SHOGUN  v3.2.0
所有成员列表 | Public 成员函数 | Public 属性 | Protected 成员函数 | Protected 属性
CCrossValidation类 参考

详细描述

base class for cross-validation evaluation. Given a learning machine, a splitting strategy, an evaluation criterium, features and correspnding labels, this provides an interface for cross-validation. Results may be retrieved using the evaluate method. A number of repetitions may be specified for obtaining more accurate results. The arithmetic mean of different runs is returned along with confidence intervals, if a p-value is specified. Default number of runs is one, confidence interval combutation is disabled.

This class calculates an evaluation criterium of every fold and then calculates the arithmetic mean of all folds. This is for example suitable for the AUC or for Accuracy. However, for example F1-measure may not be merged this way (result will be biased). To solve this, different sub-classes may average results of each cross validation fold differently by overwriting the evaluate_one_run method.

See [Forman, G. and Scholz, M. (2009). Apples-to-apples in cross-validation studies: Pitfalls in classifier performance measurement. Technical report, HP Laboratories.] for details on this subject.

Cross validation tries to lock underlying machines if that is possible to speed up computations. Can be turned off by the set_autolock() method. Locking in general may speed up things (eg for kernel machines the kernel matrix is precomputed), however, it is not always supported.

在文件 CrossValidation.h137 行定义.

类 CCrossValidation 继承关系图:
Inheritance graph
[图例]

Public 成员函数

 CCrossValidation ()
 
 CCrossValidation (CMachine *machine, CFeatures *features, CLabels *labels, CSplittingStrategy *splitting_strategy, CEvaluation *evaluation_criterion, bool autolock=true)
 
 CCrossValidation (CMachine *machine, CLabels *labels, CSplittingStrategy *splitting_strategy, CEvaluation *evaluation_criterion, bool autolock=true)
 
virtual ~CCrossValidation ()
 
void set_num_runs (int32_t num_runs)
 
void set_conf_int_alpha (float64_t m_conf_int_alpha)
 
virtual CEvaluationResultevaluate ()
 
void add_cross_validation_output (CCrossValidationOutput *cross_validation_output)
 
virtual const char * get_name () const
 
EEvaluationDirection get_evaluation_direction ()
 
CMachineget_machine () const
 
void set_autolock (bool autolock)
 
virtual CSGObjectshallow_copy () const
 
virtual CSGObjectdeep_copy () const
 
virtual bool is_generic (EPrimitiveType *generic) const
 
template<class T >
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
void unset_generic ()
 
virtual void print_serializable (const char *prefix="")
 
virtual bool save_serializable (CSerializableFile *file, const char *prefix="", int32_t param_version=Version::get_version_parameter())
 
virtual bool load_serializable (CSerializableFile *file, const char *prefix="", int32_t param_version=Version::get_version_parameter())
 
DynArray< TParameter * > * load_file_parameters (const SGParamInfo *param_info, int32_t file_version, CSerializableFile *file, const char *prefix="")
 
DynArray< TParameter * > * load_all_file_parameters (int32_t file_version, int32_t current_version, CSerializableFile *file, const char *prefix="")
 
void map_parameters (DynArray< TParameter *> *param_base, int32_t &base_version, DynArray< const SGParamInfo *> *target_param_infos)
 
void set_global_io (SGIO *io)
 
SGIOget_global_io ()
 
void set_global_parallel (Parallel *parallel)
 
Parallelget_global_parallel ()
 
void set_global_version (Version *version)
 
Versionget_global_version ()
 
SGStringList< char > get_modelsel_names ()
 
void print_modsel_params ()
 
char * get_modsel_param_descr (const char *param_name)
 
index_t get_modsel_param_index (const char *param_name)
 
void build_gradient_parameter_dictionary (CMap< TParameter *, CSGObject *> *dict)
 
virtual bool update_parameter_hash ()
 
virtual bool equals (CSGObject *other, float64_t accuracy=0.0)
 
virtual CSGObjectclone ()
 

Public 属性

SGIOio
 
Parallelparallel
 
Versionversion
 
Parameterm_parameters
 
Parameterm_model_selection_parameters
 
Parameterm_gradient_parameters
 
ParameterMapm_parameter_map
 
uint32_t m_hash
 

Protected 成员函数

virtual float64_t evaluate_one_run ()
 
virtual TParametermigrate (DynArray< TParameter *> *param_base, const SGParamInfo *target)
 
virtual void one_to_one_migration_prepare (DynArray< TParameter *> *param_base, const SGParamInfo *target, TParameter *&replacement, TParameter *&to_migrate, char *old_name=NULL)
 
virtual void load_serializable_pre () throw (ShogunException)
 
virtual void load_serializable_post () throw (ShogunException)
 
virtual void save_serializable_pre () throw (ShogunException)
 
virtual void save_serializable_post () throw (ShogunException)
 

Protected 属性

int32_t m_num_runs
 
float64_t m_conf_int_alpha
 
CListm_xval_outputs
 
CMachinem_machine
 
CFeaturesm_features
 
CLabelsm_labels
 
CSplittingStrategym_splitting_strategy
 
CEvaluationm_evaluation_criterion
 
bool m_autolock
 
bool m_do_unlock
 

构造及析构函数说明

◆ CCrossValidation() [1/3]

constructor

在文件 CrossValidation.cpp23 行定义.

◆ CCrossValidation() [2/3]

CCrossValidation ( CMachine machine,
CFeatures features,
CLabels labels,
CSplittingStrategy splitting_strategy,
CEvaluation evaluation_criterion,
bool  autolock = true 
)

constructor

参数
machinelearning machine to use
featuresfeatures to use for cross-validation
labelslabels that correspond to the features
splitting_strategysplitting strategy to use
evaluation_criterionevaluation criterion to use
autolockwhether machine should be auto-locked before evaluation

在文件 CrossValidation.cpp28 行定义.

◆ CCrossValidation() [3/3]

CCrossValidation ( CMachine machine,
CLabels labels,
CSplittingStrategy splitting_strategy,
CEvaluation evaluation_criterion,
bool  autolock = true 
)

constructor, for use with custom kernels (no features)

参数
machinelearning machine to use
labelslabels that correspond to the features
splitting_strategysplitting strategy to use
evaluation_criterionevaluation criterion to use
autolockautolock

在文件 CrossValidation.cpp37 行定义.

◆ ~CCrossValidation()

~CCrossValidation ( )
virtual

destructor

在文件 CrossValidation.cpp46 行定义.

成员函数说明

◆ add_cross_validation_output()

void add_cross_validation_output ( CCrossValidationOutput cross_validation_output)

appends given cross validation output instance to the list of listeners

参数
cross_validation_outputgiven cross validation output

在文件 CrossValidation.cpp406 行定义.

◆ build_gradient_parameter_dictionary()

void build_gradient_parameter_dictionary ( CMap< TParameter *, CSGObject *> *  dict)
inherited

Builds a dictionary of all parameters in SGObject as well of those of SGObjects that are parameters of this object. Dictionary maps parameters to the objects that own them.

参数
dictdictionary of parameters to be built.

在文件 SGObject.cpp1156 行定义.

◆ clone()

CSGObject * clone ( )
virtualinherited

Creates a clone of the current object. This is done via recursively traversing all parameters, which corresponds to a deep copy. Calling equals on the cloned object always returns true although none of the memory of both objects overlaps.

返回
an identical copy of the given object, which is disjoint in memory. NULL if the clone fails. Note that the returned object is SG_REF'ed

在文件 SGObject.cpp1273 行定义.

◆ deep_copy()

virtual CSGObject* deep_copy ( ) const
virtualinherited

A deep copy. All the instance variables will also be copied.

在文件 SGObject.h126 行定义.

◆ equals()

bool equals ( CSGObject other,
float64_t  accuracy = 0.0 
)
virtualinherited

Recursively compares the current SGObject to another one. Compares all registered numerical parameters, recursion upon complex (SGObject) parameters. Does not compare pointers!

May be overwritten but please do with care! Should not be necessary in most cases.

参数
otherobject to compare with
accuracyaccuracy to use for comparison (optional)
返回
true if all parameters were equal, false if not

在文件 SGObject.cpp1177 行定义.

◆ evaluate()

CEvaluationResult * evaluate ( )
virtual

evaluate

实现了 CMachineEvaluation.

在文件 CrossValidation.cpp68 行定义.

◆ evaluate_one_run()

float64_t evaluate_one_run ( )
protectedvirtual

Evaluates one single cross-validation run. Current implementation evaluates each fold separately and then calculates arithmetic mean. Suitable for accuracy and AUC for example. NOT for F1-measure. Has to be overridden by sub-classes if results have to be merged differently

返回
evaluation result of one cross-validation run

在文件 CrossValidation.cpp202 行定义.

◆ get_evaluation_direction()

EEvaluationDirection get_evaluation_direction ( )
inherited
返回
in which direction is the best evaluation value?

在文件 MachineEvaluation.cpp122 行定义.

◆ get_global_io()

SGIO * get_global_io ( )
inherited

get the io object

返回
io object

在文件 SGObject.cpp174 行定义.

◆ get_global_parallel()

Parallel * get_global_parallel ( )
inherited

get the parallel object

返回
parallel object

在文件 SGObject.cpp209 行定义.

◆ get_global_version()

Version * get_global_version ( )
inherited

get the version object

返回
version object

在文件 SGObject.cpp222 行定义.

◆ get_machine()

CMachine * get_machine ( ) const
inherited
返回
underlying learning machine

在文件 MachineEvaluation.cpp116 行定义.

◆ get_modelsel_names()

SGStringList< char > get_modelsel_names ( )
inherited
返回
vector of names of all parameters which are registered for model selection

在文件 SGObject.cpp1060 行定义.

◆ get_modsel_param_descr()

char * get_modsel_param_descr ( const char *  param_name)
inherited

Returns description of a given parameter string, if it exists. SG_ERROR otherwise

参数
param_namename of the parameter
返回
description of the parameter

在文件 SGObject.cpp1084 行定义.

◆ get_modsel_param_index()

index_t get_modsel_param_index ( const char *  param_name)
inherited

Returns index of model selection parameter with provided index

参数
param_namename of model selection parameter
返回
index of model selection parameter with provided name, -1 if there is no such

在文件 SGObject.cpp1097 行定义.

◆ get_name()

virtual const char* get_name ( ) const
virtual
返回
name of the SGSerializable

实现了 CSGObject.

在文件 CrossValidation.h187 行定义.

◆ is_generic()

bool is_generic ( EPrimitiveType *  generic) const
virtualinherited

If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.

参数
genericset to the type of the generic if returning TRUE
返回
TRUE if a class template.

在文件 SGObject.cpp228 行定义.

◆ load_all_file_parameters()

DynArray< TParameter * > * load_all_file_parameters ( int32_t  file_version,
int32_t  current_version,
CSerializableFile file,
const char *  prefix = "" 
)
inherited

maps all parameters of this instance to the provided file version and loads all parameter data from the file into an array, which is sorted (basically calls load_file_parameter(...) for all parameters and puts all results into a sorted array)

参数
file_versionparameter version of the file
current_versionversion from which mapping begins (you want to use Version::get_version_parameter() for this in most cases)
filefile to load from
prefixprefix for members
返回
(sorted) array of created TParameter instances with file data

在文件 SGObject.cpp633 行定义.

◆ load_file_parameters()

DynArray< TParameter * > * load_file_parameters ( const SGParamInfo param_info,
int32_t  file_version,
CSerializableFile file,
const char *  prefix = "" 
)
inherited

loads some specified parameters from a file with a specified version The provided parameter info has a version which is recursively mapped until the file parameter version is reached. Note that there may be possibly multiple parameters in the mapping, therefore, a set of TParameter instances is returned

参数
param_infoinformation of parameter
file_versionparameter version of the file, must be <= provided parameter version
filefile to load from
prefixprefix for members
返回
new array with TParameter instances with the attached data

在文件 SGObject.cpp474 行定义.

◆ load_serializable()

bool load_serializable ( CSerializableFile file,
const char *  prefix = "",
int32_t  param_version = Version::get_version_parameter() 
)
virtualinherited

Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!

参数
filewhere to load from
prefixprefix for members
param_version(optional) a parameter version different to (this is mainly for testing, better do not use)
返回
TRUE if done, otherwise FALSE

在文件 SGObject.cpp305 行定义.

◆ load_serializable_post()

void load_serializable_post ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_POST is called.

异常
ShogunExceptionWill be thrown if an error occurres.

CWeightedDegreePositionStringKernel, CKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel , 以及 CExponentialKernel 重载.

在文件 SGObject.cpp989 行定义.

◆ load_serializable_pre()

void load_serializable_pre ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_PRE is called.

异常
ShogunExceptionWill be thrown if an error occurres.

CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool > , 以及 CDynamicObjectArray 重载.

在文件 SGObject.cpp984 行定义.

◆ map_parameters()

void map_parameters ( DynArray< TParameter *> *  param_base,
int32_t &  base_version,
DynArray< const SGParamInfo *> *  target_param_infos 
)
inherited

Takes a set of TParameter instances (base) with a certain version and a set of target parameter infos and recursively maps the base level wise to the current version using CSGObject::migrate(...). The base is replaced. After this call, the base version containing parameters should be of same version/type as the initial target parameter infos. Note for this to work, the migrate methods and all the internal parameter mappings have to match

参数
param_baseset of TParameter instances that are mapped to the provided target parameter infos
base_versionversion of the parameter base
target_param_infosset of SGParamInfo instances that specify the target parameter base

在文件 SGObject.cpp671 行定义.

◆ migrate()

TParameter * migrate ( DynArray< TParameter *> *  param_base,
const SGParamInfo target 
)
protectedvirtualinherited

creates a new TParameter instance, which contains migrated data from the version that is provided. The provided parameter data base is used for migration, this base is a collection of all parameter data of the previous version. Migration is done FROM the data in param_base TO the provided param info Migration is always one version step. Method has to be implemented in subclasses, if no match is found, base method has to be called.

If there is an element in the param_base which equals the target, a copy of the element is returned. This represents the case when nothing has changed and therefore, the migrate method is not overloaded in a subclass

参数
param_baseset of TParameter instances to use for migration
targetparameter info for the resulting TParameter
返回
a new TParameter instance with migrated data from the base of the type which is specified by the target parameter

在文件 SGObject.cpp878 行定义.

◆ one_to_one_migration_prepare()

void one_to_one_migration_prepare ( DynArray< TParameter *> *  param_base,
const SGParamInfo target,
TParameter *&  replacement,
TParameter *&  to_migrate,
char *  old_name = NULL 
)
protectedvirtualinherited

This method prepares everything for a one-to-one parameter migration. One to one here means that only ONE element of the parameter base is needed for the migration (the one with the same name as the target). Data is allocated for the target (in the type as provided in the target SGParamInfo), and a corresponding new TParameter instance is written to replacement. The to_migrate pointer points to the single needed TParameter instance needed for migration. If a name change happened, the old name may be specified by old_name. In addition, the m_delete_data flag of to_migrate is set to true. So if you want to migrate data, the only thing to do after this call is converting the data in the m_parameter fields. If unsure how to use - have a look into an example for this. (base_migration_type_conversion.cpp for example)

参数
param_baseset of TParameter instances to use for migration
targetparameter info for the resulting TParameter
replacement(used as output) here the TParameter instance which is returned by migration is created into
to_migratethe only source that is used for migration
old_namewith this parameter, a name change may be specified

在文件 SGObject.cpp818 行定义.

◆ print_modsel_params()

void print_modsel_params ( )
inherited

prints all parameter registered for model selection and their type

在文件 SGObject.cpp1036 行定义.

◆ print_serializable()

void print_serializable ( const char *  prefix = "")
virtualinherited

prints registered parameters out

参数
prefixprefix for members

在文件 SGObject.cpp240 行定义.

◆ save_serializable()

bool save_serializable ( CSerializableFile file,
const char *  prefix = "",
int32_t  param_version = Version::get_version_parameter() 
)
virtualinherited

Save this object to file.

参数
filewhere to save the object; will be closed during returning if PREFIX is an empty string.
prefixprefix for members
param_version(optional) a parameter version different to (this is mainly for testing, better do not use)
返回
TRUE if done, otherwise FALSE

在文件 SGObject.cpp246 行定义.

◆ save_serializable_post()

void save_serializable_post ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_POST is called.

异常
ShogunExceptionWill be thrown if an error occurres.

CKernel 重载.

在文件 SGObject.cpp999 行定义.

◆ save_serializable_pre()

void save_serializable_pre ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_PRE is called.

异常
ShogunExceptionWill be thrown if an error occurres.

CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool > , 以及 CDynamicObjectArray 重载.

在文件 SGObject.cpp994 行定义.

◆ set_autolock()

void set_autolock ( bool  autolock)
inherited

setter for the autolock property. If true, machine will tried to be locked before evaluation

在文件 MachineEvaluation.h84 行定义.

◆ set_conf_int_alpha()

void set_conf_int_alpha ( float64_t  m_conf_int_alpha)

setter for the number of runs to use for evaluation

在文件 CrossValidation.cpp178 行定义.

◆ set_generic() [1/16]

void set_generic ( )
inherited

在文件 SGObject.cpp41 行定义.

◆ set_generic() [2/16]

void set_generic ( )
inherited

在文件 SGObject.cpp46 行定义.

◆ set_generic() [3/16]

void set_generic ( )
inherited

在文件 SGObject.cpp51 行定义.

◆ set_generic() [4/16]

void set_generic ( )
inherited

在文件 SGObject.cpp56 行定义.

◆ set_generic() [5/16]

void set_generic ( )
inherited

在文件 SGObject.cpp61 行定义.

◆ set_generic() [6/16]

void set_generic ( )
inherited

在文件 SGObject.cpp66 行定义.

◆ set_generic() [7/16]

void set_generic ( )
inherited

在文件 SGObject.cpp71 行定义.

◆ set_generic() [8/16]

void set_generic ( )
inherited

在文件 SGObject.cpp76 行定义.

◆ set_generic() [9/16]

void set_generic ( )
inherited

在文件 SGObject.cpp81 行定义.

◆ set_generic() [10/16]

void set_generic ( )
inherited

在文件 SGObject.cpp86 行定义.

◆ set_generic() [11/16]

void set_generic ( )
inherited

在文件 SGObject.cpp91 行定义.

◆ set_generic() [12/16]

void set_generic ( )
inherited

在文件 SGObject.cpp96 行定义.

◆ set_generic() [13/16]

void set_generic ( )
inherited

在文件 SGObject.cpp101 行定义.

◆ set_generic() [14/16]

void set_generic ( )
inherited

在文件 SGObject.cpp106 行定义.

◆ set_generic() [15/16]

void set_generic ( )
inherited

在文件 SGObject.cpp111 行定义.

◆ set_generic() [16/16]

void set_generic ( )
inherited

set generic type to T

◆ set_global_io()

void set_global_io ( SGIO io)
inherited

set the io object

参数
ioio object to use

在文件 SGObject.cpp167 行定义.

◆ set_global_parallel()

void set_global_parallel ( Parallel parallel)
inherited

set the parallel object

参数
parallelparallel object to use

在文件 SGObject.cpp180 行定义.

◆ set_global_version()

void set_global_version ( Version version)
inherited

set the version object

参数
versionversion object to use

在文件 SGObject.cpp215 行定义.

◆ set_num_runs()

void set_num_runs ( int32_t  num_runs)

setter for the number of runs to use for evaluation

在文件 CrossValidation.cpp194 行定义.

◆ shallow_copy()

virtual CSGObject* shallow_copy ( ) const
virtualinherited

A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.

CGaussianKernel 重载.

在文件 SGObject.h117 行定义.

◆ unset_generic()

void unset_generic ( )
inherited

unset generic type

this has to be called in classes specializing a template class

在文件 SGObject.cpp235 行定义.

◆ update_parameter_hash()

bool update_parameter_hash ( )
virtualinherited

Updates the hash of current parameter combination.

返回
bool if parameter combination has changed since last update.

在文件 SGObject.cpp187 行定义.

类成员变量说明

◆ io

SGIO* io
inherited

io

在文件 SGObject.h473 行定义.

◆ m_autolock

bool m_autolock
protectedinherited

whether machine will automatically be locked before evaluation

在文件 MachineEvaluation.h109 行定义.

◆ m_conf_int_alpha

float64_t m_conf_int_alpha
protected

confidence interval alpha parameter

在文件 CrossValidation.h209 行定义.

◆ m_do_unlock

bool m_do_unlock
protectedinherited

whether machine should be unlocked after evaluation

在文件 MachineEvaluation.h112 行定义.

◆ m_evaluation_criterion

CEvaluation* m_evaluation_criterion
protectedinherited

Criterion for evaluation

在文件 MachineEvaluation.h106 行定义.

◆ m_features

CFeatures* m_features
protectedinherited

Features to be used

在文件 MachineEvaluation.h97 行定义.

◆ m_gradient_parameters

Parameter* m_gradient_parameters
inherited

parameters wrt which we can compute gradients

在文件 SGObject.h488 行定义.

◆ m_hash

uint32_t m_hash
inherited

Hash of parameter values

在文件 SGObject.h494 行定义.

◆ m_labels

CLabels* m_labels
protectedinherited

Labels for the features

在文件 MachineEvaluation.h100 行定义.

◆ m_machine

CMachine* m_machine
protectedinherited

Machine to be Evaluated

在文件 MachineEvaluation.h94 行定义.

◆ m_model_selection_parameters

Parameter* m_model_selection_parameters
inherited

model selection parameters

在文件 SGObject.h485 行定义.

◆ m_num_runs

int32_t m_num_runs
protected

number of evaluation runs for one fold

在文件 CrossValidation.h207 行定义.

◆ m_parameter_map

ParameterMap* m_parameter_map
inherited

map for different parameter versions

在文件 SGObject.h491 行定义.

◆ m_parameters

Parameter* m_parameters
inherited

parameters

在文件 SGObject.h482 行定义.

◆ m_splitting_strategy

CSplittingStrategy* m_splitting_strategy
protectedinherited

Splitting Strategy to be used

在文件 MachineEvaluation.h103 行定义.

◆ m_xval_outputs

CList* m_xval_outputs
protected

xval output listeners

在文件 CrossValidation.h212 行定义.

◆ parallel

Parallel* parallel
inherited

parallel

在文件 SGObject.h476 行定义.

◆ version

Version* version
inherited

version

在文件 SGObject.h479 行定义.


该类的文档由以下文件生成:

SHOGUN Machine Learning Toolbox - Documentation