Cosan::TimeSeriesSplitParallel Class Reference

#include <timeseriessplit.h>

Inheritance diagram for Cosan::TimeSeriesSplitParallel:

Public Member Functions
	TimeSeriesSplitParallel ()
	TimeSeriesSplitParallel (gsl::index kfoldnumber)
	TimeSeriesSplitParallel (gsl::index nrows, gsl::index kfoldnumber)
void	SetSplit (gsl::index nrows)
std::vector< std::tuple< std::vector< gsl::index >, std::vector< gsl::index > > > &	GetSplit ()
Public Member Functions inherited from Cosan::Splitter
	Splitter ()
	Splitter (gsl::index kfoldnumber)
	Splitter (gsl::index nrows, gsl::index kfoldnumber)
gsl::index	GetKFoldNumber ()
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< std::tuple< std::vector< gsl::index >, std::vector< gsl::index > > >	split_batch

Additional Inherited Members
Protected Attributes inherited from Cosan::Splitter
gsl::index	KFoldNumber = 5

Detailed Description

Definition at line 45 of file timeseriessplit.h.

Constructor & Destructor Documentation

TimeSeriesSplitParallel() [1/3]

Cosan::TimeSeriesSplitParallel::TimeSeriesSplitParallel ( )

inline

Definition at line 48 of file timeseriessplit.h.

: Splitter() {}

TimeSeriesSplitParallel() [2/3]

Cosan::TimeSeriesSplitParallel::TimeSeriesSplitParallel ( gsl::index  kfoldnumber )

inline

Definition at line 49 of file timeseriessplit.h.

: Splitter(kfoldnumber) {}

TimeSeriesSplitParallel() [3/3]

Cosan::TimeSeriesSplitParallel::TimeSeriesSplitParallel ( gsl::index  nrows, gsl::index  kfoldnumber  )

inline

Definition at line 50 of file timeseriessplit.h.

: Splitter(nrows,kfoldnumber){}

Member Function Documentation

GetSplit()

std::vector< std::tuple<std::vector<gsl::index>,std::vector<gsl::index> > >& Cosan::TimeSeriesSplitParallel::GetSplit ( )

inline

Definition at line 80 of file timeseriessplit.h.

{return split_batch;}

SetSplit()

void Cosan::TimeSeriesSplitParallel::SetSplit ( gsl::index  nrows )

inlinevirtual

Reimplemented from Cosan::Splitter.

Definition at line 53 of file timeseriessplit.h.

                                     {
            if (nrows <= KFoldNumber) {
                throw SmallRows;
            }
            std::vector <gsl::index> idx(nrows);
            std::iota(idx.begin(), idx.end(), 0);
            gsl::index foldSize = nrows/(KFoldNumber+1);
//            std::mutex mylock;
            fmt::print("*********************************\n");
            fmt::print("Begin Time Series Splitting in Parallel!!\n");
            split_batch.resize(KFoldNumber);
            #pragma omp parallel for
            for (gsl::index i = 1; i<=KFoldNumber;i++){
//                    std::vector<gsl::index> trainidx = std::vector<gsl::index>(idx.begin(), idx.begin()+foldSize*i+nrows%(kfoldnumber+1));
//                    std::vector<gsl::index> testidx  = std::vector<gsl::index>(idx.begin()+foldSize*i+nrows%(kfoldnumber+1), idx.begin()+foldSize*(1+i)+nrows%(kfoldnumber+1));
//                    split_batch.push_back({trainidx,testidx});
//                mylock.lock();
                fmt::print("Current Index is {:}, the current thread num is {:}, total number of threads {:}. trainidx size:{:}, testidx size:{:}\n",
                           i-1, omp_get_thread_num(),omp_get_num_threads(),foldSize*i+nrows%(KFoldNumber+1),foldSize);
                split_batch[i-1]={ std::vector<gsl::index>(idx.begin(), idx.begin()+foldSize*i+nrows%(KFoldNumber+1)),
                                   std::vector<gsl::index>(idx.begin()+foldSize*i+nrows%(KFoldNumber+1), idx.begin()+foldSize*(1+i)+nrows%(KFoldNumber+1))};
//                mylock.unlock();
            }
 
            fmt::print("End Time Series Splitting in Parallel!!\n");
            fmt::print("*********************************\n");
        }

Member Data Documentation

split_batch

std::vector< std::tuple<std::vector<gsl::index>,std::vector<gsl::index> > > Cosan::TimeSeriesSplitParallel::split_batch

private

Definition at line 82 of file timeseriessplit.h.

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

• cosan/selection/timeseriessplit.h