added new streaming data generator class for creating Gaussian blobs …

…as in NIPS paper for optimal kernel choice for linear time MMD

src/shogun/features/streaming/generators/GaussianBlobsDataGenerator.cpp

@@ -0,0 +1,101 @@
+/*
+ * 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.
+ *
+ * Written (W) 2013 Heiko Strathmann
+ */
+
+#include <shogun/features/streaming/generators/GaussianBlobsDataGenerator.h>
+
+using namespace shogun;
+
+CGaussianBlobsDataGenerator::CGaussianBlobsDataGenerator() :
+		CStreamingDenseFeatures<float64_t>()
+{
+	init();
+}
+
+CGaussianBlobsDataGenerator::CGaussianBlobsDataGenerator(index_t sqrt_num_blobs,
+		float64_t distance, float64_t epsilon, float64_t angle) :
+		CStreamingDenseFeatures<float64_t>()
+{
+	init();
+	set_blobs_model(sqrt_num_blobs, distance, epsilon, angle);
+}
+
+CGaussianBlobsDataGenerator::~CGaussianBlobsDataGenerator()
+{
+}
+
+void CGaussianBlobsDataGenerator::set_blobs_model(index_t sqrt_num_blobs,
+		float64_t distance, float64_t epsilon, float64_t angle)
+{
+	m_sqrt_num_blobs=sqrt_num_blobs;
+	m_distance=distance;
+	m_epsilon=epsilon;
+	m_angle=angle;
+
+	/* precompute cholesky decomposition, start with rotation matrix */
+	SGMatrix<float64_t> R(2, 2);
+	R(0, 0)=CMath::cos(angle);
+	R(0, 1)=-CMath::sin(angle);
+	R(1, 0)=CMath::sin(angle);
+	R(1, 1)=CMath::cos(angle);
+
+	/* diagonal eigenvalue matrix */
+	SGMatrix<float64_t> L(2, 2);
+	L(0, 0)=CMath::sqrt(epsilon);
+	L(1, 0)=0;
+	L(0, 1)=0;
+	L(1, 1)=1;
+
+	/* compute and save cholesky for sampling later on */
+	m_cholesky=SGMatrix<float64_t>::matrix_multiply(R, L);
+}
+
+void CGaussianBlobsDataGenerator::init()
+{
+	SG_SWARNING("%s::init(): register parameters!\n", get_name());
+	m_sqrt_num_blobs=1;
+	m_distance=0;
+	m_epsilon=1;
+	m_angle=0;
+	m_cholesky=SGMatrix<float64_t>(2, 2);
+	m_cholesky(0, 0)=1;
+	m_cholesky(1, 1)=1;
+}
+
+bool CGaussianBlobsDataGenerator::get_next_example()
+{
+	SG_SDEBUG("entering CGaussianBlobsDataGenerator::get_next_example()\n");
+
+	/* allocate space */
+	SGVector<float64_t> result=SGVector<float64_t>(2);
+
+	/* sample latent distribution to compute offsets */
+	index_t x_offset=CMath::random(0, m_sqrt_num_blobs-1)*m_distance;
+	index_t y_offset=CMath::random(0, m_sqrt_num_blobs-1)*m_distance;
+
+	/* sample from std Gaussian */
+	float64_t x=CMath::randn_double();
+	float64_t y=CMath::randn_double();
+
+	/* transform through cholesky and add offset */
+	result[0]=m_cholesky(0, 0)*x+m_cholesky(0, 1)*y+x_offset;
+	result[1]=m_cholesky(1, 0)*x+m_cholesky(1, 1)*y+y_offset;
+
+	/* save example back to superclass */
+	CGaussianBlobsDataGenerator::current_vector=result;
+
+	SG_SDEBUG("leaving CGaussianBlobsDataGenerator::get_next_example()\n");
+	return true;
+}
+
+void CGaussianBlobsDataGenerator::release_example()
+{
+	SGVector<float64_t> temp=SGVector<float64_t>();
+	CGaussianBlobsDataGenerator::current_vector=temp;
+}
+

src/shogun/features/streaming/generators/GaussianBlobsDataGenerator.h

@@ -0,0 +1,65 @@
+/*
+ * 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.
+ *
+ * Written (W) 2013 Heiko Strathmann
+ */
+
+#ifndef __GAUSSIANBLOBSDATAGENERATOR_H_
+#define __GAUSSIANBLOBSDATAGENERATOR_H_
+
+#include <shogun/features/streaming/StreamingDenseFeatures.h>
+
+namespace shogun
+{
+
+class CGaussianBlobsDataGenerator: public CStreamingDenseFeatures<float64_t>
+{
+public:
+	/** Constructor */
+	CGaussianBlobsDataGenerator();
+
+	/** Constructor
+	 */
+	CGaussianBlobsDataGenerator(index_t sqrt_num_blobs, float64_t distance,
+			float64_t epsilon, float64_t angle);
+
+	/** Destructor */
+	virtual ~CGaussianBlobsDataGenerator();
+
+	/** @return name of SG_SERIALIZABLE */
+	virtual const char* get_name() const
+	{
+		return "MeanShiftDataGenerator";
+	}
+
+	/*
+	 * set the blobs model
+	 *
+	 */
+	void set_blobs_model(index_t sqrt_num_blobs, float64_t distance,
+			float64_t epsilon, float64_t angle);
+
+	/** get the next example from stream */
+	bool get_next_example();
+
+	/** release the example when done w/ processing */
+	void release_example();
+
+private:
+	/** registers all parameters and initializes variables with defaults */
+	void init();
+
+protected:
+	index_t m_sqrt_num_blobs;
+	float64_t m_distance;
+	float64_t m_epsilon;
+	float64_t m_angle;
+	SGMatrix<float64_t> m_cholesky;
+};
+
+}
+
+#endif /* __GAUSSIANBLOBSDATAGENERATOR_H_ */