SequentialModelSelector.h

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// -*- C++ -*-

// SequentialModelSelector.h
//
// Copyright (C) 2003 Rejean Ducharme, Yoshua Bengio
// Copyright (C) 2003 Pascal Vincent
//
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are met:
//
//  1. Redistributions of source code must retain the above copyright
//     notice, this list of conditions and the following disclaimer.
//
//  2. Redistributions in binary form must reproduce the above copyright
//     notice, this list of conditions and the following disclaimer in the
//     documentation and/or other materials provided with the distribution.
//
//  3. The name of the authors may not be used to endorse or promote
//     products derived from this software without specific prior written
//     permission.
//
// THIS SOFTWARE IS PROVIDED BY THE AUTHORS ``AS IS'' AND ANY EXPRESS OR
// IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
// OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN
// NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
// SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED
// TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
//
// This file is part of the PLearn library. For more information on the PLearn
// library, go to the PLearn Web site at www.plearn.org



#ifndef SEQUENTIAL_MODEL_SELECTOR
#define SEQUENTIAL_MODEL_SELECTOR

#include "SequentialLearner.h"

namespace PLearn {
using namespace std;

class SequentialModelSelector: public SequentialLearner
{
private:
  // *********************
  // * private members   *
  // *********************
  typedef SequentialLearner inherited;

  void build_();

  void checkModelNames() const;

protected:

  // *********************
  // * protected members *
  // *********************
  
  TMat<int> common_cost_indices;
  TVec<int> best_model; // best model selected at time t
  Vec sequence_costs;  // the costs of each model on the training set

  bool report_paired_T_tests;

  // *********************
  // * protected methods *
  // *********************
  
  static void declareOptions(OptionList& ol);
  
public:

  // *********************
  // * public options    *
  // *********************

  bool stepwise_save;

  TVec< PP<SequentialLearner> > models;  

  mutable TVec< string > model_names;

  TVec<string> common_costs;
  
  int comparison_type;

  int comparison_window;

  // *********************
  // * public methods    *
  // *********************

  SequentialModelSelector();

  real sequenceCost(const Vec& sequence_errors);
  
  real paired_t_test(const int& m1, const int& m2, int cc=0) const;

  virtual void build();

  virtual void setExperimentDirectory(const string& _expdir);
  
  virtual void train();
 
  virtual void test(VMat testset, PP<VecStatsCollector> test_stats,
        VMat testoutputs=0, VMat testcosts=0) const;

  virtual void computeOutput(const Vec& input, Vec& output) const;
  
  virtual void computeCostsFromOutputs(const Vec& input, const Vec& output,
                                       const Vec& target, Vec& costs) const;
  
  virtual void computeOutputAndCosts(const Vec& input, const Vec& target,
                                     Vec& output, Vec& costs) const;
  
  virtual void computeCostsOnly(const Vec& input, const Vec& target, Vec& costs) const;

  virtual void matlabSave(const string& matlab_subdir);

  virtual TVec<string> getTestCostNames() const;
  
  virtual TVec<string> getTrainCostNames() const;

  virtual void forget();
  
  PLEARN_DECLARE_OBJECT(SequentialModelSelector);
  virtual void makeDeepCopyFromShallowCopy(CopiesMap& copies);
};

DECLARE_OBJECT_PTR(SequentialModelSelector);

} // end of namespace PLearn

#endif

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