double K_crossval_l1o(ok_kernel* k, int minalgo, int maxiter, double params[]) {
int nd = K_getNdata(k);
int np = omp_get_max_threads();
ok_kernel* ks[np];
double lh[np];
ok_progress prog = k->progress;
for (int p = 0; p < np; p++) {
ks[p] = K_clone(k);
ks[p]->progress = NULL;
lh[p] = 0.;
}
bool invalid = false;
#pragma omp parallel for
for (int i = 0; i < nd; i++) {
if (invalid)
continue;
int p = omp_get_thread_num();
gsl_matrix_memcpy(ks[p]->system->elements, k->system->elements);
gsl_vector_memcpy(ks[p]->params, k->params);
K_calculate(ks[p]);
double err = ks[p]->compiled[i][T_ERR];
int set = (int) (ks[p]->compiled[i][T_SET]);
double n = K_getPar(ks[p], set + DATA_SETS_SIZE);
ks[p]->compiled[i][T_ERR] = 100000.;
K_minimize(ks[p], minalgo, maxiter, params);
double s = sqrt(err*err + n*n);
double diff = fabs(ks[p]->compiled[i][T_SVAL] - ks[p]->compiled[i][T_PRED]);
lh[p] += log10(diff/s);
ks[p]->compiled[i][T_ERR] = err;
if (prog != NULL && omp_get_thread_num() == 0) {
int ret = prog(i * np, nd, ks[p],
"K_crossVal_l1o");
if (ret == PROGRESS_STOP) {
invalid = true;
}
}
}
double lh2 = 0;
for (int p = 0; p < np; p++) {
lh2 += lh[p];
K_free(ks[p]);
}
if (invalid)
return -1;
return fabs(lh2);
}
int K_minimizeWithTimeout(ok_kernel* k, int to) {
mtime = time(NULL);
timeout = to;
failed = 0;
k->progress = progressWithTimeout;
K_minimize(k, SIMPLEX, 5000, NULL);
k->progress = NULL;
return failed;
}
double _kminimize(ok_kernel* k, int algo) {
K_calculate(k);
double chi2 = K_getChi2_nr(k);
while (true) {
K_minimize(k, algo, 10000, NULL);
if (K_getChi2_nr(k) - chi2 < -0.01)
chi2 = K_getChi2_nr(k);
else
break;
}
return K_getChi2_nr(k);
}
