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MMD.h
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MMD.h
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/*
* Restructuring Shogun's statistical hypothesis testing framework.
* Copyright (C) 2016 Soumyajit De
*
* This program is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program. If not, see <http://www.gnu.org/licenses/>.
*/
#ifndef MMD_H_
#define MMD_H_
#include <memory>
#include <functional>
#include <shogun/statistical_testing/TwoSampleTest.h>
namespace shogun
{
class CKernel;
template <typename> class SGVector;
template <typename> class SGMatrix;
enum class EStatisticType
{
UNBIASED_FULL,
UNBIASED_INCOMPLETE,
BIASED_FULL
};
enum class EVarianceEstimationMethod
{
DIRECT,
PERMUTATION
};
enum class ENullApproximationMethod
{
PERMUTATION,
MMD1_GAUSSIAN,
MMD2_SPECTRUM,
MMD2_GAMMA
};
enum class EKernelSelectionMethod
{
MEDIAN_HEURISRIC,
MAXIMIZE_MMD,
MAXIMIZE_POWER
};
class CMMD : public CTwoSampleTest
{
using operation = std::function<float64_t(SGMatrix<float64_t>)>;
public:
CMMD();
virtual ~CMMD();
/*
void add_kernel(CKernel *kernel);
void select_kernel(EKernelSelectionMethod kmethod);
CKernel* get_kernel() const;
*/
virtual float64_t compute_statistic() override;
float64_t compute_variance();
void set_statistic_type(EStatisticType stype);
const EStatisticType get_statistic_type() const;
void set_variance_estimation_method(EVarianceEstimationMethod vmethod);
const EVarianceEstimationMethod get_variance_estimation_method() const;
void set_num_null_samples(index_t null_samples);
const index_t get_num_null_samples() const;
void set_null_approximation_method(ENullApproximationMethod nmethod);
const ENullApproximationMethod get_null_approximation_method() const;
virtual SGVector<float64_t> sample_null() override;
void use_gpu(bool gpu);
virtual const char* get_name() const;
protected:
virtual const operation get_direct_estimation_method() const = 0;
virtual const float64_t normalize_statistic(float64_t statistic) const = 0;
virtual const float64_t normalize_variance(float64_t variance) const = 0;
private:
struct Self;
std::unique_ptr<Self> self;
};
}
#endif // MMD_H_