Struct changeforest::Control
source · pub struct Control {
pub minimal_relative_segment_length: f64,
pub minimal_gain_to_split: Option<f64>,
pub model_selection_alpha: f64,
pub model_selection_n_permutations: usize,
pub number_of_wild_segments: usize,
pub seeded_segments_alpha: f64,
pub seed: u64,
pub random_forest_parameters: RandomForestParameters,
pub forbidden_segments: Option<Vec<(usize, usize)>>,
}
Expand description
Storage container for hyperparameters.
Fields§
§minimal_relative_segment_length: f64
Segments with length smaller than 2 * n * minimal_relative_segment_length
will
not be split.
minimal_gain_to_split: Option<f64>
Only keep split point if the gain exceeds minimal_gain_to_split
. Relevant for
change in mean. Note that this is relative to the number of observations.
Use value motivated by BIC minimal_gain_to_split = log(n_samples) * n_features / n_samples
if None
.
model_selection_alpha: f64
Type two error in model selection to be approximated. Relevant for classifier- based changepoint detection.
model_selection_n_permutations: usize
Number of permutations for model selection in classifier-based change point detection.
number_of_wild_segments: usize
Number of randomly drawn segments. Corresponds to parameter M
in
https://arxiv.org/pdf/1411.0858.pdf.
seeded_segments_alpha: f64
Decay parameter in seeded binary segmentation. Should be in [1/2, 1)
, with a
value close to 1 resulting in many segments. Corresponds to \alpha
in
https://arxiv.org/pdf/2002.06633.pdf.
seed: u64
Seed used for segmentation.
random_forest_parameters: RandomForestParameters
Hyperparameters for random forests.
forbidden_segments: Option<Vec<(usize, usize)>>
Segments of indexes were no segmentation is allowed.