#include <DBMatOnlineDEOrthoAdapt.hpp>

Inheritance diagram for sgpp::datadriven::DBMatOnlineDEOrthoAdapt:

Public Member Functions
void	add_new_refine_point (sgpp::base::DataVector &x)
	Adds new DataVector to list of refined points For testing purposes only.

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

sgpp::base::DataMatrix &	getB ()
	Returns the additive component of the sherman-morrison-formula, which yields all the information about the refined points.

DataMatrixDistributed &	getBDistributed ()

std::vector< sgpp::base::DataVector > *	getRefinedPointsPointer ()
	Gets pointer to the container of refined points, only for testing purposes.

void	sherman_morrison_adapt (size_t newPoints, bool refine, std::vector< size_t > coarsen_indices={})
	Rank-one updates/downdates the system matrix, based on the Sherman-Morrison-formula In the current version of the function, the refinePts already are adapted to the regularization parameter lambda.

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

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

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.

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
void	solveSLE (DataVector &alpha, DataVector &b, Grid &grid, DensityEstimationConfiguration &densityEstimationConfig, bool do_cv) override
	Solves the system (R + lambdaI) alpha = b, and obtains alpha The solving is done after offline and online phase and works as follows: (R + lambdaI)^{-1} b = ((QT^{-1}Q^{t} + B) * b = alpha, where B holds the refine/coarsen information.

void	solveSLEParallel (DataVectorDistributed &alpha, DataVectorDistributed &b, Grid &grid, DensityEstimationConfiguration &densityEstimationConfig, bool do_cv) override
	Solves the distributed system (R + lambdaI) alpha = b in parallel and obtains alpha.

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

double	resDensity (DataVector &alpha, Grid &grid)

Protected Attributes
sgpp::base::DataMatrix	b_adapt_matrix_

DataMatrixDistributed	b_adapt_matrix_distributed_

bool	b_is_refined

size_t	current_refine_index

std::vector< sgpp::base::DataVector >	refined_points_

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

◆ DBMatOnlineDEOrthoAdapt()

sgpp::datadriven::DBMatOnlineDEOrthoAdapt::DBMatOnlineDEOrthoAdapt	(	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

References b_adapt_matrix_, b_is_refined, current_refine_index, sgpp::datadriven::DBMatOffline::getDecompositionType(), sgpp::datadriven::OrthoAdapt, and refined_points_.

Member Function Documentation

◆ add_new_refine_point()

void sgpp::datadriven::DBMatOnlineDEOrthoAdapt::add_new_refine_point ( sgpp::base::DataVector & x )

inline

Adds new DataVector to list of refined points For testing purposes only.

Parameters

x	The DataVector to add

References refined_points_.

◆ getB()

sgpp::base::DataMatrix & sgpp::datadriven::DBMatOnlineDEOrthoAdapt::getB ( )

inline

Returns the additive component of the sherman-morrison-formula, which yields all the information about the refined points.

References b_adapt_matrix_.

Referenced by sgpp::datadriven::DBMatOnlineDE::computeWeightedBFromBatch(), sgpp::datadriven::DBMatOnlineDE::computeWeightedBFromBatchParallel(), and sgpp::datadriven::DBMatOnlineDE::computeWeightedBFromBatchTwoDatasets().

◆ getBDistributed()

DataMatrixDistributed & sgpp::datadriven::DBMatOnlineDEOrthoAdapt::getBDistributed ( )

inline

Returns: distributed version of matrix B

References b_adapt_matrix_distributed_.

Referenced by solveSLEParallel().

◆ getRefinedPointsPointer()

std::vector< sgpp::base::DataVector > * sgpp::datadriven::DBMatOnlineDEOrthoAdapt::getRefinedPointsPointer ( )

inline

Gets pointer to the container of refined points, only for testing purposes.

References refined_points_.

◆ sherman_morrison_adapt()

void sgpp::datadriven::DBMatOnlineDEOrthoAdapt::sherman_morrison_adapt	(	size_t	newPoints,
		bool	refine,
		std::vector< size_t >	coarsen_indices = `{}`
	)

Rank-one updates/downdates the system matrix, based on the Sherman-Morrison-formula In the current version of the function, the refinePts already are adapted to the regularization parameter lambda.

Parameters

newPoints	number of refined points
refine	decides: true for refine, false for coarsen
coarsen_indices	the indices of points to coarsen

Referenced by updateSystemMatrixDecomposition().

◆ solveSLE()

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

overrideprotectedvirtual

Solves the system (R + lambda*I) * alpha = b, and obtains alpha The solving is done after offline and online phase and works as follows: (R + lambda*I)^{-1} * b = ((Q*T^{-1}*Q^{t} + B) * b = alpha, where B holds the refine/coarsen information.

Parameters

alpha	the datavetor where surplusses will be stored
b	The right hand side of the system
grid	the underlying grid
densityEstimationConfig	configuration for the density estimation
do_cv	Specifies, if cross-validation should be done (todo: currently not implemented)

Implements sgpp::datadriven::DBMatOnlineDE.

References alpha, sgpp::datadriven::DBMatOfflineOrthoAdapt::getQ(), sgpp::datadriven::DBMatOfflineOrthoAdapt::getTinv(), sgpp::datadriven::DBMatOnline::offlineObject, and sgpp::base::DataVector::resizeZero().

◆ solveSLEParallel()

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

overrideprotectedvirtual

Solves the distributed system (R + lambda*I) * alpha = b in parallel and obtains alpha.

For more information, see solveSLE.

Parameters

alpha	distributed datavector for surplusses
b	distributed right hand side
grid	the underlying grid
densityEstimationConfig	configuration for the density estimation
do_cv	cross-validation (currently not implemented)

Implements sgpp::datadriven::DBMatOnlineDE.

References alpha, getBDistributed(), sgpp::datadriven::DBMatOfflineOrthoAdapt::getQDistributed(), sgpp::datadriven::DBMatOfflineOrthoAdapt::getTinvDistributed(), and sgpp::datadriven::DBMatOnline::offlineObject.

◆ syncDistributedDecomposition()

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

overridevirtual

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

Reimplemented from sgpp::datadriven::DBMatOnlineDE.

References b_adapt_matrix_, b_adapt_matrix_distributed_, sgpp::datadriven::ParallelConfiguration::columnBlockSize_, sgpp::datadriven::DataMatrixDistributed::fromSharedData(), sgpp::base::DataMatrix::getNcols(), sgpp::base::DataMatrix::getNrows(), sgpp::datadriven::DBMatOnline::offlineObject, sgpp::datadriven::ParallelConfiguration::rowBlockSize_, and sgpp::datadriven::DBMatOffline::syncDistributedDecomposition().

◆ updateSystemMatrixDecomposition()

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

overridevirtual

Parameters

densityEstimationConfig	configuration for 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::DBMatOffline::getGridSize(), grid(), sgpp::datadriven::DBMatOnlineDE::lambda, sgpp::datadriven::DBMatOnline::offlineObject, and sherman_morrison_adapt().

Member Data Documentation

◆ b_adapt_matrix_

sgpp::base::DataMatrix sgpp::datadriven::DBMatOnlineDEOrthoAdapt::b_adapt_matrix_

protected

Referenced by DBMatOnlineDEOrthoAdapt(), getB(), sherman_morrison_adapt(), and syncDistributedDecomposition().

◆ b_adapt_matrix_distributed_

DataMatrixDistributed sgpp::datadriven::DBMatOnlineDEOrthoAdapt::b_adapt_matrix_distributed_

protected

Referenced by getBDistributed(), and syncDistributedDecomposition().

◆ b_is_refined

bool sgpp::datadriven::DBMatOnlineDEOrthoAdapt::b_is_refined

protected

Referenced by DBMatOnlineDEOrthoAdapt(), and sherman_morrison_adapt().

◆ current_refine_index

size_t sgpp::datadriven::DBMatOnlineDEOrthoAdapt::current_refine_index

protected

Referenced by DBMatOnlineDEOrthoAdapt(), and sherman_morrison_adapt().

◆ refined_points_

std::vector<sgpp::base::DataVector> sgpp::datadriven::DBMatOnlineDEOrthoAdapt::refined_points_

protected

Referenced by add_new_refine_point(), DBMatOnlineDEOrthoAdapt(), getRefinedPointsPointer(), and sherman_morrison_adapt().

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

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

Public Member Functions

Protected Member Functions

Protected Attributes

Constructor & Destructor Documentation

◆ DBMatOnlineDEOrthoAdapt()

Member Function Documentation

◆ add_new_refine_point()

◆ getB()

◆ getBDistributed()

◆ getRefinedPointsPointer()

◆ sherman_morrison_adapt()

◆ solveSLE()

◆ solveSLEParallel()

◆ syncDistributedDecomposition()

◆ updateSystemMatrixDecomposition()

Member Data Documentation

◆ b_adapt_matrix_

◆ b_adapt_matrix_distributed_

◆ b_is_refined

◆ current_refine_index

◆ refined_points_