dev_fdaPDE/FE_Density_Estimation.h at master · simonepanzeri/dev_fdaPDE · GitHub

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//
// Created by simonepanzeri on 01/12/2021.
//

#ifndef DEV_FDAPDE_FE_DENSITY_ESTIMATION_H
#define DEV_FDAPDE_FE_DENSITY_ESTIMATION_H

#include "FdaPDE.h"
#include "Optimization_Algorithm.h"
#include "Preprocess_Phase.h"
#include "Preprocess_Factory.h"

// This file is useful to perform the Density Estimation problem

/*! @brief A class to perform the whole density estimation problem.
*/
template<UInt ORDER, UInt mydim, UInt ndim>
class FEDE {
private:
    // A member to access data problem methods
    const DataProblem<ORDER, mydim, ndim>& dataProblem_;
    // A member to access functional methods
    const FunctionalProblem<ORDER, mydim, ndim>& funcProblem_;
    // A member to do the minimization phase
    std::shared_ptr<MinimizationAlgorithm<ORDER, mydim, ndim>> minAlgo_;
    // A member to do the preprocess phase
    std::unique_ptr<Preprocess<ORDER, mydim, ndim>> preprocess_;
    // A member to store the final density estimated
    VectorXr gcoeff_;
    // A member to store the initial densities selected
    std::vector<const VectorXr*> fInit_;
    // A member to save the best lambda
    Real bestLambda_;

    std::vector<Real> CV_errors_;

public:
    //! A constructor
    FEDE(const DataProblem<ORDER, mydim, ndim>& dp,
         const FunctionalProblem<ORDER, mydim, ndim>& fp,
         std::shared_ptr<MinimizationAlgorithm<ORDER, mydim, ndim>> ma, const std::string& p);

    //! A method to perform the whole density estimation task.
    void apply();

    // Getters
    //! A method returning the estimated density coefficients.
    VectorXr getDensity_g() const {return gcoeff_;}
    //! A method returning initial densities.
    std::vector<const VectorXr*> getInitialDensity() const {return fInit_;}
    //! A method returning the smmothing parameter selected.
    Real getBestLambda() const {return bestLambda_;}
    //! A method returning CV errors.
    std::vector<Real> getCvError() const {return CV_errors_;}


};

//! ####################################################################################################################
//! ######################################## SPACE-TIME PROBLEM ########################################################
//! ####################################################################################################################

/*! @brief A class to perform the whole density estimation problem.
*/
template<UInt ORDER, UInt mydim, UInt ndim>
class FEDE_time {
private:
    // A member to access data problem methods
    const DataProblem_time<ORDER, mydim, ndim>& dataProblem_;
    // A member to access functional methods
    const FunctionalProblem_time<ORDER, mydim, ndim>& funcProblem_;
    // A member to do the minimization phase
    std::shared_ptr<MinimizationAlgorithm_time<ORDER, mydim, ndim>> minAlgo_;
    // A member to do the preprocess phase
    std::unique_ptr<Preprocess_time<ORDER, mydim, ndim>> preprocess_;
    // A member to store the final density estimated
    VectorXr gcoeff_;
    // A member to store the initial densities selected
    std::vector<const VectorXr*> fInit_;
    // A member to save the best lambda
    Real bestLambda_S;
    Real bestLambda_T;

    std::vector<Real> CV_errors_;

public:
    //! A constructor.
    FEDE_time(const DataProblem_time<ORDER, mydim, ndim>& dp,
         const FunctionalProblem_time<ORDER, mydim, ndim>& fp,
         std::shared_ptr<MinimizationAlgorithm_time<ORDER, mydim, ndim>> ma, const std::string& p);

    //! A method to perform the whole density estimation task.
    void apply();

    // Getters
    //! A method returning the estimated density coefficients.
    VectorXr getDensity_g() const {return gcoeff_;}
    //! A method returning initial densities.
    std::vector<const VectorXr*> getInitialDensity() const {return fInit_;}
    //! A method returning the smoothing parameters selected in space and in time.
    Real getBestLambda_S() const {return bestLambda_S;}
    Real getBestLambda_T() const {return bestLambda_T;}
    //! A method returning CV errors.
    std::vector<Real> getCvError() const {return CV_errors_;}


};


#include "FE_Density_Estimation_imp.h"

#endif //DEV_FDAPDE_FE_DENSITY_ESTIMATION_H