demo12t.cpp File Reference

Example 12t: Threaded SVM-wrapper-based feature selection with Dynamic Oscillating Search. More...

#include <boost/smart_ptr.hpp>
#include <exception>
#include <iostream>
#include <cstdlib>
#include <string>
#include <vector>
#include "error.hpp"
#include "global.hpp"
#include "subset.hpp"
#include "data_intervaller.hpp"
#include "data_splitter.hpp"
#include "data_splitter_5050.hpp"
#include "data_splitter_cv.hpp"
#include "data_scaler.hpp"
#include "data_scaler_void.hpp"
#include "data_accessor_splitting_memTRN.hpp"
#include "data_accessor_splitting_memARFF.hpp"
#include "criterion_wrapper.hpp"
#include "classifier_svm.hpp"
#include "seq_step_straight_threaded.hpp"
#include "search_seq_dos.hpp"

Include dependency graph for demo12t.cpp:

Functions
int	main ()

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Detailed Description

Example 12t: Threaded SVM-wrapper-based feature selection with Dynamic Oscillating Search.

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Function Documentation

int main

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Example 12t: Threaded SVM-wrapper-based feature selection with Dynamic Oscillating Search.

Dynamic Oscillating Search is a d-optimizing procedure that adjusts selected subset size in the course of search. It is a generalization of the Oscillating Search idea, which proved to be useful in various feature selection contexts. Here we demonstrate it in multi-threaded configuration (using Sequential_Step_Straight_Threaded instead of Sequential_Step_Straight evaluator object). In this example due to the use of very complex feature selection criterion (SVM Wrapper) the speed gain due to multithreading is substantial. In this example features are selected on 40-dimensional waveform data with 3-fold cross-validated SVM wrapper as criterion on the first 50% of data samples. The final classification performance on the selected subspace is eventually validated on the second 50% of data.

Note:

The maximum permitted number of threads to run at once is to be user-specified with respect to hardware capabilities.

References FST::Search_DOS< RETURNTYPE, DIMTYPE, SUBSET, CRITERION, EVALUATOR >::search(), and FST::Search_DOS< RETURNTYPE, DIMTYPE, SUBSET, CRITERION, EVALUATOR >::set_delta().