#include <LocalRegression.h>
Definition at line 17 of file LocalRegression.h.
Public Member Functions | |
LocalRegression (std::shared_ptr< muq::Modeling::ModPiece > function, boost::property_tree::ptree &pt) | |
LocalRegression (std::shared_ptr< muq::Modeling::ModPiece > function, boost::property_tree::ptree &pt, std::shared_ptr< parcer::Communicator > comm) | |
~LocalRegression () | |
~LocalRegression ()=default | |
void | Add (std::vector< Eigen::VectorXd > const &inputs) const |
Add some points to the cache. More... | |
Eigen::VectorXd | Add (Eigen::VectorXd const &input) const |
Add a single point to the cache. More... | |
unsigned int | CacheSize () const |
Get the total size of the cache. More... | |
bool | InCache (Eigen::VectorXd const &point) const |
Is a point in the cache? More... | |
Eigen::VectorXd | CachePoint (unsigned int const index) const |
A point in the cache. More... | |
std::tuple< Eigen::VectorXd, double, unsigned int > | PoisednessConstant (Eigen::VectorXd const &input) const |
Get the poisedness constant. More... | |
std::tuple< Eigen::VectorXd, double, unsigned int > | PoisednessConstant (Eigen::VectorXd const &input, std::vector< Eigen::VectorXd > const &neighbors) const |
Get the poisedness constant. More... | |
std::pair< double, double > | ErrorIndicator (Eigen::VectorXd const &input) const |
Get the error indicator. More... | |
std::pair< double, double > | ErrorIndicator (Eigen::VectorXd const &input, std::vector< Eigen::VectorXd > const &neighbors) const |
Get the error indicator. More... | |
void | NearestNeighbors (Eigen::VectorXd const &input, std::vector< Eigen::VectorXd > &neighbors) const |
Get the number of nearest neighbors. More... | |
void | NearestNeighbors (Eigen::VectorXd const &input, std::vector< Eigen::VectorXd > &neighbors, std::vector< Eigen::VectorXd > &result) const |
Get the number of nearest neighbors (with result) More... | |
Eigen::VectorXd | EvaluateRegressor (Eigen::VectorXd const &input, std::vector< Eigen::VectorXd > const &neighbors, std::vector< Eigen::VectorXd > const &result) const |
void | Probe () const |
Eigen::VectorXd | CacheCentroid () const |
Get the centroid of the cache. More... | |
void | ClearCache () |
Clear the cache. More... | |
unsigned int | Order () const |
Polynomial order. More... | |
Public Member Functions inherited from muq::Modeling::ModPiece | |
ModPiece (std::vector< int > const &inputSizes, std::vector< int > const &outputSizes) | |
ModPiece (Eigen::VectorXi const &inputSizes, Eigen::VectorXi const &outputSizes) | |
virtual | ~ModPiece ()=default |
virtual double | GetRunTime (const std::string &method="Evaluate") const override |
Get the average run time for one of the implemented methods. More... | |
virtual void | ResetCallTime () override |
Resets the number of call and times. More... | |
virtual unsigned long int | GetNumCalls (const std::string &method="Evaluate") const override |
get the number of times one of the implemented methods has been called. More... | |
virtual std::vector< Eigen::VectorXd > const & | Evaluate (std::vector< Eigen::VectorXd > const &input) |
Evaluate the ModPiece. More... | |
virtual std::vector< Eigen::VectorXd > const & | Evaluate (ref_vector< Eigen::VectorXd > const &input) |
VARIADIC_TO_REFVECTOR (Evaluate, Eigen::VectorXd, std::vector< Eigen::VectorXd > const &) | |
virtual Eigen::VectorXd const & | Gradient (unsigned int const outputDimWrt, unsigned int const inputDimWrt, std::vector< Eigen::VectorXd > const &input, Eigen::VectorXd const &sensitivity) |
Compute the Gradient \(J^Tv\). More... | |
virtual Eigen::VectorXd const & | Gradient (unsigned int const outputDimWrt, unsigned int const inputDimWrt, ref_vector< Eigen::VectorXd > const &input, Eigen::VectorXd const &sensitivity) |
Eigen::VectorXd const & | Gradient (unsigned int outWrt, unsigned int inWrt, Eigen::VectorXd const &last, Eigen::VectorXd const &sens) |
template<typename... Args> | |
Eigen::VectorXd const & | Gradient (unsigned int wrtOut, unsigned int wrtIn, Args const &... args) |
Eigen::VectorXd const & | ApplyHessian (unsigned int outWrt, unsigned int inWrt1, unsigned int inWrt2, Eigen::VectorXd const &last, Eigen::VectorXd const &sens, Eigen::VectorXd const &vec) |
template<typename... Args> | |
Eigen::VectorXd const & | ApplyHessian (unsigned int wrtOut, unsigned int wrtIn1, unsigned int wrtIn2, Args const &... args) |
virtual Eigen::MatrixXd const & | Jacobian (unsigned int const outputDimWrt, unsigned int const inputDimWrt, std::vector< Eigen::VectorXd > const &input) |
Compute the Jacobian of this ModPiece. More... | |
virtual Eigen::MatrixXd const & | Jacobian (unsigned int const outputDimWrt, unsigned int const inputDimWrt, ref_vector< Eigen::VectorXd > const &input) |
template<typename... Args> | |
Eigen::MatrixXd const & | Jacobian (unsigned int outWrt, unsigned int inWrt, Args const &... args) |
template<typename... Args> | |
Eigen::MatrixXd | JacobianByFD (unsigned int outWrt, unsigned int inWrt, Args const &... args) |
template<typename... Args> | |
Eigen::MatrixXd | ApplyJacobianByFD (unsigned int outWrt, unsigned int inWrt, Args const &... args) |
virtual Eigen::VectorXd const & | ApplyJacobian (unsigned int const outputDimWrt, unsigned int const inputDimWrt, std::vector< Eigen::VectorXd > const &input, Eigen::VectorXd const &vec) |
Apply the Jacobian of this ModPiece to a vector. More... | |
virtual Eigen::VectorXd const & | ApplyJacobian (unsigned int const outputDimWrt, unsigned int const inputDimWrt, ref_vector< Eigen::VectorXd > const &input, Eigen::VectorXd const &vec) |
Eigen::VectorXd const & | ApplyJacobian (unsigned int outWrt, unsigned int inWrt, Eigen::VectorXd const &last, Eigen::VectorXd const &sens) |
template<typename... Args> | |
Eigen::VectorXd const & | ApplyJacobian (unsigned int wrtOut, unsigned int wrtIn, Args const &... args) |
virtual Eigen::VectorXd | GradientByFD (unsigned int const outputDimWrt, unsigned int const inputDimWrt, std::vector< Eigen::VectorXd > const &input, Eigen::VectorXd const &sensitivity) |
virtual Eigen::VectorXd | GradientByFD (unsigned int const outputDimWrt, unsigned int const inputDimWrt, ref_vector< Eigen::VectorXd > const &input, Eigen::VectorXd const &sensitivity) |
virtual Eigen::MatrixXd | JacobianByFD (unsigned int const outputDimWrt, unsigned int const inputDimWrt, std::vector< Eigen::VectorXd > const &input) |
virtual Eigen::MatrixXd | JacobianByFD (unsigned int const outputDimWrt, unsigned int const inputDimWrt, ref_vector< Eigen::VectorXd > const &input) |
virtual Eigen::VectorXd | ApplyJacobianByFD (unsigned int const outputDimWrt, unsigned int const inputDimWrt, std::vector< Eigen::VectorXd > const &input, Eigen::VectorXd const &vec) |
virtual Eigen::VectorXd | ApplyJacobianByFD (unsigned int const outputDimWrt, unsigned int const inputDimWrt, ref_vector< Eigen::VectorXd > const &input, Eigen::VectorXd const &vec) |
virtual Eigen::VectorXd const & | ApplyHessian (unsigned int const outWrt, unsigned int const inWrt1, unsigned int const inWrt2, std::vector< Eigen::VectorXd > const &input, Eigen::VectorXd const &sens, Eigen::VectorXd const &vec) |
virtual Eigen::VectorXd const & | ApplyHessian (unsigned int const outWrt, unsigned int const inWrt1, unsigned int const inWrt2, ref_vector< Eigen::VectorXd > const &input, Eigen::VectorXd const &sens, Eigen::VectorXd const &vec) |
virtual Eigen::VectorXd | ApplyHessianByFD (unsigned int const outWrt, unsigned int const inWrt1, unsigned int const inWrt2, std::vector< Eigen::VectorXd > const &input, Eigen::VectorXd const &sens, Eigen::VectorXd const &vec) |
virtual Eigen::VectorXd | ApplyHessianByFD (unsigned int const outWrt, unsigned int const inWrt1, unsigned int const inWrt2, ref_vector< Eigen::VectorXd > const &input, Eigen::VectorXd const &sens, Eigen::VectorXd const &vec) |
void | EnableCache () |
void | DisableCache () |
bool | CacheStatus () const |
virtual void | SetWarnLevel (unsigned int newLevel) |
Public Member Functions inherited from muq::Modeling::WorkPiece | |
WorkPiece () | |
Create a muq::Modeling::WorkPiece with no fixed number of inputs and outputs and variable input/output types. More... | |
WorkPiece (int const num, WorkPiece::Fix const fix=WorkPiece::Fix::Inputs) | |
Create a muq::Modeling::WorkPiece with either a fixed number of inputs or outputs and variable input/output types. More... | |
WorkPiece (int const numIns, int const numOuts) | |
Create a muq::Modeling::WorkPiece with a fixed number of inputs and outputs but variable input/output types. More... | |
WorkPiece (std::vector< std::string > const &types, WorkPiece::Fix const fix=WorkPiece::Fix::Inputs) | |
Create a muq::Modeling::WorkPiece with either a fixed number of inputs with specified types or a fixed number of outputs with specified types. More... | |
WorkPiece (std::map< unsigned int, std::string > const &types, WorkPiece::Fix const fix=WorkPiece::Fix::Inputs) | |
Create a muq::Modeling::WorkPiece where either some of the inputs have specified types or some of the outputs have specified types. More... | |
WorkPiece (std::map< unsigned int, std::string > const &types, int const num, WorkPiece::Fix const fixTypes=WorkPiece::Fix::Inputs, WorkPiece::Fix const fixNum=WorkPiece::Fix::Inputs) | |
Create a muq::Modeling::WorkPiece where either some of the inputs have specified types or some of the outputs have specified types and either the number of inputs or the number of outputs is fixed. More... | |
WorkPiece (std::vector< std::string > const &types, int const num) | |
Create a muq::Modeling::WorkPiece with a fixed number of inputs with specified types and a fixed number of outputs (of uknown type) More... | |
WorkPiece (int const num, std::vector< std::string > const &types) | |
Create a muq::Modeling::WorkPiece with a fixed number of outputs with specified types and a fixed number of inputs (of uknown type) More... | |
WorkPiece (std::map< unsigned int, std::string > const &inTypes, int const numIns, int const numOuts) | |
Create a muq::Modeling::WorkPiece where some of the inputs are known and we know the input and output numbers. More... | |
WorkPiece (int const numIns, std::map< unsigned int, std::string > const &outTypes, int const numOuts) | |
Create a muq::Modeling::WorkPiece where some of the outputs are known and we know the input and output numbers. More... | |
WorkPiece (std::vector< std::string > const &inTypes, std::vector< std::string > const &outTypes) | |
Create a muq::Modeling::WorkPiece with a fixed number of inputs and outputs with specified types. More... | |
WorkPiece (std::map< unsigned int, std::string > const &inTypes, std::vector< std::string > const &outTypes) | |
Create a muq::Modeling::WorkPiece where some of the inputs are known and all of the outputs have specified types. More... | |
WorkPiece (std::map< unsigned int, std::string > const &inTypes, int const num, std::vector< std::string > const &outTypes) | |
Create a muq::Modeling::WorkPiece where some of the inputs are known with a known number of inputs and all of the outputs have specified types. More... | |
WorkPiece (std::vector< std::string > const &inTypes, std::map< unsigned int, std::string > const &outTypes) | |
Create a muq::Modeling::WorkPiece where some of the outputs and all of the inputs have specified types. More... | |
WorkPiece (std::vector< std::string > const &inTypes, std::map< unsigned int, std::string > const &outTypes, int const num) | |
Create a muq::Modeling::WorkPiece where some of the outputs with a known number of outputs and all of the inputs have specified types. More... | |
WorkPiece (std::map< unsigned int, std::string > const &inTypes, std::map< unsigned int, std::string > const &outTypes) | |
Create a muq::Mdoeling::WorkPiece where some of the inputs and some of the outputs have specified types. More... | |
WorkPiece (std::map< unsigned int, std::string > const &inTypes, int const numIn, std::map< unsigned int, std::string > const &outTypes) | |
Create a muq::Mdoeling::WorkPiece where some of the inputs and some of the outputs have specified types with a fixed number of inputs. More... | |
WorkPiece (std::map< unsigned int, std::string > const &inTypes, std::map< unsigned int, std::string > const &outTypes, int const numOut) | |
Create a muq::Mdoeling::WorkPiece where some of the inputs and some of the outputs have specified types with a fixed number of outputs. More... | |
WorkPiece (std::map< unsigned int, std::string > const &inTypes, int const numIn, std::map< unsigned int, std::string > const &outTypes, int const numOut) | |
Create a muq::Mdoeling::WorkPiece where some of the inputs and some of the outputs have specified types with a fixed number of inputs and outputs. More... | |
virtual | ~WorkPiece () |
Default destructor. More... | |
std::vector< boost::any > const & | Evaluate (std::vector< boost::any > const &ins) |
Evaluate this muq::Modeling::WorkPiece. More... | |
std::vector< boost::any > const & | Evaluate (ref_vector< boost::any > const &ins) |
Evaluate this muq::Modeling::WorkPiece using references to the inputs. More... | |
std::vector< boost::any > const & | Evaluate () |
Evaluate this muq::Modeling::WorkPiece in the case that there are no inputs. More... | |
template<typename... Args> | |
std::vector< boost::any > const & | Evaluate (Args... args) |
Evalaute this muq::Modeling::WorkPiece using multiple arguments. More... | |
std::string const & | Name () |
Get the (unique) name of this work piece. More... | |
void | SetName (std::string const &newName) |
Set the name of this work piece. More... | |
std::string | InputType (unsigned int inputNum, bool const demangle=true) const |
Get the input type (if we know it) for a specific input. More... | |
int | InputSize (unsigned int inputNum) const |
Get the length of a vector valued input with fixed size. More... | |
void | SetInputSize (unsigned int inputNum, int newSize) |
std::string | OutputType (unsigned int outputNum, bool const demangle=true) const |
Get the output type (if we know it) for a specific output. More... | |
std::map< unsigned int, std::string > | OutputTypes () const |
Get the output types. More... | |
std::map< unsigned int, std::string > | InputTypes () const |
Get the input types. More... | |
unsigned int | ID () const |
Get the unique ID number. More... | |
Public Attributes | |
const unsigned int | kn |
The number of nearest neighbors to use by the regressor. More... | |
Public Attributes inherited from muq::Modeling::ModPiece | |
const Eigen::VectorXi | inputSizes |
const Eigen::VectorXi | outputSizes |
Public Attributes inherited from muq::Modeling::WorkPiece | |
int | numInputs |
The number of inputs. More... | |
int | numOutputs |
The number of outputs. More... | |
Additional Inherited Members | |
Static Public Member Functions inherited from muq::Modeling::WorkPiece | |
static ref_vector< const boost::any > | ToRefVector (std::vector< boost::any > const &anyVec) |
Create vector of references from a vector of boost::any's. More... | |
static ref_vector< const Eigen::VectorXd > | ToRefVector (std::vector< Eigen::VectorXd > const &anyVec) |
muq::Approximation::LocalRegression::LocalRegression | ( | std::shared_ptr< muq::Modeling::ModPiece > | function, |
boost::property_tree::ptree & | pt | ||
) |
[in] | function | The function we wish to approximate with a local polynomial |
[in] | pt | Options for the regression |
LocalRegression::LocalRegression | ( | std::shared_ptr< muq::Modeling::ModPiece > | function, |
boost::property_tree::ptree & | pt, | ||
std::shared_ptr< parcer::Communicator > | comm | ||
) |
[in] | function | The function we wish to approximate with a local polynomial |
[in] | pt | Options for the regression |
[in] | comm | The parcer communicator |
Definition at line 16 of file LocalRegression.cpp.
References SetUp().
LocalRegression::~LocalRegression | ( | ) |
Definition at line 20 of file LocalRegression.cpp.
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default |
Eigen::VectorXd LocalRegression::Add | ( | Eigen::VectorXd const & | input | ) | const |
void LocalRegression::Add | ( | std::vector< Eigen::VectorXd > const & | inputs | ) | const |
Add some points to the cache.
[in] | inputs | Points to add to the cache |
Definition at line 108 of file LocalRegression.cpp.
Eigen::VectorXd LocalRegression::CacheCentroid | ( | ) | const |
Get the centroid of the cache.
Definition at line 236 of file LocalRegression.cpp.
References cache.
Eigen::VectorXd LocalRegression::CachePoint | ( | unsigned int const | index | ) | const |
A point in the cache.
[in] | index | The index of the input |
Definition at line 80 of file LocalRegression.cpp.
References cache.
unsigned int LocalRegression::CacheSize | ( | ) | const |
Get the total size of the cache.
Definition at line 75 of file LocalRegression.cpp.
References cache.
void LocalRegression::ClearCache | ( | ) |
std::pair< double, double > LocalRegression::ErrorIndicator | ( | Eigen::VectorXd const & | input | ) | const |
Get the error indicator.
Get the error indicator \(\Lambda \sqrt{k} \Delta^{p+1}\)
[in] | input | The input point |
Definition at line 135 of file LocalRegression.cpp.
std::pair< double, double > LocalRegression::ErrorIndicator | ( | Eigen::VectorXd const & | input, |
std::vector< Eigen::VectorXd > const & | neighbors | ||
) | const |
Get the error indicator.
Get the error indicator \(\Lambda \sqrt{k} \Delta^{p+1}\)
[in] | input | The input point |
[in] | neighbors | The nearest neighbors |
Definition at line 145 of file LocalRegression.cpp.
References kn, nlohmann::detail::dtoa_impl::n, and reg.
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overrideprivatevirtual |
Implements muq::Modeling::ModPiece.
Definition at line 62 of file LocalRegression.cpp.
References FitRegression(), muq::Modeling::ModPiece::outputs, Probe(), and reg.
Eigen::VectorXd LocalRegression::EvaluateRegressor | ( | Eigen::VectorXd const & | input, |
std::vector< Eigen::VectorXd > const & | neighbors, | ||
std::vector< Eigen::VectorXd > const & | result | ||
) | const |
Definition at line 173 of file LocalRegression.cpp.
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private |
Fit the regression to the nearest neighbors.
Definition at line 52 of file LocalRegression.cpp.
References cache, kn, and reg.
Referenced by EvaluateImpl().
bool LocalRegression::InCache | ( | Eigen::VectorXd const & | point | ) | const |
Is a point in the cache?
[in] | point | We want to know if this point is in the cache |
Definition at line 85 of file LocalRegression.cpp.
References cache.
void LocalRegression::NearestNeighbors | ( | Eigen::VectorXd const & | input, |
std::vector< Eigen::VectorXd > & | neighbors | ||
) | const |
Get the number of nearest neighbors.
[in] | input | We want the \(k\) nearest neighbors to this point |
[out] | neighbors | The \(k\) nearest neighbors |
Definition at line 163 of file LocalRegression.cpp.
void LocalRegression::NearestNeighbors | ( | Eigen::VectorXd const & | input, |
std::vector< Eigen::VectorXd > & | neighbors, | ||
std::vector< Eigen::VectorXd > & | result | ||
) | const |
Get the number of nearest neighbors (with result)
[in] | input | We want the \(k\) nearest neighbors to this point |
[out] | neighbors | The \(k\) nearest neighbors |
[out] | results | The corresponding output of the function |
Definition at line 168 of file LocalRegression.cpp.
unsigned int LocalRegression::Order | ( | ) | const |
std::tuple< Eigen::VectorXd, double, unsigned int > LocalRegression::PoisednessConstant | ( | Eigen::VectorXd const & | input | ) | const |
Get the poisedness constant.
Get the poisedness constant associated with the nearest neighbors of the input point.
[in] | input | The input point |
Definition at line 112 of file LocalRegression.cpp.
std::tuple< Eigen::VectorXd, double, unsigned int > LocalRegression::PoisednessConstant | ( | Eigen::VectorXd const & | input, |
std::vector< Eigen::VectorXd > const & | neighbors | ||
) | const |
Get the poisedness constant.
Get the poisedness constant associated with the nearest neighbors of the input point.
[in] | input | The input point |
[in] | neighbors | The nearest neighbors |
Definition at line 120 of file LocalRegression.cpp.
void LocalRegression::Probe | ( | ) | const |
Definition at line 186 of file LocalRegression.cpp.
References cache, comm, and tagSingle.
Referenced by Add(), EvaluateImpl(), EvaluateRegressor(), and ~LocalRegression().
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private |
Set up the regressor.
Definition at line 31 of file LocalRegression.cpp.
References cache, muq::Modeling::ModPiece::inputSizes, muq::Modeling::ModPiece::outputSizes, and reg.
Referenced by LocalRegression().
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private |
A cache containing previous model evaluations.
Definition at line 155 of file LocalRegression.h.
Referenced by Add(), CacheCentroid(), CachePoint(), CacheSize(), ClearCache(), ErrorIndicator(), FitRegression(), InCache(), NearestNeighbors(), PoisednessConstant(), Probe(), and SetUp().
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private |
Definition at line 161 of file LocalRegression.h.
Referenced by Add(), Probe(), and ~LocalRegression().
const unsigned int muq::Approximation::LocalRegression::kn |
The number of nearest neighbors to use by the regressor.
Definition at line 130 of file LocalRegression.h.
Referenced by ErrorIndicator(), FitRegression(), NearestNeighbors(), and PoisednessConstant().
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private |
A regressor.
Definition at line 158 of file LocalRegression.h.
Referenced by ErrorIndicator(), EvaluateImpl(), EvaluateRegressor(), FitRegression(), Order(), PoisednessConstant(), and SetUp().
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private |
Definition at line 162 of file LocalRegression.h.