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MultiKernelQuadraticTimeMMD.h
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MultiKernelQuadraticTimeMMD.h
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/*
* Copyright (c) The Shogun Machine Learning Toolbox
* Written (w) 2012 - 2013 Heiko Strathmann
* Written (w) 2014 - 2016 Soumyajit De
* All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions are met:
*
* 1. Redistributions of source code must retain the above copyright notice, this
* list of conditions and the following disclaimer.
* 2. Redistributions in binary form must reproduce the above copyright notice,
* this list of conditions and the following disclaimer in the documentation
* and/or other materials provided with the distribution.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
* ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
* WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
* DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
* ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
* (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
* LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
* ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
* SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*
* The views and conclusions contained in the software and documentation are those
* of the authors and should not be interpreted as representing official policies,
* either expressed or implied, of the Shogun Development Team.
*/
#ifndef MULTI_KERNEL_QUADRATIC_TIME_MMD_H_
#define MULTI_KERNEL_QUADRATIC_TIME_MMD_H_
#include <memory>
#include <shogun/base/SGObject.h>
namespace shogun
{
class CFeatures;
class CQuadraticTimeMMD;
class CShiftInvariantKernel;
template <typename> class SGVector;
namespace internal
{
class KernelManager;
class MaxMeasure;
}
/**
* @brief Class that performs quadratic time MMD test optimized for multiple
* shift-invariant kernels. If the kernels are not shift-invariant, then the
* class CQuadraticTimeMMD should be used multiple times instead of this one.
*
* If the features are updated, then (if any) existing precomputed distance
* instance has to be invalidated by the owner (CQuadraticTimeMMD instance).
*/
class CMultiKernelQuadraticTimeMMD : public CSGObject
{
friend class CQuadraticTimeMMD;
friend class internal::MaxMeasure;
private:
CMultiKernelQuadraticTimeMMD(CQuadraticTimeMMD* owner);
public:
CMultiKernelQuadraticTimeMMD();
virtual ~CMultiKernelQuadraticTimeMMD();
void add_kernel(CShiftInvariantKernel *kernel);
void cleanup();
SGVector<float64_t> compute_statistic();
SGVector<float64_t> compute_variance_h0();
SGVector<float64_t> compute_variance_h1();
SGMatrix<float32_t> sample_null();
SGVector<float64_t> compute_p_value();
SGVector<bool> perform_test(float64_t alpha);
virtual const char* get_name() const;
private:
struct Self;
std::unique_ptr<Self> self;
void invalidate_precomputed_distance();
SGVector<float64_t> statistic(const internal::KernelManager& kernel_mgr);
SGMatrix<float32_t> sample_null(const internal::KernelManager& kernel_mgr);
SGVector<float64_t> p_values(const internal::KernelManager& kernel_mgr);
};
}
#endif // MULTI_KERNEL_QUADRATIC_TIME_MMD_H_