sgpp::datadriven::DBMatOnlineDE Class Reference

Class that stores, generates and manipulates a density function during online phase in on/off learning. More...

#include <DBMatOnlineDE.hpp>

Inheritance diagram for sgpp::datadriven::DBMatOnlineDE:

Public Member Functions
void	computeDensityFunction (DataVector &alpha, Grid &grid, DensityEstimationConfiguration &densityEstimationConfig, bool do_cv=false)
	Computes the density function again based on the saved b's (only applicable for streaming) More...
void	computeDensityFunction (DataVector &alpha, DataMatrix &m, Grid &grid, DensityEstimationConfiguration &densityEstimationConfig, 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, Grid &grid, double lambda, double beta=0.)
	Constructor. More...
double	eval (DataVector &alpha, const DataVector &p, Grid &grid, bool force=false)
	Evaluates the density function at a certain point. More...
void	eval (DataVector &alpha, DataMatrix &values, DataVector &results, Grid &grid, bool force=false)
	Evaluates the density function on multiple points. More...
double	getBeta ()
	Returns the current weighting factor. More...
bool	isComputed ()
	Returns if the surplus has already been computed. More...
double	normalize (DataVector &alpha, Grid &grid, size_t samples=1000)
	Normalize the Density. More...
double	normalizeQuadrature (DataVector &alpha, Grid &grid)
	Normalize the Density using Quadrature. More...
void	setBeta (double beta)
	Sets the weighting factor. More...
void	updateRhs (size_t gridSize, std::list< size_t > *deletedPoints)
	Restructures the rhs (b vector) of the system matrix. More...
Public Member Functions inherited from sgpp::datadriven::DBMatOnline
	DBMatOnline (DBMatOffline &o)
	Constructor. More...
	DBMatOnline (const DBMatOnline &rhs)=delete
	DBMatOnline (DBMatOnline &&rhs)=default
DBMatOffline &	getOfflineObject ()
	Returns a reference to the offline object. More...
const DBMatOffline &	getOfflineObject () const
DBMatOnline &	operator= (const DBMatOnline &rhs)=delete
DBMatOnline &	operator= (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 std::vector< size_t >	updateSystemMatrixDecomposition (DensityEstimationConfiguration &densityEstimationConfig, Grid &grid, size_t numAddedGridPoints, std::list< size_t > deletedGridPointIndices, double lambda)
	Update the system matrix decomposition after the grid has been modified. More...
virtual	~DBMatOnline ()=default
	Destructor. More...

Protected Member Functions
double	computeL2Error (DataVector &alpha, Grid &grid)
double	resDensity (DataVector &alpha, Grid &grid)
virtual void	solveSLE (DataVector &alpha, DataVector &b, Grid &grid, DensityEstimationConfiguration &densityEstimationConfig, bool do_cv)=0

Protected Attributes
double	beta
DataVector	bSave
DataVector	bTotalPoints
bool	functionComputed
double	lambda
double	normFactor
size_t	oDim
DataMatrix *	testMat
DataMatrix *	testMatRes
size_t	totalPoints
Protected Attributes inherited from sgpp::datadriven::DBMatOnline
DBMatOffline &	offlineObject

Detailed Description

Class that stores, generates and manipulates a density function during online phase in on/off learning.

Constructor & Destructor Documentation

DBMatOnlineDE()

sgpp::datadriven::DBMatOnlineDE::DBMatOnlineDE ( DBMatOffline &  offline, Grid &  grid, double  lambda, double  beta = 0.  )

explicit

Constructor.

Parameters

offline	The offline object we base our evaluations on.
grid	The underlying grid (TODO(fuchsgruber) do we need this?)
lambda	The regularization strength (TODO(fuchsgruber) remove this)
beta	The initial weighting factor

References beta, bSave, bTotalPoints, functionComputed, sgpp::datadriven::DBMatOffline::getDecomposedMatrix(), sgpp::base::DataMatrix::getNcols(), grid(), lambda, normFactor, oDim, sgpp::datadriven::DBMatOnline::offlineObject, testMat, testMatRes, and totalPoints.

Member Function Documentation

computeDensityFunction() [1/2]

void sgpp::datadriven::DBMatOnlineDE::computeDensityFunction	(	DataVector &	alpha,
		Grid &	grid,
		DensityEstimationConfiguration &	densityEstimationConfig,
		bool	do_cv = false
	)

Computes the density function again based on the saved b's (only applicable for streaming)

Parameters

alpha	the vector where surplusses for the density function will be stored
grid	The underlying grid
densityEstimationConfig	Configuration for the density estimation combined with the new right hand side (aka streaming)
do_cv	Indicates whether crossvalidation should take place

References chess::b, bSave, bTotalPoints, functionComputed, sgpp::base::DataVector::get(), python.statsfileInfo::i, and solveSLE().

computeDensityFunction() [2/2]

void sgpp::datadriven::DBMatOnlineDE::computeDensityFunction	(	DataVector &	alpha,
		DataMatrix &	m,
		Grid &	grid,
		DensityEstimationConfiguration &	densityEstimationConfig,
		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.

Parameters

alpha	the vector where surplusses for the density function will be stored
m	the matrix that contains the data points
grid	The underlying grid
densityEstimationConfig	Configuration for the density estimation
save_b	Indicates whether the old right hand side should be saved and combined with the new right hand side (aka streaming)
do_cv	Indicates whether crossvalidation should take place
deletedPoints	indicates the indices of removed grid points due to coarsening
newPoints	indicates the amount of added points due to refinement

References chess::b, beta, bSave, bTotalPoints, sgpp::op_factory::createOperationMultipleEval(), sgpp::op_factory::createOperationMultipleEvalInter(), sgpp::datadriven::DensityEstimationConfiguration::decomposition_, functionComputed, sgpp::base::DataVector::get(), sgpp::datadriven::DBMatOnlineDEOrthoAdapt::getB(), sgpp::datadriven::DBMatOffline::getDecomposedMatrix(), sgpp::datadriven::DBMatOffline::getGridSize(), sgpp::base::DataMatrix::getNcols(), sgpp::base::DataMatrix::getNrows(), sgpp::base::Grid::getSize(), python.statsfileInfo::i, sgpp::datadriven::DBMatOffline::interactions, sgpp::datadriven::LU, sgpp::base::DataVector::mult(), sgpp::base::OperationMultipleEval::multTranspose(), sgpp::datadriven::DBMatOnline::offlineObject, sgpp::datadriven::OrthoAdapt, sgpp::base::DataVector::set(), solveSLE(), totalPoints, and updateRhs().

computeL2Error()

double sgpp::datadriven::DBMatOnlineDE::computeL2Error ( DataVector &  alpha, Grid &  grid  )

protected

References eval(), sgpp::base::DataMatrix::get(), sgpp::base::DataMatrix::getNcols(), sgpp::base::DataMatrix::getNrows(), sgpp::base::DataMatrix::getRow(), python.statsfileInfo::i, chess::r, testMat, testMatRes, and analyse_erg::tmp.

eval() [1/2]

double sgpp::datadriven::DBMatOnlineDE::eval	(	DataVector &	alpha,
		const DataVector &	p,
		Grid &	grid,
		bool	force = false
	)

Evaluates the density function at a certain point.

Parameters

alpha	the vector of surplusses
p	the point at which the function is evaluated
grid	the underlying grid
force	if set, it will even try to evaluate if the internal state recommends otherwise

Returns

the result of the evaluation

References sgpp::op_factory::createOperationEval(), sgpp::base::OperationEval::eval(), functionComputed, and normFactor.

Referenced by computeL2Error(), and normalize().

eval() [2/2]

void sgpp::datadriven::DBMatOnlineDE::eval	(	DataVector &	alpha,
		DataMatrix &	values,
		DataVector &	results,
		Grid &	grid,
		bool	force = false
	)

Evaluates the density function on multiple points.

Parameters

alpha	the vector of surplusses
values	the points at which the function is evaluated
results	the result of the evaluation
grid	the underlying grid
force	if set, it will even try to evaluate if the internal state recommends otherwise

References sgpp::op_factory::createOperationMultipleEval(), sgpp::op_factory::createOperationMultipleEvalInter(), sgpp::base::OperationMultipleEval::eval(), functionComputed, sgpp::datadriven::DBMatOffline::interactions, sgpp::base::DataVector::mult(), normFactor, and sgpp::datadriven::DBMatOnline::offlineObject.

getBeta()

double sgpp::datadriven::DBMatOnlineDE::getBeta

(

)

Returns the current weighting factor.

References beta.

isComputed()

bool sgpp::datadriven::DBMatOnlineDE::isComputed

(

)

Returns if the surplus has already been computed.

References functionComputed.

normalize()

double sgpp::datadriven::DBMatOnlineDE::normalize	(	DataVector &	alpha,
		Grid &	grid,
		size_t	samples = 1000
	)

Normalize the Density.

Parameters

alpha	the vector of surplusses
grid	the underlying grid
samples	number of samples to be used for MC quadrature

References eval(), python.statsfileInfo::i, python.utils.statsfile2gnuplot::j, normFactor, oDim, friedman::p, and parabolasimple::samples.

normalizeQuadrature()

double sgpp::datadriven::DBMatOnlineDE::normalizeQuadrature	(	DataVector &	alpha,
		Grid &	grid
	)

Normalize the Density using Quadrature.

Parameters

alpha	the vector of surplusses
grid	the underlying grid

References sgpp::op_factory::createOperationQuadrature(), sgpp::base::OperationQuadrature::doQuadrature(), and normFactor.

resDensity()

double sgpp::datadriven::DBMatOnlineDE::resDensity ( DataVector &  alpha, Grid &  grid  )

protected

References python.utils.pca_normalize_dataset::C, sgpp::op_factory::createOperationIdentity(), sgpp::base::Grid::getSize(), python.statsfileInfo::i, and testMat.

setBeta()

void sgpp::datadriven::DBMatOnlineDE::setBeta

(

double

beta

)

Sets the weighting factor.

Parameters

beta	the new weighting factor. If set to 0, no plasticity takes place.

References beta.

solveSLE()

virtual void sgpp::datadriven::DBMatOnlineDE::solveSLE ( DataVector &  alpha, DataVector &  b, Grid &  grid, DensityEstimationConfiguration &  densityEstimationConfig, bool  do_cv  )

protectedpure virtual

Implemented in sgpp::datadriven::DBMatOnlineDEOrthoAdapt, and sgpp::datadriven::DBMatOnlineDEChol.

Referenced by computeDensityFunction().

updateRhs()

void sgpp::datadriven::DBMatOnlineDE::updateRhs	(	size_t	gridSize,
		std::list< size_t > *	deletedPoints
	)

Restructures the rhs (b vector) of the system matrix.

This is only availible for streaming, i.e. when computeDensityFunction was called with save_b = true. First b is coarsened, then extended according to the new grid size (refinement).

Parameters

gridSize	grid size after coarsening and refinement (inherently gives the number of points added during refinement after coarsening)
deletedPoints	pointer to list of indexes that will be removed from b

References bSave, bTotalPoints, functionComputed, sgpp::base::DataVector::remove(), and sgpp::base::DataVector::resizeZero().

Referenced by computeDensityFunction().

Member Data Documentation

beta

double sgpp::datadriven::DBMatOnlineDE::beta

protected

Referenced by computeDensityFunction(), DBMatOnlineDE(), getBeta(), and setBeta().

bSave

DataVector sgpp::datadriven::DBMatOnlineDE::bSave

protected

Referenced by computeDensityFunction(), DBMatOnlineDE(), and updateRhs().

bTotalPoints

DataVector sgpp::datadriven::DBMatOnlineDE::bTotalPoints

protected

Referenced by computeDensityFunction(), DBMatOnlineDE(), and updateRhs().

functionComputed

bool sgpp::datadriven::DBMatOnlineDE::functionComputed

protected

Referenced by computeDensityFunction(), DBMatOnlineDE(), eval(), isComputed(), and updateRhs().

lambda

double sgpp::datadriven::DBMatOnlineDE::lambda

protected

Referenced by sgpp::datadriven::DBMatOnlineDEChol::buildCholSolver(), DBMatOnlineDE(), sgpp::datadriven::DBMatOnlineDEChol::DBMatOnlineDEChol(), and sgpp::datadriven::DBMatOnlineDEChol::solveSLE().

normFactor

double sgpp::datadriven::DBMatOnlineDE::normFactor

protected

Referenced by DBMatOnlineDE(), eval(), normalize(), and normalizeQuadrature().

oDim

size_t sgpp::datadriven::DBMatOnlineDE::oDim

protected

Referenced by DBMatOnlineDE(), and normalize().

testMat

DataMatrix* sgpp::datadriven::DBMatOnlineDE::testMat

protected

Referenced by computeL2Error(), DBMatOnlineDE(), and resDensity().

testMatRes

DataMatrix * sgpp::datadriven::DBMatOnlineDE::testMatRes

protected

Referenced by computeL2Error(), and DBMatOnlineDE().

totalPoints

size_t sgpp::datadriven::DBMatOnlineDE::totalPoints

protected

Referenced by computeDensityFunction(), and DBMatOnlineDE().

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

• datadriven/src/sgpp/datadriven/algorithm/DBMatOnlineDE.hpp
• datadriven/src/sgpp/datadriven/algorithm/DBMatOnlineDE.cpp