A refinement error indicator for regression problems based on the residuals of the datasets. More...

#include <PredictiveRefinementIndicator.hpp>

Inheritance diagram for sgpp::base::PredictiveRefinementIndicator:

Public Types
typedef GridPoint	counter_key_type

typedef uint64_t	counter_value_type

typedef std::pair< size_t, double >	value_type

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

Public Member Functions
uint64_t	getMinSupportPoints () const
	Returns the lower bound of refinement criterion (e.g., alpha or error. 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...

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

	PredictiveRefinementIndicator (Grid &grid, DataMatrix &dataSet, DataVector &errorVector, size_t refinements_num=1, double threshold=0.0, uint64_t minSupportPoints=0)
	Constructor. More...

double	runOperator (GridStorage &storage, size_t seq)

void	setMinSupportPoints (uint64_t minSupportPoints)

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

virtual	~PredictiveRefinementIndicator ()
	Destructor. 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 Member Functions
double	basisFunctionEvalHelper (level_t level, index_t index, double value)

Protected Attributes
DataMatrix &	dataSet

DataVector &	errorVector

size_t	refinementsNum
	number of grid points to refine More...

double	threshold
	threshold, only the points with greater to equal absolute values More...

Detailed Description

A refinement error indicator for regression problems based on the residuals of the datasets.

It calculates an error messure based on the information from the data set: For a new grid point g on level l and index i, it calculates the indicator as a sum of squared residuals ( (value of sample from dataset - grid evaluated at the sample's coordinates), squared), weighted with the underlying basis function of the grid point.

Member Typedef Documentation

◆ counter_key_type

typedef GridPoint sgpp::base::PredictiveRefinementIndicator::counter_key_type

◆ counter_value_type

typedef uint64_t sgpp::base::PredictiveRefinementIndicator::counter_value_type

◆ value_type

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

Constructor & Destructor Documentation

◆ PredictiveRefinementIndicator()

sgpp::base::PredictiveRefinementIndicator::PredictiveRefinementIndicator	(	Grid &	grid,
		DataMatrix &	dataSet,
		DataVector &	errorVector,
		size_t	refinements_num = `1`,
		double	threshold = `0.0`,
		uint64_t	minSupportPoints = `0`
	)

Constructor.

Parameters

grid	DataVector that is basis for refinement decisions. The i-th entry corresponds to the i-th grid point.
dataSet	contains all points of the source data set. Each row contains coordinates of a single grid point, without the function evaluation (meaning only data from omega).
errorVector	a DataVector containing the squared absolute error (given value of data point - evaluation of sparse grid at the data point position) for each grid point in dataSet.
refinements_num	the amount of grid points to maximally be refined or created, depending on refinement strategy.
threshold	The absolute value of the entries have to be greater or equal than the threshold
minSupportPoints	The minimal number of data points that have to be within the support of a basis function for refinement.

References sgpp::base::Grid::getType(), refinementsNum, and threshold.

◆ ~PredictiveRefinementIndicator()

virtual sgpp::base::PredictiveRefinementIndicator::~PredictiveRefinementIndicator ( )

inlinevirtual

Destructor.

References getRefinementsNum(), getRefinementThreshold(), operator()(), chess::point, runOperator(), and start().

Member Function Documentation

◆ basisFunctionEvalHelper()

double sgpp::base::PredictiveRefinementIndicator::basisFunctionEvalHelper	(	level_t	level,
		index_t	index,
		double	value
	)

protected

◆ getMinSupportPoints()

uint64_t sgpp::base::PredictiveRefinementIndicator::getMinSupportPoints ( ) const

inline

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

◆ getRefinementsNum()

size_t sgpp::base::PredictiveRefinementIndicator::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.

Referenced by ~PredictiveRefinementIndicator().

◆ getRefinementThreshold()

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

overridevirtual

Returns the threshold for refinement.

Only the grid points with absolute value of refinement criterion (e.g., alpha or error) greater or equal to this threshold will be refined.

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

Implements sgpp::base::RefinementFunctor.

References threshold.

Referenced by ~PredictiveRefinementIndicator().

◆ operator()() [1/2]

double sgpp::base::PredictiveRefinementIndicator::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 for which to calculate an indicator value

Returns: refinement value

errorVector->get(row)

References analyse_erg::counter, dataSet, chess::dim, errorVector, 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(), and level.

Referenced by setMinSupportPoints(), and ~PredictiveRefinementIndicator().

◆ operator()() [2/2]

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

overridevirtual

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

The 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: refinement value

Implements sgpp::base::RefinementFunctor.

◆ runOperator()

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

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

Referenced by ~PredictiveRefinementIndicator().

◆ setMinSupportPoints()

void sgpp::base::PredictiveRefinementIndicator::setMinSupportPoints ( uint64_t minSupportPoints )

inline

References operator()().

◆ start()

double sgpp::base::PredictiveRefinementIndicator::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.

Referenced by sgpp::base::PredictiveRefinement::getIndicator(), and ~PredictiveRefinementIndicator().

Member Data Documentation

◆ dataSet

DataMatrix& sgpp::base::PredictiveRefinementIndicator::dataSet

protected

Referenced by operator()().

◆ errorVector

DataVector& sgpp::base::PredictiveRefinementIndicator::errorVector

protected

Referenced by operator()().

◆ refinementsNum

size_t sgpp::base::PredictiveRefinementIndicator::refinementsNum

protected

number of grid points to refine

Referenced by getRefinementsNum(), and PredictiveRefinementIndicator().

◆ threshold

double sgpp::base::PredictiveRefinementIndicator::threshold

protected

threshold, only the points with greater to equal absolute values

Referenced by getRefinementThreshold(), and PredictiveRefinementIndicator().

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

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

Public Types

Public Member Functions

Protected Member Functions

Protected Attributes

Detailed Description

Member Typedef Documentation

◆ counter_key_type

◆ counter_value_type

◆ value_type

Constructor & Destructor Documentation

◆ PredictiveRefinementIndicator()

◆ ~PredictiveRefinementIndicator()

Member Function Documentation

◆ basisFunctionEvalHelper()

◆ getMinSupportPoints()

◆ getRefinementsNum()

◆ getRefinementThreshold()

◆ operator()() [1/2]

◆ operator()() [2/2]

◆ runOperator()

◆ setMinSupportPoints()

◆ start()

Member Data Documentation

◆ dataSet

◆ errorVector

◆ refinementsNum

◆ threshold