Skylark (Sketching Library)
0.1
|
#include <linearl2_regression_solver_Elemental.hpp>
Public Types | |
typedef ValueType | value_type |
typedef base::computed_matrix_t < elem::DistMatrix< ValueType, VD, elem::STAR > > | matrix_type |
typedef elem::DistMatrix < ValueType, VD, elem::STAR > | rhs_type |
typedef elem::DistMatrix < ValueType, elem::STAR, elem::STAR > | sol_type |
typedef regression_problem_t < matrix_type, linear_tag, l2_tag, no_reg_tag > | problem_type |
Public Member Functions | |
regression_solver_t (const problem_type &problem) | |
void | solve (const rhs_type &B, sol_type &X) const |
Regression solver for L2 linear regrssion on a dense distributed [VC/VR, STAR] that is not given explictly, but rather as a "computed matrix". This implementation uses an semi-normal equations based approach.
NOTE: this solver keeps a reference to the input matrix (needs to be kept in memory).
A regression solver accepts a right-hand side and output a solution the the regression problem.
The regression problem is fixed, so it is a parameter of the function constructing the regressoion.
Definition at line 436 of file linearl2_regression_solver_Elemental.hpp.
typedef base::computed_matrix_t< elem::DistMatrix<ValueType, VD, elem::STAR> > skylark::algorithms::regression_solver_t< regression_problem_t< base::computed_matrix_t< elem::DistMatrix< ValueType, VD, elem::STAR > >, linear_tag, l2_tag, no_reg_tag >, elem::DistMatrix< ValueType, VD, elem::STAR >, elem::DistMatrix< ValueType, elem::STAR, elem::STAR >, sne_l2_solver_tag >::matrix_type |
Definition at line 449 of file linearl2_regression_solver_Elemental.hpp.
typedef regression_problem_t<matrix_type, linear_tag, l2_tag, no_reg_tag> skylark::algorithms::regression_solver_t< regression_problem_t< base::computed_matrix_t< elem::DistMatrix< ValueType, VD, elem::STAR > >, linear_tag, l2_tag, no_reg_tag >, elem::DistMatrix< ValueType, VD, elem::STAR >, elem::DistMatrix< ValueType, elem::STAR, elem::STAR >, sne_l2_solver_tag >::problem_type |
Definition at line 454 of file linearl2_regression_solver_Elemental.hpp.
typedef elem::DistMatrix<ValueType, VD, elem::STAR> skylark::algorithms::regression_solver_t< regression_problem_t< base::computed_matrix_t< elem::DistMatrix< ValueType, VD, elem::STAR > >, linear_tag, l2_tag, no_reg_tag >, elem::DistMatrix< ValueType, VD, elem::STAR >, elem::DistMatrix< ValueType, elem::STAR, elem::STAR >, sne_l2_solver_tag >::rhs_type |
Definition at line 450 of file linearl2_regression_solver_Elemental.hpp.
typedef elem::DistMatrix<ValueType, elem::STAR, elem::STAR> skylark::algorithms::regression_solver_t< regression_problem_t< base::computed_matrix_t< elem::DistMatrix< ValueType, VD, elem::STAR > >, linear_tag, l2_tag, no_reg_tag >, elem::DistMatrix< ValueType, VD, elem::STAR >, elem::DistMatrix< ValueType, elem::STAR, elem::STAR >, sne_l2_solver_tag >::sol_type |
Definition at line 451 of file linearl2_regression_solver_Elemental.hpp.
typedef ValueType skylark::algorithms::regression_solver_t< regression_problem_t< base::computed_matrix_t< elem::DistMatrix< ValueType, VD, elem::STAR > >, linear_tag, l2_tag, no_reg_tag >, elem::DistMatrix< ValueType, VD, elem::STAR >, elem::DistMatrix< ValueType, elem::STAR, elem::STAR >, sne_l2_solver_tag >::value_type |
Definition at line 446 of file linearl2_regression_solver_Elemental.hpp.
skylark::algorithms::regression_solver_t< regression_problem_t< base::computed_matrix_t< elem::DistMatrix< ValueType, VD, elem::STAR > >, linear_tag, l2_tag, no_reg_tag >, elem::DistMatrix< ValueType, VD, elem::STAR >, elem::DistMatrix< ValueType, elem::STAR, elem::STAR >, sne_l2_solver_tag >::regression_solver_t | ( | const problem_type & | problem | ) | [inline] |
Prepares the solver to quickly solve given a right-hand side.
problem | Problem to solve given right-hand side. |
Definition at line 468 of file linearl2_regression_solver_Elemental.hpp.
void skylark::algorithms::regression_solver_t< regression_problem_t< base::computed_matrix_t< elem::DistMatrix< ValueType, VD, elem::STAR > >, linear_tag, l2_tag, no_reg_tag >, elem::DistMatrix< ValueType, VD, elem::STAR >, elem::DistMatrix< ValueType, elem::STAR, elem::STAR >, sne_l2_solver_tag >::solve | ( | const rhs_type & | B, |
sol_type & | X | ||
) | const [inline] |
Solves the regression problem given a multiple right-hand sides.
B | Right-hand sides. |
X | Output (overwritten). |
Definition at line 482 of file linearl2_regression_solver_Elemental.hpp.
References skylark::base::Gemm().