hsic bugfix and interface changes

examples/undocumented/libshogun/statistics_hsic.cpp

@@ -89,10 +89,7 @@ void test_hsic_fixed()
 
 	index_t m=features_p->get_num_vectors();
 
-	/* unref features since convienience constructor is HSIC was used */
 	CHSIC* hsic=new CHSIC(kernel_p, kernel_q, features_p, features_q);
-	SG_UNREF(features_p);
-	SG_UNREF(features_q);
 
 	/* assert matlab result, note that compute statistic computes m*hsic */
 	float64_t difference=hsic->compute_statistic();
@@ -111,10 +108,7 @@ void test_hsic_gamma()
 	CKernel* kernel_q=NULL;
 	create_fixed_data_kernel_big(features_p, features_q, kernel_p, kernel_q);
 
-	/* unref features since convienience constructor is HSIC was used */
 	CHSIC* hsic=new CHSIC(kernel_p, kernel_q, features_p, features_q);
-	SG_UNREF(features_p);
-	SG_UNREF(features_q);
 
 	hsic->set_null_approximation_method(HSIC_GAMMA);
 	float64_t p=hsic->compute_p_value(0.05);
@@ -132,26 +126,23 @@ void test_hsic_sample_null()
 	CKernel* kernel_q=NULL;
 	create_fixed_data_kernel_big(features_p, features_q, kernel_p, kernel_q);
 
-	/* unref features since convienience constructor is HSIC was used */
 	CHSIC* hsic=new CHSIC(kernel_p, kernel_q, features_p, features_q);
-	SG_UNREF(features_p);
-	SG_UNREF(features_q);
 
 	/* do sampling null */
 	hsic->set_null_approximation_method(PERMUTATION);
 	float64_t p=hsic->compute_p_value(0.05);
 	SG_SPRINT("p-value: %f\n", p);
 
 	/* ensure that sampling null of hsic leads to same results as using
-	 * CKernelIndependenceTestStatistic */
+	 * CKernelIndependenceTest */
 	CMath::init_random(1);
 	float64_t mean1=CStatistics::mean(hsic->sample_null());
 	float64_t var1=CStatistics::variance(hsic->sample_null());
 	SG_SPRINT("mean1=%f, var1=%f\n", mean1, var1);
 
 	CMath::init_random(1);
 	float64_t mean2=CStatistics::mean(
-			hsic->CKernelIndependenceTestStatistic::sample_null());
+			hsic->CKernelIndependenceTest::sample_null());
 	float64_t var2=CStatistics::variance(hsic->sample_null());
 	SG_SPRINT("mean2=%f, var2=%f\n", mean2, var2);
 

src/interfaces/modular/Statistics.i

@@ -8,12 +8,13 @@
  */
 
 /* Remove C Prefix */
-%rename(TestStatistic) CTestStatistic;
-%rename(TwoDistributionsTestStatistic) CTwoDistributionsTestStatistic;
-%rename(KernelTwoSampleTestStatistic) CKernelTwoSampleTestStatistic;
+%rename(HypothesisTest) CHypothesisTest;
+%rename(IndependenceTest) CIndependenceTest;
+%rename(TwoSampleTest) CTwoSampleTest;
+%rename(KernelTwoSampleTest) CKernelTwoSampleTest;
 %rename(LinearTimeMMD) CLinearTimeMMD;
 %rename(QuadraticTimeMMD) CQuadraticTimeMMD;
-%rename(KernelIndependenceTestStatistic) CKernelIndependenceTestStatistic;
+%rename(KernelIndependenceTest) CKernelIndependenceTest;
 %rename(HSIC) CHSIC;
 %rename(KernelMeanMatching) CKernelMeanMatching;
 %rename(MMDKernelSelection) CMMDKernelSelection;
@@ -26,12 +27,13 @@
 
 
 /* Include Class Headers to make them visible from within the target language */
-%include <shogun/statistics/TestStatistic.h>
-%include <shogun/statistics/TwoDistributionsTestStatistic.h>
-%include <shogun/statistics/KernelTwoSampleTestStatistic.h>
+%include <shogun/statistics/HypothesisTest.h>
+%include <shogun/statistics/IndependenceTest.h>
+%include <shogun/statistics/TwoSampleTest.h>
+%include <shogun/statistics/KernelTwoSampleTest.h>
 %include <shogun/statistics/LinearTimeMMD.h>
 %include <shogun/statistics/QuadraticTimeMMD.h>
-%include <shogun/statistics/KernelIndependenceTestStatistic.h>
+%include <shogun/statistics/KernelIndependenceTest.h>
 %include <shogun/statistics/HSIC.h>
 %include <shogun/statistics/KernelMeanMatching.h>
 %include <shogun/statistics/MMDKernelSelection.h>

src/interfaces/modular/Statistics_includes.i

@@ -1,10 +1,11 @@
 %{
- #include <shogun/statistics/TestStatistic.h>
- #include <shogun/statistics/TwoDistributionsTestStatistic.h>
- #include <shogun/statistics/KernelTwoSampleTestStatistic.h>
+ #include <shogun/statistics/HypothesisTest.h>
+ #include <shogun/statistics/IndependenceTest.h>
+ #include <shogun/statistics/TwoSampleTest.h>
+ #include <shogun/statistics/KernelTwoSampleTest.h>
  #include <shogun/statistics/LinearTimeMMD.h>
  #include <shogun/statistics/QuadraticTimeMMD.h>
- #include <shogun/statistics/KernelIndependenceTestStatistic.h>
+ #include <shogun/statistics/KernelIndependenceTest.h>
  #include <shogun/statistics/HSIC.h>
  #include <shogun/statistics/KernelMeanMatching.h>
  #include <shogun/statistics/MMDKernelSelection.h>

src/shogun/statistics/HSIC.cpp

@@ -1,10 +1,32 @@
 /*
- * 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.
+ * Copyright (c) The Shogun Machine Learning Toolbox
+ * Written (w) 2012-2013 Heiko Strathmann
+ * Written (w) 2014 Soumyajit De
+ * All rights reserved.
  *
- * Written (W) 2012-2013 Heiko Strathmann
+ * 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/statistics/HSIC.h>
@@ -15,53 +37,46 @@
 
 using namespace shogun;
 
-CHSIC::CHSIC() :
-		CKernelIndependenceTestStatistic()
+CHSIC::CHSIC() : CKernelIndependenceTest()
 {
 	init();
 }
 
-CHSIC::CHSIC(CKernel* kernel_p, CKernel* kernel_q, CFeatures* p_and_q,
-		index_t m) :
-		CKernelIndependenceTestStatistic(kernel_p, kernel_q, m_p_and_q, m)
-{
-	if (p_and_q && p_and_q->get_num_vectors()/2!=m)
-	{
-		SG_ERROR("Only features with equal number of vectors are currently "
-				"possible\n");
-	}
-
-	init();
-}
-
 CHSIC::CHSIC(CKernel* kernel_p, CKernel* kernel_q, CFeatures* p,
 		CFeatures* q) :
-		CKernelIndependenceTestStatistic(kernel_p, kernel_q, p, q)
+		CKernelIndependenceTest(kernel_p, kernel_q, p, q)
 {
+	init();
+
 	if (p && q && p->get_num_vectors()!=q->get_num_vectors())
 	{
 		SG_ERROR("Only features with equal number of vectors are currently "
 				"possible\n");
 	}
-
-	init();
+	else
+		m_num_features=p->get_num_vectors();
 }
 
 CHSIC::~CHSIC()
 {
-
 }
 
 void CHSIC::init()
 {
+	SG_ADD(&m_num_features, "num_features",
+			"Number of features from each of the distributions",
+			MS_NOT_AVAILABLE);
 
+	m_num_features=0;
 }
 
 float64_t CHSIC::compute_statistic()
 {
+	SG_DEBUG("entering!\n");
+
 	REQUIRE(m_kernel_p && m_kernel_q, "No or only one kernel specified!\n");
 
-	REQUIRE(m_p_and_q, "features needed!\n")
+	REQUIRE(m_p && m_q, "features needed!\n")
 
 	/* compute kernel matrices */
 	SGMatrix<float64_t> K=get_kernel_matrix_K();
@@ -71,7 +86,7 @@ float64_t CHSIC::compute_statistic()
 	K.center();
 
 	/* compute MATLAB: sum(sum(Kc' .* (L))), which is biased HSIC */
-	index_t m=m_m;
+	index_t m=m_num_features;
 	float64_t result=0;
 	for (index_t i=0; i<m; ++i)
 	{
@@ -82,6 +97,8 @@ float64_t CHSIC::compute_statistic()
 	/* return m times statistic */
 	result/=m;
 
+	SG_DEBUG("leaving!\n");
+
 	return result;
 }
 
@@ -100,7 +117,7 @@ float64_t CHSIC::compute_p_value(float64_t statistic)
 
 	default:
 		/* sampling null is handled there */
-		result=CTwoDistributionsTestStatistic::compute_p_value(statistic);
+		result=CIndependenceTest::compute_p_value(statistic);
 		break;
 	}
 
@@ -122,7 +139,7 @@ float64_t CHSIC::compute_threshold(float64_t alpha)
 
 	default:
 		/* sampling null is handled there */
-		result=CTwoDistributionsTestStatistic::compute_threshold(alpha);
+		result=CIndependenceTest::compute_threshold(alpha);
 		break;
 	}
 
@@ -133,9 +150,9 @@ SGVector<float64_t> CHSIC::fit_null_gamma()
 {
 	REQUIRE(m_kernel_p && m_kernel_q, "No or only one kernel specified!\n");
 
-	REQUIRE(m_p_and_q, "features needed!\n")
+	REQUIRE(m_p && m_q, "features needed!\n")
 
-	index_t m=m_m;
+	index_t m=m_num_features;
 
 	/* compute kernel matrices */
 	SGMatrix<float64_t> K=get_kernel_matrix_K();
@@ -216,73 +233,52 @@ SGVector<float64_t> CHSIC::fit_null_gamma()
 
 SGMatrix<float64_t> CHSIC::get_kernel_matrix_K()
 {
-	SGMatrix<float64_t> K;
+	SG_DEBUG("entering!\n");
 
-	/* subset for selecting only data from one distribution */
-	SGVector<index_t> subset(m_m);
-	subset.range_fill();
+	SGMatrix<float64_t> K;
 
 	/* distinguish between custom and normal kernels */
 	if (m_kernel_p->get_kernel_type()==K_CUSTOM)
 	{
 		/* custom kernels need to to be initialised when a subset is added */
 		CCustomKernel* custom_kernel_p=(CCustomKernel*)m_kernel_p;
-		custom_kernel_p->add_row_subset(subset);
-		custom_kernel_p->add_col_subset(subset);
-
 		K=custom_kernel_p->get_kernel_matrix();
-
-		custom_kernel_p->remove_row_subset();
-		custom_kernel_p->remove_col_subset();
 	}
 	else
 	{
-		m_p_and_q->add_subset(subset);
-		m_kernel_p->init(m_p_and_q, m_p_and_q);
+		/* need to init the kernel if kernel is not precomputed - if subsets of
+		 * features are in the stack (for permutation), this will handle it */
+		m_kernel_p->init(m_p, m_p);
 		K=m_kernel_p->get_kernel_matrix();
-		m_p_and_q->remove_subset();
-
-		/* re-init kernel since subset was changed */
-		m_kernel_p->init(m_p_and_q, m_p_and_q);
 	}
 
+	SG_DEBUG("leaving!\n");
+
 	return K;
 }
 
 SGMatrix<float64_t> CHSIC::get_kernel_matrix_L()
 {
-	SGMatrix<float64_t> L;
+	SG_DEBUG("entering!\n");
 
-	/* subset for selecting only data from one distribution */
-	SGVector<index_t> subset(m_m);
-	/* setting the starting index at m_m which is the starting index for
-	 * samples from q */
-	subset.range_fill(m_m);
+	SGMatrix<float64_t> L;
 
 	/* now second half of data for L */
 	if (m_kernel_q->get_kernel_type()==K_CUSTOM)
 	{
-		/* custom kernels need to to be initialised when a subset is added */
+		/* custom kernels need to to be initialised - no subsets here */
 		CCustomKernel* custom_kernel_q=(CCustomKernel*)m_kernel_q;
-		custom_kernel_q->add_row_subset(subset);
-		custom_kernel_q->add_col_subset(subset);
-
 		L=custom_kernel_q->get_kernel_matrix();
-
-		custom_kernel_q->remove_row_subset();
-		custom_kernel_q->remove_col_subset();
 	}
 	else
 	{
-		m_p_and_q->add_subset(subset);
-		m_kernel_q->init(m_p_and_q, m_p_and_q);
+		/* need to init the kernel if kernel is not precomputed */
+		m_kernel_q->init(m_q, m_q);
 		L=m_kernel_q->get_kernel_matrix();
-		m_p_and_q->remove_subset();
-
-		/* re-init kernel since subset was changed */
-		m_kernel_q->init(m_p_and_q, m_p_and_q);
 	}
 
+	SG_DEBUG("leaving!\n");
+
 	return L;
 }
 
@@ -297,9 +293,11 @@ SGVector<float64_t> CHSIC::sample_null()
 	CKernel* kernel_p=m_kernel_p;
 	CKernel* kernel_q=m_kernel_q;
 
-	/* init kernels before to be sure that everything is fine */
-	m_kernel_p->init(m_p_and_q, m_p_and_q);
-	m_kernel_q->init(m_p_and_q, m_p_and_q);
+	/* init kernels before to be sure that everything is fine
+	 * kernel function between two samples from different distributions
+	 * is never computed - in fact, they may as well have different features */
+	m_kernel_p->init(m_p, m_p);
+	m_kernel_q->init(m_q, m_q);
 
 	/* precompute kernel matrices */
 	CCustomKernel* precomputed_p=new CCustomKernel(m_kernel_p);
@@ -311,9 +309,11 @@ SGVector<float64_t> CHSIC::sample_null()
 	m_kernel_p=precomputed_p;
 	m_kernel_q=precomputed_q;
 
-	/* use superclass sample_null which permutes custom kernels */
-	SGVector<float64_t> null_samples=
-			CKernelIndependenceTestStatistic::sample_null();
+	/* use superclass sample_null which shuffles the entries for one
+	 * distribution using index permutation on rows and columns of
+	 * kernel matrix from one distribution, while accessing the other
+	 * in its original order and then compute statistic */
+	SGVector<float64_t> null_samples=CKernelIndependenceTest::sample_null();
 
 	/* restore kernels */
 	m_kernel_p=kernel_p;