sgpp::datadriven::DBMatOnlineDEFactory Namespace Reference

Functions
DBMatOnlineDE *	buildDBMatOnlineDE (DBMatOffline &offline, Grid &grid, double lambda, double beta=0, MatrixDecompositionType matDecompType=MatrixDecompositionType::Chol)
	Factory to build a DBMatOnlineDE object to manipulate the decomposition in offline object.

Function Documentation

buildDBMatOnlineDE()

DBMatOnlineDE * sgpp::datadriven::DBMatOnlineDEFactory::buildDBMatOnlineDE	(	DBMatOffline &	offline,
		Grid &	grid,
		double	lambda,
		double	beta = 0,
		MatrixDecompositionType	matDecompType = MatrixDecompositionType::Chol
	)

Factory to build a DBMatOnlineDE object to manipulate the decomposition in offline object.

Parameters

offline	offline object that holds the decomposed system matrix
grid	the underlying grid
lambda	regularization strength (todo(fuchsgruber): maybe remove this)
beta	plasticity weighting factor. If set to 0, no plasticity takes place.
matDecompType	the matrix decomposition type of the online matrix

References sgpp::datadriven::Chol, sgpp::datadriven::DenseIchol, sgpp::datadriven::Eigen, grid(), lambda, sgpp::datadriven::LU, sgpp::datadriven::OrthoAdapt, sgpp::datadriven::SMW_chol, and sgpp::datadriven::SMW_ortho.

Referenced by sgpp::datadriven::ModelFittingDensityEstimationOnOff::fit(), sgpp::datadriven::ModelFittingDensityEstimationOnOffParallel::fit(), sgpp::datadriven::ModelFittingDensityDifferenceEstimationOnOff::fit(), and sgpp::datadriven::LearnerSGDEOnOffParallel::LearnerSGDEOnOffParallel().