52 "Reduced vector size must match number of selected variables");
89 return select(x, group_spec, rng);
void invariant(bool condition, char const *message)
Runtime assertion that throws on failure.
Contiguous-block representation of grouped observations.
Definition GroupPartition.hpp:42
Dimensionality reduction strategies for variable selection.
Definition DRNoopStrategy.hpp:7
types::FeatureVector Projector
Column vector of projection coefficients (one per variable).
Definition Projector.hpp:6
pcg32 RNG
Definition Stats.hpp:19
Eigen::Matrix< Feature, Eigen::Dynamic, Eigen::Dynamic > FeatureMatrix
Dynamic-size matrix of feature values.
Definition Types.hpp:24
CRTP base class providing self-registration for strategy types.
Definition Strategy.hpp:23
Result of a dimensionality reduction step.
Definition DRStrategy.hpp:31
pp::Projector expand(pp::Projector const &reduced_vector) const
Expand a reduced-dimension projector to the original space.
Definition DRStrategy.hpp:50
size_t const original_size
Number of columns in the original (unreduced) matrix.
Definition DRStrategy.hpp:35
std::vector< int > const selected_cols
Indices of the selected columns in the original matrix.
Definition DRStrategy.hpp:33
DRResult(std::vector< int > const &selected_cols, size_t const original_size)
Definition DRStrategy.hpp:37
Abstract strategy for dimensionality reduction.
Definition DRStrategy.hpp:73
virtual DRResult select(types::FeatureMatrix const &x, stats::GroupPartition const &group_spec, stats::RNG &rng) const =0
Select a subset of variables.
DRResult operator()(types::FeatureMatrix const &x, stats::GroupPartition const &group_spec, stats::RNG &rng) const
Convenience operator: equivalent to select().
Definition DRStrategy.hpp:88