CVModel Class Reference

Collection of sub-models for cross validation. More...

#include <CrossValidation.h>

Inheritance diagram for CVModel:

List of all members.

Public Member Functions
	CVModel (Array< Model * > &models)
	Constructor.
	CVModel (unsigned int folds, Model *basemodel)
	Constructor.
	~CVModel ()
	Destructor.
void	setParameter (unsigned int index, double value)
	Modifies a specific model parameter.
int	getBaseModels ()
	Get the number of base models in use.
void	setBaseModel (int index)
	Set the currently used base model.
Model &	getBaseModel ()
	Return a reference to the current base model.
void	model (const Array< double > &input, Array< double > &output)
	The base model is used for model computations.
void	modelDerivative (const Array< double > &input, Array< double > &derivative)
	The base model is used for model computations.
void	modelDerivative (const Array< double > &input, Array< double > &output, Array< double > &derivative)
	The base model is used for model computations.
bool	isFeasible ()
	Check whether the parameters define a valid model.
Protected Attributes
Array< Model * >	baseModel
	Models used for the data splits.
int	baseModelIndex
	Index of the baseModel to use.

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Detailed Description

Collection of sub-models for cross validation.

The CVModel class is based upon a set of models. The idea is to have one independent model for every partition of the data during the cross validation procedure. The class simply collects these base models and synchronizes its parameters, as long as they are accessed via the CVModel class.

In principle, it is not clear which base model to use for prediction on unseen data. However, it makes sence to use the base models on the whole cross validation data set, that is as well on the subsets used for training, as well as on the subsets for validation.

Examples:

CrossValidation.cpp.

Definition at line 227 of file CrossValidation.h.

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Constructor & Destructor Documentation

CVModel::CVModel

(

Array< Model * > &

models

)

Constructor.

This is the default constructor of a cross-validation model. An array containing one base model per fold is provided as a parameter. CVModels constructed this way can be used to make predictions using setBaseModel, model, and modelDerivative.

Parameters:

models

Array of identical base models. There must be as many models in the array as there are cross validation partitions.

Definition at line 303 of file CrossValidation.cpp.

References baseModel, baseModelIndex, Model::getParameterDimension(), i, and Model::parameter.

CVModel::CVModel	(	unsigned int	folds,
		Model *	basemodel
	)

Constructor.

This simplified constructor makes the CVModel use the same underlying base model for each fold. The model can be evaluated via CVError::error and CVError::errorDerivative, but the results of calls to setBaseModel, model, and modelDerivative are undefined.

Parameters:

models

base model used for all folds simultaneously.

Definition at line 322 of file CrossValidation.cpp.

References baseModel, baseModelIndex, Model::getParameter(), Model::getParameterDimension(), and Model::parameter.

CVModel::~CVModel

(

)

Destructor.

Definition at line 334 of file CrossValidation.cpp.

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Member Function Documentation

Model& CVModel::getBaseModel

(

)

[inline]

Return a reference to the current base model.

Definition at line 269 of file CrossValidation.h.

References baseModel, and baseModelIndex.

Referenced by CVError::error(), CVError::errorDerivative(), and isFeasible().

int CVModel::getBaseModels

(

)

[inline]

Get the number of base models in use.

Definition at line 260 of file CrossValidation.h.

References baseModel.

bool CVModel::isFeasible

(

)

[virtual]

Check whether the parameters define a valid model.

Reimplemented from Model.

Definition at line 368 of file CrossValidation.cpp.

References getBaseModel(), and Model::isFeasible().

void CVModel::model	(	const Array< double > &	input,
		Array< double > &	output
	)			[virtual]

The base model is used for model computations.

Implements Model.

Definition at line 353 of file CrossValidation.cpp.

References baseModel, and baseModelIndex.

void CVModel::modelDerivative	(	const Array< double > &	input,
		Array< double > &	output,
		Array< double > &	derivative
	)			[virtual]

The base model is used for model computations.

Reimplemented from Model.

Definition at line 363 of file CrossValidation.cpp.

References baseModel, and baseModelIndex.

void CVModel::modelDerivative	(	const Array< double > &	input,
		Array< double > &	derivative
	)			[virtual]

The base model is used for model computations.

Reimplemented from Model.

Definition at line 358 of file CrossValidation.cpp.

References baseModel, and baseModelIndex.

void CVModel::setBaseModel

(

int

index

)

Set the currently used base model.

Definition at line 347 of file CrossValidation.cpp.

References baseModel, and baseModelIndex.

Referenced by CVError::error(), and CVError::errorDerivative().

void CVModel::setParameter	(	unsigned int	index,
		double	value
	)			[virtual]

Modifies a specific model parameter.

Reimplemented from Model.

Definition at line 339 of file CrossValidation.cpp.

References baseModel, and i.

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Member Data Documentation

Array<Model*> CVModel::baseModel [protected]

Models used for the data splits.

Definition at line 288 of file CrossValidation.h.

Referenced by CVModel(), getBaseModel(), getBaseModels(), model(), modelDerivative(), setBaseModel(), and setParameter().

int CVModel::baseModelIndex [protected]

Index of the baseModel to use.

Definition at line 291 of file CrossValidation.h.

Referenced by CVModel(), getBaseModel(), model(), modelDerivative(), and setBaseModel().

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

• CrossValidation.h
• CrossValidation.cpp