Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
- Loading branch information
Showing
6 changed files
with
137 additions
and
72 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -1,89 +1,111 @@ | ||
/* | ||
* Restructuring Shogun's statistical hypothesis testing framework. | ||
* Copyright (C) 2016 Soumyajit De | ||
* Copyright (c) The Shogun Machine Learning Toolbox | ||
* Written (w) 2012 - 2013 Heiko Strathmann | ||
* Written (w) 2014 - 2016 Soumyajit De | ||
* All rights reserved. | ||
* | ||
* 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. | ||
* Redistribution and use in source and binary forms, with or without | ||
* modification, are permitted provided that the following conditions are met: | ||
* | ||
* This program is distributed in the hope that it will be useful, | ||
* but WITHOUT ANY WARRANTY; without even the selfied warranty of | ||
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the | ||
* GNU General Public License for more details. | ||
* 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. | ||
* | ||
* You should have received a copy of the GNU General Public License | ||
* along with this program. If not, see <http://www.gnu.org/licenses/>. | ||
* 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 <algorithm> | ||
#include <shogun/lib/SGVector.h> | ||
#include <shogun/mathematics/Math.h> | ||
#include <shogun/statistical_testing/HypothesisTest.h> | ||
#include <shogun/statistical_testing/internals/TestTypes.h> | ||
#include <shogun/statistical_testing/internals/DataManager.h> | ||
#include <shogun/statistical_testing/internals/KernelManager.h> | ||
|
||
using namespace shogun; | ||
using namespace internal; | ||
|
||
struct CHypothesisTest::Self | ||
{ | ||
Self(index_t num_distributions, index_t num_kernels) | ||
: data_manager(num_distributions), kernel_manager(num_kernels) | ||
{ | ||
} | ||
DataManager data_manager; | ||
KernelManager kernel_manager; | ||
explicit Self(index_t num_distributions); | ||
DataManager data_mgr; | ||
}; | ||
|
||
CHypothesisTest::CHypothesisTest(index_t num_distributions, index_t num_kernels) : CSGObject() | ||
{ | ||
self = std::unique_ptr<Self>(new CHypothesisTest::Self(num_distributions, num_kernels)); | ||
} | ||
|
||
CHypothesisTest::~CHypothesisTest() | ||
CHypothesisTest::Self::Self(index_t num_distributions) : data_mgr(num_distributions) | ||
{ | ||
} | ||
|
||
DataManager& CHypothesisTest::get_data_manager() | ||
CHypothesisTest::CHypothesisTest(index_t num_distributions) : CSGObject() | ||
{ | ||
return self->data_manager; | ||
self=std::unique_ptr<Self>(new CHypothesisTest::Self(num_distributions)); | ||
} | ||
|
||
const DataManager& CHypothesisTest::get_data_manager() const | ||
CHypothesisTest::~CHypothesisTest() | ||
{ | ||
return self->data_manager; | ||
} | ||
|
||
KernelManager& CHypothesisTest::get_kernel_manager() | ||
void CHypothesisTest::set_train_test_mode(bool on) | ||
{ | ||
return self->kernel_manager; | ||
self->data_mgr.set_train_test_mode(on); | ||
} | ||
|
||
const KernelManager& CHypothesisTest::get_kernel_manager() const | ||
void CHypothesisTest::set_train_test_ratio(float64_t ratio) | ||
{ | ||
return self->kernel_manager; | ||
self->data_mgr.train_test_ratio(ratio); | ||
} | ||
|
||
float64_t CHypothesisTest::compute_p_value(float64_t statistic) | ||
{ | ||
SGVector<float64_t> values = sample_null(); | ||
|
||
SGVector<float64_t> values=sample_null(); | ||
std::sort(values.vector, values.vector + values.vlen); | ||
float64_t i = values.find_position_to_insert(statistic); | ||
|
||
return 1.0 - i / values.vlen; | ||
float64_t i=values.find_position_to_insert(statistic); | ||
return 1.0-i/values.vlen; | ||
} | ||
|
||
float64_t CHypothesisTest::compute_threshold(float64_t alpha) | ||
{ | ||
SGVector<float64_t> values = sample_null(); | ||
SGVector<float64_t> values=sample_null(); | ||
std::sort(values.vector, values.vector + values.vlen); | ||
return values[index_t(CMath::floor(values.vlen * (1 - alpha)))]; | ||
return values[index_t(CMath::floor(values.vlen*(1-alpha)))]; | ||
} | ||
|
||
bool CHypothesisTest::perform_test(float64_t alpha) | ||
{ | ||
auto statistic=compute_statistic(); | ||
auto p_value=compute_p_value(statistic); | ||
return p_value<alpha; | ||
} | ||
|
||
const char* CHypothesisTest::get_name() const | ||
{ | ||
return "HypothesisTest"; | ||
} | ||
|
||
CSGObject* CHypothesisTest::clone() | ||
{ | ||
SG_ERROR("Cloning CHypothesisTest instances is not supported!\n"); | ||
return nullptr; | ||
} | ||
|
||
DataManager& CHypothesisTest::get_data_mgr() | ||
{ | ||
return self->data_mgr; | ||
} | ||
|
||
const DataManager& CHypothesisTest::get_data_mgr() const | ||
{ | ||
return self->data_mgr; | ||
} |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters