SHOGUN
6.0.0
src
shogun
statistical_testing
kernelselection
internals
WeightedMaxTestPower.cpp
Go to the documentation of this file.
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/*
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* Copyright (c) The Shogun Machine Learning Toolbox
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* Written (W) 2012 - 2013 Heiko Strathmann
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* Written (w) 2014 - 2017 Soumyajit De
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* All rights reserved.
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*
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* Redistribution and use in source and binary forms, with or without
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* modification, are permitted provided that the following conditions are met:
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*
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* 1. Redistributions of source code must retain the above copyright notice, this
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* list of conditions and the following disclaimer.
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* 2. Redistributions in binary form must reproduce the above copyright notice,
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* this list of conditions and the following disclaimer in the documentation
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* and/or other materials provided with the distribution.
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*
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* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
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* ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
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* WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
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* DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
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* ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
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* (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
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* LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
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* ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
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* SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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*
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* The views and conclusions contained in the software and documentation are those
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* of the authors and should not be interpreted as representing official policies,
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* either expressed or implied, of the Shogun Development Team.
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*/
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#include <
shogun/lib/SGVector.h
>
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#include <
shogun/lib/SGMatrix.h
>
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#include <
shogun/kernel/Kernel.h
>
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#include <
shogun/kernel/CombinedKernel.h
>
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#include <
shogun/statistical_testing/StreamingMMD.h
>
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#include <
shogun/statistical_testing/internals/KernelManager.h
>
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#include <
shogun/statistical_testing/kernelselection/internals/WeightedMaxTestPower.h
>
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#include <
shogun/statistical_testing/kernelselection/internals/OptimizationSolver.h
>
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using namespace
shogun
;
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using namespace
internal;
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WeightedMaxTestPower::WeightedMaxTestPower(KernelManager& km,
CMMD
* est) : WeightedMaxMeasure(km, est), lambda(1E-5)
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{
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}
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WeightedMaxTestPower::~WeightedMaxTestPower()
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{
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}
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void
WeightedMaxTestPower::init_measures()
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{
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}
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void
WeightedMaxTestPower::compute_measures()
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{
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auto
casted_estimator=
dynamic_cast<
CStreamingMMD
*
>
(estimator);
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ASSERT
(casted_estimator);
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const
auto
& estimates=casted_estimator->compute_statistic_and_Q(kernel_mgr);
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measures=estimates.first;
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Q=estimates.second;
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for
(
index_t
i=0; i<Q.num_rows; ++i)
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Q(i, i)+=lambda;
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}
KernelManager.h
index_t
int32_t index_t
Definition:
common.h:72
Kernel.h
WeightedMaxTestPower.h
CombinedKernel.h
SGMatrix.h
StreamingMMD.h
ASSERT
#define ASSERT(x)
Definition:
SGIO.h:200
shogun::CStreamingMMD
Definition:
StreamingMMD.h:60
OptimizationSolver.h
shogun
all of classes and functions are contained in the shogun namespace
Definition:
class_list.h:18
shogun::CMMD
Abstract base class that provides an interface for performing kernel two-sample test using Maximum Me...
Definition:
MMD.h:120
SGVector.h
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Machine Learning Toolbox - Documentation