Implementation of the application of a diagonal matrix to a DataVector for regularization. More...

#include <OperationRegularizationDiagonal.hpp>

Inheritance diagram for sgpp::datadriven::OperationRegularizationDiagonal:

Public Member Functions
virtual void	mult (base::DataVector &alpha, base::DataVector &result)
	Multiplication with diagonal matrix. More...

	OperationRegularizationDiagonal (base::GridStorage *storage, int mode, double k)
	Constructor of OperationRegularizationDiagonal. More...

virtual	~OperationRegularizationDiagonal ()
	Destructor. More...

Public Member Functions inherited from sgpp::base::OperationMatrix
	OperationMatrix ()
	Constructor. More...

virtual	~OperationMatrix ()
	Destructor. More...

Static Public Attributes
static const int	ANISOTROPIC_PENALTY = 4

static const int	H0HKLAPLACE = 2
	Diagonal scaling for pseudo-laplace, replacing \(L_2\) with \(H^0\) in 1d. More...

static const int	HKMIX = 1
	Diagonal scaling for \(H^k_\textbf{mix}\)-norm (product of \(H^k\) 1D norms) More...

static const int	ISOTROPIC_PENALTY = 3

Protected Member Functions
virtual void	init ()
	Check for mode and run corresponding init. More...

virtual void	initAnisotropicPenalty ()
	Initialize ANISOTROPIC_PENALTY, ignores constructor parameter k. More...

virtual void	initH0HkLaplace (double k)=0
	Initialize H0HkLaplace. More...

virtual void	initHkmix (double k)=0
	Initialize Hkmix. More...

virtual void	initIsotropicPenalty ()
	Initialize ISOTROPIC_PENALTY, ignores constructor parameter k. More...

Protected Attributes
base::DataVector	diagonal

double	k

int	mode

size_t	size

base::GridStorage *	storage

Detailed Description

Implementation of the application of a diagonal matrix to a DataVector for regularization.

This class implements several scaling possibilities.

Constructor & Destructor Documentation

◆ OperationRegularizationDiagonal()

sgpp::datadriven::OperationRegularizationDiagonal::OperationRegularizationDiagonal	(	base::GridStorage *	storage,
		int	mode,
		double	k
	)

Constructor of OperationRegularizationDiagonal.

Constructor should most likely call init() in subclasses.

Parameters

storage	Pointer to grid's storage object
mode	Mode, specifying which regularization to use. Example: OperationRegularizationDiagonal::HKMIX.
k	Parameter for \(H^k\)

References sgpp::base::HashGridStorage::getSize(), and size.

◆ ~OperationRegularizationDiagonal()

virtual sgpp::datadriven::OperationRegularizationDiagonal::~OperationRegularizationDiagonal ( )

inlinevirtual

Destructor.

References alpha, and mult().

Member Function Documentation

◆ init()

void sgpp::datadriven::OperationRegularizationDiagonal::init ( )

protectedvirtual

Check for mode and run corresponding init.

References ANISOTROPIC_PENALTY, H0HKLAPLACE, HKMIX, initAnisotropicPenalty(), initH0HkLaplace(), initHkmix(), initIsotropicPenalty(), ISOTROPIC_PENALTY, k, and mode.

Referenced by mult(), and sgpp::datadriven::OperationRegularizationDiagonalLinearBoundary::OperationRegularizationDiagonalLinearBoundary().

◆ initAnisotropicPenalty()

void sgpp::datadriven::OperationRegularizationDiagonal::initAnisotropicPenalty ( )

protectedvirtual

Initialize ANISOTROPIC_PENALTY, ignores constructor parameter k.

Diagonal entries are \(\frac{1}{2}\log(1+(\frac{\max\{l_1,\dots,l_d\}}{\max\{\min\{l_1,\dots,l_d\},1\}})d)\).

References diagonal, chess::dim, sgpp::base::HashGridStorage::getDimension(), sgpp::base::HashGridPoint::getLevelMax(), sgpp::base::HashGridPoint::getLevelMin(), sgpp::base::HashGridStorage::getPoint(), python.statsfileInfo::i, size, and storage.

Referenced by init().

◆ initH0HkLaplace()

virtual void sgpp::datadriven::OperationRegularizationDiagonal::initH0HkLaplace ( double k )

protectedpure virtual

Initialize H0HkLaplace.

Diagonal entries are \(\sum_{k=1}^d \langle \phi_k(x_k),\phi_k(x_k) \rangle_{H^k} \prod_{l\neq k} \langle \phi_k(x_k),\phi_k(x_k) \rangle_{H^0}\).

Parameters

k	Parameter k

Implemented in sgpp::datadriven::OperationRegularizationDiagonalLinearBoundary.

Referenced by init().

◆ initHkmix()

virtual void sgpp::datadriven::OperationRegularizationDiagonal::initHkmix ( double k )

protectedpure virtual

Initialize Hkmix.

Diagonal entries are \(\prod_{k=1}^d \langle \phi_k(x_k),\phi_k(x_k) \rangle_{H^k}\).

Parameters

k	Parameter k

Implemented in sgpp::datadriven::OperationRegularizationDiagonalLinearBoundary.

Referenced by init().

◆ initIsotropicPenalty()

void sgpp::datadriven::OperationRegularizationDiagonal::initIsotropicPenalty ( )

protectedvirtual

Initialize ISOTROPIC_PENALTY, ignores constructor parameter k.

Diagonal entries are \(\frac{1}{\max\{l_1,\dots,l_d\}-\min\{l_1,\dots,l_d\}+1}d\).

References diagonal, chess::dim, sgpp::base::HashGridStorage::getDimension(), sgpp::base::HashGridPoint::getLevelMax(), sgpp::base::HashGridPoint::getLevelMin(), sgpp::base::HashGridStorage::getPoint(), python.statsfileInfo::i, size, and storage.

Referenced by init().

◆ mult()

void sgpp::datadriven::OperationRegularizationDiagonal::mult	(	base::DataVector &	alpha,
		base::DataVector &	result
	)

virtual

Multiplication with diagonal matrix.

Parameters

alpha	Source vector
result	Result vector (entries are overwritten)

Implements sgpp::base::OperationMatrix.

References sgpp::base::DataVector::componentwise_mult(), sgpp::base::DataVector::copyFrom(), diagonal, sgpp::base::HashGridStorage::getSize(), init(), size, and storage.

Referenced by ~OperationRegularizationDiagonal().

Member Data Documentation

◆ ANISOTROPIC_PENALTY

const int sgpp::datadriven::OperationRegularizationDiagonal::ANISOTROPIC_PENALTY = 4

static

Referenced by init().

◆ diagonal

base::DataVector sgpp::datadriven::OperationRegularizationDiagonal::diagonal

protected

Referenced by initAnisotropicPenalty(), sgpp::datadriven::OperationRegularizationDiagonalLinearBoundary::initH0HkLaplace(), sgpp::datadriven::OperationRegularizationDiagonalLinearBoundary::initHkmix(), initIsotropicPenalty(), and mult().

◆ H0HKLAPLACE

const int sgpp::datadriven::OperationRegularizationDiagonal::H0HKLAPLACE = 2

static

Diagonal scaling for pseudo-laplace, replacing \(L_2\) with \(H^0\) in 1d.

Referenced by init().

◆ HKMIX

const int sgpp::datadriven::OperationRegularizationDiagonal::HKMIX = 1

static

Diagonal scaling for \(H^k_\textbf{mix}\)-norm (product of \(H^k\) 1D norms)

Referenced by init().

◆ ISOTROPIC_PENALTY

const int sgpp::datadriven::OperationRegularizationDiagonal::ISOTROPIC_PENALTY = 3

static

Referenced by init().

◆ k

double sgpp::datadriven::OperationRegularizationDiagonal::k

protected

Referenced by init().

◆ mode

int sgpp::datadriven::OperationRegularizationDiagonal::mode

protected

Referenced by init().

◆ size

size_t sgpp::datadriven::OperationRegularizationDiagonal::size

protected

Referenced by initAnisotropicPenalty(), sgpp::datadriven::OperationRegularizationDiagonalLinearBoundary::initH0HkLaplace(), sgpp::datadriven::OperationRegularizationDiagonalLinearBoundary::initHkmix(), initIsotropicPenalty(), mult(), and OperationRegularizationDiagonal().

◆ storage

base::GridStorage* sgpp::datadriven::OperationRegularizationDiagonal::storage

protected

Referenced by initAnisotropicPenalty(), sgpp::datadriven::OperationRegularizationDiagonalLinearBoundary::initH0HkLaplace(), sgpp::datadriven::OperationRegularizationDiagonalLinearBoundary::initHkmix(), initIsotropicPenalty(), and mult().

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

datadriven/src/sgpp/datadriven/operation/hash/simple/OperationRegularizationDiagonal.hpp
datadriven/src/sgpp/datadriven/operation/hash/simple/OperationRegularizationDiagonal.cpp

Public Member Functions

Static Public Attributes

Protected Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

◆ OperationRegularizationDiagonal()

◆ ~OperationRegularizationDiagonal()

Member Function Documentation

◆ init()

◆ initAnisotropicPenalty()

◆ initH0HkLaplace()

◆ initHkmix()

◆ initIsotropicPenalty()

◆ mult()

Member Data Documentation

◆ ANISOTROPIC_PENALTY

◆ diagonal

◆ H0HKLAPLACE

◆ HKMIX

◆ ISOTROPIC_PENALTY

◆ k

◆ mode

◆ size

◆ storage