sgpp::datadriven::RosenblattTransformation Class Reference

#include <RosenblattTransformation.hpp>

Inheritance diagram for sgpp::datadriven::RosenblattTransformation:

Public Member Functions
LearnerSGDE	createSGDELearner (size_t dim, RosenblattTransformationConfig config)
	Helper function It configures and creates a SGDE learner with meaningful parameters.
Dataset *	doInverseTransformation (Dataset *dataset) override
	Wrapper for Rosenblatt inverse transformation.
Dataset *	doTransformation (Dataset *dataset) override
	Wrapper for Rosenblatt transformation.
void	initialize (Dataset *dataset, DataTransformationConfig config) override
	Initializes a transformation by approximating probability density function (PDF), calculates grid and alpha for numSamples samples of a dataset.
	RosenblattTransformation ()
	Default constructor.
Public Member Functions inherited from sgpp::datadriven::DataTransformation
	DataTransformation ()=default
	Default constructor.
virtual	~DataTransformation ()=default
	Virtual destructor.

Constructor & Destructor Documentation

RosenblattTransformation()

sgpp::datadriven::RosenblattTransformation::RosenblattTransformation

(

)

Default constructor.

Member Function Documentation

createSGDELearner()

sgpp::datadriven::LearnerSGDE sgpp::datadriven::RosenblattTransformation::createSGDELearner	(	size_t	dim,
		RosenblattTransformationConfig	config
	)

Helper function It configures and creates a SGDE learner with meaningful parameters.

References adaptivityConfig, sgpp::solver::CG, sgpp::base::GeneralGridConfiguration::dim_, sgpp::datadriven::CrossvalidationConfiguration::enable_, sgpp::solver::SLESolverConfiguration::eps_, sgpp::datadriven::RosenblattTransformationConfig::gridLevel_, sgpp::datadriven::Laplace, sgpp::base::GeneralGridConfiguration::level_, sgpp::base::Linear, sgpp::solver::SLESolverConfiguration::maxIterations_, sgpp::base::AdaptivityConfiguration::numRefinements_, sgpp::datadriven::RosenblattTransformationConfig::solverEps_, sgpp::datadriven::RosenblattTransformationConfig::solverMaxIterations_, sgpp::datadriven::RosenblattTransformationConfig::solverThreshold_, sgpp::solver::SLESolverConfiguration::threshold_, sgpp::base::GeneralGridConfiguration::type_, sgpp::datadriven::RegularizationConfiguration::type_, and sgpp::solver::SLESolverConfiguration::type_.

Referenced by initialize().

doInverseTransformation()

Dataset * sgpp::datadriven::RosenblattTransformation::doInverseTransformation ( Dataset *  dataset )

overridevirtual

Wrapper for Rosenblatt inverse transformation.

Can be called from an initialized DataTransformation (with DataTransformationType::ROSENBLATT)

Parameters

dataset

pointer to the dataset to be Rosenblatt inverse transformed

Returns

pointer to the backwards transformed dataset

Implements sgpp::datadriven::DataTransformation.

References sgpp::op_factory::createOperationInverseRosenblattTransformation(), dataset, sgpp::datadriven::Dataset::getData(), sgpp::datadriven::Dataset::getDimension(), and sgpp::datadriven::Dataset::getNumberInstances().

doTransformation()

Dataset * sgpp::datadriven::RosenblattTransformation::doTransformation ( Dataset *  dataset )

overridevirtual

Wrapper for Rosenblatt transformation.

Can be called from an initialized DataTransformation (with DataTransformationType::ROSENBLATT)

Parameters

dataset

pointer to the dataset to be Rosenblatt transformed

Returns

pointer to the transformed dataset

Implements sgpp::datadriven::DataTransformation.

References sgpp::op_factory::createOperationRosenblattTransformation(), dataset, sgpp::datadriven::OperationRosenblattTransformation::doTransformation(), sgpp::datadriven::Dataset::getData(), sgpp::datadriven::Dataset::getDimension(), and sgpp::datadriven::Dataset::getNumberInstances().

initialize()

void sgpp::datadriven::RosenblattTransformation::initialize ( Dataset *  dataset, DataTransformationConfig  config  )

overridevirtual

Initializes a transformation by approximating probability density function (PDF), calculates grid and alpha for numSamples samples of a dataset.

Parameters

dataset	pointer to the dataset to be initialized
config	configuration containing parameters for initalization

Implements sgpp::datadriven::DataTransformation.

References createSGDELearner(), dataset, sgpp::datadriven::Dataset::getData(), sgpp::datadriven::Dataset::getDimension(), sgpp::datadriven::Dataset::getNumberInstances(), sgpp::base::DataMatrix::getRow(), sgpp::datadriven::LearnerSGDE::getSharedGrid(), sgpp::datadriven::LearnerSGDE::getSharedSurpluses(), sgpp::datadriven::LearnerSGDE::initialize(), sgpp::datadriven::RosenblattTransformationConfig::numSamples_, sgpp::datadriven::DataTransformationConfig::rosenblattConfig_, and sgpp::datadriven::LearnerSGDE::train().

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

• datadriven/src/sgpp/datadriven/datamining/modules/dataSource/RosenblattTransformation.hpp
• datadriven/src/sgpp/datadriven/datamining/modules/dataSource/RosenblattTransformation.cpp