Merge pull request #1123 from votjakovr/develop

Added check of standard deviation (m_sigma) in GP likelihoods

src/shogun/regression/gp/GaussianLikelihood.cpp

@@ -24,13 +24,15 @@ CGaussianLikelihood::CGaussianLikelihood() : CLikelihoodModel()
 
 CGaussianLikelihood::CGaussianLikelihood(float64_t sigma) : CLikelihoodModel()
 {
+	REQUIRE(sigma>0.0, "%s::CGaussianLikelihood(): Standard deviation "
+			"must be greater than zero\n", get_name())
 	init();
 	m_sigma=sigma;
 }
 
 void CGaussianLikelihood::init()
 {
-	m_sigma = 1;
+	m_sigma=1.0;
 	SG_ADD(&m_sigma, "sigma", "Observation Noise.", MS_AVAILABLE);
 }
 

src/shogun/regression/gp/GaussianLikelihood.h

@@ -25,7 +25,6 @@ namespace shogun
  */
 class CGaussianLikelihood: public CLikelihoodModel
 {
-
 public:
 	/** Constructor*/
 	CGaussianLikelihood();
@@ -48,13 +47,18 @@ class CGaussianLikelihood: public CLikelihoodModel
 	 *
 	 * @return noise variance
 	 */
-	float64_t get_sigma() {return m_sigma;}
+	float64_t get_sigma() { return m_sigma; }
 
 	/** Sets the noise variance
 	 *
-	 * @param s noise variance
+	 * @param sigma noise variance
 	 */
-	void set_sigma(float64_t s) {m_sigma = s;}
+	void set_sigma(float64_t sigma)
+	{
+		REQUIRE(sigma>0.0, "%s::set_sigma(): Standard deviation "
+			"must be greater than zero\n", get_name())
+		m_sigma=sigma;
+	}
 
 	/** helper method used to specialize a base class instance
 	 *
@@ -81,7 +85,7 @@ class CGaussianLikelihood: public CLikelihoodModel
 	  *
 	  * @return model type Gaussian
 	 */
-	virtual ELikelihoodModelType get_model_type() {return LT_GAUSSIAN;}
+	virtual ELikelihoodModelType get_model_type() { return LT_GAUSSIAN; }
 
 	/** get log likelihood log(P(y|f)) with respect
 	 *  to location f
@@ -164,10 +168,9 @@ class CGaussianLikelihood: public CLikelihoodModel
 	/** Observation noise sigma */
 	float64_t m_sigma;
 
-	/*Initialize function*/
+	/** Initialize function */
 	void init();
 };
-
 }
 #endif /* HAVE_EIGEN3 */
 #endif /* CGAUSSIANLIKELIHOOD_H_ */

src/shogun/regression/gp/LikelihoodModel.h

@@ -14,7 +14,6 @@
 #include <shogun/base/SGObject.h>
 #include <shogun/labels/RegressionLabels.h>
 
-
 namespace shogun
 {
 
@@ -26,7 +25,6 @@ enum ELikelihoodModelType
 	LT_STUDENTST = 20
 };
 
-
 /** @brief The Likelihood Model base class.
  *
  *  The Likelihood model computes approximately the
@@ -36,9 +34,7 @@ enum ELikelihoodModelType
  */
 class CLikelihoodModel : public CSGObject
 {
-
 public:
-
 	/*Constructor*/
 	CLikelihoodModel();
 
@@ -70,7 +66,7 @@ class CLikelihoodModel : public CSGObject
 	  *
 	  * @return model type NONE
 	 */
-	virtual ELikelihoodModelType get_model_type() {return LT_NONE;}
+	virtual ELikelihoodModelType get_model_type() { return LT_NONE; }
 
 	/** get log likelihood log(P(y|f)) with respect
 	 *  to location f
@@ -83,7 +79,6 @@ class CLikelihoodModel : public CSGObject
 	virtual float64_t get_log_probability_f(CRegressionLabels* labels,
 			SGVector<float64_t> f) = 0;
 
-
 	/** get derivative of log likelihood log(P(y|f)) with respect
 	 *  to location f
 	 *
@@ -150,8 +145,6 @@ class CLikelihoodModel : public CSGObject
 	virtual SGVector<float64_t> get_third_derivative(CRegressionLabels* labels,
 			TParameter* param, CSGObject* obj, SGVector<float64_t> function) = 0;
 };
-
-
 }
 #endif /* HAVE_EIGEN3 */
 #endif /* CLIKELIHOODMODEL_H_ */

src/shogun/regression/gp/StudentsTLikelihood.cpp

@@ -25,21 +25,24 @@ using namespace Eigen;
 
 CStudentsTLikelihood::CStudentsTLikelihood() : CLikelihoodModel()
 {
-	init(0.01, 3);
+	init();
 }
 
 CStudentsTLikelihood::CStudentsTLikelihood(float64_t sigma, float64_t df) : CLikelihoodModel()
 {
-	init(sigma, df);
-}
-
-void CStudentsTLikelihood::init(float64_t sigma, float64_t df)
-{
-	REQUIRE(df>1.0, "%s::init(): Number of degrees of "
+	REQUIRE(sigma>0.0, "%s::CStudentsTLikelihood(): Standard deviation "
+			"must be greater than zero\n", get_name())
+	REQUIRE(df>1.0, "%s::CStudentsTLikelihood(): Number of degrees of "
 			"freedom must be greater than one\n", get_name())
+	init();
+	m_sigma=sigma;
 	m_df=df;
-	m_sigma = sigma;
+}
 
+void CStudentsTLikelihood::init()
+{
+	m_sigma=1.0;
+	m_df=3.0;
 	SG_ADD(&m_df, "df", "Degrees of Freedom.", MS_AVAILABLE);
 	SG_ADD(&m_sigma, "sigma", "Observation Noise.", MS_AVAILABLE);
 }

src/shogun/regression/gp/StudentsTLikelihood.h

@@ -27,9 +27,7 @@ namespace shogun
  */
 class CStudentsTLikelihood: public CLikelihoodModel
 {
-
 public:
-
 	/** default constructor */
 	CStudentsTLikelihood();
 
@@ -54,19 +52,24 @@ class CStudentsTLikelihood: public CLikelihoodModel
 	 *
 	 * @return noise variance
 	 */
-	float64_t get_sigma() {return m_sigma;}
+	float64_t get_sigma() { return m_sigma; }
 
 	/** Sets the noise variance
 	 *
-	 * @param s noise variance
+	 * @param sigma noise variance
 	 */
-	void set_sigma(float64_t s) {m_sigma = s;}
+	void set_sigma(float64_t sigma)
+	{
+		REQUIRE(sigma>0.0, "%s::set_sigma(): Standard deviation "
+			"must be greater than zero\n", get_name())
+		m_sigma=sigma;
+	}
 
 	/** get degrees of freedom
 	 *
 	 * @return degrees of freedom
 	 */
-	float64_t get_degrees_freedom() {return m_df;}
+	float64_t get_degrees_freedom() { return m_df; }
 
 	/** sets degrees of freedom
 	 *
@@ -104,8 +107,7 @@ class CStudentsTLikelihood: public CLikelihoodModel
 	  *
 	  * @return model type Student's T
 	 */
-	virtual ELikelihoodModelType get_model_type() {return LT_STUDENTST;}
-
+	virtual ELikelihoodModelType get_model_type() { return LT_STUDENTST; }
 
 	/** get log likelihood log(P(y|f)) with respect
 	 *  to location f
@@ -118,7 +120,6 @@ class CStudentsTLikelihood: public CLikelihoodModel
 	virtual float64_t get_log_probability_f(CRegressionLabels* labels,
 			SGVector<float64_t> f);
 
-
 	/** get derivative of log likelihood log(P(y|f)) with respect
 	 *  to location f
 	 *
@@ -192,11 +193,9 @@ class CStudentsTLikelihood: public CLikelihoodModel
 	/** Degrees of Freedom */
 	float64_t m_df;
 
-	/** Initialize function*/
-	void init(float64_t sigma, float64_t df);
-
+	/** Initialize function */
+	void init();
 };
-
 }
 #endif /* HAVE_EIGEN3 */
 #endif /* CStudentsTLIKELIHOOD_H_ */