STK::FullStrategy Class Reference

A FullStrategy is based on the following paradigm: More...

#include <STK_FullStrategy.h>

Inheritance diagram for STK::FullStrategy:

Public Member Functions
	FullStrategy (IMixtureComposer *&p_model)
	default constructor.
	FullStrategy (FullStrategy const &strategy)
	copy constructor.
virtual	~FullStrategy ()
	destructor
virtual FullStrategy *	clone () const
	clone pattern
void	setParam (FullStrategyParam *p_param)
	set the parameters of the strategy
virtual bool	run ()
	run the strategy
	FullStrategy (IMixtureComposer *&p_model)
	default constructor.
	FullStrategy (FullStrategy const &strategy)
	copy constructor.
virtual	~FullStrategy ()
	destructor
virtual FullStrategy *	clone () const
	clone pattern
void	setParam (FullStrategyParam *p_param)
	set the parameters of the strategy
virtual bool	run ()
	run the strategy
Public Member Functions inherited from STK::IMixtureStrategy
	IMixtureStrategy (IMixtureComposer *&p_model)
	default constructor.
	IMixtureStrategy (IMixtureStrategy const &strategy)
	copy constructor
virtual	~IMixtureStrategy ()
	destructor
int	nbTry () const
void	setNbTry (int nbTry)
	set the number of tries of each strategies.
void	setMixtureInit (IMixtureInit *p_init)
	set the initialization method to use
Public Member Functions inherited from STK::IRunnerBase
String const &	error () const
	get the last error message.

Protected Member Functions
bool	initStep (IMixtureComposer *&p_bestModel)
	Perform the Initialization step Initialize nbInitRun_ (should be > 0) model and select the best model among them.
bool	initStep (IMixtureComposer *&p_bestModel)
	Perform the Initialization step Initialize nbInitRun_ (should be > 0) model and select the best model among them.
Protected Member Functions inherited from STK::IMixtureStrategy
void	storeModel (IMixtureComposer *&p_otherModel)
	store a model in p_model_ if it is better.
Protected Member Functions inherited from STK::IRunnerBase
	IRunnerBase ()
	default constructor
	IRunnerBase (IRunnerBase const &runner)
	copy constructor
virtual	~IRunnerBase ()
	destructor
virtual void	update ()
	update the runner.

Protected Attributes
FullStrategyParam *	p_param_
Protected Attributes inherited from STK::IMixtureStrategy
int	nbTry_
	number of tries of each strategies (1 by default)
IMixtureComposer *&	p_model_
	reference on the main model
IMixtureInit *	p_init_
	initialization method
Protected Attributes inherited from STK::IRunnerBase
String	msg_error_
	String with the last error message.
bool	hasRun_
	true if run has been used, false otherwise

Detailed Description

A FullStrategy is based on the following paradigm:

• perform nbInitRun_ of the p_init_ initialization method, select the best initialization
• perform nbShortRun of the shortAlgo with a small number of iterations and a high tolerance,
• pick the best model obtained,
• on this best model perform a long run. This strategy is used in Rmixmod R package.

Definition at line 75 of file STK_FullStrategy.h.

Constructor & Destructor Documentation

FullStrategy() [1/4]

STK::FullStrategy::FullStrategy ( IMixtureComposer *&  p_model )

inline

default constructor.

Parameters

p_model

a reference pointer on the model to estimate

Definition at line 81 of file STK_FullStrategy.h.

                                                    : IMixtureStrategy(p_model), p_param_()
    {}

FullStrategy() [2/4]

STK::FullStrategy::FullStrategy ( FullStrategy const &  strategy )

inline

copy constructor.

Parameters

strategy

the strategy to copy

Definition at line 86 of file STK_FullStrategy.h.

                                                      : IMixtureStrategy(strategy), p_param_(0)
    {}

~FullStrategy() [1/2]

virtual STK::FullStrategy::~FullStrategy ( )

inlinevirtual

destructor

Definition at line 89 of file STK_FullStrategy.h.

{ if (p_param_) delete p_param_;}

References p_param_.

FullStrategy() [3/4]

STK::FullStrategy::FullStrategy ( IMixtureComposer *&  p_model )

inline

default constructor.

Parameters

p_model

a reference pointer on the model to estimate

Definition at line 181 of file STK_MixtureStrategy.h.

                                                    : IMixtureStrategy(p_model), p_param_()
    {}

FullStrategy() [4/4]

STK::FullStrategy::FullStrategy ( FullStrategy const &  strategy )

inline

copy constructor.

Parameters

strategy

the strategy to copy

Definition at line 186 of file STK_MixtureStrategy.h.

                                                      : IMixtureStrategy(strategy), p_param_(0)
    {}

~FullStrategy() [2/2]

virtual STK::FullStrategy::~FullStrategy ( )

inlinevirtual

destructor

Definition at line 189 of file STK_MixtureStrategy.h.

{ if (p_param_) delete p_param_;}

References p_param_.

Member Function Documentation

clone() [1/2]

virtual FullStrategy * STK::FullStrategy::clone ( ) const

inlinevirtual

clone pattern

Definition at line 91 of file STK_FullStrategy.h.

{ return new FullStrategy(*this);}

clone() [2/2]

virtual FullStrategy * STK::FullStrategy::clone ( ) const

inlinevirtual

clone pattern

Definition at line 191 of file STK_MixtureStrategy.h.

{ return new FullStrategy(*this);}

initStep() [1/2]

bool STK::FullStrategy::initStep ( IMixtureComposer *&  p_bestModel )

protected

Perform the Initialization step Initialize nbInitRun_ (should be > 0) model and select the best model among them.

Parameters

p_bestModel

a pointer initialized to

Definition at line 196 of file STK_FullStrategy.cpp.

{
#ifdef STK_MIXTURE_VERBOSE
  stk_cout << _T("<+++++\n");
  stk_cout << _T("Entering FullStrategy::initStep\n");
  stk_cout << _T("nbInitRun = ") <<  p_param_->nbInitRun_ << _T("\n");
#endif
  bool flag = true;
  IMixtureComposer* p_initModel = 0;
  try
  {
    Real valueBest = -Arithmetic<Real>::infinity();
    for (int iInitRun=0; iInitRun < p_param_->nbInitRun_; iInitRun++)
    {
      //  Initialize a new model if necessary
      if (!p_initModel)
      { p_initModel = p_model_->create();}
      p_init_->setModel(p_initModel);
      if (!p_init_->run())
      {
#ifdef STK_MIXTURE_VERBOSE
        stk_cout << _T("FullStrategy::initStep, iInitRun=") << iInitRun
                 << _T(", initialization failed:\n");
        stk_cout << p_init_->error() << _T("\n");
#endif
        msg_error_ += p_init_->error();
      }
      else
      {
        // if we get a better result, swap initModel with bestModel
        Real value = p_initModel->lnLikelihood();
        if( (valueBest < value) && isFinite(value))
        {
          std::swap(p_initModel, p_bestModel);
          valueBest = value;
#ifdef STK_MIXTURE_VERY_VERBOSE
        stk_cout << _T("FullStrategy::initStep, iInitRun =") << iInitRun
                 << _T(", get a better model with value =") << valueBest << _T("\n");
#endif
        }
      }
    } // iInitRun
    // In case we never get a better model, clone current model
    // and perform short run with the current model
    if (!p_bestModel) { p_bestModel = p_model_->clone();}
    p_param_->p_shortAlgo_->setModel(p_bestModel);
    if (!p_param_->p_shortAlgo_->run())
    {
      msg_error_ = STKERROR_NO_ARG(FullStrategy::initStep,short algo failed\n);
      msg_error_ = p_param_->p_shortAlgo_->error();
#ifdef STK_MIXTURE_VERBOSE
      stk_cout << _T("In FullStrategy::initStep() shortAlgo failed:\n");
      stk_cout << msg_error_ << _T("\n");
#endif
    }
  }
  catch (Exception const& e)
  {
    msg_error_ = e.error();
    flag = false;
  }
  // in case all initialization failed or nbInitRun_ <= 0
  if (!p_bestModel) { p_bestModel = p_model_->clone();}
  if (p_initModel)
  {
#ifdef STK_MIXTURE_DEBUG_CREATE
        stk_cout << _T("FullStrategy::initStep terminated. Deleting p_initModel.\n");
#endif
    delete p_initModel; p_initModel = 0;
#ifdef STK_MIXTURE_DEBUG_CREATE
        stk_cout << _T("FullStrategy::initStep p_initModel deleted.\n");
        stk_cout << _T("p_bestModel->writeParameters\n");
        p_bestModel->writeParameters(stk_cout);
#endif
  }
#ifdef STK_MIXTURE_VERBOSE
  stk_cout << _T("FullStrategy::initStep done\n");
  stk_cout << _T("p_bestModel->lnLikelihood() = ") <<  p_bestModel->lnLikelihood() << _T("\n");
  stk_cout << _T("+++++>\n");
#endif
  return flag;
}

References _T, STK::IMixtureComposer::clone(), STK::IMixtureComposer::create(), STK::IRunnerBase::error(), initStep(), STK::isFinite(), STK::IRunnerBase::msg_error_, STK::FullStrategyParam::nbInitRun_, STK::IMixtureStrategy::p_init_, STK::IMixtureStrategy::p_model_, p_param_, STK::FullStrategyParam::p_shortAlgo_, STK::IRunnerBase::run(), STK::IMixtureAlgo::setModel(), STK::IMixtureInit::setModel(), stk_cout, and STKERROR_NO_ARG.

Referenced by initStep(), and run().

initStep() [2/2]

bool STK::FullStrategy::initStep ( IMixtureComposer *&  p_bestModel )

protected

Perform the Initialization step Initialize nbInitRun_ (should be > 0) model and select the best model among them.

Parameters

p_bestModel

a pointer initialized to

run() [1/2]

bool STK::FullStrategy::run ( )

virtual

run the strategy

Implements STK::IRunnerBase.

Definition at line 54 of file STK_FullStrategy.cpp.

{
  // add some perturbation to the tik and compute the ln-likelihood
  p_model_->setState(Clust::modelInitialized_);
#ifdef STK_MIXTURE_DEBUG
  p_model_->writeParameters(stk_cout);
#endif
  p_model_->randomFuzzyInit();
#ifdef STK_MIXTURE_DEBUG
  p_model_->writeParameters(stk_cout);
#endif
  Real initialValue = p_model_->lnLikelihood();
#ifdef STK_MIXTURE_VERBOSE
  stk_cout << _T("<+++\n");
  stk_cout << _T("Entering FullStrategy::run() with nbTry_ = ") << nbTry_
           << _T(", nbShortRun_ = ") << p_param_->nbShortRun_
           << _T(", p_model_->lnLikelihood() = ") << initialValue
           << _T("\n");
#endif
  IMixtureComposer *p_bestModel =0, *p_bestShortModel =0;
  // start estimation
  try
  {
    // Main loop. If the Full strategy success in estimating a model, the
    // iterations are stopped and the best model find is stored in p_model_
    for (int iTry = 0; iTry < nbTry_; ++iTry)
    {
      // in case nbShortRun_==0: initialize directly p_bestShortModel
      if (p_param_->nbShortRun_ <= 0)
      {
        if (!initStep(p_bestShortModel))
        {
          msg_error_ += STKERROR_NO_ARG(FullStrategy::run,init step failed\n);
          msg_error_ += p_param_->p_shortAlgo_->error();
#ifdef STK_MIXTURE_VERBOSE
          stk_cout << _T("In FullStrategy::run()") << _T(", iTyry =") << iTry
                   << _T(", init step failed\n");
          stk_cout << msg_error_ << _T("\n");
#endif
        }
      }
      else
      {
#ifdef STK_MIXTURE_VERY_VERBOSE
        stk_cout << _T("In FullStrategy::run(), entering short run steps\n")
                 << _T("iTyry =") << iTry << _T("\n");
#endif
        Real valueBest = -Arithmetic<Real>::infinity();
        for (int iShort=0; iShort < p_param_->nbShortRun_; ++iShort)
        {
#ifdef STK_MIXTURE_VERY_VERBOSE
          stk_cout << _T("In FullStrategy::run(), iShort =") << iShort << _T("\n");
#endif
          // perform nbInitRun_ initialization step and get the best result in p_bestModel
          if (!initStep(p_bestModel))
          {
            msg_error_ += STKERROR_NO_ARG(FullStrategy::run,init step failed\n);
            msg_error_ += p_param_->p_shortAlgo_->error();
#ifdef STK_MIXTURE_VERBOSE
            stk_cout << _T("In FullStrategy::run()") << _T(", iTyry =") << iTry << _T(", iShort =") << iShort
                     << _T(", init step failed\n");
            stk_cout << msg_error_ << _T("\n");
#endif
          }
          // if we get a better result, store it in p_bestShortModel
          Real value = p_bestModel->lnLikelihood();
          if( valueBest<value)
          {
            std::swap(p_bestShortModel, p_bestModel);
            valueBest  = value;
#ifdef STK_MIXTURE_VERY_VERBOSE
            stk_cout << _T("In FullStrategy::run()")
                     << _T(", iTyry =") << iTry << _T(", iShort =") << iShort
                     << _T(", get better value in short run. valueBest =") << valueBest << _T("\n");
#endif
          }
        } // ishort
        // release memory
        if (p_bestModel) { delete p_bestModel; p_bestModel = 0;}
      }
      // in case all initialization failed
      if (!p_bestShortModel) { p_bestShortModel = p_model_->clone();}
#ifdef STK_MIXTURE_VERY_VERBOSE
  stk_cout << _T("In FullStrategy::run() all short run done") << _T(", iTyry =") << iTry  << _T(" terminated.\n")
           << _T("p_bestShortModel->lnLikelihood() = ") << p_bestShortModel->lnLikelihood()
           << _T("\n");
#endif
      // start a long run with p_bestShortModel. If success, save model
      // and exit the iTry loop
      p_param_->p_longAlgo_->setModel(p_bestShortModel);
      if (!p_param_->p_longAlgo_->run())
      {
        msg_error_ += STKERROR_NO_ARG(FullStrategy::run,long algo failed\n);
        msg_error_ += p_param_->p_longAlgo_->error();
#ifdef STK_MIXTURE_VERBOSE
        stk_cout << _T("In FullStrategy::run(): Long Algo failed\n");
#endif
      }
#ifdef STK_MIXTURE_VERY_VERBOSE
  stk_cout << _T("In FullStrategy::run() long run") << _T(", iTyry =") << iTry  << _T(" terminated.\n")
           << _T("p_bestShortModel->lnLikelihood() = ") << p_bestShortModel->lnLikelihood()
           << _T("\n");
#endif
      // if we get a better result, store it in p_model_ and stop to try
      if( p_model_->lnLikelihood()<p_bestShortModel->lnLikelihood())
      {
        std::swap(p_model_, p_bestShortModel);
        break;
      }
#ifdef STK_MIXTURE_VERBOSE
      stk_cout << _T("In FullStrategy::run(), iTry =") << iTry << _T(" failed\n");
#endif
      // release memory before next try
      if (p_bestModel)      delete p_bestModel;
      p_bestModel = 0;
      if (p_bestShortModel) delete p_bestShortModel;
      p_bestShortModel = 0;
    } // end iTry
  }
  catch (Exception const& e)
  {
    if (p_bestModel)      delete p_bestModel;
    if (p_bestShortModel) delete p_bestShortModel;
    msg_error_ += e.error();
    return false;
  }
#ifdef STK_MIXTURE_VERBOSE
  stk_cout << "FullStrategy::run() terminated. \n";
  stk_cout << _T("+++>\n");
#endif
  // normally not needed
  if (p_bestModel) delete p_bestModel;
  if (p_bestShortModel)   delete p_bestShortModel;
  if (p_model_->lnLikelihood() <= initialValue)
  {
    msg_error_ += STKERROR_NO_ARG(FullStrategy::run,No gain\n);
    return false;
  }
  return true;
}

References _T, STK::IMixtureComposer::clone(), STK::IRunnerBase::error(), initStep(), STK::IStatModelBase::lnLikelihood(), STK::Clust::modelInitialized_, STK::IRunnerBase::msg_error_, STK::FullStrategyParam::nbShortRun_, STK::IMixtureStrategy::nbTry_, STK::FullStrategyParam::p_longAlgo_, STK::IMixtureStrategy::p_model_, p_param_, STK::FullStrategyParam::p_shortAlgo_, STK::IMixtureComposer::randomFuzzyInit(), run(), STK::IRunnerBase::run(), STK::IMixtureAlgo::setModel(), STK::IMixtureComposer::setState(), stk_cout, STKERROR_NO_ARG, and STK::IMixtureStatModel::writeParameters().

Referenced by run().

run() [2/2]

virtual bool STK::FullStrategy::run ( )

virtual

run the strategy

Implements STK::IRunnerBase.

setParam() [1/2]

void STK::FullStrategy::setParam ( FullStrategyParam *  p_param )

inline

set the parameters of the strategy

Parameters

p_param

the parameters of the Xem strategy

Definition at line 95 of file STK_FullStrategy.h.

{ p_param_ = p_param;}

References p_param_.

setParam() [2/2]

void STK::FullStrategy::setParam ( FullStrategyParam *  p_param )

inline

set the parameters of the strategy

Parameters

p_param

the parameters of the Xem strategy

Definition at line 195 of file STK_MixtureStrategy.h.

{ p_param_ = p_param;}

References p_param_.

Member Data Documentation

p_param_

FullStrategyParam * STK::FullStrategy::p_param_

protected

Definition at line 101 of file STK_FullStrategy.h.

Referenced by initStep(), run(), setParam(), and ~FullStrategy().

---

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

• STK_FullStrategy.h
• STK_MixtureStrategy.h
• STK_FullStrategy.cpp