Fitter object that encapsulates the usage of sparse grid density estimation with identity as regularization. More...

#include <ModelFittingDensityEstimationCG.hpp>

Inheritance diagram for sgpp::datadriven::ModelFittingDensityEstimationCG:

Public Member Functions
double	evaluate (const DataVector &sample) override
	Evaluate the fitted density at a single data point - requires a trained grid. More...

void	evaluate (DataMatrix &samples, DataVector &results) override
	Evaluate the fitted density on a set of data points - requires a trained grid. More...

void	fit (Dataset &dataset) override
	Fit the grid to the given dataset by determining the weights of the initial grid by the SGDE approach. More...

void	fit (DataMatrix &dataset)
	Fit the grid to the given dataset by determining the weights of the initial grid by the SGDE approach. More...

	ModelFittingDensityEstimationCG (const FitterConfigurationDensityEstimation &config)
	Constructor. More...

bool	refine (size_t newNoPoints, std::list< size_t > *deletedGridPoints)
	Performs a refinement given the new grid size and the points to coarsened. More...

void	reset () override
	Resets the state of the entire model. More...

void	update (Dataset &dataset) override
	Train the grid of an existing model with new samples. More...

void	update (DataMatrix &samples)
	Updates the model based on new data samples (streaming, batch learning). More...

Public Member Functions inherited from sgpp::datadriven::ModelFittingDensityEstimation
sgpp::base::RefinementFunctor *	getRefinementFunctor ()
	Returns the refinement functor suitable for the model settings. More...

	ModelFittingDensityEstimation ()
	Default constructor. More...

bool	refine () override
	Improve accuracy of the fit on the given training data by adaptive refinement of the grid and recalculate weights. More...

Public Member Functions inherited from sgpp::datadriven::ModelFittingBaseSingleGrid
Grid &	getGrid ()
	Get the underlying grid object for the current model. More...

DataVector &	getSurpluses ()
	Get the surpluses of the current grid. More...

	ModelFittingBaseSingleGrid ()
	Default constructor. More...

	ModelFittingBaseSingleGrid (const ModelFittingBaseSingleGrid &rhs)=delete
	Copy constructor - we cannot deep copy all member variables yet. More...

	ModelFittingBaseSingleGrid (ModelFittingBaseSingleGrid &&rhs)=default
	Move constructor. More...

ModelFittingBaseSingleGrid &	operator= (const ModelFittingBaseSingleGrid &rhs)=delete
	Copy assign operator - we cannot deep copy all member variables yet. More...

ModelFittingBaseSingleGrid &	operator= (ModelFittingBaseSingleGrid &&rhs)=default
	Move assign operator. More...

virtual	~ModelFittingBaseSingleGrid ()=default
	virtual destructor. More...

Public Member Functions inherited from sgpp::datadriven::ModelFittingBase
const FitterConfiguration &	getFitterConfiguration () const
	Get the configuration of the fitter object. More...

	ModelFittingBase ()
	Default constructor. More...

	ModelFittingBase (const ModelFittingBase &rhs)=delete
	Copy constructor - we cannot deep copy all member variables yet. More...

	ModelFittingBase (ModelFittingBase &&rhs)=default
	Move constructor. More...

ModelFittingBase &	operator= (const ModelFittingBase &rhs)=delete
	Copy assign operator - we cannot deep copy all member variables yet. More...

ModelFittingBase &	operator= (ModelFittingBase &&rhs)=default
	Move assign operator. More...

virtual	~ModelFittingBase ()=default
	virtual destructor. More...

Additional Inherited Members
Public Attributes inherited from sgpp::datadriven::ModelFittingBase
bool	verboseSolver
	Whether the Solver produces output or not. More...

Protected Member Functions inherited from sgpp::datadriven::ModelFittingBase
Grid *	buildGrid (const RegularGridConfiguration &gridConfig) const
	Factory member function that generates a grid from configuration. More...

SLESolver *	buildSolver (const SLESolverConfiguration &config) const
	Factory member function to build the solver for the least squares regression problem according to the config. More...

void	reconfigureSolver (SLESolver &solver, const SLESolverConfiguration &config) const
	Configure solver based on the desired configuration. More...

Protected Attributes inherited from sgpp::datadriven::ModelFittingDensityEstimation
size_t	refinementsPerformed
	Count the amount of refinement operations performed on the current dataset. More...

Protected Attributes inherited from sgpp::datadriven::ModelFittingBaseSingleGrid
DataVector	alpha
	hierarchical surpluses of the grid. More...

std::unique_ptr< Grid >	grid
	the sparse grid that approximates the data. More...

Protected Attributes inherited from sgpp::datadriven::ModelFittingBase
std::unique_ptr< FitterConfiguration >	config
	Configuration object for the fitter. More...

Dataset *	dataset
	Pointer to sgpp::datadriven::Dataset. More...

std::unique_ptr< SLESolver >	solver
	Solver for the learning problem. More...

Detailed Description

Fitter object that encapsulates the usage of sparse grid density estimation with identity as regularization.

Allows usage of different grids, different solvers and different regularization techniques based on the provided configuration objects.

Constructor & Destructor Documentation

◆ ModelFittingDensityEstimationCG()

sgpp::datadriven::ModelFittingDensityEstimationCG::ModelFittingDensityEstimationCG ( const FitterConfigurationDensityEstimation & config )

explicit

Constructor.

Parameters

config configuration object that specifies grid, refinement, and regularization

References sgpp::datadriven::ModelFittingBase::config.

Member Function Documentation

◆ evaluate() [1/2]

double sgpp::datadriven::ModelFittingDensityEstimationCG::evaluate ( const DataVector & sample )

overridevirtual

Evaluate the fitted density at a single data point - requires a trained grid.

Parameters

sample vector with the coordinates in all dimensions of that sample.

Returns: evaluation of the trained grid.

Implements sgpp::datadriven::ModelFittingBase.

References sgpp::datadriven::ModelFittingBaseSingleGrid::alpha, sgpp::op_factory::createOperationEval(), and sgpp::datadriven::ModelFittingBaseSingleGrid::grid.

◆ evaluate() [2/2]

void sgpp::datadriven::ModelFittingDensityEstimationCG::evaluate	(	DataMatrix &	samples,
		DataVector &	results
	)

overridevirtual

Evaluate the fitted density on a set of data points - requires a trained grid.

Parameters

samples	matrix where each row represents a sample and the columns contain the coordinates in all dimensions of that sample.
results	vector where each row will contain the evaluation of the respective sample on the current model.

Implements sgpp::datadriven::ModelFittingBase.

References sgpp::datadriven::ModelFittingBaseSingleGrid::alpha, sgpp::op_factory::createOperationMultipleEval(), sgpp::base::OperationMultipleEval::eval(), and sgpp::datadriven::ModelFittingBaseSingleGrid::grid.

◆ fit() [1/2]

void sgpp::datadriven::ModelFittingDensityEstimationCG::fit ( Dataset & dataset )

overridevirtual

Fit the grid to the given dataset by determining the weights of the initial grid by the SGDE approach.

Parameters

dataset the training dataset that is used to fit the model.

Implements sgpp::datadriven::ModelFittingBase.

References sgpp::datadriven::ModelFittingBase::dataset, and sgpp::datadriven::Dataset::getData().

Referenced by update().

◆ fit() [2/2]

void sgpp::datadriven::ModelFittingDensityEstimationCG::fit ( DataMatrix & dataset )

virtual

Fit the grid to the given dataset by determining the weights of the initial grid by the SGDE approach.

Requires only data samples and no targets (since those are irrelevant for the density estimation whatsoever)

Parameters

dataset the training dataset that is used to fit the model.

Implements sgpp::datadriven::ModelFittingDensityEstimation.

References sgpp::datadriven::ModelFittingBaseSingleGrid::alpha, sgpp::datadriven::ModelFittingBase::buildGrid(), sgpp::datadriven::ModelFittingBase::config, sgpp::base::DataMatrix::getNcols(), sgpp::datadriven::ModelFittingBaseSingleGrid::grid, reset(), sgpp::base::DataVector::setAll(), and update().

◆ refine()

bool sgpp::datadriven::ModelFittingDensityEstimationCG::refine	(	size_t	newNoPoints,
		std::list< size_t > *	deletedGridPoints
	)

virtual

Performs a refinement given the new grid size and the points to coarsened.

Parameters

newNoPoints	the grid size after refinement and coarsening
deletedGridPoints	a list of indexes for grid points that will be removed

Returns: if the grid was refined (true)

Implements sgpp::datadriven::ModelFittingDensityEstimation.

References sgpp::datadriven::ModelFittingBaseSingleGrid::alpha, sgpp::base::DataVector::remove(), and sgpp::base::DataVector::resizeZero().

◆ reset()

void sgpp::datadriven::ModelFittingDensityEstimationCG::reset ( )

overridevirtual

Resets the state of the entire model.

Implements sgpp::datadriven::ModelFittingBase.

References sgpp::datadriven::ModelFittingDensityEstimation::refinementsPerformed.

Referenced by fit().

◆ update() [1/2]

void sgpp::datadriven::ModelFittingDensityEstimationCG::update ( Dataset & dataset )

overridevirtual

Train the grid of an existing model with new samples.

Parameters

dataset the training dataset that is used to fit the model.

Implements sgpp::datadriven::ModelFittingBase.

References python.utils.pca_normalize_dataset::C, sgpp::datadriven::ModelFittingBase::config, sgpp::op_factory::createOperationIdentity(), sgpp::op_factory::createOperationLaplace(), sgpp::datadriven::ModelFittingBase::dataset, sgpp::datadriven::Dataset::getData(), sgpp::datadriven::ModelFittingBaseSingleGrid::grid, sgpp::datadriven::Identity, and sgpp::datadriven::Laplace.

Referenced by fit().

◆ update() [2/2]

void sgpp::datadriven::ModelFittingDensityEstimationCG::update ( DataMatrix & samples )

virtual

Updates the model based on new data samples (streaming, batch learning).

Requires only the data samples and no targets (since those are irrelevant for the density estimation whatsoever)

Parameters

samples the new data samples

Implements sgpp::datadriven::ModelFittingDensityEstimation.

References sgpp::base::DataVector::add(), sgpp::datadriven::ModelFittingBaseSingleGrid::alpha, python.utils.pca_normalize_dataset::C, sgpp::datadriven::ModelFittingBase::config, fit(), sgpp::base::DataMatrix::getNrows(), sgpp::base::Grid::getSize(), sgpp::base::DataVector::mult(), and sgpp::solver::ConjugateGradients::solve().

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

datadriven/src/sgpp/datadriven/datamining/modules/fitting/ModelFittingDensityEstimationCG.hpp
datadriven/src/sgpp/datadriven/datamining/modules/fitting/ModelFittingDensityEstimationCG.cpp

Public Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ ModelFittingDensityEstimationCG()

Member Function Documentation

◆ evaluate() [1/2]

◆ evaluate() [2/2]

◆ fit() [1/2]

◆ fit() [2/2]

◆ refine()

◆ reset()

◆ update() [1/2]

◆ update() [2/2]