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StreamingMMD.h
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3  * Written (w) 2012-2013 Heiko Strathmann
4  * Written (w) 2014 Soumyajit De
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31 
32 #ifndef STREAMING_MMD_H_
33 #define STREAMING_MMD_H_
34 
36 
37 namespace shogun
38 {
39 
40 class CStreamingFeatures;
41 class CFeatures;
42 
87 {
88 public:
90  CStreamingMMD();
91 
102  CStreamingFeatures* q, index_t m, index_t blocksize=10000);
103 
105  virtual ~CStreamingMMD();
106 
116  virtual float64_t compute_statistic();
117 
125  virtual SGVector<float64_t> compute_statistic(bool multiple_kernels);
126 
140  virtual float64_t compute_p_value(float64_t statistic);
141 
157  virtual float64_t perform_test();
158 
171  virtual float64_t compute_threshold(float64_t alpha);
172 
180 
199  virtual void compute_statistic_and_variance(
200  SGVector<float64_t>& statistic, SGVector<float64_t>& variance,
201  bool multiple_kernels=false)=0;
202 
207  virtual void compute_statistic_and_Q(
208  SGVector<float64_t>& statistic, SGMatrix<float64_t>& Q)=0;
209 
220 
224  void set_blocksize(index_t blocksize)
225  {
226  m_blocksize=blocksize;
227  }
228 
240  CList* stream_data_blocks(index_t num_blocks, index_t num_this_run);
241 
243  virtual void set_p_and_q(CFeatures* p_and_q);
244 
246  virtual CFeatures* get_p_and_q();
247 
252 
257 
261  inline void set_simulate_h0(bool simulate_h0)
262  {
263  m_simulate_h0=simulate_h0;
264  }
265 
267  virtual const char* get_name() const
268  {
269  return "StreamingMMD";
270  }
271 
272 protected:
285  CList* data, index_t num_this_run)=0;
286 
289 
292 
295 
299 
300 private:
302  void init();
303 };
304 
305 }
306 
307 #endif /* STREAMING_MMD_H_ */
308 
virtual void compute_statistic_and_variance(SGVector< float64_t > &statistic, SGVector< float64_t > &variance, bool multiple_kernels=false)=0
virtual float64_t compute_threshold(float64_t alpha)
virtual CStreamingFeatures * get_streaming_q()
virtual SGVector< float64_t > compute_squared_mmd(CKernel *kernel, CList *data, index_t num_this_run)=0
virtual CStreamingFeatures * get_streaming_p()
int32_t index_t
Definition: common.h:60
void set_simulate_h0(bool simulate_h0)
Definition: StreamingMMD.h:261
Kernel two sample test base class. Provides an interface for performing a two-sample test using a ker...
virtual SGVector< float64_t > sample_null()
virtual float64_t compute_p_value(float64_t statistic)
virtual float64_t compute_variance_estimate()
CStreamingFeatures * m_streaming_q
Definition: StreamingMMD.h:291
Abstract base class that provides an interface for performing kernel two-sample test on streaming dat...
Definition: StreamingMMD.h:86
void set_blocksize(index_t blocksize)
Definition: StreamingMMD.h:224
double float64_t
Definition: common.h:48
virtual CFeatures * get_p_and_q()
virtual const char * get_name() const
Definition: StreamingMMD.h:267
The class Features is the base class of all feature objects.
Definition: Features.h:62
Streaming features are features which are used for online algorithms.
The Kernel base class.
Definition: Kernel.h:150
CStreamingFeatures * m_streaming_p
Definition: StreamingMMD.h:288
virtual void set_p_and_q(CFeatures *p_and_q)
CList * stream_data_blocks(index_t num_blocks, index_t num_this_run)
virtual void compute_statistic_and_Q(SGVector< float64_t > &statistic, SGMatrix< float64_t > &Q)=0
virtual float64_t perform_test()
Class List implements a doubly connected list for low-level-objects.
Definition: List.h:82
virtual float64_t compute_statistic()

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