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

#include <randomgridsearch.h>

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

Public Member Functions
	RandomGridSearchMultiParallel ()=delete
	RandomGridSearchMultiParallel (CosanData< NumericType > &CRD, Model &estimator, Metric &metric, Split &split, const std::vector< std::vector< NumericType >> &paramGrid, long unsigned int nsamples=100, int nthreads=-1)
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
std::vector< 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::RandomGridSearchMultiParallel< NumericType, Model, Metric, Split, typename >

Definition at line 134 of file randomgridsearch.h.

Constructor & Destructor Documentation

RandomGridSearchMultiParallel() [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::RandomGridSearchMultiParallel< NumericType, Model, Metric, Split, typename >::RandomGridSearchMultiParallel ( )

delete

RandomGridSearchMultiParallel() [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::RandomGridSearchMultiParallel< NumericType, Model, Metric, Split, typename >::RandomGridSearchMultiParallel ( CosanData< NumericType > &  CRD, Model &  estimator, Metric &  metric, Split &  split, const std::vector< std::vector< NumericType >> &  paramGrid, long unsigned int  nsamples = 100, int  nthreads = -1  )

inline

Definition at line 137 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{}()});
            std::vector<std::vector<NumericType>> allError(paramGrid.size());
            if (nthreads == -1){
                omp_set_num_threads(omp_get_max_threads());
            }
            else{
                omp_set_num_threads(nthreads);
            }
            #pragma omp parallel for
            for (gsl::index i = 0; i < paramGrid.size(); ++i){
                estimator.SetParams(paramGrid[i]);
                allError[i] = crossValidation(CRD, estimator, metric, split);
            }
            bestParam =paramGrid[std::distance(allError.begin(), std::min_element(allError.begin(), allError.end()))];
        }

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::RandomGridSearchMultiParallel< NumericType, Model, Metric, Split, typename >::GetBestParams ( )

inline

Definition at line 162 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>

std::vector<NumericType> Cosan::RandomGridSearchMultiParallel< NumericType, Model, Metric, Split, typename >::bestParam

private

Definition at line 165 of file randomgridsearch.h.

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

• cosan/selection/randomgridsearch.h