Linear Prediction. More...

#include <shark/Models/LinearModel.h>

Inheritance diagram for shark::LinearModel< InputType, OutputType >:

Collaboration diagram for shark::LinearModel< InputType, OutputType >:

Public Types
typedef base_type::BatchInputType	BatchInputType

typedef base_type::BatchOutputType	BatchOutputType

Public Types inherited from shark::AbstractModel< InputType, OutputType >
enum	Feature

typedef InputType	InputType
	Defines the input type of the model. More...

typedef OutputType	OutputType
	Defines the output type of the model. More...

typedef Batch< InputType >::type	BatchInputType
	defines the batch type of the input type. More...

typedef Batch< OutputType >::type	BatchOutputType
	defines the batch type of the output type More...

typedef TypedFlags< Feature >	Features

typedef TypedFeatureNotAvailableException < Feature >	FeatureNotAvailableException

Public Member Functions
	LinearModel ()
	Constructor of an invalid model; use setStructure later. More...

	LinearModel (const self_type &model)
	copy constructor More...

std::string	name () const
	From INameable: return the class name. More...

const self_type	operator= (const self_type &model)
	operator = More...

	LinearModel (unsigned int inputs, unsigned int outputs=1, bool offset=false, bool sparse=false)
	Constructor. More...

	LinearModel (RealMatrix const &matrix)
	Construction from matrix. More...

	LinearModel (RealMatrix const &matrix, OutputType offset)
	Construction from matrix and vector. More...

	LinearModel (CompressedRealMatrix const &matrix)
	Construction from matrix. More...

	LinearModel (CompressedRealMatrix const &matrix, RealVector offset)
	Construction from matrix and vector. More...

bool	hasOffset () const
	check for the presence of an offset term More...

size_t	inputSize () const
	obtain the input dimension More...

size_t	outputSize () const
	obtain the output dimension More...

RealVector	parameterVector () const
	obtain the parameter vector More...

void	setParameterVector (RealVector const &newParameters)
	overwrite the parameter vector More...

size_t	numberOfParameters () const
	return the number of parameter More...

void	setStructure (RealMatrix const &matrix)
	overwrite structure and parameters More...

void	setStructure (unsigned int inputs, unsigned int outputs=1, bool offset=false, bool sparse=false)
	overwrite structure and parameters More...

void	setStructure (RealMatrix const &matrix, const RealVector &offset)
	overwrite structure and parameters More...

void	setStructure (CompressedRealMatrix const &matrix)
	overwrite structure and parameters More...

void	setStructure (CompressedRealMatrix const &matrix, const RealVector &offset)
	overwrite structure and parameters More...

RealMatrix	matrix () const
	return a copy of the matrix in dense format More...

OutputType const &	offset () const
	return the offset More...

RealVector	matrixRow (size_t index) const
	return a copy of a row of the matrix in dense format More...

RealVector	matrixColumn (size_t index) const
	return a copy of a column of the matrix in dense format More...

boost::shared_ptr< State >	createState () const
	Creates an internal state of the model. More...

void	eval (BatchInputType const &input, BatchOutputType &output) const
	Evaluate the model: output = matrix * input + offset. More...

void	eval (BatchInputType const &input, BatchOutputType &output, State &state) const
	Evaluate the model: output = matrix * input + offset. More...

void	weightedParameterDerivative (BatchInputType const &pattern, RealMatrix const &coefficients, State const &state, RealVector &gradient) const
	calculates the first derivative w.r.t the parameters and summing them up over all patterns of the last computed batch More...

void	weightedParameterDerivative (BatchInputType const &patterns, BatchOutputType const &coefficients, Batch< RealMatrix >::type const &errorHessian, State const &state, RealVector &derivative, RealMatrix &hessian) const
	calculates the weighted sum of derivatives w.r.t the parameters More...

void	read (InArchive &archive)
	From ISerializable. More...

void	write (OutArchive &archive) const
	From ISerializable. More...

Public Member Functions inherited from shark::AbstractModel< InputType, OutputType >
	AbstractModel ()

virtual	~AbstractModel ()

const Features &	features () const

virtual void	updateFeatures ()

bool	hasFirstParameterDerivative () const
	Returns true when the first parameter derivative is implemented. More...

bool	hasSecondParameterDerivative () const
	Returns true when the second parameter derivative is implemented. More...

bool	hasFirstInputDerivative () const
	Returns true when the first input derivative is implemented. More...

bool	hasSecondInputDerivative () const
	Returns true when the second parameter derivative is implemented. More...

bool	isSequential () const

virtual void	eval (InputType const &pattern, OutputType &output) const
	Standard interface for evaluating the response of the model to a single pattern. More...

Data< OutputType >	operator() (Data< InputType > const &patterns) const
	Model evaluation as an operator for a whole dataset. This is a convenience function. More...

OutputType	operator() (InputType const &pattern) const
	Model evaluation as an operator for a single pattern. This is a convenience function. More...

BatchOutputType	operator() (BatchInputType const &patterns) const
	Model evaluation as an operator for a single pattern. This is a convenience function. More...

virtual void	weightedParameterDerivative (BatchInputType const &pattern, BatchOutputType const &coefficients, State const &state, RealVector &derivative) const
	calculates the weighted sum of derivatives w.r.t the parameters. More...

virtual void	weightedInputDerivative (BatchInputType const &pattern, BatchOutputType const &coefficients, State const &state, BatchInputType &derivative) const
	calculates the weighted sum of derivatives w.r.t the inputs More...

virtual void	weightedInputDerivative (BatchInputType const &pattern, BatchOutputType const &coefficients, typename Batch< RealMatrix >::type const &errorHessian, State const &state, RealMatrix &derivative, Batch< RealMatrix >::type &hessian) const
	calculates the weighted sum of derivatives w.r.t the inputs More...

virtual void	weightedDerivatives (BatchInputType const &patterns, BatchOutputType const &coefficients, State const &state, RealVector &parameterDerivative, BatchInputType &inputDerivative) const
	calculates weighted input and parameter derivative at the same time More...

Public Member Functions inherited from shark::IParameterizable
virtual	~IParameterizable ()

Public Member Functions inherited from shark::IConfigurable
virtual	~IConfigurable ()
	Virtual d'tor. More...

virtual void	configure (const PropertyTree &node)
	Configures the component given a property tree. More...

Public Member Functions inherited from shark::INameable
virtual	~INameable ()

Public Member Functions inherited from shark::ISerializable
virtual	~ISerializable ()
	Virtual d'tor. More...

void	load (InArchive &archive, unsigned int version)
	Versioned loading of components, calls read(...). More...

void	save (OutArchive &archive, unsigned int version) const
	Versioned storing of components, calls write(...). More...

	BOOST_SERIALIZATION_SPLIT_MEMBER ()

Friends
void	swap (const LinearModel &model1, const LinearModel &model2)
	swap More...

Additional Inherited Members
Protected Attributes inherited from shark::AbstractModel< InputType, OutputType >
Features	m_features

Detailed Description

template<class InputType = RealVector, class OutputType = InputType>
class shark::LinearModel< InputType, OutputType >

Linear Prediction.

: A linear model makes predictions according to \( y = f(x) = A x + b \). There are two important special cases: The output may be a single number, and the offset term b may be dropped.

: Under the hood the class allows for dense and sparse representations of the matrix A. This is achieved by means of a type erasure.

Definition at line 57 of file LinearModel.h.

Member Typedef Documentation

template<class InputType = RealVector, class OutputType = InputType>

typedef base_type::BatchInputType shark::LinearModel< InputType, OutputType >::BatchInputType

Definition at line 66 of file LinearModel.h.

template<class InputType = RealVector, class OutputType = InputType>

typedef base_type::BatchOutputType shark::LinearModel< InputType, OutputType >::BatchOutputType

Definition at line 67 of file LinearModel.h.

Constructor & Destructor Documentation

template<class InputType = RealVector, class OutputType = InputType>

shark::LinearModel< InputType, OutputType >::LinearModel ( )

inline

Constructor of an invalid model; use setStructure later.

Definition at line 70 of file LinearModel.h.

References shark::AbstractModel< InputType, OutputType >::HAS_FIRST_PARAMETER_DERIVATIVE, shark::AbstractModel< InputType, OutputType >::HAS_SECOND_PARAMETER_DERIVATIVE, and shark::AbstractModel< InputType, OutputType >::m_features.

template<class InputType = RealVector, class OutputType = InputType>

shark::LinearModel< InputType, OutputType >::LinearModel ( const self_type & model )

inline

copy constructor

Definition at line 75 of file LinearModel.h.

References shark::AbstractModel< InputType, OutputType >::HAS_FIRST_PARAMETER_DERIVATIVE, shark::AbstractModel< InputType, OutputType >::HAS_SECOND_PARAMETER_DERIVATIVE, and shark::AbstractModel< InputType, OutputType >::m_features.

template<class InputType = RealVector, class OutputType = InputType>

shark::LinearModel< InputType, OutputType >::LinearModel	(	unsigned int	inputs,
		unsigned int	outputs = `1`,
		bool	offset = `false`,
		bool	sparse = `false`
	)

inline

Constructor.

Definition at line 96 of file LinearModel.h.

References shark::AbstractModel< InputType, OutputType >::HAS_FIRST_PARAMETER_DERIVATIVE, shark::AbstractModel< InputType, OutputType >::HAS_SECOND_PARAMETER_DERIVATIVE, shark::AbstractModel< InputType, OutputType >::m_features, and shark::LinearModel< InputType, OutputType >::offset().

template<class InputType = RealVector, class OutputType = InputType>

shark::LinearModel< InputType, OutputType >::LinearModel ( RealMatrix const & matrix )

inline

Construction from matrix.

Definition at line 107 of file LinearModel.h.

References shark::AbstractModel< InputType, OutputType >::HAS_FIRST_PARAMETER_DERIVATIVE, shark::AbstractModel< InputType, OutputType >::HAS_SECOND_PARAMETER_DERIVATIVE, and shark::AbstractModel< InputType, OutputType >::m_features.

template<class InputType = RealVector, class OutputType = InputType>

shark::LinearModel< InputType, OutputType >::LinearModel	(	RealMatrix const &	matrix,
		OutputType	offset
	)

inline

Construction from matrix and vector.

Definition at line 114 of file LinearModel.h.

References shark::AbstractModel< InputType, OutputType >::HAS_FIRST_PARAMETER_DERIVATIVE, shark::AbstractModel< InputType, OutputType >::HAS_SECOND_PARAMETER_DERIVATIVE, and shark::AbstractModel< InputType, OutputType >::m_features.

template<class InputType = RealVector, class OutputType = InputType>

shark::LinearModel< InputType, OutputType >::LinearModel ( CompressedRealMatrix const & matrix )

inline

Construction from matrix.

Definition at line 121 of file LinearModel.h.

References shark::AbstractModel< InputType, OutputType >::HAS_FIRST_PARAMETER_DERIVATIVE, shark::AbstractModel< InputType, OutputType >::HAS_SECOND_PARAMETER_DERIVATIVE, and shark::AbstractModel< InputType, OutputType >::m_features.

template<class InputType = RealVector, class OutputType = InputType>

shark::LinearModel< InputType, OutputType >::LinearModel	(	CompressedRealMatrix const &	matrix,
		RealVector	offset
	)

inline

Construction from matrix and vector.

Definition at line 128 of file LinearModel.h.

References shark::AbstractModel< InputType, OutputType >::HAS_FIRST_PARAMETER_DERIVATIVE, shark::AbstractModel< InputType, OutputType >::HAS_SECOND_PARAMETER_DERIVATIVE, and shark::AbstractModel< InputType, OutputType >::m_features.

Member Function Documentation

template<class InputType = RealVector, class OutputType = InputType>

boost::shared_ptr<State> shark::LinearModel< InputType, OutputType >::createState ( ) const

inlinevirtual

Creates an internal state of the model.

The state is needed when the derivatives are to be calculated. Eval can store a state which is then reused to speed up the calculations of the derivatives. This also allows eval to be evaluated in parallel!

Reimplemented from shark::AbstractModel< InputType, OutputType >.

Definition at line 228 of file LinearModel.h.

References SHARK_CHECK.

template<class InputType = RealVector, class OutputType = InputType>

void shark::LinearModel< InputType, OutputType >::eval	(	BatchInputType const &	input,
		BatchOutputType &	output
	)		const

inlinevirtual

Evaluate the model: output = matrix * input + offset.

Reimplemented from shark::AbstractModel< InputType, OutputType >.

Definition at line 236 of file LinearModel.h.

References SHARK_CHECK.

template<class InputType = RealVector, class OutputType = InputType>

void shark::LinearModel< InputType, OutputType >::eval	(	BatchInputType const &	input,
		BatchOutputType &	output,
		State &	state
	)		const

inlinevirtual

Evaluate the model: output = matrix * input + offset.

Implements shark::AbstractModel< InputType, OutputType >.

Definition at line 241 of file LinearModel.h.

References SHARK_CHECK.

template<class InputType = RealVector, class OutputType = InputType>

bool shark::LinearModel< InputType, OutputType >::hasOffset ( ) const

inline

check for the presence of an offset term

Definition at line 135 of file LinearModel.h.

References SHARK_CHECK.

Referenced by shark::LinearMcSvmOVATrainer::train(), shark::LinearMcSvmMMRTrainer::train(), shark::LinearMcSvmADMTrainer::train(), shark::LinearMcSvmLLWTrainer::train(), shark::LinearMcSvmATMTrainer::train(), shark::LinearMcSvmCSTrainer::train(), shark::LinearMcSvmWWTrainer::train(), shark::LinearCSvmTrainer::train(), and shark::LinearMcSvmATSTrainer::train().

template<class InputType = RealVector, class OutputType = InputType>

size_t shark::LinearModel< InputType, OutputType >::inputSize ( ) const

inline

obtain the input dimension

Definition at line 141 of file LinearModel.h.

References SHARK_CHECK.

Referenced by shark::LinearMcSvmOVATrainer::train(), shark::LinearMcSvmMMRTrainer::train(), shark::LinearMcSvmADMTrainer::train(), shark::LinearMcSvmLLWTrainer::train(), shark::LinearMcSvmATMTrainer::train(), shark::LinearMcSvmCSTrainer::train(), shark::LinearMcSvmWWTrainer::train(), shark::LinearCSvmTrainer::train(), and shark::LinearMcSvmATSTrainer::train().

template<class InputType = RealVector, class OutputType = InputType>

RealMatrix shark::LinearModel< InputType, OutputType >::matrix ( ) const

inline

return a copy of the matrix in dense format

Definition at line 201 of file LinearModel.h.

References SHARK_CHECK.

Referenced by main().

template<class InputType = RealVector, class OutputType = InputType>

RealVector shark::LinearModel< InputType, OutputType >::matrixColumn ( size_t index ) const

inline

return a copy of a column of the matrix in dense format

Definition at line 221 of file LinearModel.h.

References SHARK_CHECK.

template<class InputType = RealVector, class OutputType = InputType>

RealVector shark::LinearModel< InputType, OutputType >::matrixRow ( size_t index ) const

inline

return a copy of a row of the matrix in dense format

Definition at line 213 of file LinearModel.h.

References SHARK_CHECK.

Referenced by main().

template<class InputType = RealVector, class OutputType = InputType>

std::string shark::LinearModel< InputType, OutputType >::name ( ) const

inlinevirtual

From INameable: return the class name.

Reimplemented from shark::INameable.

Definition at line 81 of file LinearModel.h.

template<class InputType = RealVector, class OutputType = InputType>

size_t shark::LinearModel< InputType, OutputType >::numberOfParameters ( ) const

inlinevirtual

return the number of parameter

Reimplemented from shark::IParameterizable.

Definition at line 166 of file LinearModel.h.

References SHARK_CHECK.

template<class InputType = RealVector, class OutputType = InputType>

OutputType const& shark::LinearModel< InputType, OutputType >::offset ( ) const

inline

return the offset

Definition at line 207 of file LinearModel.h.

References SHARK_CHECK.

Referenced by shark::LinearModel< InputType, OutputType >::LinearModel(), main(), and shark::LinearModel< InputType, OutputType >::setStructure().

template<class InputType = RealVector, class OutputType = InputType>

const self_type shark::LinearModel< InputType, OutputType >::operator= ( const self_type & model )

inline

operator =

Definition at line 90 of file LinearModel.h.

References shark::LinearModel< InputType, OutputType >::swap.

template<class InputType = RealVector, class OutputType = InputType>

size_t shark::LinearModel< InputType, OutputType >::outputSize ( ) const

inline

obtain the output dimension

Definition at line 147 of file LinearModel.h.

References SHARK_CHECK.

Referenced by shark::PCA::train(), shark::LassoRegression< InputVectorType >::train(), shark::LinearMcSvmOVATrainer::train(), shark::LinearMcSvmMMRTrainer::train(), shark::LinearMcSvmADMTrainer::train(), shark::LinearMcSvmLLWTrainer::train(), shark::LinearMcSvmATMTrainer::train(), shark::LinearMcSvmCSTrainer::train(), shark::LinearMcSvmWWTrainer::train(), shark::LinearCSvmTrainer::train(), and shark::LinearMcSvmATSTrainer::train().

template<class InputType = RealVector, class OutputType = InputType>

RealVector shark::LinearModel< InputType, OutputType >::parameterVector ( ) const

inlinevirtual

obtain the parameter vector

Reimplemented from shark::IParameterizable.

Definition at line 153 of file LinearModel.h.

References SHARK_CHECK.

template<class InputType = RealVector, class OutputType = InputType>

void shark::LinearModel< InputType, OutputType >::read ( InArchive & archive )

inlinevirtual

From ISerializable.

Reimplemented from shark::AbstractModel< InputType, OutputType >.

Definition at line 264 of file LinearModel.h.

template<class InputType = RealVector, class OutputType = InputType>

void shark::LinearModel< InputType, OutputType >::setParameterVector ( RealVector const & newParameters )

inlinevirtual

overwrite the parameter vector

Reimplemented from shark::IParameterizable.

Definition at line 159 of file LinearModel.h.

References SHARK_CHECK.

Referenced by main().

template<class InputType = RealVector, class OutputType = InputType>

void shark::LinearModel< InputType, OutputType >::setStructure ( RealMatrix const & matrix )

inline

overwrite structure and parameters

Definition at line 172 of file LinearModel.h.

Referenced by shark::PCA::decoder(), shark::PCA::encoder(), shark::NormalizeComponentsWhitening< VectorType >::train(), shark::LinearRegression::train(), shark::FisherLDA::train(), shark::LassoRegression< InputVectorType >::train(), shark::LinearMcSvmOVATrainer::train(), shark::LinearMcSvmMMRTrainer::train(), shark::LinearMcSvmADMTrainer::train(), shark::LinearMcSvmLLWTrainer::train(), shark::LinearMcSvmATMTrainer::train(), shark::LinearMcSvmCSTrainer::train(), shark::LinearMcSvmWWTrainer::train(), shark::LinearCSvmTrainer::train(), and shark::LinearMcSvmATSTrainer::train().

template<class InputType = RealVector, class OutputType = InputType>

void shark::LinearModel< InputType, OutputType >::setStructure	(	unsigned int	inputs,
		unsigned int	outputs = `1`,
		bool	offset = `false`,
		bool	sparse = `false`
	)

inline

overwrite structure and parameters

Definition at line 177 of file LinearModel.h.

References shark::LinearModel< InputType, OutputType >::offset().

template<class InputType = RealVector, class OutputType = InputType>

void shark::LinearModel< InputType, OutputType >::setStructure	(	RealMatrix const &	matrix,
		const RealVector &	offset
	)

inline

overwrite structure and parameters

Definition at line 185 of file LinearModel.h.

template<class InputType = RealVector, class OutputType = InputType>

void shark::LinearModel< InputType, OutputType >::setStructure ( CompressedRealMatrix const & matrix )

inline

overwrite structure and parameters

Definition at line 190 of file LinearModel.h.

template<class InputType = RealVector, class OutputType = InputType>

void shark::LinearModel< InputType, OutputType >::setStructure	(	CompressedRealMatrix const &	matrix,
		const RealVector &	offset
	)

inline

overwrite structure and parameters

Definition at line 195 of file LinearModel.h.

References SHARK_CHECK.

template<class InputType = RealVector, class OutputType = InputType>

void shark::LinearModel< InputType, OutputType >::weightedParameterDerivative	(	BatchInputType const &	pattern,
		RealMatrix const &	coefficients,
		State const &	state,
		RealVector &	gradient
	)		const

inline

calculates the first derivative w.r.t the parameters and summing them up over all patterns of the last computed batch

Definition at line 247 of file LinearModel.h.

template<class InputType = RealVector, class OutputType = InputType>

void shark::LinearModel< InputType, OutputType >::weightedParameterDerivative	(	BatchInputType const &	pattern,
		BatchOutputType const &	coefficients,
		Batch< RealMatrix >::type const &	errorHessian,
		State const &	state,
		RealVector &	derivative,
		RealMatrix &	hessian
	)		const

inlinevirtual

calculates the weighted sum of derivatives w.r.t the parameters

Parameters

pattern	the patterns to evaluate
coefficients	the coefficients which are used to calculate the weighted sum for every pattern
errorHessian	the second derivative of the error function for every pattern
state	intermediate results stored by eval to sped up calculations of the derivatives
derivative	the calculated derivative as sum over all derivates of all patterns
hessian	the calculated hessian as sum over all derivates of all patterns

Reimplemented from shark::AbstractModel< InputType, OutputType >.

Definition at line 252 of file LinearModel.h.

template<class InputType = RealVector, class OutputType = InputType>

void shark::LinearModel< InputType, OutputType >::write ( OutArchive & archive ) const

inlinevirtual

From ISerializable.

Reimplemented from shark::AbstractModel< InputType, OutputType >.

Definition at line 272 of file LinearModel.h.

Friends And Related Function Documentation

template<class InputType = RealVector, class OutputType = InputType>

void swap	(	const LinearModel< InputType, OutputType > &	model1,
		const LinearModel< InputType, OutputType > &	model2
	)

friend

swap

Definition at line 85 of file LinearModel.h.

Referenced by shark::LinearModel< InputType, OutputType >::operator=().

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

include/shark/Models/LinearModel.h

Public Types

Public Member Functions

Friends

Additional Inherited Members

Detailed Description

template<class InputType = RealVector, class OutputType = InputType> class shark::LinearModel< InputType, OutputType >

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation

Friends And Related Function Documentation

template<class InputType = RealVector, class OutputType = InputType>
class shark::LinearModel< InputType, OutputType >