A refinement indicator for support vector classification using sparse grids (according to König BA). More...

#include <ForwardSelectorRefinementIndicator.hpp>

Inheritance diagram for sgpp::base::ForwardSelectorRefinementIndicator:

Public Types
typedef GridPoint	counter_key_type

typedef std::pair< size_t, double >	value_type

Public Types inherited from sgpp::base::RefinementFunctor
typedef double	value_type

Public Member Functions
	ForwardSelectorRefinementIndicator (Grid &grid, DataMatrix &svs, DataVector &alphas, DataVector &w1, DataVector &w2, double beta, double threshold=0.0, size_t refinementsNum=1, bool performUpdate=true)
	Constructor. More...

size_t	getRefinementsNum () const override
	Returns the maximal number of points that should be refined. More...

double	getRefinementThreshold () const override
	Returns the threshold for refinement. More...

double	operator() (GridStorage &storage, size_t seq) const override
	This should be returning a refinement indication value for every grid point. More...

virtual double	operator() (GridPoint &point) const
	This should be returning a refinement indicator for the specified grid point The point with the highest value will be refined first. More...

double	runOperator (GridStorage &storage, size_t seq)

double	start () const override
	Returns the lower bound of refinement criterion (e.g., alpha or error) (lower bound). More...

void	update (GridPoint &point)
	Update normal vector of SVM. More...

Public Member Functions inherited from sgpp::base::RefinementFunctor
virtual double	getTotalRefinementValue (GridStorage &storage) const
	Returns the total sum of local (error) indicators used for refinement. More...

	RefinementFunctor ()
	Constructor. More...

virtual	~RefinementFunctor ()
	Destructor. More...

Protected Attributes
DataVector &	alphas

double	beta

bool	performUpdate

size_t	refinementsNum

DataVector	rv1

DataVector	rv2

DataMatrix &	svs

double	threshold

DataVector &	w1

DataVector &	w2

Detailed Description

A refinement indicator for support vector classification using sparse grids (according to König BA).

Member Typedef Documentation

◆ counter_key_type

typedef GridPoint sgpp::base::ForwardSelectorRefinementIndicator::counter_key_type

◆ value_type

typedef std::pair<size_t, double> sgpp::base::ForwardSelectorRefinementIndicator::value_type

Constructor & Destructor Documentation

◆ ForwardSelectorRefinementIndicator()

sgpp::base::ForwardSelectorRefinementIndicator::ForwardSelectorRefinementIndicator	(	Grid &	grid,
		DataMatrix &	svs,
		DataVector &	alphas,
		DataVector &	w1,
		DataVector &	w2,
		double	beta,
		double	threshold = `0.0`,
		size_t	refinementsNum = `1`,
		bool	performUpdate = `true`
	)

Constructor.

Parameters

grid	The sparse grid
svs	Contains all currently stored support vectors
alphas	The weights corresponding to the support vectors
w1	The normal vector
w2	The normal vector computted with abs weights
beta	Specifies relevance of grid points (default: equal relevance for all grid points)
threshold	The refinement threshold; Only grid points with indicator values greater than this threshold will be refined
refinementsNum	The max amount of grid points to be refined
performUpdate	Specifies if normal vector should be updated after refinement

References sgpp::base::DataVector::add(), alpha, sgpp::op_factory::createOperationMultipleEval(), sgpp::base::DataVector::dotProduct(), sgpp::base::DataVector::get(), sgpp::base::DataMatrix::getNcols(), sgpp::base::DataMatrix::getNrows(), sgpp::base::DataMatrix::getRow(), sgpp::base::Grid::getSize(), python.statsfileInfo::i, rv1, rv2, and sgpp::base::DataMatrix::setRow().

Member Function Documentation

◆ getRefinementsNum()

size_t sgpp::base::ForwardSelectorRefinementIndicator::getRefinementsNum ( ) const

overridevirtual

Returns the maximal number of points that should be refined.

The maximal number of points to refine is set in the constructor of the implementing class.

Returns: number of points that should refined. Default value: 1.

Reimplemented from sgpp::base::RefinementFunctor.

References refinementsNum.

◆ getRefinementThreshold()

double sgpp::base::ForwardSelectorRefinementIndicator::getRefinementThreshold ( ) const

overridevirtual

Returns the threshold for refinement.

Only the grid points with absolute value of refinement criterion greater than this threshold will be refined.

Returns: threshold value for refinement. Default value: 0.

Implements sgpp::base::RefinementFunctor.

References threshold.

Referenced by sgpp::base::ForwardSelectorRefinement::getIndicator().

◆ operator()() [1/2]

double sgpp::base::ForwardSelectorRefinementIndicator::operator()	(	GridStorage &	storage,
		size_t	seq
	)		const

overridevirtual

This should be returning a refinement indication value for every grid point.

The grid point with the highest value will be refined first.

Parameters

storage	Reference to the grids storage object
seq	Sequence number in the coefficients array

Returns: The refinement indicator value

Implements sgpp::base::RefinementFunctor.

References beta, sgpp::base::DataVector::get(), sgpp::combigrid::pow(), rv2, w1, and w2.

◆ operator()() [2/2]

double sgpp::base::ForwardSelectorRefinementIndicator::operator() ( GridPoint & point ) const

virtual

This should be returning a refinement indicator for the specified grid point The point with the highest value will be refined first.

Parameters

point Grid point for which to calculate an indicator value

Returns: The indicator value

◆ runOperator()

double sgpp::base::ForwardSelectorRefinementIndicator::runOperator	(	GridStorage &	storage,
		size_t	seq
	)

References sgpp::base::HashGridStorage::getPoint().

◆ start()

double sgpp::base::ForwardSelectorRefinementIndicator::start ( ) const

overridevirtual

Returns the lower bound of refinement criterion (e.g., alpha or error) (lower bound).

The refinement value of grid points to be refined have to be larger than this value

Returns: lower bound

Implements sgpp::base::RefinementFunctor.

◆ update()

void sgpp::base::ForwardSelectorRefinementIndicator::update ( GridPoint & point )

Update normal vector of SVM.

For each new grid point the normal vector has to be extended by one component.

Parameters

point The new grid point

References alphas, sgpp::base::DataVector::append(), chess::dim, sgpp::base::Basis< LT, IT >::eval(), sgpp::base::DataVector::get(), sgpp::base::DataMatrix::get(), sgpp::base::Grid::getBasis(), sgpp::base::HashGridPoint::getDimension(), sgpp::base::HashGridPoint::getIndex(), sgpp::base::HashGridPoint::getLevel(), sgpp::base::DataMatrix::getNrows(), level, performUpdate, svs, w1, and w2.

Referenced by python.uq.refinement.RefinementStrategy.Ranking::rank(), sgpp::base::ForwardSelectorRefinement::refineGridpointsCollection(), and python.learner.LearnedKnowledge.LearnedKnowledge::setMemento().

Member Data Documentation

◆ alphas

DataVector& sgpp::base::ForwardSelectorRefinementIndicator::alphas

protected

Referenced by update().

◆ beta

double sgpp::base::ForwardSelectorRefinementIndicator::beta

protected

Referenced by operator()().

◆ performUpdate

bool sgpp::base::ForwardSelectorRefinementIndicator::performUpdate

protected

Referenced by update().

◆ refinementsNum

size_t sgpp::base::ForwardSelectorRefinementIndicator::refinementsNum

protected

Referenced by getRefinementsNum().

◆ rv1

DataVector sgpp::base::ForwardSelectorRefinementIndicator::rv1

protected

Referenced by ForwardSelectorRefinementIndicator().

◆ rv2

DataVector sgpp::base::ForwardSelectorRefinementIndicator::rv2

protected

Referenced by ForwardSelectorRefinementIndicator(), and operator()().

◆ svs

DataMatrix& sgpp::base::ForwardSelectorRefinementIndicator::svs

protected

Referenced by update().

◆ threshold

double sgpp::base::ForwardSelectorRefinementIndicator::threshold

protected

Referenced by getRefinementThreshold().

◆ w1

DataVector& sgpp::base::ForwardSelectorRefinementIndicator::w1

protected

Referenced by operator()(), and update().

◆ w2

DataVector& sgpp::base::ForwardSelectorRefinementIndicator::w2

protected

Referenced by operator()(), and update().

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

base/src/sgpp/base/grid/generation/functors/ForwardSelectorRefinementIndicator.hpp
base/src/sgpp/base/grid/generation/functors/ForwardSelectorRefinementIndicator.cpp

Public Types

Public Member Functions

Protected Attributes

Detailed Description

Member Typedef Documentation

◆ counter_key_type

◆ value_type

Constructor & Destructor Documentation

◆ ForwardSelectorRefinementIndicator()

Member Function Documentation

◆ getRefinementsNum()

◆ getRefinementThreshold()

◆ operator()() [1/2]

◆ operator()() [2/2]

◆ runOperator()

◆ start()

◆ update()

Member Data Documentation

◆ alphas

◆ beta

◆ performUpdate

◆ refinementsNum

◆ rv1

◆ rv2

◆ svs

◆ threshold

◆ w1

◆ w2