid, DensityEstimationConfiguration &densityEstimationConfig, bool save_b=false, bool do_cv=false)
	Computes the density function for a certain data matrix.

void	computeDensityFunction (DataVector &alpha, Grid &grid, DensityEstimationConfiguration &densityEstimationConfig, bool do_cv=false)
	Computes the density function again based on the saved b's (only applicable for streaming)

void	computeDensityFunctionParallel (DataVectorDistributed &alpha, DataMatrix &m, Grid &grid, DensityEstimationConfiguration &densityEstimationConfig, const ParallelConfiguration &parallelConfig, std::shared_ptr< BlacsProcessGrid > processGrid, bool save_b=false, bool do_cv=false, std::list< size_t > *deletedPoints=nullptr, size_t newPoints=0)
	Computes the density function for a certain data matrix in parallel using ScaLAPACK.

void	computeDensityFunctionParallel (DataVectorDistributed &alpha, Grid &grid, DensityEstimationConfiguration &densityEstimationConfig, const ParallelConfiguration &parallelConfig, std::shared_ptr< BlacsProcessGrid > processGrid, bool do_cv=false)
	Computes the density function again based on the saved b's (only applicable for streaming) in parallel on a cluster using ScaLAPACK.

DataVector	computeWeightedBFromBatch (DataMatrix &m, Grid &grid, DensityEstimationConfiguration &densityEstimationConfig, bool weighted)
	Computes/updates the b vector for the given batch of data.

DataVectorDistributed	computeWeightedBFromBatchParallel (DataMatrix &m, Grid &grid, const DensityEstimationConfiguration &densityEstimationConfig, const ParallelConfiguration &parallelConfig, std::shared_ptr< BlacsProcessGrid > processGrid, bool weighted)
	Computes/updates the b vector for the given batch of data in parallel using ScaLAPACK.

std::vector< DataVector >	computeWeightedBFromBatchTwoDatasets (DataMatrix &mp, DataMatrix &mq, Grid &grid, DensityEstimationConfiguration &densityEstimationConfig, bool weighted)
	Initializes the b vector for the given batch of data in two datasets scenarios.

	DBMatOnlineDE (DBMatOffline &offline, Grid &grid, double lambda, double beta=0.)
	Constructor.

double	eval (DataVector &alpha, const DataVector &p, Grid &grid, bool force=false)
	Evaluates the density function at a certain point.

void	eval (DataVector &alpha, DataMatrix &values, DataVector &results, Grid &grid, bool force=false)
	Evaluates the density function on multiple points.

void	evalParallel (DataVector &alpha, DataMatrix &values, DataVectorDistributed &results, Grid &grid, bool force=false)
	Evaluates the density function on multiple points using parallelization.

double	getBeta ()
	Returns the current weighting factor.

bool	isComputed ()
	Returns if the surplus has already been computed.

double	normalize (DataVector &alpha, Grid &grid, size_t samples=1000)
	Normalize the Density.

double	normalizeQuadrature (DataVector &alpha, Grid &grid)
	Normalize the Density using Quadrature.

void	resetTraining ()
	Resets the training state of the model.

void	setBeta (double beta)
	Sets the weighting factor.

virtual void	syncDistributedDecomposition (std::shared_ptr< BlacsProcessGrid > processGrid, const ParallelConfiguration &parallelConfig)
	Synchronizes the distributed decomposition, only has an effect if ScaLAPACK is used.

void	updateRhs (size_t gridSize, std::vector< size_t > &deletedPoints)
	Restructures the rhs (b vector) of the system matrix.

Public Member Functions inherited from sgpp::datadriven::DBMatOnline
	DBMatOnline (const DBMatOnline &rhs)=delete

	DBMatOnline (DBMatOffline &o)
	Constructor.

	DBMatOnline (DBMatOnline &&rhs)=default

DBMatOffline &	getOfflineObject ()
	Returns a reference to the offline object.

const DBMatOffline &	getOfflineObject () const

DBMatOnline &	operator= (const DBMatOnline &rhs)=delete

DBMatOnline &	operator= (DBMatOnline &&rhs)=delete

void	setLambda (double lambda)

virtual std::vector< size_t >	updateSystemMatrixDecomposition (DensityEstimationConfiguration &densityEstimationConfig, Grid &grid, size_t numAddedGridPoints, std::vector< size_t > &deletedGridPointIndices, double lambda)
	Update the system matrix decomposition after the grid has been modified.

virtual	~DBMatOnline ()=default
	Destructor.

Protected Member Functions
double	computeL2Error (DataVector &alpha, Grid &grid)

double	resDensity (DataVector &alpha, Grid &grid)

virtual void	solveSLE (DataVector &alpha, DataVector &b, Grid &grid, DensityEstimationConfiguration &densityEstimationConfig, bool do_cv)=0

virtual void	solveSLEParallel (DataVectorDistributed &alpha, DataVectorDistributed &b, Grid &grid, DensityEstimationConfiguration &densityEstimationConfig, bool do_cv=0)=0

Protected Attributes
double	beta

DataVector	bSave

std::unique_ptr< DataVectorDistributed >	bSaveDistributed

DataVector	bSaveExtra

DataVector	bTotalPoints

std::unique_ptr< DataVectorDistributed >	bTotalPointsDistributed

DataVector	bTotalPointsExtra

bool	distributedVectorsInitialized

bool	functionComputed

double	lambda

bool	localVectorsInitialized

double	normFactor

size_t	oDim

DataMatrix *	testMat

DataMatrix *	testMatRes

bool	useExtraLocalVectors

Protected Attributes inherited from sgpp::datadriven::DBMatOnline
DBMatOffline &	offlineObject

Detailed Description

Class that stores, generates and manipulates a density function during online phase in on/off learning.

Constructor & Destructor Documentation

◆ DBMatOnlineDE()

sgpp::datadriven::DBMatOnlineDE::DBMatOnlineDE	(	DBMatOffline &	offline,
		Grid &	grid,
		double	lambda,
		double	beta = `0.`
	)

explicit

Constructor.

Parameters

offline	The offline object we base our evaluations on.
grid	The underlying grid (TODO(fuchsgruber) do we need this?)
lambda	The regularization strength (TODO(fuchsgruber) remove this)
beta	The initial weighting factor

References functionComputed, grid(), and oDim.

Member Function Documentation

◆ computeDensityDifferenceFunction() [1/2]

void sgpp::datadriven::DBMatOnlineDE::computeDensityDifferenceFunction	(	DataVector &	alpha,
		DataMatrix &	mp,
		DataMatrix &	mq,
		Grid &	grid,
		DensityEstimationConfiguration &	densityEstimationConfig,
		bool	save_b = `false`,
		bool	do_cv = `false`
	)

Computes the density difference function for two data matrix instances.

Parameters

alpha	the vector where surplusses for the density function will be stored
mp	the matrix that contains the data points for the first input dataset
mq	the matrix that contains the data points for the second input dataset
grid	The underlying grid
densityEstimationConfig	Configuration for the density estimation
save_b	Indicates whether the old right hand side should be saved and combined with the new right hand side (aka streaming)
do_cv	Indicates whether crossvalidation should take place

References alpha, beta, bSave, bSaveExtra, bTotalPoints, bTotalPointsExtra, computeWeightedBFromBatchTwoDatasets(), functionComputed, sgpp::base::DataVector::get(), sgpp::datadriven::DBMatOffline::getDecomposedMatrix(), sgpp::base::DataMatrix::getNcols(), sgpp::base::DataMatrix::getNrows(), grid(), localVectorsInitialized, sgpp::datadriven::DBMatOnline::offlineObject, sgpp::base::DataVector::set(), solveSLE(), and useExtraLocalVectors.

◆ computeDensityDifferenceFunction() [2/2]

void sgpp::datadriven::DBMatOnlineDE::computeDensityDifferenceFunction	(	DataVector &	alpha,
		Grid &	grid,
		DensityEstimationConfiguration &	densityEstimationConfig,
		bool	do_cv = `false`
	)

Computes the density difference function again based on the saved b's (only applicable for streaming)

Parameters

alpha	the vector where surplusses for the density function will be stored
grid	The underlying grid
densityEstimationConfig	Configuration for the density estimation combined with the new right hand side (aka streaming)
do_cv	Indicates whether crossvalidation should take place

References alpha, bSave, bSaveExtra, bTotalPoints, bTotalPointsExtra, functionComputed, sgpp::base::DataVector::get(), grid(), and solveSLE().

◆ computeDensityFunction() [1/2]

void sgpp::datadriven::DBMatOnlineDE::computeDensityFunction	(	DataVector &	alpha,
		DataMatrix &	m,
		Grid &	grid,
		DensityEstimationConfiguration &	densityEstimationConfig,
		bool	save_b = `false`,
		bool	do_cv = `false`
	)

Computes the density function for a certain data matrix.

Parameters

alpha	the vector where surplusses for the density function will be stored
m	the matrix that contains the data points
grid	The underlying grid
densityEstimationConfig	Configuration for the density estimation
save_b	Indicates whether the old right hand side should be saved and combined with the new right hand side (aka streaming)
do_cv	Indicates whether crossvalidation should take place

References alpha, beta, bSave, bTotalPoints, computeWeightedBFromBatch(), functionComputed, sgpp::base::DataVector::get(), sgpp::datadriven::DBMatOffline::getDecomposedMatrix(), sgpp::base::DataMatrix::getNcols(), grid(), localVectorsInitialized, m, sgpp::datadriven::DBMatOnline::offlineObject, sgpp::base::DataVector::set(), and solveSLE().

◆ computeDensityFunction() [2/2]

void sgpp::datadriven::DBMatOnlineDE::computeDensityFunction	(	DataVector &	alpha,
		Grid &	grid,
		DensityEstimationConfiguration &	densityEstimationConfig,
		bool	do_cv = `false`
	)

Computes the density function again based on the saved b's (only applicable for streaming)

Parameters

alpha	the vector where surplusses for the density function will be stored
grid	The underlying grid
densityEstimationConfig	Configuration for the density estimation combined with the new right hand side (aka streaming)
do_cv	Indicates whether crossvalidation should take place

References alpha, bSave, bTotalPoints, functionComputed, sgpp::base::DataVector::get(), grid(), and solveSLE().

◆ computeDensityFunctionParallel() [1/2]

void sgpp::datadriven::DBMatOnlineDE::computeDensityFunctionParallel	(	DataVectorDistributed &	alpha,
		DataMatrix &	m,
		Grid &	grid,
		DensityEstimationConfiguration &	densityEstimationConfig,
		const ParallelConfiguration &	parallelConfig,
		std::shared_ptr< BlacsProcessGrid >	processGrid,
		bool	save_b = `false`,
		bool	do_cv = `false`,
		std::list< size_t > *	deletedPoints = `nullptr`,
		size_t	newPoints = `0`
	)

Computes the density function for a certain data matrix in parallel using ScaLAPACK.

Parameters

alpha	the distributed vector where surplusses for the density function will be stored
m	the matrix that contains the data points, currently every process has to have the data points
grid	The underlying grid
densityEstimationConfig	Configuration for the density estimation
parallelConfig	configuration for ScaLAPACK
processGrid	pointer to BlacsProcessGrid
save_b	Indicates whether the old right hand side should be saved and combined with the new right hand side (aka streaming)
do_cv	Indicates whether crossvalidation should take place
deletedPoints	indicates the indices of removed grid points due to coarsening
newPoints	indicates the amount of added points due to refinement

References alpha, beta, bSaveDistributed, bTotalPointsDistributed, computeWeightedBFromBatchParallel(), distributedVectorsInitialized, functionComputed, sgpp::datadriven::DBMatOffline::getDecomposedMatrix(), sgpp::base::DataMatrix::getNcols(), grid(), m, sgpp::datadriven::DBMatOnline::offlineObject, sgpp::datadriven::ParallelConfiguration::rowBlockSize_, and solveSLEParallel().

◆ computeDensityFunctionParallel() [2/2]

void sgpp::datadriven::DBMatOnlineDE::computeDensityFunctionParallel	(	DataVectorDistributed &	alpha,
		Grid &	grid,
		DensityEstimationConfiguration &	densityEstimationConfig,
		const ParallelConfiguration &	parallelConfig,
		std::shared_ptr< BlacsProcessGrid >	processGrid,
		bool	do_cv = `false`
	)

Computes the density function again based on the saved b's (only applicable for streaming) in parallel on a cluster using ScaLAPACK.

Parameters

alpha	the vector where surplusses for the density function will be stored
grid	The underlying grid
densityEstimationConfig	Configuration for the density estimation combined with the new right hand side (aka streaming)
parallelConfig	configuration for ScaLAPACK
processGrid	pointer to BlacsProcessGrid
do_cv	Indicates whether crossvalidation should take place

References alpha, bSaveDistributed, bTotalPointsDistributed, functionComputed, grid(), sgpp::datadriven::ParallelConfiguration::rowBlockSize_, and solveSLEParallel().

◆ computeL2Error()

double sgpp::datadriven::DBMatOnlineDE::computeL2Error	(	DataVector &	alpha,
		Grid &	grid
	)

protected

References eval(), sgpp::base::DataMatrix::get(), sgpp::base::DataMatrix::getNcols(), sgpp::base::DataMatrix::getNrows(), sgpp::base::DataMatrix::getRow(), grid(), testMat, and testMatRes.

◆ computeWeightedBFromBatch()

DataVector sgpp::datadriven::DBMatOnlineDE::computeWeightedBFromBatch	(	DataMatrix &	m,
		Grid &	grid,
		DensityEstimationConfiguration &	densityEstimationConfig,
		bool	weighted
	)

Computes/updates the b vector for the given batch of data.

Parameters

m	the matrix that contains the data points
grid	The underlying grid
densityEstimationConfig	Configuration for the density estimation
weighted	Flag to decide whether to weight the b vector with the no. of points

References sgpp::op_factory::createOperationMultipleEval(), sgpp::op_factory::createOperationMultipleEvalInter(), sgpp::datadriven::DensityEstimationConfiguration::decomposition_, sgpp::datadriven::DBMatOnlineDE_SMW::getB(), sgpp::datadriven::DBMatOnlineDEOrthoAdapt::getB(), sgpp::datadriven::DBMatOffline::getDecomposedMatrix(), sgpp::base::DataMatrix::getNcols(), grid(), sgpp::datadriven::DBMatOffline::interactions, sgpp::datadriven::LU, m, sgpp::datadriven::DBMatOnline::offlineObject, sgpp::datadriven::OrthoAdapt, sgpp::datadriven::SMW_chol, and sgpp::datadriven::SMW_ortho.

Referenced by computeDensityFunction().

◆ computeWeightedBFromBatchParallel()

DataVectorDistributed sgpp::datadriven::DBMatOnlineDE::computeWeightedBFromBatchParallel	(	DataMatrix &	m,
		Grid &	grid,
		const DensityEstimationConfiguration &	densityEstimationConfig,
		const ParallelConfiguration &	parallelConfig,
		std::shared_ptr< BlacsProcessGrid >	processGrid,
		bool	weighted
	)

Computes/updates the b vector for the given batch of data in parallel using ScaLAPACK.

Parameters

m	the matrix that contains the data points, currently every process has to have the data points
grid	The underlying grid
densityEstimationConfig	Configuration for the density estimation
parallelConfig	ScaLAPACK configuration
processGrid	process grid for ScaLAPACK
weighted	Flag to decide whether to weight the b vector with the no. of points

References sgpp::op_factory::createOperationMultipleEval(), sgpp::datadriven::DensityEstimationConfiguration::decomposition_, sgpp::datadriven::DBMatOnlineDEOrthoAdapt::getB(), sgpp::datadriven::DBMatOnlineDE_SMW::getBDistributed(), sgpp::datadriven::DBMatOffline::getDecomposedMatrix(), sgpp::datadriven::DataMatrixDistributed::getGlobalCols(), sgpp::base::DataMatrix::getNcols(), grid(), sgpp::datadriven::DBMatOffline::interactions, m, sgpp::datadriven::DBMatOnline::offlineObject, sgpp::datadriven::OrthoAdapt, sgpp::datadriven::ParallelConfiguration::rowBlockSize_, sgpp::datadriven::SCALAPACK, sgpp::datadriven::SMW_chol, and sgpp::datadriven::SMW_ortho.

Referenced by computeDensityFunctionParallel().

◆ computeWeightedBFromBatchTwoDatasets()

std::vector< DataVector > sgpp::datadriven::DBMatOnlineDE::computeWeightedBFromBatchTwoDatasets	(	DataMatrix &	mp,
		DataMatrix &	mq,
		Grid &	grid,
		DensityEstimationConfiguration &	densityEstimationConfig,
		bool	weighted
	)

Initializes the b vector for the given batch of data in two datasets scenarios.

Does not compute the actual b, but initializes it and computes the two dataset contributions bp and bq. All these three vectors are returned, in this order, if weighted is false. Otherwise, only the final b is returned and usable in the std::vector.

Parameters

mp	the matrix that contains the first data points
mq	the matrix that contains the second data points
grid	The underlying grid
densityEstimationConfig	Configuration for the density estimation
weighted	Flag to decide whether to weight the b vector with the no. of points

References sgpp::op_factory::createOperationMultipleEval(), sgpp::op_factory::createOperationMultipleEvalInter(), sgpp::datadriven::DensityEstimationConfiguration::decomposition_, sgpp::base::DataVector::get(), sgpp::datadriven::DBMatOnlineDE_SMW::getB(), sgpp::datadriven::DBMatOnlineDEOrthoAdapt::getB(), sgpp::datadriven::DBMatOffline::getDecomposedMatrix(), sgpp::base::DataMatrix::getNcols(), sgpp::base::DataMatrix::getNrows(), grid(), sgpp::datadriven::DBMatOffline::interactions, sgpp::datadriven::LU, sgpp::datadriven::DBMatOnline::offlineObject, sgpp::datadriven::OrthoAdapt, sgpp::base::DataVector::setAll(), sgpp::datadriven::SMW_chol, and sgpp::datadriven::SMW_ortho.

Referenced by computeDensityDifferenceFunction().

◆ eval() [1/2]

double sgpp::datadriven::DBMatOnlineDE::eval	(	DataVector &	alpha,
		const DataVector &	p,
		Grid &	grid,
		bool	force = `false`
	)

Evaluates the density function at a certain point.

Parameters

alpha	the vector of surplusses
p	the point at which the function is evaluated
grid	the underlying grid
force	if set, it will even try to evaluate if the internal state recommends otherwise

Returns: the result of the evaluation

References alpha, sgpp::op_factory::createOperationEval(), functionComputed, grid(), and normFactor.

Referenced by computeL2Error(), python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis::estimateDensity(), and normalize().

◆ eval() [2/2]

void sgpp::datadriven::DBMatOnlineDE::eval	(	DataVector &	alpha,
		DataMatrix &	values,
		DataVector &	results,
		Grid &	grid,
		bool	force = `false`
	)

Evaluates the density function on multiple points.

Parameters

alpha	the vector of surplusses
values	the points at which the function is evaluated
results	the result of the evaluation
grid	the underlying grid
force	if set, it will even try to evaluate if the internal state recommends otherwise

References alpha, sgpp::op_factory::createOperationMultipleEval(), sgpp::op_factory::createOperationMultipleEvalInter(), functionComputed, grid(), sgpp::datadriven::DBMatOffline::interactions, sgpp::base::DataVector::mult(), normFactor, and sgpp::datadriven::DBMatOnline::offlineObject.

Referenced by python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis::estimateDensity().

◆ evalParallel()

void sgpp::datadriven::DBMatOnlineDE::evalParallel	(	DataVector &	alpha,
		DataMatrix &	values,
		DataVectorDistributed &	results,
		Grid &	grid,
		bool	force = `false`
	)

Evaluates the density function on multiple points using parallelization.

Parameters

alpha	the vector of surplusses
values	the points at which the function is evaluated
results	the result of the evaluation
grid	the underlying grid
force	if set, it will even try to evaluate if the internal state recommends otherwise

References alpha, sgpp::op_factory::createOperationMultipleEval(), functionComputed, grid(), sgpp::datadriven::DBMatOffline::interactions, normFactor, sgpp::datadriven::DBMatOnline::offlineObject, sgpp::datadriven::SCALAPACK, and sgpp::datadriven::DataVectorDistributed::scale().

◆ getBeta()

double sgpp::datadriven::DBMatOnlineDE::getBeta ( )

Returns the current weighting factor.

References beta.

◆ isComputed()

bool sgpp::datadriven::DBMatOnlineDE::isComputed ( )

Returns if the surplus has already been computed.

References functionComputed.

◆ normalize()

double sgpp::datadriven::DBMatOnlineDE::normalize	(	DataVector &	alpha,
		Grid &	grid,
		size_t	samples = `1000`
	)

Normalize the Density.

Parameters

alpha	the vector of surplusses
grid	the underlying grid
samples	number of samples to be used for MC quadrature

References eval(), grid(), normFactor, and oDim.

◆ normalizeQuadrature()

double sgpp::datadriven::DBMatOnlineDE::normalizeQuadrature	(	DataVector &	alpha,
		Grid &	grid
	)

Normalize the Density using Quadrature.

Parameters

alpha	the vector of surplusses
grid	the underlying grid

References alpha, sgpp::op_factory::createOperationQuadrature(), sgpp::base::OperationQuadrature::doQuadrature(), grid(), and normFactor.

◆ resDensity()

double sgpp::datadriven::DBMatOnlineDE::resDensity	(	DataVector &	alpha,
		Grid &	grid
	)

protected

References alpha, sgpp::op_factory::createOperationIdentity(), sgpp::datadriven::DensitySystemMatrix::generateb(), sgpp::base::DataVector::getSize(), grid(), sgpp::base::DataVector::l2Norm(), sgpp::datadriven::DensitySystemMatrix::mult(), and testMat.

◆ resetTraining()

void sgpp::datadriven::DBMatOnlineDE::resetTraining ( )

Resets the training state of the model.

References distributedVectorsInitialized, functionComputed, and localVectorsInitialized.

◆ setBeta()

void sgpp::datadriven::DBMatOnlineDE::setBeta ( double beta )

Sets the weighting factor.

Parameters

beta	the new weighting factor. If set to 0, no plasticity takes place.

References beta.

◆ solveSLE()

virtual void sgpp::datadriven::DBMatOnlineDE::solveSLE	(	DataVector &	alpha,
		DataVector &	b,
		Grid &	grid,
		DensityEstimationConfiguration &	densityEstimationConfig,
		bool	do_cv
	)

protectedpure virtual

Implemented in sgpp::datadriven::DBMatOnlineDE_SMW, sgpp::datadriven::DBMatOnlineDEChol, and sgpp::datadriven::DBMatOnlineDEOrthoAdapt.

Referenced by computeDensityDifferenceFunction(), computeDensityDifferenceFunction(), computeDensityFunction(), and computeDensityFunction().

◆ solveSLEParallel()

virtual void sgpp::datadriven::DBMatOnlineDE::solveSLEParallel	(	DataVectorDistributed &	alpha,
		DataVectorDistributed &	b,
		Grid &	grid,
		DensityEstimationConfiguration &	densityEstimationConfig,
		bool	do_cv = `0`
	)

protectedpure virtual

Implemented in sgpp::datadriven::DBMatOnlineDE_SMW, sgpp::datadriven::DBMatOnlineDEChol, and sgpp::datadriven::DBMatOnlineDEOrthoAdapt.

Referenced by computeDensityFunctionParallel(), and computeDensityFunctionParallel().

◆ syncDistributedDecomposition()

void sgpp::datadriven::DBMatOnlineDE::syncDistributedDecomposition	(	std::shared_ptr< BlacsProcessGrid >	processGrid,
		const ParallelConfiguration &	parallelConfig
	)

virtual

Synchronizes the distributed decomposition, only has an effect if ScaLAPACK is used.

Reimplemented in sgpp::datadriven::DBMatOnlineDE_SMW, and sgpp::datadriven::DBMatOnlineDEOrthoAdapt.

References sgpp::datadriven::DBMatOnline::offlineObject, and sgpp::datadriven::DBMatOffline::syncDistributedDecomposition().

◆ updateRhs()

void sgpp::datadriven::DBMatOnlineDE::updateRhs	(	size_t	gridSize,
		std::vector< size_t > &	deletedPoints
	)

Restructures the rhs (b vector) of the system matrix.

This is only availible for streaming, i.e. when computeDensityFunction was called with save_b = true. First b is coarsened, then extended according to the new grid size (refinement).

Parameters

gridSize	grid size after coarsening and refinement (inherently gives the number of points added during refinement after coarsening)
deletedPoints	pointer to list of indexes that will be removed from b

References bSave, bSaveDistributed, bSaveExtra, bTotalPoints, bTotalPointsDistributed, bTotalPointsExtra, distributedVectorsInitialized, functionComputed, localVectorsInitialized, sgpp::base::DataVector::remove(), sgpp::base::DataVector::resizeZero(), and useExtraLocalVectors.

Member Data Documentation

◆ beta

double sgpp::datadriven::DBMatOnlineDE::beta

protected

Referenced by computeDensityDifferenceFunction(), computeDensityFunction(), computeDensityFunctionParallel(), getBeta(), and setBeta().

◆ bSave

DataVector sgpp::datadriven::DBMatOnlineDE::bSave

protected

Referenced by computeDensityDifferenceFunction(), computeDensityDifferenceFunction(), computeDensityFunction(), computeDensityFunction(), and updateRhs().

◆ bSaveDistributed

std::unique_ptr<DataVectorDistributed> sgpp::datadriven::DBMatOnlineDE::bSaveDistributed

protected

Referenced by computeDensityFunctionParallel(), computeDensityFunctionParallel(), and updateRhs().

◆ bSaveExtra

DataVector sgpp::datadriven::DBMatOnlineDE::bSaveExtra

protected

Referenced by computeDensityDifferenceFunction(), computeDensityDifferenceFunction(), and updateRhs().

◆ bTotalPoints

DataVector sgpp::datadriven::DBMatOnlineDE::bTotalPoints

protected

Referenced by computeDensityDifferenceFunction(), computeDensityDifferenceFunction(), computeDensityFunction(), computeDensityFunction(), and updateRhs().

◆ bTotalPointsDistributed

std::unique_ptr<DataVectorDistributed> sgpp::datadriven::DBMatOnlineDE::bTotalPointsDistributed

protected

Referenced by computeDensityFunctionParallel(), computeDensityFunctionParallel(), and updateRhs().

◆ bTotalPointsExtra

DataVector sgpp::datadriven::DBMatOnlineDE::bTotalPointsExtra

protected

Referenced by computeDensityDifferenceFunction(), computeDensityDifferenceFunction(), and updateRhs().

◆ distributedVectorsInitialized

bool sgpp::datadriven::DBMatOnlineDE::distributedVectorsInitialized

protected

Referenced by computeDensityFunctionParallel(), resetTraining(), and updateRhs().

◆ functionComputed

bool sgpp::datadriven::DBMatOnlineDE::functionComputed

protected

Referenced by computeDensityDifferenceFunction(), computeDensityDifferenceFunction(), computeDensityFunction(), computeDensityFunction(), computeDensityFunctionParallel(), computeDensityFunctionParallel(), DBMatOnlineDE(), eval(), eval(), evalParallel(), isComputed(), resetTraining(), and updateRhs().

◆ lambda

double sgpp::datadriven::DBMatOnlineDE::lambda

protected

Referenced by sgpp::datadriven::DBMatOnlineDEChol::buildCholSolver(), sgpp::datadriven::DBMatOnlineDEChol::solveSLE(), sgpp::datadriven::DBMatOnlineDEChol::solveSLEParallel(), sgpp::datadriven::DBMatOnlineDE_SMW::updateSystemMatrixDecomposition(), sgpp::datadriven::DBMatOnlineDEChol::updateSystemMatrixDecomposition(), sgpp::datadriven::DBMatOnlineDEOrthoAdapt::updateSystemMatrixDecomposition(), and sgpp::datadriven::DBMatOnlineDE_SMW::updateSystemMatrixDecompositionParallel().

◆ localVectorsInitialized

bool sgpp::datadriven::DBMatOnlineDE::localVectorsInitialized

protected

Referenced by computeDensityDifferenceFunction(), computeDensityFunction(), resetTraining(), and updateRhs().

◆ normFactor

double sgpp::datadriven::DBMatOnlineDE::normFactor

protected

Referenced by eval(), eval(), evalParallel(), normalize(), and normalizeQuadrature().

◆ oDim

size_t sgpp::datadriven::DBMatOnlineDE::oDim

protected

Referenced by DBMatOnlineDE(), and normalize().

◆ testMat

DataMatrix* sgpp::datadriven::DBMatOnlineDE::testMat

protected

Referenced by computeL2Error(), and resDensity().

◆ testMatRes

DataMatrix * sgpp::datadriven::DBMatOnlineDE::testMatRes

protected

Referenced by computeL2Error().

◆ useExtraLocalVectors

bool sgpp::datadriven::DBMatOnlineDE::useExtraLocalVectors

protected

Referenced by computeDensityDifferenceFunction(), and updateRhs().

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

datadriven/src/sgpp/datadriven/algorithm/DBMatOnlineDE.hpp
datadriven/src/sgpp/datadriven/algorithm/DBMatOnlineDE.cpp

Public Member Functions

Protected Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

◆ DBMatOnlineDE()

Member Function Documentation

◆ computeDensityDifferenceFunction() [1/2]

◆ computeDensityDifferenceFunction() [2/2]

◆ computeDensityFunction() [1/2]

◆ computeDensityFunction() [2/2]

◆ computeDensityFunctionParallel() [1/2]

◆ computeDensityFunctionParallel() [2/2]

◆ computeL2Error()

◆ computeWeightedBFromBatch()

◆ computeWeightedBFromBatchParallel()

◆ computeWeightedBFromBatchTwoDatasets()

◆ eval() [1/2]

◆ eval() [2/2]

◆ evalParallel()

◆ getBeta()

◆ isComputed()

◆ normalize()

◆ normalizeQuadrature()

◆ resDensity()

◆ resetTraining()

◆ setBeta()

◆ solveSLE()

◆ solveSLEParallel()

◆ syncDistributedDecomposition()

◆ updateRhs()

Member Data Documentation

◆ beta

◆ bSave

◆ bSaveDistributed

◆ bSaveExtra

◆ bTotalPoints

◆ bTotalPointsDistributed

◆ bTotalPointsExtra

◆ distributedVectorsInitialized

◆ functionComputed

◆ lambda

◆ localVectorsInitialized

◆ normFactor

◆ oDim

◆ testMat

◆ testMatRes

◆ useExtraLocalVectors