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WeightedMaxTestPower.cpp
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WeightedMaxTestPower.cpp
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/*
* Copyright (c) The Shogun Machine Learning Toolbox
* Written (W) 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.
*/
#include <shogun/lib/SGVector.h>
#include <shogun/lib/SGMatrix.h>
#include <shogun/kernel/Kernel.h>
#include <shogun/kernel/CombinedKernel.h>
#include <shogun/statistical_testing/MMD.h>
#include <shogun/statistical_testing/internals/KernelManager.h>
#include <shogun/statistical_testing/kernelselection/internals/WeightedMaxTestPower.h>
#include <shogun/statistical_testing/kernelselection/internals/OptimizationSolver.h>
using namespace shogun;
using namespace internal;
WeightedMaxTestPower::WeightedMaxTestPower(KernelManager& km, CMMD* est) : WeightedMaxMeasure(km, est), lambda(1E-5)
{
}
WeightedMaxTestPower::~WeightedMaxTestPower()
{
}
void WeightedMaxTestPower::init_measures()
{
}
void WeightedMaxTestPower::compute_measures()
{
const auto& estimates=estimator->compute_statistic_and_Q(kernel_mgr);
measures=estimates.first;
Q=estimates.second;
for (index_t i=0; i<Q.num_rows; ++i)
Q(i, i)+=lambda;
}