#include <DBMatOnlineDEChol.hpp>

Inheritance diagram for sgpp::datadriven::DBMatOnlineDEChol:

Public Member Functions
	DBMatOnlineDEChol (DBMatOffline &offline, Grid &grid, double lambda, double beta=0.)
	Constructor. More...

std::vector< size_t >	updateSystemMatrixDecomposition (DensityEstimationConfiguration &densityEstimationConfig, Grid &grid, 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 (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	~DBMatOnline ()=default
	Destructor. More...

Protected Member Functions
DBMatDMSChol *	buildCholSolver (DBMatOffline &offlineObject, Grid &grid, DensityEstimationConfiguration &densityEstimationConfig, bool doCV) const

void	solveSLE (DataVector &alpha, DataVector &b, Grid &grid, DensityEstimationConfiguration &densityEstimationConfig, bool do_cv) override

Protected Member Functions inherited from sgpp::datadriven::DBMatOnlineDE
double	computeL2Error (DataVector &alpha, Grid &grid)

double	resDensity (DataVector &alpha, Grid &grid)

Additional Inherited Members
Protected Attributes inherited from sgpp::datadriven::DBMatOnlineDE
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

Constructor & Destructor Documentation

◆ DBMatOnlineDEChol()

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

explicit

Constructor.

Parameters

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

References grid(), and sgpp::datadriven::DBMatOnlineDE::lambda.

Member Function Documentation

◆ buildCholSolver()

DBMatDMSChol * sgpp::datadriven::DBMatOnlineDEChol::buildCholSolver	(	DBMatOffline &	offlineObject,
		Grid &	grid,
		DensityEstimationConfiguration &	densityEstimationConfig,
		bool	doCV
	)		const

protected

References sgpp::datadriven::Chol, sgpp::datadriven::DenseIchol, sgpp::datadriven::Eigen, sgpp::datadriven::DBMatOffline::getDecompositionType(), sgpp::datadriven::DBMatOnlineDE::lambda, sgpp::datadriven::LU, and sgpp::datadriven::OrthoAdapt.

Referenced by solveSLE().

◆ solveSLE()

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

overrideprotectedvirtual

Implements sgpp::datadriven::DBMatOnlineDE.

References buildCholSolver(), sgpp::datadriven::DBMatOffline::getDecomposedMatrix(), sgpp::base::DataMatrix::getNcols(), sgpp::datadriven::DBMatOnlineDE::lambda, sgpp::datadriven::DBMatOnline::offlineObject, sgpp::base::DataVector::resizeZero(), and sgpp::datadriven::DBMatDMSChol::solve().

◆ updateSystemMatrixDecomposition()

std::vector< size_t > sgpp::datadriven::DBMatOnlineDEChol::updateSystemMatrixDecomposition	(	DensityEstimationConfiguration &	densityEstimationConfig,
		Grid &	grid,
		size_t	numAddedGridPoints,
		std::list< size_t >	deletedGridPointIndices,
		double	lambda
	)

overridevirtual

Delegates call to choleskyModification.

Parameters

densityEstimationConfig	Configuration to the density estimation
grid	the underlying grid
numAddedGridPoints	Number of grid points inserted at the end of the grid storage
deletedGridPointIndices	Indices of grid points that were deleted
lambda	The 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:

datadriven/src/sgpp/datadriven/algorithm/DBMatOnlineDEChol.hpp
datadriven/src/sgpp/datadriven/algorithm/DBMatOnlineDEChol.cpp

Public Member Functions