#include <DBMatOnlineDEChol.hpp>

Inheritance diagram for sgpp::datadriven::DBMatOnlineDEChol:

Public Member Functions
	DBMatOnlineDEChol (DBMatOffline &offline, Grid &grid, double lambda, double beta=0.)
	Constructor.

std::vector< size_t >	updateSystemMatrixDecomposition (DensityEstimationConfiguration &densityEstimationConfig, Grid &grid, size_t numAddedGridPoints, std::vector< size_t > &deletedGridPointIndices, double lambda) override
	Delegates call to choleskyModification.

Public Member Functions inherited from sgpp::datadriven::DBMatOnlineDE
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	~DBMatOnline ()=default
	Destructor.

Protected Member Functions
DBMatDMSChol *	buildCholSolver (DBMatOffline &offlineObject, Grid &grid, DensityEstimationConfiguration &densityEstimationConfig, bool doCV) const

void	solveSLE (DataVector &alpha, DataVector &b, Grid &grid, DensityEstimationConfiguration &densityEstimationConfig, bool do_cv) override

void	solveSLEParallel (DataVectorDistributed &alpha, DataVectorDistributed &b, Grid &grid, DensityEstimationConfiguration &densityEstimationConfig, bool do_cv) override
	Parallel and distributed version of solveSLE.

Protected Member Functions inherited from sgpp::datadriven::DBMatOnlineDE
double	computeL2Error (DataVector &alpha, Grid &grid)

double	resDensity (DataVector &alpha, Grid &grid)

Additional Inherited Members
Protected Attributes inherited from sgpp::datadriven::DBMatOnlineDE
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

Constructor & Destructor Documentation

◆ DBMatOnlineDEChol()

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

explicit

Constructor.

Parameters

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

Member Function Documentation

◆ buildCholSolver()

DBMatDMSChol * sgpp::datadriven::DBMatOnlineDEChol::buildCholSolver	(	DBMatOffline &	offlineObject,
		Grid &	grid,
		DensityEstimationConfiguration &	densityEstimationConfig,
		bool	doCV
	)		const

protected

References sgpp::datadriven::Chol, sgpp::datadriven::DenseIchol, sgpp::datadriven::Eigen, sgpp::datadriven::DBMatOffline::getDecompositionType(), grid(), sgpp::datadriven::DBMatOnlineDE::lambda, sgpp::datadriven::LU, sgpp::datadriven::DBMatOnline::offlineObject, sgpp::datadriven::OrthoAdapt, sgpp::datadriven::SMW_chol, and sgpp::datadriven::SMW_ortho.

Referenced by solveSLE(), and solveSLEParallel().

◆ solveSLE()

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

overrideprotectedvirtual

Implements sgpp::datadriven::DBMatOnlineDE.

References alpha, buildCholSolver(), sgpp::datadriven::DBMatOffline::getDecomposedMatrix(), sgpp::base::DataMatrix::getNcols(), grid(), sgpp::datadriven::DBMatOnlineDE::lambda, sgpp::datadriven::DBMatOnline::offlineObject, sgpp::base::DataVector::resizeZero(), and sgpp::datadriven::DBMatDMSChol::solve().

◆ solveSLEParallel()

void sgpp::datadriven::DBMatOnlineDEChol::solveSLEParallel	(	DataVectorDistributed &	alpha,
		DataVectorDistributed &	b,
		Grid &	grid,
		DensityEstimationConfiguration &	densityEstimationConfig,
		bool	do_cv
	)

overrideprotectedvirtual

Parallel and distributed version of solveSLE.

Implements sgpp::datadriven::DBMatOnlineDE.

References alpha, buildCholSolver(), sgpp::base::DataVector::copyFrom(), sgpp::datadriven::DBMatOffline::getDecomposedMatrixDistributed(), grid(), sgpp::datadriven::DBMatOnlineDE::lambda, and sgpp::datadriven::DBMatOnline::offlineObject.

◆ updateSystemMatrixDecomposition()

std::vector< size_t > sgpp::datadriven::DBMatOnlineDEChol::updateSystemMatrixDecomposition	(	DensityEstimationConfiguration &	densityEstimationConfig,
		Grid &	grid,
		size_t	numAddedGridPoints,
		std::vector< size_t > &	deletedGridPointIndices,
		double	lambda
	)

overridevirtual

Delegates call to choleskyModification.

Parameters

densityEstimationConfig	Configuration to the density estimation
grid	the underlying grid
numAddedGridPoints	Number of grid points inserted at the end of the grid storage
deletedGridPointIndices	Indices of grid points that were deleted
lambda	The last best lambda value

Returns: list of grid points, that cannot be coarsened

Reimplemented from sgpp::datadriven::DBMatOnline.

References sgpp::datadriven::DBMatOnline::getOfflineObject(), grid(), sgpp::datadriven::DBMatOnlineDE::lambda, and sgpp::datadriven::DBMatOnline::offlineObject.

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

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

Public Member Functions

Protected Member Functions