Merge pull request #426 from pockerman/ml_framework

API fixtures and improvements
pockerman · Aug 7, 2021 · 56e9cf0 · 56e9cf0
2 parents 2c44a4b + 3424c28
commit 56e9cf0
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Showing 16 changed files with 282 additions and 242 deletions.
diff --git a/cubic_engine/ml/tests/test_linear_regressor/test_linear_regressor.cpp b/cubic_engine/ml/tests/test_linear_regressor/test_linear_regressor.cpp
@@ -7,7 +7,7 @@
 #include "kernel/numerics/optimization/gd_control.h"
 #include "kernel/maths/errorfunctions/error_function_type.h"
 #include "kernel/numerics/optimization/optimizer_type.h"
-#include "kernel/utilities/algorithm_info.h"
+#include "kernel/utilities/iterative_algorithm_result.h"
 
 #include <vector>
 #include <map>
@@ -27,7 +27,7 @@ using cengine::ml::RegularizerType;
 using kernel::numerics::opt::OptimizerType;
 using kernel::numerics::opt::GDConfig;
 using kernel::ErrorFuncType;
-using kernel::AlgInfo;
+using kernel::IterativeAlgorithmResult;
 
 struct TestSetLoader{
 
@@ -44,7 +44,7 @@ TestSetLoader::load(DynMat<real_t>& mat, DynVec<real_t>& labels, ColsTp& /*colum
 
 struct TestSolver{
 
-    typedef AlgInfo output_t;
+    typedef IterativeAlgorithmResult output_t;
 
     template<typename MatTyp, typename LabelTp, typename FunTp>
     output_t solve(MatTyp& /*mat*/, LabelTp& /*labels*/, FunTp& /*columns*/) const{return output_t();}

diff --git a/cubic_engine/ml/tests/test_logistic_regressor/test_logistic_regressor.cpp b/cubic_engine/ml/tests/test_logistic_regressor/test_logistic_regressor.cpp
@@ -7,7 +7,7 @@
 #include "kernel/numerics/optimization/gd_control.h"
 #include "kernel/maths/errorfunctions/error_function_type.h"
 #include "kernel/numerics/optimization/optimizer_type.h"
-#include "kernel/utilities/algorithm_info.h"
+#include "kernel/utilities/iterative_algorithm_result.h"
 
 #include <vector>
 #include <map>
@@ -26,7 +26,7 @@ using cengine::ml::LogisticRegression;
 using kernel::numerics::opt::OptimizerType;
 using kernel::numerics::opt::GDConfig;
 using kernel::ErrorFuncType;
-using kernel::AlgInfo;
+using kernel::IterativeAlgorithmResult;
 
 struct TestSetLoader{
 
@@ -43,7 +43,7 @@ TestSetLoader::load(DynMat<real_t>& mat, DynVec<real_t>& labels, ColsTp& /*colum
 
 struct TestSolver{
 
-    typedef AlgInfo output_t;
+    typedef IterativeAlgorithmResult output_t;
 
     template<typename MatTyp, typename LabelTp, typename FunTp>
     output_t solve(MatTyp& /*mat*/, LabelTp& /*labels*/, FunTp& /*columns*/) const{return output_t();}
@@ -94,7 +94,7 @@ TEST(TestLogisticRegression, DISABLED_Empty_Solver_Type) {
         options["solver_options"] = nullptr;
 
         // attempt to fit with an empty dataset
-         TestSolver solver;
+        TestSolver solver;
         EXPECT_DEATH(regressor.fit(dataset, solver, options), "Solver was not specified");
     }
     catch(...){

diff --git a/kernel/kernel/utilities/src/kernel/utilities/algorithm_info.cpp b/kernel/kernel/utilities/src/kernel/utilities/algorithm_info.cpp
diff --git a/kernel/kernel/utilities/src/kernel/utilities/algorithm_info.h b/kernel/kernel/utilities/src/kernel/utilities/algorithm_info.h
diff --git a/kernel/kernel/utilities/src/kernel/utilities/iterative_algorithm_controller.h b/kernel/kernel/utilities/src/kernel/utilities/iterative_algorithm_controller.h
@@ -55,6 +55,12 @@ class IterativeAlgorithmController
    ///
    bool show_iterations()const{return show_iterations_;}
 
+   ///
+   /// \brief track_residuals
+   /// \return
+   ///
+   bool track_residuals()const{return track_residuals_;}
+
    ///
    /// \brief set_tolerance
    /// \param tol
@@ -65,6 +71,12 @@ class IterativeAlgorithmController
    /// \brief show iterations
    ///
    void set_show_iterations_flag(bool flag){show_iterations_ = flag;}
+
+   ///
+   /// \brief set_track_residuals_flag
+   /// \param flag
+   ///
+   void set_track_residuals_flag(bool flag){track_residuals_ = flag;}
 
    ///
    /// \brief Set the number of threads
@@ -129,9 +141,11 @@ class IterativeAlgorithmController
     uint_t max_iterations_;
     real_t exit_tolerance_;
     uint_t current_iteration_idx_;
+    uint_t n_threads_;
     real_t current_res_;
     bool show_iterations_;
-    uint_t n_threads_;
+    bool track_residuals_;
+
 };
 
 inline
@@ -140,9 +154,10 @@ IterativeAlgorithmController::IterativeAlgorithmController(uint_t max_iterations
   max_iterations_(max_iterations),
   exit_tolerance_(exit_tolerance),
   current_iteration_idx_(0),
+  n_threads_(1),
   current_res_(std::numeric_limits<real_t>::max()),
   show_iterations_(false),
-  n_threads_(1)
+  track_residuals_(false)
 {}
 
 

diff --git a/kernel/kernel/utilities/src/kernel/utilities/iterative_algorithm_result.h b/kernel/kernel/utilities/src/kernel/utilities/iterative_algorithm_result.h
@@ -4,6 +4,7 @@
 #include "kernel/base/types.h"
 #include <ostream>
 #include <chrono>
+#include <vector>
 
 namespace kernel{
 
@@ -38,6 +39,11 @@ struct IterativeAlgorithmResult  {
     ///
     std::chrono::seconds total_time;
 
+    ///
+    /// \brief residuals
+    ///
+    std::vector<real_t> residuals;
+
     ///
     /// \brief IterativeAlgorithmResult
     ///

diff --git a/kernel/numerics/src/kernel/numerics/direct_solvers/blaze_direct_solver.h b/kernel/numerics/src/kernel/numerics/direct_solvers/blaze_direct_solver.h
@@ -19,6 +19,14 @@ struct BlazeDirectSolverConfig
    DirectSolverType dstype;
 };
 
+
+///
+/// \brief The BlazeDirectSolver class. This class is simply
+/// a wrapper to the blaze::solve() function.
+/// It computes a solution for the given dense linear system of equations (LSE) A*x=b,
+/// where A is the given system matrix, x is the solution vector, and b
+/// is the given dense right-hand side vector:
+///
 class BlazeDirectSolver: public DirectSolverBase<DynMat<real_t>, DynVec<real_t>>
 {
 public:

diff --git a/kernel/numerics/src/kernel/numerics/krylov_solvers/krylov_solver_output.h b/kernel/numerics/src/kernel/numerics/krylov_solvers/krylov_solver_output.h
@@ -1,24 +1,32 @@
 #ifndef KRYLOV_SOLVER_OUTPUT_H
 #define KRYLOV_SOLVER_OUTPUT_H
 
-#include "kernel/utilities/algorithm_info.h"
+#include "kernel/utilities/iterative_algorithm_result.h"
 #include "kernel/numerics/krylov_solvers/preconditioner_type.h"
 #include "kernel/numerics/krylov_solvers/krylov_solver_type.h"
 
 namespace kernel {
 namespace numerics {
 
-struct KrylovSolverResult: public AlgInfo
+struct KrylovSolverResult
 {
+    ///
     /// \brief The type of the preconditioner the solver is using
+    ///
     PreconditionerType precondioner_type;
 
+    ///
     /// \brief The type of the solver
+    ///
     KrylovSolverType solver_type;
 
     /// \brief Print the information about the performance of
     /// the algorithm on the given stream
-    virtual std::ostream& print(std::ostream& out)const;
+    std::ostream& print(std::ostream& out)const;
+
+private:
+
+    IterativeAlgorithmResult result_;
 
 };
 

diff --git a/kernel/numerics/src/kernel/numerics/krylov_solvers/krylov_solver_result.cpp b/kernel/numerics/src/kernel/numerics/krylov_solvers/krylov_solver_result.cpp
@@ -8,7 +8,7 @@ KrylovSolverResult::print(std::ostream& out)const{
 
     out<<"Solver: "<<krylov_solver_to_string(solver_type)<<std::endl;
     out<<"Preconditioner: "<<preconditioner_to_string(precondioner_type)<<std::endl;
-    this->AlgInfo::print(out);
+    result_.print(out);
     return out;
 }
 

diff --git a/kernel/numerics/src/kernel/numerics/optimization/gd_info.cpp b/kernel/numerics/src/kernel/numerics/optimization/gd_info.cpp
diff --git a/kernel/numerics/src/kernel/numerics/optimization/gd_info.h b/kernel/numerics/src/kernel/numerics/optimization/gd_info.h
diff --git a/kernel/numerics/src/kernel/numerics/optimization/optimizer_base.h b/kernel/numerics/src/kernel/numerics/optimization/optimizer_base.h
@@ -3,7 +3,8 @@
 
 #include "kernel/base/types.h"
 #include "kernel/parallel/utilities/result_holder.h"
-#include "kernel/utilities/algorithm_info.h"
+#include "kernel/utilities/iterative_algorithm_result.h"
+#include "kernel/numerics/optimization/optimizer_type.h"
 #include <boost/noncopyable.hpp>
 
 namespace kernel {
@@ -28,7 +29,7 @@ class OptimizerBase: private boost::noncopyable
     /// \brief Expose the type that is returned by this object
     /// when calling its solve functions
     ///
-    typedef AlgInfo output_t;
+    typedef IterativeAlgorithmResult output_t;
 
     ///
     ///
@@ -43,6 +44,12 @@ class OptimizerBase: private boost::noncopyable
     ///
     virtual output_t solve(const data_set_t& features, const labels_set_t& labels, function_t& fnc) = 0;
 
+    ///
+    /// \brief type
+    /// \return
+    ///
+    virtual OptimizerType type()const=0;
+
 protected:
 
     ///