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SG++-Doxygen-Documentation
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SparseGridMiner models a datamining process that involves a dataset that is first split into validation and training data. More...
#include <SparseGridMinerSplitting.hpp>
Public Member Functions | |
double | evaluateLambda (double lambda, bool verbose) |
Fit the model using a specific lambda value and return a score for this lambda. | |
double | learn (bool verbose) override |
Perform Learning cycle: Get samples from data source and based on the scoring procedure, generalize data by fitting and asses quality of the fit. | |
SparseGridMinerSplitting & | operator= (const SparseGridMinerSplitting &rhs)=delete |
Default copy assign operator deleted because not all members can be copied. | |
SparseGridMinerSplitting & | operator= (SparseGridMinerSplitting &&rhs)=default |
Default Move assign operator. | |
double | optimizeLambda (bool verbose) |
Optimizes the lambda value for regularization. | |
SparseGridMinerSplitting (const SparseGridMinerSplitting &rhs)=delete | |
Copy constructor deleted - not all members can be copied or cloned . | |
SparseGridMinerSplitting (DataSourceSplitting *dataSource, ModelFittingBase *fitter, Scorer *scorer, Visualizer *visualizer) | |
Constructor. | |
SparseGridMinerSplitting (SparseGridMinerSplitting &&rhs)=default | |
Default Move constructor . | |
~SparseGridMinerSplitting () override=default | |
Default destructor. | |
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ModelFittingBase * | getModel () |
Returns the trained model. | |
Visualizer * | getVisualizer () |
SparseGridMiner & | operator= (const SparseGridMiner &rhs)=delete |
Default copy assign operator deleted because not all members can be copied. | |
SparseGridMiner & | operator= (SparseGridMiner &&rhs)=default |
Default Move assign operator. | |
void | setModel (ModelFittingBase *model) |
SparseGridMiner (const SparseGridMiner &rhs)=delete | |
Copy constructor deleted - not all members can be copied or cloned . | |
SparseGridMiner (ModelFittingBase *fitter, Scorer *scorer, Visualizer *visualizer) | |
Constructor. | |
SparseGridMiner (SparseGridMiner &&rhs)=default | |
Default Move constructor . | |
double | test (Dataset &testDataset) |
Evaluate the model on a certain test dataset. | |
virtual | ~SparseGridMiner ()=default |
Default destructor. | |
Additional Inherited Members | |
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static void | print (const char *message) |
Print output on one process. | |
static void | print (const std::string &message) |
Print output on one process. | |
static void | print (std::ostringstream &messageStream) |
Print output on one process. | |
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std::unique_ptr< ModelFittingBase > | fitter |
Fitter that trains a model based on data samples. | |
std::unique_ptr< Scorer > | scorer |
Scorer that quantifies the quality of a fit. | |
std::unique_ptr< Visualizer > | visualizer |
SparseGridMiner models a datamining process that involves a dataset that is first split into validation and training data.
The model is then trained on the training data for several epochs.
sgpp::datadriven::SparseGridMinerSplitting::SparseGridMinerSplitting | ( | DataSourceSplitting * | dataSource, |
ModelFittingBase * | fitter, | ||
Scorer * | scorer, | ||
Visualizer * | visualizer | ||
) |
Constructor.
dataSource | configured instance of data source object, that will provide samples to learn from. The miner instance will take ownership of the passed object. |
fitter | configured instance of fitter object that generalize the model. The miner instance will take ownership of the passed object. |
scorer | configured instance of scorer object that will assess the quality of the generalization provided by the fitter on testing data. The miner instance will take ownership of the passed object. |
visualizer | configured instance of viusalizer object that will produce the output to visualize the model and its results |
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delete |
Copy constructor deleted - not all members can be copied or cloned .
rhs | the object to copy from |
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default |
Default Move constructor .
rhs | the object to move from |
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overridedefault |
Default destructor.
double sgpp::datadriven::SparseGridMinerSplitting::evaluateLambda | ( | double | lambda, |
bool | verbose | ||
) |
Fit the model using a specific lambda value and return a score for this lambda.
References dataset, sgpp::datadriven::SparseGridMiner::fitter, sgpp::datadriven::Dataset::getNumberInstances(), lambda, and sgpp::datadriven::SparseGridMiner::scorer.
Referenced by optimizeLambda().
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overridevirtual |
Perform Learning cycle: Get samples from data source and based on the scoring procedure, generalize data by fitting and asses quality of the fit.
The learning process first divides the data into training and validation data and trains the model for several epochs on the training data.
Implements sgpp::datadriven::SparseGridMiner.
References sgpp::datadriven::RefinementMonitorFactory::createRefinementMonitor(), dataset, sgpp::datadriven::SparseGridMiner::fitter, sgpp::datadriven::Dataset::getNumberInstances(), lambda, optimizeLambda(), sgpp::datadriven::SparseGridMiner::print(), sgpp::datadriven::RefinementMonitor::pushToBuffer(), sgpp::datadriven::RefinementMonitor::refinementsNecessary(), sgpp::datadriven::SparseGridMiner::scorer, and sgpp::datadriven::SparseGridMiner::visualizer.
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delete |
Default copy assign operator deleted because not all members can be copied.
rhs | the object to copy from |
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default |
Default Move assign operator.
rhs | the object to move from |
double sgpp::datadriven::SparseGridMinerSplitting::optimizeLambda | ( | bool | verbose | ) |
Optimizes the lambda value for regularization.
In order to do this, multiple alpha vecotrs are created with different lambda values and Golden section search is used to quickly find the optimum.
References evaluateLambda(), sgpp::datadriven::SparseGridMiner::fitter, and sgpp::datadriven::SparseGridMiner::print().
Referenced by learn().