Classes
class	CosanBO
	Cosan Base Object. More...

class	CosanData
	Data container. More...

class	CosanElasticNet

class	CosanLasso

class	CosanLinearModel
	CosanLinear Model. All linear model inherit this object. More...

class	CosanLinearRegression

class	CosanMetric
	CosanMetric class for metric functionality. More...

class	CosanModel
	Base Object for CosanModel. More...

class	CosanPCRRidge

class	CosanPrincipalComponentRegression

class	CosanRawData
	Raw Data container. More...

class	CosanRidgeRegression

class	CustomTransform

class	DiffSizeException

class	Encoder

class	Evaluation

class	GridSearch

class	GridSearchMulti

class	GridSearchMultiParallel

class	GridSearchParallel

class	InvalidLabelShapeException

class	KFold

class	KFoldParallel

class	MaxError
	maximum error More...

class	MeanAbsError
	Mean absolute error. More...

class	MeanSquareError
	Mean squared error. More...

class	MinmaxScaler

class	MissingValues

class	Normalizer

class	OnehotEncoder

class	OrdinalEncoder

class	OverUnderFlow

class	PolynomialFeatures

class	Preprocessor

class	PrincipalComponentAnalysis

class	R2Score
	R2 square. More...

class	RandomGridSearch

class	RandomGridSearchMulti

class	RandomGridSearchMultiParallel

class	RandomGridSearchParallel

class	RandomKFold

class	RandomKFoldParallel

class	Search

class	Selection

class	Splitter

class	StandardScaler

class	SummaryStatistics
	Class for statistics results. More...

class	Test

class	TimeSeriesSplit

class	TimeSeriesSplitParallel

class	TooSmallSizeException

Typedefs
template<Numeric NumericType>
using	CosanMatrix = Eigen::Matrix< NumericType, Eigen::Dynamic, Eigen::Dynamic >

template<Numeric NumericType>
using	CosanColVector = Eigen::Matrix< NumericType, Eigen::Dynamic, 1 >

template<Numeric NumericType>
using	CosanRowVector = Eigen::Matrix< NumericType, 1, Eigen::Dynamic >

template<typename NumericType , typename = typename std::enable_if<std::is_arithmetic<NumericType>::value,NumericType>::type>
using	vec = std::vector< NumericType >

Enumerations
enum	EProblemType { PdNone = 0, PdBinaryClassification = 1, PdUnivariateRegression =2 }

enum	EModelType { MdNone = 0, MdLinearRegression =1, MdRidgeRegression =2, MdPrincipalComponentRegression =3, MdRidgePrincipalComponentRegression =4 }

enum	ESolverType { SrAuto = 0, ADMM = 1 }

Functions
template<Numeric NumericType>
NumericType	getVMean (const std::vector< NumericType > &v)
	Calculate the mean of std::vector<NumericType> More...

template<Numeric NumericType>
NumericType	StringToNum (const std::string &arg, std::size_t *pos=0)
	General string to number conversion function. More...

template<Numeric NumericType, Derived< CosanModel > Model, Derived< CosanMetric< NumericType >> Metric, Derived< Splitter > Split>
NumericType	crossValidation (CosanData< NumericType > &CRD, Model &estimator, Metric &metric, Split &split)

template<Numeric NumericType, Derived< CosanModel > Model, Derived< CosanMetric< NumericType >> Metric, Derived< Splitter > Split>
NumericType	crossValidationParallel (CosanData< NumericType > &CRD, Model &estimator, Metric &metric, Split &split, int nthreads=-1)

template<typename NumericType , typename = typename std::enable_if<std::is_arithmetic<NumericType>::value,NumericType>::type>
bool	SameSize (const CosanMatrix< NumericType > &m1, const CosanMatrix< NumericType > &m2)

template<typename NumericType , typename = typename std::enable_if<std::is_arithmetic<NumericType>::value,NumericType>::type>
bool	LabelShape (const CosanMatrix< NumericType > &m)

template<typename NumericType = std::string>
NumericType	StringToNum (std::string arg)

Variables
Cosan::DiffSizeException	DiffSize

Cosan::TooSmallSizeException	SmallRows

Cosan::InvalidLabelShapeException	InvalidLabelShape

Typedef Documentation

◆ CosanColVector

template<Numeric NumericType>

using Cosan::CosanColVector = typedef Eigen::Matrix<NumericType, Eigen::Dynamic, 1>

Description: data structure for column vector. Will be used throughout the project.

Definition at line 44 of file CosanBO.h.

◆ CosanMatrix

template<Numeric NumericType>

using Cosan::CosanMatrix = typedef Eigen::Matrix<NumericType, Eigen::Dynamic, Eigen::Dynamic>

Description: data structure for matrix. Will be used throughout the project.

Definition at line 37 of file CosanBO.h.

◆ CosanRowVector

template<Numeric NumericType>

using Cosan::CosanRowVector = typedef Eigen::Matrix<NumericType, 1, Eigen::Dynamic>

Description: data structure for row vector. Will be used throughout the project.

Definition at line 52 of file CosanBO.h.

◆ vec

template<typename NumericType , typename = typename std::enable_if<std::is_arithmetic<NumericType>::value,NumericType>::type>

using Cosan::vec = typedef std::vector<NumericType>

Definition at line 14 of file templateTest.cpp.

Enumeration Type Documentation

◆ EModelType

enum Cosan::EModelType

Model Type

Enumerator
MdNone
MdLinearRegression
MdRidgeRegression
MdPrincipalComponentRegression
MdRidgePrincipalComponentRegression

Definition at line 21 of file CosanModel.h.

                    {
         MdNone = 0,
         MdLinearRegression=1,
         MdRidgeRegression=2,
         MdPrincipalComponentRegression=3,
         MdRidgePrincipalComponentRegression=4
     };

◆ EProblemType

enum Cosan::EProblemType

Problem Type.

Enumerator
PdNone
PdBinaryClassification
PdUnivariateRegression

Definition at line 13 of file CosanModel.h.

                      {
         PdNone   = 0,
         PdBinaryClassification = 1,
         PdUnivariateRegression=2,
     };

◆ ESolverType

enum Cosan::ESolverType

Solver Type

Enumerator
SrAuto
ADMM

Definition at line 31 of file CosanModel.h.

                     {
         SrAuto = 0,
         ADMM = 1
  
     };

Function Documentation

◆ crossValidation()

template<Numeric NumericType, Derived< CosanModel > Model, Derived< CosanMetric< NumericType >> Metric, Derived< Splitter > Split>

NumericType Cosan::crossValidation	(	CosanData< NumericType > &	CRD,
		Model &	estimator,
		Metric &	metric,
		Split &	split
	)

Definition at line 32 of file crossvalidation.h.

                                                   {
             split.SetSplit(CRD.GetrowsX());
             CosanMatrix<NumericType> X = CRD.GetInput();
             CosanMatrix<NumericType> Y = CRD.GetTarget();
             std::vector<NumericType> errors;
             errors.resize(split.GetKFoldNumber());
             std::vector< std::tuple<std::vector<gsl::index>,std::vector<gsl::index> > > split_idx = split.GetSplit();
 //            #pragma omp parallel for
             for (gsl::index i =0;i<split.GetKFoldNumber();i++){
                     auto & each = split_idx[i];
                     CosanMatrix<NumericType>  X_train = X(std::get<0>(each),Eigen::all),Y_train = Y(std::get<0>(each),Eigen::all);
                     CosanMatrix<NumericType>  X_test =  X(std::get<1>(each),Eigen::all),Y_test =  Y(std::get<1>(each),Eigen::all);
                     estimator.fit(X_train, Y_train);
                     errors[i] = metric.GetError(estimator.predict(X_test ),Y_test);
                 }
             return std::accumulate(errors.begin(), errors.end(), 0)/errors.size();
     };

◆ crossValidationParallel()

template<Numeric NumericType, Derived< CosanModel > Model, Derived< CosanMetric< NumericType >> Metric, Derived< Splitter > Split>

NumericType Cosan::crossValidationParallel	(	CosanData< NumericType > &	CRD,
		Model &	estimator,
		Metric &	metric,
		Split &	split,
		int	nthreads = `-1`
	)

Definition at line 62 of file crossvalidation.h.

                                                                  {
         split.SetSplit(CRD.GetrowsX());
         CosanMatrix<NumericType> X = CRD.GetInput();
         CosanMatrix<NumericType> Y = CRD.GetTarget();
         std::vector<NumericType> errors;
         errors.resize(split.GetKFoldNumber());
         std::vector< std::tuple<std::vector<gsl::index>,std::vector<gsl::index> > > split_idx = split.GetSplit();
         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<split.GetKFoldNumber();i++){
             auto & each = split_idx[i];
             CosanMatrix<NumericType>  X_train = X(std::get<0>(each),Eigen::all),Y_train = Y(std::get<0>(each),Eigen::all);
             CosanMatrix<NumericType>  X_test =  X(std::get<1>(each),Eigen::all),Y_test =  Y(std::get<1>(each),Eigen::all);
             estimator.fit(X_train, Y_train);
             errors[i] = metric.GetError(estimator.predict(X_test ),Y_test);
         }
         return std::accumulate(errors.begin(), errors.end(), 0)/errors.size();
     };

◆ getVMean()

template<Numeric NumericType>

NumericType Cosan::getVMean ( const std::vector< NumericType > & v )

Calculate the mean of std::vector<NumericType>

Template Parameters

NumericType

Parameters

v

Returns: NumericType

Definition at line 96 of file statistics.h.

                                                          {
         return std::accumulate(v.begin(), v.end(), 0)/v.size();
 //        NumericType total = 0;
 //        int size = v.size();
 //        std::accumulate(v.begin(), v.end(), 0)/v.size();
 //
 //        for (vector<double>::iterator it = v.begin(); it != v.end(); ++it)
 //        {
 //            total += *it;
 //        }
 //
 //        return total/size;
     }

◆ LabelShape()

template<typename NumericType , typename = typename std::enable_if<std::is_arithmetic<NumericType>::value,NumericType>::type>

bool Cosan::LabelShape ( const CosanMatrix< NumericType > & m )

Definition at line 46 of file ArgCheck.h.

     {
         if ((m.rows() >= 1) && (m.cols() == 1)) {
             return true;}
         else{
             return false;}
     }

◆ SameSize()

template<typename NumericType , typename = typename std::enable_if<std::is_arithmetic<NumericType>::value,NumericType>::type>

bool Cosan::SameSize	(	const CosanMatrix< NumericType > &	m1,
		const CosanMatrix< NumericType > &	m2
	)

Definition at line 29 of file ArgCheck.h.

     {
         if ((m1.rows() == m2.rows) && (m1.cols() == m2.cols() ) ){
             return true;}
         else{
             return false;}
     };

◆ StringToNum() [1/2]

template<Numeric NumericType>

NumericType Cosan::StringToNum	(	const std::string &	arg,
		std::size_t *	pos = `0`
	)

General string to number conversion function.

As we allow for user-determined numeric type NumericType, the detailed implementation or functions needed maybe slightly different among each other. For instance, when we are trying to read data from csv file. Different data type requires different string-to-numeric function. For double, one is required std::stod while 'std::stof' is the candidate function if float is chosen. To take care of this variant before running time, we conside the static-i. The feature allows us to discard branches of an if statement at compile-time based on a constant expression condition. In the following code as an example, we define a template function with input requiring NumericType as numeric and then the implementation is decided via if constexpr statement.

Definition at line 25 of file utils.h.

                                                                       {
         static_assert(std::is_arithmetic<NumericType>::value, "NumericType must be numeric");
         if constexpr (std::is_same_v<NumericType, unsigned long>) {
             return std::stoul(arg,pos);
         }
         else if constexpr (std::is_same_v<NumericType, unsigned long long>){
             return std::stoull(arg,pos);
         }
         else if constexpr (std::is_same_v<NumericType, int>){
             return std::stoi(arg,pos);
         }
         else if constexpr (std::is_same_v<NumericType, long>){
             return std::stol(arg,pos);
         }
         else if constexpr (std::is_same_v<NumericType, long long>){
             return std::stoll(arg,pos);
         }
         else if constexpr (std::is_same_v<NumericType, float>){
             return std::stof(arg,pos);
         }
         else if constexpr (std::is_same_v<NumericType, double>){
             return std::stod(arg,pos);
         }
         else{
             return std::stold(arg,pos);
         }
     }

◆ StringToNum() [2/2]

template<typename NumericType = std::string>

NumericType Cosan::StringToNum ( std::string arg )

Definition at line 22 of file templateTest.cpp.

                                            {
         if constexpr (std::is_same_v<NumericType, unsigned long>) {
             return std::stoul(arg);
         } 
         else if constexpr (std::is_same_v<NumericType, unsigned long long>){
             return std::stoull(arg);
         }
         else if constexpr (std::is_same_v<NumericType, int>){
             return std::stoi(arg);
         }
         else if constexpr (std::is_same_v<NumericType, long>){
             return std::stol(arg);
         }
         else if constexpr (std::is_same_v<NumericType, long long>){
             return std::stoll(arg);
         }
         else if constexpr (std::is_same_v<NumericType, float>){
             return std::stof(arg);
         }
         else if constexpr (std::is_same_v<NumericType, double>){
             return std::stod(arg);
         }
         else{
             return std::stold(arg);
         }       
     }

Variable Documentation

◆ DiffSize

Cosan::DiffSizeException Cosan::DiffSize

◆ InvalidLabelShape

Cosan::InvalidLabelShapeException Cosan::InvalidLabelShape

◆ SmallRows

Cosan::TooSmallSizeException Cosan::SmallRows

Classes

Typedefs

Enumerations

Functions

Variables

Typedef Documentation

◆ CosanColVector

◆ CosanMatrix

◆ CosanRowVector

◆ vec

Enumeration Type Documentation

◆ EModelType

◆ EProblemType

◆ ESolverType

Function Documentation

◆ crossValidation()

◆ crossValidationParallel()

◆ getVMean()

◆ LabelShape()

◆ SameSize()

◆ StringToNum() [1/2]

◆ StringToNum() [2/2]

Variable Documentation

◆ DiffSize

◆ InvalidLabelShape

◆ SmallRows