diff options
| -rw-r--r-- | core/fitter.hpp | 138 | ||||
| -rw-r--r-- | core/freeze_param.hpp | 12 | ||||
| -rw-r--r-- | core/opt_exception.hpp | 2 | ||||
| -rw-r--r-- | core/opt_traits.hpp | 2 | ||||
| -rw-r--r-- | core/optimizer.hpp | 1 | ||||
| -rw-r--r-- | data_sets/default_data_set.hpp | 1 | ||||
| -rw-r--r-- | data_sets/shared_table_data_set.hpp | 11 | ||||
| -rw-r--r-- | data_sets/sorted_data_set.hpp | 1 | ||||
| -rw-r--r-- | methods/aga/aga.hpp | 1 | ||||
| -rw-r--r-- | methods/bfgs/bfgs.hpp | 6 | ||||
| -rw-r--r-- | methods/gsl_simplex/gsl_simplex.hpp | 2 | ||||
| -rw-r--r-- | methods/lbfgs/lbfgs.h | 7 | ||||
| -rw-r--r-- | methods/lbfgs/lbfgs_method.hpp | 6 | ||||
| -rw-r--r-- | methods/powell/powell_method.hpp | 1 | ||||
| -rw-r--r-- | statistics/chisq.hpp | 2 | ||||
| -rw-r--r-- | statistics/cstat.hpp | 2 | ||||
| -rw-r--r-- | statistics/leastsq.hpp | 2 |
17 files changed, 165 insertions, 32 deletions
diff --git a/core/fitter.hpp b/core/fitter.hpp index 996d4c1..9caae67 100644 --- a/core/fitter.hpp +++ b/core/fitter.hpp @@ -1,5 +1,7 @@ /**
\file fitter.hpp
+ \brief classes used to perform model fitting by using optimizer
+ \author Junhua Gu
*/
#ifndef FITTER_HPP
@@ -244,6 +246,13 @@ namespace opt_utilities return typeid(*this).name();
}
+ /**
+ Overwrite this function to change the
+ behavior when destroying a heap-allocated instance.
+ The default function cooperates with then
+ the do_clone function allocates a new instance with
+ the new operator.
+ */
virtual void do_destroy()
{
delete this;
@@ -284,6 +293,10 @@ namespace opt_utilities return this->do_get_data(i);
}
+ /**
+ get the type name
+ \return the name of the type
+ */
const char* get_type_name()const
{
return this->do_get_type_name();
@@ -428,6 +441,11 @@ namespace opt_utilities return upper_limit;
}
+ /**
+ Returns a piece of description
+ Usually used as the help information of the parameter
+ \return a piece of description of the parameter
+ */
const Tstr& get_description()const
{
return description;
@@ -465,12 +483,17 @@ namespace opt_utilities /**
set the name of the parameter
\param _name the name of the parameter
- */
-
+ */
+
void set_name(const Tstr& _name)
{
name=_name;
}
+
+ /**
+ Set the description
+ \param desc the description to be assigned
+ */
void set_description(const Tstr& desc)
{
@@ -498,15 +521,36 @@ namespace opt_utilities // int num_free_params;
param_modifier<Ty,Tx,Tp,Tstr>* p_param_modifier;
private:
+ /**
+ Clone self,
+ The default behavior is to allocate a new instance
+ on the heap with new operator and return the pointer.
+ \return a point to the cloned instance
+ */
+
virtual model<Ty,Tx,Tp,Tstr>* do_clone()const=0;
+ /**
+ Destroy the cloned instance
+ */
+
virtual void do_destroy()
{
delete this;
}
+ /**
+ Should be implemented to evaluate the model
+ \param x the varible
+ \param p the parameter
+ \return the model value
+ */
virtual Ty do_eval(const Tx& x,const Tp& p)=0;
+ /**
+ Can be overrided to return a piece of information of the model.
+ The default implement returns a empty string.
+ */
virtual Tstr do_get_information()const
{
return Tstr();
@@ -594,6 +638,13 @@ namespace opt_utilities }
public:
+ /**
+ Get the type name
+ Usually used to return the name of this model, which is often
+ used as a key when implementing the prototype pattern
+ \return the type name
+ */
+
const char* get_type_name()const
{
return this->do_get_type_name();
@@ -949,7 +1000,19 @@ namespace opt_utilities - public:
+ public:
+ /**
+ When the parameter modifier exists,
+ use it to form the complete parameter list to be fed to the model.
+ The basic idea is that say we want to freeze some parameter(s),
+ we will assign a param_modifier to this model, then some parameters
+ vanishes in the fitting, but when in the core of the model, i.e., the
+ do_eval member function, it only accepts a complete list of paramters.
+ Thus we need a function to complete the parameter list from the
+ vanished list.
+ \param p the input incomplete parameter list
+ \return the output complete parameter list to be fed to the do_eval.
+ */
Tp reform_param(const Tp& p)const
{
if(p_param_modifier==0)
@@ -958,7 +1021,11 @@ namespace opt_utilities }
return p_param_modifier->reform(p);
}
-
+ /**
+ Perform the inverse operator of reform_param
+ \param p the complete parameter list
+ \param p the vanished parameter list
+ */
Tp deform_param(const Tp& p)const
{
if(p_param_modifier==0)
@@ -979,13 +1046,15 @@ namespace opt_utilities return do_eval(x,reform_param(p));
}
-
+ /**
+ evaluate the model, and ignore the param_modifier.
+ \param p the parameter
+ \return the model value
+ */
Ty eval_raw(const Tx& x,const Tp& p)
{
return do_eval(x,reform_param(p));
}
-
-
};
@@ -1090,6 +1159,9 @@ namespace opt_utilities public:
/**
evaluate the model
+ \param x the varible
+ \param p the parameter
+ \return the model value
*/
Ty eval_model(const Tx& x,const Tp& p)
{
@@ -1100,6 +1172,13 @@ namespace opt_utilities return p_model->eval(x,p);
}
+ /**
+ evaluate the model, ignore the param_modifier
+ \param x the varible
+ \param p the parameter
+ \return the model value
+ */
+
Ty eval_model_raw(const Tx& x,const Tp& p)
{
if(p_model==0)
@@ -1234,7 +1313,7 @@ namespace opt_utilities }
/**
- report the status of a parameter
+ report the status of a parameter, e.g., freezed, thaw, etc.
\param s the name of a parameter
\return string used to describe the parameter
*/
@@ -1438,19 +1517,14 @@ namespace opt_utilities p_statistic->set_fitter(*this);
}
}
-
+
+ /**
+ Same as load_data
+ \param da the data to be set
+ */
void set_data_set(const data_set<Ty,Tx>& da)
{
- if(p_data_set!=0)
- {
- //delete p_data_set;
- p_data_set->destroy();
- }
- p_data_set=da.clone();
- if(p_statistic!=0)
- {
- p_statistic->set_fitter(*this);
- }
+ load_data(da);
}
public:
@@ -1542,6 +1616,7 @@ namespace opt_utilities /**
+ Set the param information
\param pinfo the param information being set
*/
@@ -1687,16 +1762,16 @@ namespace opt_utilities }
public:
- /**
+ /**
default construct
- */
+ */
statistic()
:p_fitter(0)
{}
/**
copy construct
- */
+ */
statistic(const statistic& rhs)
:func_obj<Ts,Tp>(static_cast<const func_obj<Ts,Tp>& >(rhs))
,p_fitter(rhs.p_fitter)
@@ -1741,7 +1816,10 @@ namespace opt_utilities return do_destroy();
}
-
+ /**
+ Return the type name, used in a prototype pattern
+ \return the type name
+ */
const char* get_type_name()const
{
return this->do_get_type_name();
@@ -1823,7 +1901,17 @@ namespace opt_utilities return typeid(*this).name();
}
+ /**
+ Form the complete parameter list from a vanished parameter list
+ \param p the vanished parameter list
+ \return the complete parameter list
+ */
virtual Tp do_reform(const Tp& p)const=0;
+ /**
+ The inverse operator of do_reform
+ \param p the complete parameter list
+ \return the vanished parameter list
+ */
virtual Tp do_deform(const Tp& p)const=0;
virtual size_t do_get_num_free_params()const=0;
virtual Tstr do_report_param_status(const Tstr&)const=0;
@@ -1886,6 +1974,10 @@ namespace opt_utilities do_destroy();
}
+ /**
+ Return the type name
+ \return type name
+ */
const char* get_type_name()const
{
return this->do_get_type_name();
diff --git a/core/freeze_param.hpp b/core/freeze_param.hpp index 1404980..015398e 100644 --- a/core/freeze_param.hpp +++ b/core/freeze_param.hpp @@ -1,5 +1,7 @@ /** \file freeze_param.hpp + \brief param modifer that used to freeze one or more parameters + \author Junhua Gu */ #ifndef FREEZE_PARAM_HPP @@ -172,6 +174,9 @@ namespace opt_utilities return result; } + /** + Same as operator+ + */ freeze_param plus(const freeze_param& fp)const { freeze_param result(*this); @@ -211,6 +216,9 @@ namespace opt_utilities return *this; } + /** + Same as operator+ + */ freeze_param& plus_eq(const freeze_param& fp) { //param_names.insert(param_names.end(), @@ -262,7 +270,9 @@ namespace opt_utilities return *this; } - + /** + Same as operator-= + */ freeze_param& minus_eq(const freeze_param& fp) { //param_names.insert(param_names.end(), diff --git a/core/opt_exception.hpp b/core/opt_exception.hpp index df9030a..37ec863 100644 --- a/core/opt_exception.hpp +++ b/core/opt_exception.hpp @@ -1,5 +1,7 @@ /** \file opt_exception.hpp + \brief opt_utilities exceptions + \author Junhua Gu */ #ifndef OPT_EXCEPTION diff --git a/core/opt_traits.hpp b/core/opt_traits.hpp index 41b45b1..f2d4590 100644 --- a/core/opt_traits.hpp +++ b/core/opt_traits.hpp @@ -1,5 +1,7 @@ /** \file opt_traits.hpp + \brief some trait class + \author Junhua Gu */ #ifndef OPT_TRAITS diff --git a/core/optimizer.hpp b/core/optimizer.hpp index bb26bfb..cd78d3d 100644 --- a/core/optimizer.hpp +++ b/core/optimizer.hpp @@ -1,6 +1,7 @@ /** \file optimizer.hpp \brief the definition of classes optimizer, func_obj, and opt_method + \author Junhua Gu */ diff --git a/data_sets/default_data_set.hpp b/data_sets/default_data_set.hpp index 16de859..d56f810 100644 --- a/data_sets/default_data_set.hpp +++ b/data_sets/default_data_set.hpp @@ -1,5 +1,6 @@ /** \file default_data_set.hpp + \author Junhua Gu */ #ifndef DEFAULT_DATA_SET diff --git a/data_sets/shared_table_data_set.hpp b/data_sets/shared_table_data_set.hpp index 6e34808..cf71692 100644 --- a/data_sets/shared_table_data_set.hpp +++ b/data_sets/shared_table_data_set.hpp @@ -1,5 +1,6 @@ /** - \file default_data_set.hpp + \file shared_table_data_set.hpp + \author Junhua Gu */ #ifndef SHARED_TABLE_DATA_SET @@ -14,6 +15,8 @@ namespace opt_utilities /** \brief shared_table implement of the data set + When the shared_table_data_set clones self, it doesn't + allocate a new instance, but returns a pointer to self. \tparam Ty type of y \tparam Tx type of x */ @@ -25,11 +28,17 @@ namespace opt_utilities public: std::vector<data<Ty,Tx> > data_vec; + /** + Only returns a pointer to self + */ data_set<Ty,Tx>* do_clone()const { return (data_set<Ty,Tx>*)(this); } + /** + We do nothing here. + */ void do_destroy() { } diff --git a/data_sets/sorted_data_set.hpp b/data_sets/sorted_data_set.hpp index 034a442..fec4e20 100644 --- a/data_sets/sorted_data_set.hpp +++ b/data_sets/sorted_data_set.hpp @@ -1,5 +1,6 @@ /** \file sorted_data_set.hpp + \author Junhua Gu */ #ifndef SORTED_DATA_SET diff --git a/methods/aga/aga.hpp b/methods/aga/aga.hpp index 92c3190..624540a 100644 --- a/methods/aga/aga.hpp +++ b/methods/aga/aga.hpp @@ -1,6 +1,7 @@ /** \file aga.hpp \brief asexual genetic algorithm method + \author Junhua Gu */ #ifndef AGA_METHOD diff --git a/methods/bfgs/bfgs.hpp b/methods/bfgs/bfgs.hpp index 43ba2d3..0be3cf4 100644 --- a/methods/bfgs/bfgs.hpp +++ b/methods/bfgs/bfgs.hpp @@ -1,3 +1,9 @@ +/** + \file bfgs.hpp + \brief BFGS optimization method + \author Junhua Gu + */ + #ifndef BFGS_METHOD #define BFGS_METHOD #define OPT_HEADER diff --git a/methods/gsl_simplex/gsl_simplex.hpp b/methods/gsl_simplex/gsl_simplex.hpp index 232474c..f241205 100644 --- a/methods/gsl_simplex/gsl_simplex.hpp +++ b/methods/gsl_simplex/gsl_simplex.hpp @@ -1,5 +1,7 @@ /** \file gsl_simplex.hpp + \brief a simple wrapper for the GSL_SIMPLEX method + \author Junhua Gu */ #ifndef GSL_SIMPLEX_METHOD diff --git a/methods/lbfgs/lbfgs.h b/methods/lbfgs/lbfgs.h index 7be84a7..6921f6c 100644 --- a/methods/lbfgs/lbfgs.h +++ b/methods/lbfgs/lbfgs.h @@ -24,13 +24,6 @@ typedef double lbfgsfloatval_t; #endif -/** - * \addtogroup liblbfgs_api libLBFGS API - * @{ - * - * The libLBFGS API. - */ - /** * Return values of lbfgs(). * diff --git a/methods/lbfgs/lbfgs_method.hpp b/methods/lbfgs/lbfgs_method.hpp index eecde76..18e1814 100644 --- a/methods/lbfgs/lbfgs_method.hpp +++ b/methods/lbfgs/lbfgs_method.hpp @@ -1,3 +1,9 @@ +/** + \file lbfgs_method.hpp + \brief large bfgs method, used to perform large scale optimization + \author Junhua Gu + */ + #ifndef LBFGS_METHOD #define LBFGS_METHOD #define OPT_HEADER diff --git a/methods/powell/powell_method.hpp b/methods/powell/powell_method.hpp index 270c2b2..041fa93 100644 --- a/methods/powell/powell_method.hpp +++ b/methods/powell/powell_method.hpp @@ -1,5 +1,6 @@ /** \file powell_method.hpp + \author Junhua Gu */ #ifndef POWELL_METHOD diff --git a/statistics/chisq.hpp b/statistics/chisq.hpp index c460394..8a3881a 100644 --- a/statistics/chisq.hpp +++ b/statistics/chisq.hpp @@ -1,5 +1,7 @@ /**
\file chisq.hpp
+ \brief chi-square statistic
+ \author Junhua Gu
*/
#ifndef CHI_SQ_HPP
diff --git a/statistics/cstat.hpp b/statistics/cstat.hpp index 7193a93..02b7aca 100644 --- a/statistics/cstat.hpp +++ b/statistics/cstat.hpp @@ -1,5 +1,7 @@ /**
\file cstat.hpp
+ \brief maximum-liklihood statistic
+ \author Junhua Gu
*/
#ifndef CSTAT_HPP
diff --git a/statistics/leastsq.hpp b/statistics/leastsq.hpp index 6ff3b62..3b5ab37 100644 --- a/statistics/leastsq.hpp +++ b/statistics/leastsq.hpp @@ -1,5 +1,7 @@ /**
\file leastsq.hpp
+ \brief least square statistic
+ \author Junhua Gu
*/
#ifndef LEAST_SQ_HPP
|