#include <itkSpamsWeightedLassoSolver.h>

Inheritance diagram for itk::SpamsWeightedLassoSolver< TPrecision >:

Collaboration diagram for itk::SpamsWeightedLassoSolver< TPrecision >:

Detailed Description

template<class TPrecision>
class itk::SpamsWeightedLassoSolver< TPrecision >

solve weighted LASSO using spams

For all columns b of B, and w of W, it computes one column x of X which is the solution of

0) when mode=0 1) when mode=1 2) when mode=2 (default)

$\min_{x} \|Ax-b\|^2 + lambda* w^T abs(x)$

where A is a matrix, w is a vector, b, x are vectors, and lambda is a scalar value.

Author: Jian Cheng (JC), jian..nosp@m.chen.nosp@m.g.198.nosp@m.3@gm.nosp@m.ail.c.nosp@m.om

Definition at line 49 of file itkSpamsWeightedLassoSolver.h.

Public Types
enum	ConstraintType { L1CONS =0, L2CONS, PENALTY }

typedef Superclass::MatrixPointer	MatrixPointer

typedef Superclass::MatrixType	MatrixType

typedef SmartPointer< Self >	Pointer

typedef SpamsWeightedLassoSolver	Self

typedef utl_shared_ptr< spams::Matrix< double > >	SpamsMatrixPointer

typedef spams::Matrix< double >	SpamsMatrixType

typedef utl_shared_ptr< spams::SpMatrix< double > >	SpamsSpMatrixPointer

typedef spams::SpMatrix< double >	SpamsSpMatrixType

typedef utl_shared_ptr< spams::Vector< double > >	SpamsVectorPointer

typedef spams::Vector< double >	SpamsVectorType

typedef SolverBase< TPrecision >	Superclass

typedef Superclass::ValueType	ValueType

typedef Superclass::VectorPointer	VectorPointer

typedef Superclass::VectorType	VectorType

Public Types inherited from itk::SolverBase< TPrecision >
typedef utl_shared_ptr< MatrixType >	MatrixPointer

typedef utl::NDArray< ValueType, 2 >	MatrixType

typedef SmartPointer< Self >	Pointer

typedef SolverBase	Self

typedef Object	Superclass

typedef utl_shared_ptr< std::vector< ValueType > >	ValueContainerPointer

typedef std::vector< ValueType >	ValueContainerType

typedef TPrecision	ValueType

typedef utl_shared_ptr< VectorType >	VectorPointer

typedef utl::NDArray< ValueType, 1 >	VectorType

Public Member Functions
void	Clear () ITK_OVERRIDE

void	ClearA ()

void	ClearB ()

void	ClearW ()

virtual ::itk::LightObject::Pointer	CreateAnother (void) const

ValueType	EvaluateCostFunction (const MatrixType &x=MatrixType()) const ITK_OVERRIDE

ValueType	EvaluateCostFunctionInColumn (const VectorType &x, const int col) const

virtual MatrixPointer	GetA ()

virtual MatrixPointer	GetB ()

virtual ConstraintType	GetConstraintType ()

virtual double	GetLambda ()

virtual const char *	GetNameOfClass () const

virtual int	GetNumberOfThreads ()

virtual bool	GetPositive ()

virtual MatrixPointer	GetW ()

virtual MatrixPointer	GetX ()

int	GetXDimension () const ITK_OVERRIDE

int	GetXNumber () const

virtual void	PositiveOff ()

virtual void	PositiveOn ()

void	SetA (const MatrixPointer &mat)

void	SetB (const MatrixPointer &B)

void	Setb (const VectorPointer &b)

virtual void	SetConstraintType (ConstraintType _arg)

virtual void	SetLambda (double _arg)

virtual void	SetNumberOfThreads (int _arg)

virtual void	SetPositive (bool _arg)

void	SetW (const MatrixPointer &W)

void	Setw (const VectorPointer &w)

void	Solve (const VectorType &xInitial=VectorType()) ITK_OVERRIDE

void	VerifyInputs () const ITK_OVERRIDE

Public Member Functions inherited from itk::SolverBase< TPrecision >
virtual ::itk::LightObject::Pointer	CreateAnother (void) const

virtual void	EndSolve ()

virtual ValueType	EvaluateCostFunction (const VectorType &x=VectorType()) const

virtual VectorType	EvaluateGradientOfCostFunction (const VectorType &x) const

virtual const VectorType &	Getx ()

virtual void	Initialize (const VectorType &xInitial=VectorType())

virtual void	Solve (const MatrixType &xInitial=MatrixType())

Static Public Member Functions
static Pointer	New ()

Static Public Member Functions inherited from itk::SolverBase< TPrecision >
static Pointer	New ()

Protected Member Functions
virtual LightObject::Pointer	InternalClone () const ITK_OVERRIDE

void	PrintSelf (std::ostream &os, Indent indent) const ITK_OVERRIDE

	SpamsWeightedLassoSolver ()

virtual	~SpamsWeightedLassoSolver ()

Protected Member Functions inherited from itk::SolverBase< TPrecision >
void	PrintSelf (std::ostream &os, Indent indent) const ITK_OVERRIDE

	SolverBase ()

virtual	~SolverBase ()

Protected Attributes
MatrixPointer	m_A

SpamsMatrixPointer	m_As

MatrixPointer	m_B

SpamsMatrixPointer	m_Bs

ConstraintType	m_ConstraintType

double	m_Lambda

int	m_NumberOfThreads

bool	m_Positive

MatrixPointer	m_W

SpamsMatrixPointer	m_Ws

MatrixPointer	m_X

SpamsSpMatrixPointer	m_Xs

Protected Attributes inherited from itk::SolverBase< TPrecision >
VectorType	m_x

Private Member Functions
void	operator= (const Self &)

	SpamsWeightedLassoSolver (const Self &)

Member Typedef Documentation

template<class TPrecision>

typedef Superclass::MatrixPointer itk::SpamsWeightedLassoSolver< TPrecision >::MatrixPointer

Definition at line 68 of file itkSpamsWeightedLassoSolver.h.

template<class TPrecision>

typedef Superclass::MatrixType itk::SpamsWeightedLassoSolver< TPrecision >::MatrixType

Definition at line 66 of file itkSpamsWeightedLassoSolver.h.

template<class TPrecision>

typedef SmartPointer<Self> itk::SpamsWeightedLassoSolver< TPrecision >::Pointer

Definition at line 57 of file itkSpamsWeightedLassoSolver.h.

template<class TPrecision>

typedef SpamsWeightedLassoSolver itk::SpamsWeightedLassoSolver< TPrecision >::Self

Standard class typedefs.

Definition at line 55 of file itkSpamsWeightedLassoSolver.h.

template<class TPrecision>

typedef utl_shared_ptr<spams::Matrix<double> > itk::SpamsWeightedLassoSolver< TPrecision >::SpamsMatrixPointer

Definition at line 74 of file itkSpamsWeightedLassoSolver.h.

template<class TPrecision>

typedef spams::Matrix<double> itk::SpamsWeightedLassoSolver< TPrecision >::SpamsMatrixType

Definition at line 71 of file itkSpamsWeightedLassoSolver.h.

template<class TPrecision>

typedef utl_shared_ptr<spams::SpMatrix<double> > itk::SpamsWeightedLassoSolver< TPrecision >::SpamsSpMatrixPointer

Definition at line 75 of file itkSpamsWeightedLassoSolver.h.

template<class TPrecision>

typedef spams::SpMatrix<double> itk::SpamsWeightedLassoSolver< TPrecision >::SpamsSpMatrixType

Definition at line 72 of file itkSpamsWeightedLassoSolver.h.

template<class TPrecision>

typedef utl_shared_ptr<spams::Vector<double> > itk::SpamsWeightedLassoSolver< TPrecision >::SpamsVectorPointer

Definition at line 76 of file itkSpamsWeightedLassoSolver.h.

template<class TPrecision>

typedef spams::Vector<double> itk::SpamsWeightedLassoSolver< TPrecision >::SpamsVectorType

Definition at line 73 of file itkSpamsWeightedLassoSolver.h.

template<class TPrecision>

typedef SolverBase<TPrecision> itk::SpamsWeightedLassoSolver< TPrecision >::Superclass

Definition at line 56 of file itkSpamsWeightedLassoSolver.h.

template<class TPrecision>

typedef Superclass::ValueType itk::SpamsWeightedLassoSolver< TPrecision >::ValueType

Definition at line 63 of file itkSpamsWeightedLassoSolver.h.

template<class TPrecision>

typedef Superclass::VectorPointer itk::SpamsWeightedLassoSolver< TPrecision >::VectorPointer

Definition at line 69 of file itkSpamsWeightedLassoSolver.h.

template<class TPrecision>

typedef Superclass::VectorType itk::SpamsWeightedLassoSolver< TPrecision >::VectorType

Definition at line 67 of file itkSpamsWeightedLassoSolver.h.

Member Enumeration Documentation

template<class TPrecision>

enum itk::SpamsWeightedLassoSolver::ConstraintType

Enumerator
L1CONS
L2CONS
PENALTY

Definition at line 78 of file itkSpamsWeightedLassoSolver.h.

Constructor & Destructor Documentation

template<class TPrecision >

itk::SpamsWeightedLassoSolver< TPrecision >::SpamsWeightedLassoSolver ( )

protected

Definition at line 32 of file itkSpamsWeightedLassoSolver.hxx.

References spams::PENALTY, and itk::SpamsWeightedLassoSolver< TPrecision >::SetA().

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template<class TPrecision>

virtual itk::SpamsWeightedLassoSolver< TPrecision >::~SpamsWeightedLassoSolver ( )

inlineprotectedvirtual

Definition at line 154 of file itkSpamsWeightedLassoSolver.h.

References ITK_OVERRIDE.

template<class TPrecision>

itk::SpamsWeightedLassoSolver< TPrecision >::SpamsWeightedLassoSolver ( const Self & )

private

Member Function Documentation

template<class TPrecision>

void itk::SpamsWeightedLassoSolver< TPrecision >::Clear ( )

inlinevirtual

Reimplemented from itk::SolverBase< TPrecision >.

Definition at line 123 of file itkSpamsWeightedLassoSolver.h.

template<class TPrecision>

void itk::SpamsWeightedLassoSolver< TPrecision >::ClearA ( )

inline

Definition at line 130 of file itkSpamsWeightedLassoSolver.h.

template<class TPrecision>

void itk::SpamsWeightedLassoSolver< TPrecision >::ClearB ( )

inline

Definition at line 138 of file itkSpamsWeightedLassoSolver.h.

References ITK_OVERRIDE.

template<class TPrecision>

void itk::SpamsWeightedLassoSolver< TPrecision >::ClearW ( )

inline

Definition at line 134 of file itkSpamsWeightedLassoSolver.h.

template<class TPrecision>

virtual::itk::LightObject::Pointer itk::SpamsWeightedLassoSolver< TPrecision >::CreateAnother ( void ) const

template<class TPrecision >

SpamsWeightedLassoSolver< TPrecision >::ValueType itk::SpamsWeightedLassoSolver< TPrecision >::EvaluateCostFunction ( const MatrixType & x = MatrixType() ) const

virtual

Reimplemented from itk::SolverBase< TPrecision >.

Definition at line 235 of file itkSpamsWeightedLassoSolver.hxx.

References itk::SpamsWeightedLassoSolver< TPrecision >::PrintSelf(), and utl::NDArrayBase< T, Dim >::Size().

Referenced by itk::SpamsWeightedLassoSolver< TPrecision >::EvaluateCostFunctionInColumn().

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template<class TPrecision >

SpamsWeightedLassoSolver< TPrecision >::ValueType itk::SpamsWeightedLassoSolver< TPrecision >::EvaluateCostFunctionInColumn	(	const VectorType &	x,
		const int	col
	)		const

Definition at line 223 of file itkSpamsWeightedLassoSolver.hxx.

References itk::SpamsWeightedLassoSolver< TPrecision >::EvaluateCostFunction(), utl::NDArrayBase< T, Dim >::GetSquaredTwoNorm(), utl::NDArrayBase< T, Dim >::Size(), and utlException.

Referenced by itk::SpamsWeightedLassoSolver< TPrecision >::Solve().

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template<class TPrecision>

virtual MatrixPointer itk::SpamsWeightedLassoSolver< TPrecision >::GetA ( )

virtual

template<class TPrecision>

virtual MatrixPointer itk::SpamsWeightedLassoSolver< TPrecision >::GetB ( )

virtual

template<class TPrecision>

virtual ConstraintType itk::SpamsWeightedLassoSolver< TPrecision >::GetConstraintType ( )

virtual

template<class TPrecision>

virtual double itk::SpamsWeightedLassoSolver< TPrecision >::GetLambda ( )

virtual

template<class TPrecision>

virtual const char* itk::SpamsWeightedLassoSolver< TPrecision >::GetNameOfClass ( ) const

virtual

Run-time type information (and related methods).

Reimplemented from itk::SolverBase< TPrecision >.

template<class TPrecision>

virtual int itk::SpamsWeightedLassoSolver< TPrecision >::GetNumberOfThreads ( )

virtual

template<class TPrecision>

virtual bool itk::SpamsWeightedLassoSolver< TPrecision >::GetPositive ( )

virtual

template<class TPrecision>

virtual MatrixPointer itk::SpamsWeightedLassoSolver< TPrecision >::GetW ( )

virtual

template<class TPrecision>

virtual MatrixPointer itk::SpamsWeightedLassoSolver< TPrecision >::GetX ( )

virtual

template<class TPrecision>

int itk::SpamsWeightedLassoSolver< TPrecision >::GetXDimension ( ) const

inlinevirtual

Reimplemented from itk::SolverBase< TPrecision >.

Definition at line 110 of file itkSpamsWeightedLassoSolver.h.

References utlException.

template<class TPrecision>

int itk::SpamsWeightedLassoSolver< TPrecision >::GetXNumber ( ) const

inline

Definition at line 116 of file itkSpamsWeightedLassoSolver.h.

References utlException.

template<class TPrecision >

LightObject::Pointer itk::SpamsWeightedLassoSolver< TPrecision >::InternalClone ( ) const

protectedvirtual

Reimplemented from itk::SolverBase< TPrecision >.

Definition at line 144 of file itkSpamsWeightedLassoSolver.hxx.

References itk::SpamsWeightedLassoSolver< TPrecision >::Solve().

Referenced by itk::SpamsWeightedLassoSolver< TPrecision >::VerifyInputs().

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template<class TPrecision>

static Pointer itk::SpamsWeightedLassoSolver< TPrecision >::New ( )

static

Method for creation through the object factory.

template<class TPrecision>

void itk::SpamsWeightedLassoSolver< TPrecision >::operator= ( const Self & )

private

template<class TPrecision>

virtual void itk::SpamsWeightedLassoSolver< TPrecision >::PositiveOff ( )

virtual

template<class TPrecision>

virtual void itk::SpamsWeightedLassoSolver< TPrecision >::PositiveOn ( )

virtual

template<class TPrecision >

void itk::SpamsWeightedLassoSolver< TPrecision >::PrintSelf	(	std::ostream &	os,
		Indent	indent
	)		const

protected

Definition at line 252 of file itkSpamsWeightedLassoSolver.hxx.

References utl::PrintUtlMatrix(), and PrintVar3.

Referenced by itk::SpamsWeightedLassoSolver< TPrecision >::EvaluateCostFunction().

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template<class TPrecision >

void itk::SpamsWeightedLassoSolver< TPrecision >::SetA ( const MatrixPointer & mat )

Definition at line 51 of file itkSpamsWeightedLassoSolver.hxx.

References itk::SpamsWeightedLassoSolver< TPrecision >::SetB(), and spams::UtlMatrixToMatrix().

Referenced by itk::SpamsWeightedLassoSolver< TPrecision >::SpamsWeightedLassoSolver().

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template<class TPrecision >

void itk::SpamsWeightedLassoSolver< TPrecision >::SetB ( const MatrixPointer & B )

Definition at line 66 of file itkSpamsWeightedLassoSolver.hxx.

References itk::SpamsWeightedLassoSolver< TPrecision >::Setb(), and spams::UtlMatrixToMatrix().

Referenced by itk::SpamsWeightedLassoSolver< TPrecision >::SetA().

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template<class TPrecision >

void itk::SpamsWeightedLassoSolver< TPrecision >::Setb ( const VectorPointer & b )

Definition at line 81 of file itkSpamsWeightedLassoSolver.hxx.

References itk::SpamsWeightedLassoSolver< TPrecision >::SetW(), and spams::UtlMatrixToMatrix().

Referenced by itk::SpamsWeightedLassoSolver< TPrecision >::SetB().

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template<class TPrecision>

virtual void itk::SpamsWeightedLassoSolver< TPrecision >::SetConstraintType ( ConstraintType _arg )

virtual

template<class TPrecision>

virtual void itk::SpamsWeightedLassoSolver< TPrecision >::SetLambda ( double _arg )

virtual

template<class TPrecision>

virtual void itk::SpamsWeightedLassoSolver< TPrecision >::SetNumberOfThreads ( int _arg )

virtual

template<class TPrecision>

virtual void itk::SpamsWeightedLassoSolver< TPrecision >::SetPositive ( bool _arg )

virtual

template<class TPrecision >

void itk::SpamsWeightedLassoSolver< TPrecision >::SetW ( const MatrixPointer & W )

Definition at line 98 of file itkSpamsWeightedLassoSolver.hxx.

References itk::SpamsWeightedLassoSolver< TPrecision >::Setw(), and spams::UtlMatrixToMatrix().

Referenced by itk::SpamsWeightedLassoSolver< TPrecision >::Setb().

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template<class TPrecision >

void itk::SpamsWeightedLassoSolver< TPrecision >::Setw ( const VectorPointer & w )

Definition at line 113 of file itkSpamsWeightedLassoSolver.hxx.

References spams::UtlMatrixToMatrix(), and itk::SpamsWeightedLassoSolver< TPrecision >::VerifyInputs().

Referenced by itk::SpamsWeightedLassoSolver< TPrecision >::SetW().

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template<class TPrecision >

void itk::SpamsWeightedLassoSolver< TPrecision >::Solve ( const VectorType & xInitial = VectorType() )

virtual

Reimplemented from itk::SolverBase< TPrecision >.

Definition at line 178 of file itkSpamsWeightedLassoSolver.hxx.

References itk::SpamsWeightedLassoSolver< TPrecision >::EvaluateCostFunctionInColumn(), spams::L1COEFFS, spams::L2ERROR, utl::min(), spams::PENALTY, spams::SpMatrixToUtlMatrix(), utlGlobalException, and utlShowPosition.

Referenced by itk::SpamsWeightedLassoSolver< TPrecision >::InternalClone().

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template<class TPrecision >

void itk::SpamsWeightedLassoSolver< TPrecision >::VerifyInputs ( ) const

virtual

Reimplemented from itk::SolverBase< TPrecision >.

Definition at line 131 of file itkSpamsWeightedLassoSolver.hxx.

References itk::SpamsWeightedLassoSolver< TPrecision >::InternalClone(), and utlException.

Referenced by itk::SpamsWeightedLassoSolver< TPrecision >::Setw().

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Member Data Documentation

template<class TPrecision>

MatrixPointer itk::SpamsWeightedLassoSolver< TPrecision >::m_A

protected

MxN matrix

Definition at line 161 of file itkSpamsWeightedLassoSolver.h.

template<class TPrecision>

SpamsMatrixPointer itk::SpamsWeightedLassoSolver< TPrecision >::m_As

protected

Definition at line 166 of file itkSpamsWeightedLassoSolver.h.

template<class TPrecision>

MatrixPointer itk::SpamsWeightedLassoSolver< TPrecision >::m_B

protected

Definition at line 162 of file itkSpamsWeightedLassoSolver.h.

template<class TPrecision>

SpamsMatrixPointer itk::SpamsWeightedLassoSolver< TPrecision >::m_Bs

protected

Definition at line 167 of file itkSpamsWeightedLassoSolver.h.

template<class TPrecision>

ConstraintType itk::SpamsWeightedLassoSolver< TPrecision >::m_ConstraintType

protected

Definition at line 172 of file itkSpamsWeightedLassoSolver.h.

template<class TPrecision>

double itk::SpamsWeightedLassoSolver< TPrecision >::m_Lambda

protected

Definition at line 176 of file itkSpamsWeightedLassoSolver.h.

template<class TPrecision>

int itk::SpamsWeightedLassoSolver< TPrecision >::m_NumberOfThreads

protected

Definition at line 177 of file itkSpamsWeightedLassoSolver.h.

template<class TPrecision>

bool itk::SpamsWeightedLassoSolver< TPrecision >::m_Positive

protected

Definition at line 174 of file itkSpamsWeightedLassoSolver.h.

template<class TPrecision>

MatrixPointer itk::SpamsWeightedLassoSolver< TPrecision >::m_W

protected

Definition at line 163 of file itkSpamsWeightedLassoSolver.h.

template<class TPrecision>

SpamsMatrixPointer itk::SpamsWeightedLassoSolver< TPrecision >::m_Ws

protected

Definition at line 168 of file itkSpamsWeightedLassoSolver.h.

template<class TPrecision>

MatrixPointer itk::SpamsWeightedLassoSolver< TPrecision >::m_X

protected

Definition at line 164 of file itkSpamsWeightedLassoSolver.h.

template<class TPrecision>

SpamsSpMatrixPointer itk::SpamsWeightedLassoSolver< TPrecision >::m_Xs

protected

Definition at line 170 of file itkSpamsWeightedLassoSolver.h.

The documentation for this class was generated from the following files:

Modules/Solvers/include/itkSpamsWeightedLassoSolver.h
Modules/Solvers/include/itkSpamsWeightedLassoSolver.hxx

Detailed Description

template<class TPrecision> class itk::SpamsWeightedLassoSolver< TPrecision >

Public Types

Public Member Functions

Static Public Member Functions

Protected Member Functions

Protected Attributes

Private Member Functions

Member Typedef Documentation

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation

template<class TPrecision>
class itk::SpamsWeightedLassoSolver< TPrecision >