SG++
sgpp::datadriven::DBMatOnlineDEChol Class Reference

#include <DBMatOnlineDEChol.hpp>

Inheritance diagram for sgpp::datadriven::DBMatOnlineDEChol:
sgpp::datadriven::DBMatOnlineDE sgpp::datadriven::DBMatOnline

Public Member Functions

 DBMatOnlineDEChol (DBMatOffline &offline, double beta=0.)
 
std::vector< size_t > updateSystemMatrixDecomposition (size_t numAddedGridPoints, std::list< size_t > deletedGridPointIndices, double lambda) override
 Delegates call to choleskyModification. More...
 
- Public Member Functions inherited from sgpp::datadriven::DBMatOnlineDE
void computeDensityFunction (DataMatrix &m, 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. More...
 
 DBMatOnlineDE (DBMatOffline &offline, double beta=0.)
 Constructor. More...
 
double eval (const DataVector &p, bool force=false)
 Evaluates the density function at a certain point. More...
 
void eval (DataMatrix &values, DataVector &results, bool force=false)
 Evaluates the density function on multiple points. More...
 
DataVectorgetAlpha ()
 Return a reference to alpha. More...
 
double getBestLambda ()
 Returns the last best lamda. More...
 
double getBeta ()
 Returns the current weighting factor. More...
 
bool isComputed ()
 Returns if the surplus has already been computed. More...
 
double normalize (size_t samples=1000)
 Normalize the Density. More...
 
double normalizeQuadrature ()
 Normalize the Density using Quadrature. More...
 
void setBeta (double beta)
 Sets the weighting factor. More...
 
void setCrossValidationParameters (int lambda_step, double lambda_start, double lambda_end, DataMatrix *test, DataMatrix *test_cc, bool logscale)
 Sets the crossvalidation parameters. More...
 
void updateAlpha (std::list< size_t > *deletedPoints, size_t newPoints)
 Update alpha vector, i.e. More...
 
- Public Member Functions inherited from sgpp::datadriven::DBMatOnline
 DBMatOnline (DBMatOffline &o)
 Constructor. More...
 
 DBMatOnline (const DBMatOnline &rhs)=delete
 
 DBMatOnline (DBMatOnline &&rhs)=default
 
DBMatOfflinegetOfflineObject ()
 Returns a reference to the offline object. More...
 
const DBMatOfflinegetOfflineObject () const
 
DBMatOnlineoperator= (const DBMatOnline &rhs)=delete
 
DBMatOnlineoperator= (DBMatOnline &&rhs)=default
 
void setLambda (double lambda)
 Changes the weighting factor for the regularization term, if possible (might depend on the kind of decomposition for classification) More...
 
virtual ~DBMatOnline ()=default
 Destructor. More...
 

Protected Member Functions

DBMatDMSCholbuildCholSolver (DBMatOffline &offlineObject, bool doCV) const
 
void solveSLE (DataVector &b, bool do_cv) override
 
- Protected Member Functions inherited from sgpp::datadriven::DBMatOnlineDE
double computeL2Error ()
 
double resDensity (DataVector &alpha)
 

Additional Inherited Members

- Protected Attributes inherited from sgpp::datadriven::DBMatOnlineDE
DataVector alpha
 
double beta
 
DataVector bSave
 
DataVector bTotalPoints
 
bool canCV
 
bool cvLogscale
 
bool functionComputed
 
double lambda
 
double lambdaEnd
 
double lambdaStart
 
int lambdaStep
 
double normFactor
 
size_t oDim
 
DataMatrixtestMat
 
DataMatrixtestMatRes
 
size_t totalPoints
 
- Protected Attributes inherited from sgpp::datadriven::DBMatOnline
DBMatOfflineofflineObject
 

Constructor & Destructor Documentation

sgpp::datadriven::DBMatOnlineDEChol::DBMatOnlineDEChol ( DBMatOffline offline,
double  beta = 0. 
)
explicit

Member Function Documentation

std::vector< size_t > sgpp::datadriven::DBMatOnlineDEChol::updateSystemMatrixDecomposition ( size_t  numAddedGridPoints,
std::list< size_t >  deletedGridPointIndices,
double  lambda 
)
overridevirtual

Delegates call to choleskyModification.

Parameters
numAddedGridPointsNumber of grid points inserted at the end of the grid storage
deletedGridPointIndicesIndices of grid points that were deleted
lambdaThe last best lambda value
Returns
list of grid points, that cannot be coarsened

Reimplemented from sgpp::datadriven::DBMatOnline.

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


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