cv.h File Reference

Cross-validation functionality for SLOPE models. More...

#include "folds.h"
#include "score.h"
#include "slope.h"
#include <vector>

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Classes
struct	slope::GridResult
	Stores cross-validation results for a specific set of hyperparameters. More...
struct	slope::CvResult
	Contains overall results from a cross-validation process. More...
struct	slope::CvConfig
	Configuration settings for cross-validation. More...

Namespaces
namespace	slope
	Namespace containing SLOPE regression implementation.

Functions
std::vector< std::map< std::string, double > >	slope::createGrid (const std::map< std::string, std::vector< double > > &param_values)
	Creates a grid of parameter combinations from parameter value ranges.
void	slope::findBestParameters (CvResult &cv_result, const std::unique_ptr< Score > &scorer)
	Identifies the best parameters from cross-validation results.
template<typename MatrixType >
CvResult	slope::crossValidate (Slope model, MatrixType &x, const Eigen::MatrixXd &y_in, const CvConfig &config=CvConfig())
	Performs cross-validation on a SLOPE model to select optimal hyperparameters.

Detailed Description

Cross-validation functionality for SLOPE models.

This file provides data structures and functions for performing k-fold cross-validation on SLOPE models to find optimal hyperparameters. It includes functionality for parameter grid searches, fold generation, and result aggregation with support for parallel processing.

Definition in file cv.h.