Cosan::RandomGridSearch< NumericType, Model, Metric, Split, typename > Class Template Reference

#include <randomgridsearch.h>

Inheritance diagram for Cosan::RandomGridSearch< NumericType, Model, Metric, Split, typename >:

Public Member Functions
	RandomGridSearch ()=delete
	RandomGridSearch (CosanData< NumericType > &CRD, Model &estimator, Metric &metric, Split &split, const std::vector< NumericType > &paramGrid, long unsigned int nsamples=100)
auto	GetBestParams ()
Public Member Functions inherited from Cosan::Search
	Search ()
Public Member Functions inherited from Cosan::Selection
	Selection ()
Public Member Functions inherited from Cosan::CosanBO
	CosanBO ()
	Default constructor. More...
virtual const std::string	GetName () const
	Get the name of the objects. More...

Private Attributes
NumericType	bestParam

Detailed Description

template<typename NumericType, Derived< CosanModel > Model, Derived< CosanMetric< NumericType >> Metric, Derived< Splitter > Split, typename = typename std::enable_if<std::is_arithmetic<NumericType>::value,NumericType>::type>
class Cosan::RandomGridSearch< NumericType, Model, Metric, Split, typename >

Definition at line 16 of file randomgridsearch.h.

Constructor & Destructor Documentation

RandomGridSearch() [1/2]

template<typename NumericType , Derived< CosanModel > Model, Derived< CosanMetric< NumericType >> Metric, Derived< Splitter > Split, typename = typename std::enable_if<std::is_arithmetic<NumericType>::value,NumericType>::type>

Cosan::RandomGridSearch< NumericType, Model, Metric, Split, typename >::RandomGridSearch ( )

delete

RandomGridSearch() [2/2]

template<typename NumericType , Derived< CosanModel > Model, Derived< CosanMetric< NumericType >> Metric, Derived< Splitter > Split, typename = typename std::enable_if<std::is_arithmetic<NumericType>::value,NumericType>::type>

Cosan::RandomGridSearch< NumericType, Model, Metric, Split, typename >::RandomGridSearch ( CosanData< NumericType > &  CRD, Model &  estimator, Metric &  metric, Split &  split, const std::vector< NumericType > &  paramGrid, long unsigned int  nsamples = 100  )

inline

Definition at line 19 of file randomgridsearch.h.

                                                                                                  : Search() {
            NumericType minError = std::numeric_limits<NumericType>::infinity();
 
            NumericType currError;
            std::vector<NumericType> RandomChoice;
            std::sample(paramGrid.begin(), paramGrid.end(), std::back_inserter(RandomChoice),
                        std::min({paramGrid.size(),nsamples}), std::mt19937{std::random_device{}()});
 
            decltype(bestParam) currParam;
            for (gsl::index i = 0; i < RandomChoice.size(); ++i){
                currParam = paramGrid[i];
                estimator.SetParams(paramGrid[i]);
                currError = crossValidation(CRD, estimator, metric, split);
                if (currError < minError)
                {
                    minError = currError;
                    bestParam = currParam;
                }
            }
        }

Member Function Documentation

GetBestParams()

template<typename NumericType , Derived< CosanModel > Model, Derived< CosanMetric< NumericType >> Metric, Derived< Splitter > Split, typename = typename std::enable_if<std::is_arithmetic<NumericType>::value,NumericType>::type>

auto Cosan::RandomGridSearch< NumericType, Model, Metric, Split, typename >::GetBestParams ( )

inline

Definition at line 43 of file randomgridsearch.h.

{return bestParam;}

Member Data Documentation

bestParam

template<typename NumericType , Derived< CosanModel > Model, Derived< CosanMetric< NumericType >> Metric, Derived< Splitter > Split, typename = typename std::enable_if<std::is_arithmetic<NumericType>::value,NumericType>::type>

NumericType Cosan::RandomGridSearch< NumericType, Model, Metric, Split, typename >::bestParam

private

Definition at line 46 of file randomgridsearch.h.

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

• cosan/selection/randomgridsearch.h