This class implements validation termination policy based on RMSE index. More...

Public Member Functions
	ValidationRMSETermination (MatType &V, size_t num_test_points, double tolerance=1e-5, size_t maxIterations=10000, size_t reverseStepTolerance=3)
	Create a validation set according to given parameters and nullifies this set in data matrix(training set). More...

const double &	Index () const
	Get current value of residue. More...

void	Initialize (const MatType &)
	Initializes the termination policy before stating the factorization. More...

bool	IsConverged (arma::mat &W, arma::mat &H)
	Check if termination criterio is met. More...

const size_t &	Iteration () const
	Get current iteration count. More...

const size_t &	MaxIterations () const
	Access upper limit of iteration count. More...

size_t &	MaxIterations ()

const size_t &	NumTestPoints () const
	Get number of validation points. More...

const double &	Tolerance () const
	Access tolerance value. More...

double &	Tolerance ()

Private Attributes
double	c_index

double	c_indexOld

arma::mat	H

bool	isCopy
	indicates whether a copy of information is available which corresponds to minimum residue point More...

size_t	iteration
	current iteration count More...

size_t	maxIterations
	max iteration limit More...

size_t	num_test_points
	number of validation test points More...

size_t	reverseStepCount
	successive residue drops More...

size_t	reverseStepTolerance
	tolerance on successive residue drops More...

double	rmse

double	rmseOld
	rmse values More...

arma::mat	test_points
	validation point matrix More...

double	tolerance
	tolerance More...

arma::mat	W
	variables to store information of minimum residue point More...

Detailed Description

template<class MatType>
class mlpack::amf::ValidationRMSETermination< MatType >

This class implements validation termination policy based on RMSE index.

The input data matrix is divided into 2 sets, training set and validation set. Entries of validation set are nullifed in the input matrix. Termination criterion is met when increase in validation set RMSe value drops below the given tolerance. To accommodate spikes certain number of successive validation RMSE drops are accepted. This upper imit on successive drops can be adjusted with reverseStepCount. Secondary termination criterion terminates algorithm when iteration count goes above the threshold.

Note: The input matrix is modified by this termination policy.

See also: AMF

Definition at line 37 of file validation_RMSE_termination.hpp.

Constructor & Destructor Documentation

template<class MatType >

mlpack::amf::ValidationRMSETermination< MatType >::ValidationRMSETermination	(	MatType &	V,
		size_t	num_test_points,
		double	tolerance = `1e-5`,
		size_t	maxIterations = `10000`,
		size_t	reverseStepTolerance = `3`
	)

inline

Create a validation set according to given parameters and nullifies this set in data matrix(training set).

Parameters

V	Input matrix to be factorized.
num_test_points	number of validation test points
maxIterations	max iteration count before termination
reverseStepTolerance	max successive RMSE drops allowed

Definition at line 49 of file validation_RMSE_termination.hpp.

References mlpack::amf::ValidationRMSETermination< MatType >::num_test_points, and mlpack::amf::ValidationRMSETermination< MatType >::test_points.

Member Function Documentation

template<class MatType >

const double& mlpack::amf::ValidationRMSETermination< MatType >::Index ( ) const

inline

Get current value of residue.

Definition at line 187 of file validation_RMSE_termination.hpp.

References mlpack::amf::ValidationRMSETermination< MatType >::rmse.

template<class MatType >

void mlpack::amf::ValidationRMSETermination< MatType >::Initialize ( const MatType & )

inline

Initializes the termination policy before stating the factorization.

Parameters

V	Input matrix to be factorized.

Definition at line 94 of file validation_RMSE_termination.hpp.

References mlpack::amf::ValidationRMSETermination< MatType >::c_index, mlpack::amf::ValidationRMSETermination< MatType >::c_indexOld, mlpack::amf::ValidationRMSETermination< MatType >::isCopy, mlpack::amf::ValidationRMSETermination< MatType >::iteration, mlpack::amf::ValidationRMSETermination< MatType >::reverseStepCount, mlpack::amf::ValidationRMSETermination< MatType >::rmse, and mlpack::amf::ValidationRMSETermination< MatType >::rmseOld.

template<class MatType >

bool mlpack::amf::ValidationRMSETermination< MatType >::IsConverged	(	arma::mat &	W,
		arma::mat &	H
	)

inline

Check if termination criterio is met.

Parameters

W	Basis matrix of output.
H	Encoding matrix of output.

Definition at line 114 of file validation_RMSE_termination.hpp.

template<class MatType >

const size_t& mlpack::amf::ValidationRMSETermination< MatType >::Iteration ( ) const

inline

Get current iteration count.

Definition at line 190 of file validation_RMSE_termination.hpp.

References mlpack::amf::ValidationRMSETermination< MatType >::iteration.

template<class MatType >

const size_t& mlpack::amf::ValidationRMSETermination< MatType >::MaxIterations ( ) const

inline

Access upper limit of iteration count.

Definition at line 196 of file validation_RMSE_termination.hpp.

References mlpack::amf::ValidationRMSETermination< MatType >::maxIterations.

template<class MatType >

size_t& mlpack::amf::ValidationRMSETermination< MatType >::MaxIterations ( )

inline

Definition at line 197 of file validation_RMSE_termination.hpp.

References mlpack::amf::ValidationRMSETermination< MatType >::maxIterations.

template<class MatType >

const size_t& mlpack::amf::ValidationRMSETermination< MatType >::NumTestPoints ( ) const

inline

Get number of validation points.

Definition at line 193 of file validation_RMSE_termination.hpp.

References mlpack::amf::ValidationRMSETermination< MatType >::num_test_points.

template<class MatType >

const double& mlpack::amf::ValidationRMSETermination< MatType >::Tolerance ( ) const

inline

Access tolerance value.

Definition at line 200 of file validation_RMSE_termination.hpp.

References mlpack::amf::ValidationRMSETermination< MatType >::tolerance.

template<class MatType >

double& mlpack::amf::ValidationRMSETermination< MatType >::Tolerance ( )

inline

Definition at line 201 of file validation_RMSE_termination.hpp.

References mlpack::amf::ValidationRMSETermination< MatType >::tolerance.

Member Data Documentation

template<class MatType >

double mlpack::amf::ValidationRMSETermination< MatType >::c_index

private

Definition at line 234 of file validation_RMSE_termination.hpp.

Referenced by mlpack::amf::ValidationRMSETermination< MatType >::Initialize(), and mlpack::amf::ValidationRMSETermination< MatType >::IsConverged().

template<class MatType >

double mlpack::amf::ValidationRMSETermination< MatType >::c_indexOld

private

Definition at line 233 of file validation_RMSE_termination.hpp.

Referenced by mlpack::amf::ValidationRMSETermination< MatType >::Initialize(), and mlpack::amf::ValidationRMSETermination< MatType >::IsConverged().

template<class MatType >

arma::mat mlpack::amf::ValidationRMSETermination< MatType >::H

private

Definition at line 232 of file validation_RMSE_termination.hpp.

Referenced by mlpack::amf::ValidationRMSETermination< MatType >::IsConverged().

template<class MatType >

bool mlpack::amf::ValidationRMSETermination< MatType >::isCopy

private

indicates whether a copy of information is available which corresponds to minimum residue point

Definition at line 228 of file validation_RMSE_termination.hpp.

Referenced by mlpack::amf::ValidationRMSETermination< MatType >::Initialize(), and mlpack::amf::ValidationRMSETermination< MatType >::IsConverged().

template<class MatType >

size_t mlpack::amf::ValidationRMSETermination< MatType >::iteration

private

current iteration count

Definition at line 212 of file validation_RMSE_termination.hpp.

Referenced by mlpack::amf::ValidationRMSETermination< MatType >::Initialize(), mlpack::amf::ValidationRMSETermination< MatType >::IsConverged(), and mlpack::amf::ValidationRMSETermination< MatType >::Iteration().

template<class MatType >

size_t mlpack::amf::ValidationRMSETermination< MatType >::maxIterations

private

max iteration limit

Definition at line 207 of file validation_RMSE_termination.hpp.

Referenced by mlpack::amf::ValidationRMSETermination< MatType >::IsConverged(), and mlpack::amf::ValidationRMSETermination< MatType >::MaxIterations().

template<class MatType >

size_t mlpack::amf::ValidationRMSETermination< MatType >::num_test_points

private

number of validation test points

Definition at line 209 of file validation_RMSE_termination.hpp.

Referenced by mlpack::amf::ValidationRMSETermination< MatType >::IsConverged(), mlpack::amf::ValidationRMSETermination< MatType >::NumTestPoints(), and mlpack::amf::ValidationRMSETermination< MatType >::ValidationRMSETermination().

template<class MatType >

size_t mlpack::amf::ValidationRMSETermination< MatType >::reverseStepCount

private

successive residue drops

Definition at line 224 of file validation_RMSE_termination.hpp.

Referenced by mlpack::amf::ValidationRMSETermination< MatType >::Initialize(), and mlpack::amf::ValidationRMSETermination< MatType >::IsConverged().

template<class MatType >

size_t mlpack::amf::ValidationRMSETermination< MatType >::reverseStepTolerance

private

tolerance on successive residue drops

Definition at line 222 of file validation_RMSE_termination.hpp.

Referenced by mlpack::amf::ValidationRMSETermination< MatType >::IsConverged().

template<class MatType >

double mlpack::amf::ValidationRMSETermination< MatType >::rmse

private

Definition at line 219 of file validation_RMSE_termination.hpp.

Referenced by mlpack::amf::ValidationRMSETermination< MatType >::Index(), mlpack::amf::ValidationRMSETermination< MatType >::Initialize(), and mlpack::amf::ValidationRMSETermination< MatType >::IsConverged().

template<class MatType >

double mlpack::amf::ValidationRMSETermination< MatType >::rmseOld

private

rmse values

Definition at line 218 of file validation_RMSE_termination.hpp.

Referenced by mlpack::amf::ValidationRMSETermination< MatType >::Initialize(), and mlpack::amf::ValidationRMSETermination< MatType >::IsConverged().

template<class MatType >

arma::mat mlpack::amf::ValidationRMSETermination< MatType >::test_points

private

validation point matrix

Definition at line 215 of file validation_RMSE_termination.hpp.

Referenced by mlpack::amf::ValidationRMSETermination< MatType >::IsConverged(), and mlpack::amf::ValidationRMSETermination< MatType >::ValidationRMSETermination().

template<class MatType >

double mlpack::amf::ValidationRMSETermination< MatType >::tolerance

private

tolerance

Definition at line 205 of file validation_RMSE_termination.hpp.

Referenced by mlpack::amf::ValidationRMSETermination< MatType >::Tolerance().

template<class MatType >

arma::mat mlpack::amf::ValidationRMSETermination< MatType >::W

private

variables to store information of minimum residue point

Definition at line 231 of file validation_RMSE_termination.hpp.

Referenced by mlpack::amf::ValidationRMSETermination< MatType >::IsConverged().

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

src/mlpack/methods/amf/termination_policies/validation_RMSE_termination.hpp

Public Member Functions

Private Attributes

Detailed Description

template<class MatType> class mlpack::amf::ValidationRMSETermination< MatType >

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation

template<class MatType>
class mlpack::amf::ValidationRMSETermination< MatType >