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QuadraticTimeMMD.h
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QuadraticTimeMMD.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 QUADRATIC_TIME_MMD_H_
#define QUADRATIC_TIME_MMD_H_
#include <memory>
#include <shogun/statistical_testing/MMD.h>
namespace shogun
{
template <typename> class SGVector;
class CQuadraticTimeMMD : public CMMD
{
using operation=std::function<float32_t(SGMatrix<float32_t>)>;
public:
CQuadraticTimeMMD();
CQuadraticTimeMMD(CFeatures* samples_from_p, CFeatures* samples_from_q);
virtual ~CQuadraticTimeMMD();
virtual float64_t compute_statistic() override;
virtual float64_t compute_variance() override;
virtual SGVector<float64_t> sample_null() override;
void spectrum_set_num_eigenvalues(index_t num_eigenvalues);
virtual float64_t compute_p_value(float64_t statistic) override;
virtual float64_t compute_threshold(float64_t alpha) override;
void precompute_kernel_matrix(bool precompute);
virtual const char* get_name() const;
private:
struct Self;
std::unique_ptr<Self> self;
virtual const operation get_direct_estimation_method() const override;
virtual const float64_t normalize_statistic(float64_t statistic) const override;
virtual const float64_t normalize_variance(float64_t variance) const override;
SGVector<float64_t> gamma_fit_null();
SGVector<float64_t> spectrum_sample_null();
};
}
#endif // QUADRATIC_TIME_MMD_H_