STK::XemStrategy Class Reference

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

#include <STK_MixtureStrategy.h>

Inheritance diagram for STK::XemStrategy:

Public Member Functions
	XemStrategy (IMixtureComposer *&p_model)
	default constructor.
	XemStrategy (XemStrategy const &strategy)
	copy constructor.
virtual	~XemStrategy ()
	destructor
virtual XemStrategy *	clone () const
	clone pattern
void	setParam (XemStrategyParam *p_param)
	set the parameters of the strategy
virtual bool	run ()
	run the strategy
	XemStrategy (IMixtureComposer *&p_model)
	default constructor.
	XemStrategy (XemStrategy const &strategy)
	copy constructor.
virtual	~XemStrategy ()
	destructor
virtual XemStrategy *	clone () const
	clone pattern
void	setParam (XemStrategyParam *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 Attributes
XemStrategyParam *	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

Additional Inherited Members
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.

Detailed Description

A XemStrategy is based on the following paradigm:

• 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 118 of file STK_MixtureStrategy.h.

Constructor & Destructor Documentation

XemStrategy() [1/4]

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

inline

default constructor.

Parameters

p_model

a reference pointer on the model to estimate

Definition at line 124 of file STK_MixtureStrategy.h.

                                                   : IMixtureStrategy(p_model), p_param_()
    {}

XemStrategy() [2/4]

STK::XemStrategy::XemStrategy ( XemStrategy const &  strategy )

inline

copy constructor.

Parameters

strategy

the strategy to copy

Definition at line 129 of file STK_MixtureStrategy.h.

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

~XemStrategy() [1/2]

virtual STK::XemStrategy::~XemStrategy ( )

inlinevirtual

destructor

Definition at line 132 of file STK_MixtureStrategy.h.

{ if (p_param_) delete p_param_;}

References p_param_.

XemStrategy() [3/4]

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

inline

default constructor.

Parameters

p_model

a reference pointer on the model to estimate

Definition at line 77 of file STK_XemStrategy.h.

                                                   : IMixtureStrategy(p_model), p_param_()
    {}

XemStrategy() [4/4]

STK::XemStrategy::XemStrategy ( XemStrategy const &  strategy )

inline

copy constructor.

Parameters

strategy

the strategy to copy

Definition at line 82 of file STK_XemStrategy.h.

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

~XemStrategy() [2/2]

virtual STK::XemStrategy::~XemStrategy ( )

inlinevirtual

destructor

Definition at line 85 of file STK_XemStrategy.h.

{ if (p_param_) delete p_param_;}

References p_param_.

Member Function Documentation

clone() [1/2]

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

inlinevirtual

clone pattern

Definition at line 134 of file STK_MixtureStrategy.h.

{ return new XemStrategy(*this);}

clone() [2/2]

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

inlinevirtual

clone pattern

Definition at line 87 of file STK_XemStrategy.h.

{ return new XemStrategy(*this);}

run() [1/2]

bool STK::XemStrategy::run ( )

virtual

run the strategy

Implements STK::IRunnerBase.

Definition at line 55 of file STK_XemStrategy.cpp.

{
#ifdef STK_MIXTURE_VERY_VERBOSE
  stk_cout << _T("Entering XemStrategy::run() with:\n")
           << _T("nbTry_ = ") << nbTry_ << _T("\n")
           << _T("nbShortRun_ = ") << p_param_->nbShortRun_ << _T("\n");
#endif
  // the current model is used in the short runs
  IMixtureComposer* p_currentModel     = p_model_->create();
  IMixtureComposer* p_currentBestModel = p_model_->create();
  // add some perturbation to the tik and compute the ln-likelihood
  if (p_model_->state() < 1) { p_model_->randomFuzzyInit();}
  Real value = p_model_->lnLikelihood();
  // start estimation
  try
  {
    for (int iTry = 0; iTry < nbTry_; ++iTry)
    {
#ifdef STK_MIXTURE_VERY_VERBOSE
  stk_cout << _T("-------------------------------\n")
           << _T("try number = ") << iTry << _T("\n");
#endif
      // find best of the shortModel and save it in p_currentBestModel
      for (int iShortRun = 0; iShortRun < p_param_->nbShortRun_; ++iShortRun)
      {
        // initialize current model
        p_init_->setModel(p_currentModel);
        if (p_init_->run())
        {
          // perform short run on the current model
          p_param_->p_shortAlgo_->setModel(p_currentModel);
          p_param_->p_shortAlgo_->run();
          // if we get a better result, swap it with currentBestModel
          if( p_currentBestModel->lnLikelihood()<p_currentModel->lnLikelihood())
          { std::swap(p_currentModel, p_currentBestModel);}
        } // initialization
      } // iShortRun
      // in case nbShortRun_==0
      // try to initialize bestCurrentModel, otherwise go to a next try
      if (p_param_->nbShortRun_ == 0)
      {
        // initialize current model
        p_init_->setModel(p_currentBestModel);
        if (!p_init_->run())
        { continue; }// model not initialized, we go to the next trial
      }
#ifdef STK_MIXTURE_VERBOSE
      stk_cout << _T("iTry =") << iTry
               << _T(". In XemStrategy::run(), short run terminated. best model:\n");
      p_currentBestModel->writeParameters(stk_cout);
      stk_cout << _T("\n\n");
#endif
      // start a long run with the better model
      p_param_->p_longAlgo_->setModel(p_currentBestModel);
      if (p_param_->p_longAlgo_->run()) { storeModel(p_currentBestModel); break;}
#ifdef STK_MIXTURE_VERBOSE
            stk_cout << "In FullStrategy::run(), Long run Failed.\n";
#endif
    } // end iTry
    delete p_currentBestModel;
    delete p_currentModel;
  } catch (Exception const& e)
  {
    msg_error_ = e.error();
    return false;
  }
#ifdef STK_MIXTURE_VERBOSE
  stk_cout << "XemStrategy::run() terminated.\n";
  stk_cout << "-------------------------------\n";
#endif
  if (p_model_->lnLikelihood() <= value)
  {
    msg_error_ += STKERROR_NO_ARG(In XemStrategy::run,No gain\n);
    return false;
  }
  return true;
}

References _T, STK::IMixtureComposer::create(), STK::IRunnerBase::error(), STK::IStatModelBase::lnLikelihood(), STK::IRunnerBase::msg_error_, STK::XemStrategyParam::nbShortRun_, STK::IMixtureStrategy::nbTry_, STK::IMixtureStrategy::p_init_, STK::XemStrategyParam::p_longAlgo_, STK::IMixtureStrategy::p_model_, p_param_, STK::XemStrategyParam::p_shortAlgo_, STK::IMixtureComposer::randomFuzzyInit(), run(), STK::IRunnerBase::run(), STK::IMixtureAlgo::setModel(), STK::IMixtureInit::setModel(), STK::IMixtureComposer::state(), stk_cout, STKERROR_NO_ARG, and STK::IMixtureStrategy::storeModel().

Referenced by run().

run() [2/2]

virtual bool STK::XemStrategy::run ( )

virtual

run the strategy

Implements STK::IRunnerBase.

setParam() [1/2]

void STK::XemStrategy::setParam ( XemStrategyParam *  p_param )

inline

set the parameters of the strategy

Parameters

p_param

the parameters of the Xem strategy

Definition at line 138 of file STK_MixtureStrategy.h.

{ p_param_ = p_param;}

References p_param_.

setParam() [2/2]

void STK::XemStrategy::setParam ( XemStrategyParam *  p_param )

inline

set the parameters of the strategy

Parameters

p_param

the parameters of the Xem strategy

Definition at line 91 of file STK_XemStrategy.h.

{ p_param_ = p_param;}

References p_param_.

Member Data Documentation

p_param_

XemStrategyParam * STK::XemStrategy::p_param_

protected

Definition at line 144 of file STK_MixtureStrategy.h.

Referenced by run(), setParam(), and ~XemStrategy().

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

• STK_MixtureStrategy.h
• STK_XemStrategy.h
• STK_XemStrategy.cpp