SHOGUN
6.0.0
|
This class implements the quadratic time Maximum Mean Statistic as described in [1]. The MMD is the distance of two probability distributions \(p\) and \(q\) in a RKHS which we denote by
\[ \hat{\eta_k}=\text{MMD}[\mathcal{F},p,q]^2=\textbf{E}_{x,x'} \left[ k(x,x')\right]-2\textbf{E}_{x,y}\left[ k(x,y)\right] +\textbf{E}_{y,y'}\left[ k(y,y')\right]=||\mu_p - \mu_q||^2_\mathcal{F} \]
.
Estimating variance of the asymptotic distribution of the statistic under null and alternative hypothesis can be done using compute_variance_h0() and compute_variance_h1() method.
Note that all these operations can be done for multiple kernels at once as well. To use this functionality, use multikernel() method to obtain a CMultiKernelQuadraticTimeMMD instance and then call methods on that.
If you do not know about your data, but want to use the MMD from a kernel matrix, just use the custom kernel constructor and initialize the features as CDummyFeatures. Everything else will work as usual.
To make the computation faster, this class always pre-computes the kernel and stores the Gram matrix using merged samples from p and q. It essentially keeps a backup of the old kernel and rather uses this pre-computed one as long as the present kernel is valid. Therefore, after a computation phase is executed, upon calling get_kernel() we will obtain the pre-computed kernel matrix as a CCustomKernel object. However, if subsequently the features are updated or the underlying kernel itself is updated, it discards the pre-computed kernel matrix (frees memory) and pulls the old kernel from backup (or, simply replace that if a new kernel is provided) and then pre-computes that in the next run.
It is possible to turn off the above feature by turning it off. However, it will affect the performance of the algorithms, since they are optimzied for pre-computed kernel matrices. Therefore, this should only be turned off if the storage of the kernel is a major concern. Please note that only the lower triangular part of the Gram matrix is stored, in order to exploit the symmetry.
Since the methods modifies the object's state, using the methods of this class from multiple threads may result in undesired/incorrect results/behavior.
NOTE: \(n_x\) and \(n_y\) are represented by \(m\) and \(n\), respectively in the implementation.
[1]: Gretton, A., Borgwardt, K. M., Rasch, M. J., Schoelkopf, B., & Smola, A. (2012). A Kernel Two-Sample Test. Journal of Machine Learning Research, 13, 671-721.
[2]: Gretton, A., Fukumizu, K., & Harchaoui, Z. (2011). A fast, consistent kernel two-sample test.
Definition at line 97 of file QuadraticTimeMMD.h.
Classes | |
struct | Self |
Public Member Functions | |
CQuadraticTimeMMD () | |
CQuadraticTimeMMD (CFeatures *samples_from_p, CFeatures *samples_from_q) | |
virtual | ~CQuadraticTimeMMD () |
virtual void | set_p (CFeatures *samples_from_p) |
virtual void | set_q (CFeatures *samples_from_q) |
CFeatures * | get_p_and_q () |
virtual void | set_kernel (CKernel *kernel) |
virtual void | select_kernel () |
virtual float64_t | compute_statistic () |
virtual SGVector< float64_t > | sample_null () |
virtual float64_t | compute_p_value (float64_t statistic) |
virtual float64_t | compute_threshold (float64_t alpha) |
float64_t | compute_variance_h0 () |
float64_t | compute_variance_h1 () |
CMultiKernelQuadraticTimeMMD * | multikernel () |
void | spectrum_set_num_eigenvalues (index_t num_eigenvalues) |
index_t | spectrum_get_num_eigenvalues () const |
void | precompute_kernel_matrix (bool precompute) |
void | save_permutation_inds (bool save_inds) |
SGMatrix< index_t > | get_permutation_inds () const |
virtual const char * | get_name () const |
void | set_kernel_selection_strategy (EKernelSelectionMethod method, bool weighted=false) |
void | set_kernel_selection_strategy (EKernelSelectionMethod method, index_t num_runs, index_t num_folds, float64_t alpha) |
void | add_kernel (CKernel *kernel) |
CKernelSelectionStrategy const * | get_kernel_selection_strategy () const |
void | cleanup () |
void | set_num_null_samples (index_t null_samples) |
index_t | get_num_null_samples () const |
void | set_statistic_type (EStatisticType stype) |
EStatisticType | get_statistic_type () const |
void | set_null_approximation_method (ENullApproximationMethod nmethod) |
ENullApproximationMethod | get_null_approximation_method () const |
CKernel * | get_kernel () const |
CFeatures * | get_p () const |
CFeatures * | get_q () const |
void | set_num_samples_p (index_t num_samples_from_p) |
const index_t | get_num_samples_p () const |
void | set_num_samples_q (index_t num_samples_from_q) |
const index_t | get_num_samples_q () const |
CCustomDistance * | compute_distance (CDistance *distance) |
CCustomDistance * | compute_joint_distance (CDistance *distance) |
void | set_train_test_mode (bool on) |
void | set_train_test_ratio (float64_t ratio) |
bool | perform_test (float64_t alpha) |
virtual CSGObject * | shallow_copy () const |
virtual CSGObject * | deep_copy () const |
virtual bool | is_generic (EPrimitiveType *generic) const |
template<class T > | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
void | unset_generic () |
virtual void | print_serializable (const char *prefix="") |
virtual bool | save_serializable (CSerializableFile *file, const char *prefix="") |
virtual bool | load_serializable (CSerializableFile *file, const char *prefix="") |
void | set_global_io (SGIO *io) |
SGIO * | get_global_io () |
void | set_global_parallel (Parallel *parallel) |
Parallel * | get_global_parallel () |
void | set_global_version (Version *version) |
Version * | get_global_version () |
SGStringList< char > | get_modelsel_names () |
void | print_modsel_params () |
char * | get_modsel_param_descr (const char *param_name) |
index_t | get_modsel_param_index (const char *param_name) |
void | build_gradient_parameter_dictionary (CMap< TParameter *, CSGObject *> *dict) |
bool | has (const std::string &name) const |
template<typename T > | |
bool | has (const Tag< T > &tag) const |
template<typename T , typename U = void> | |
bool | has (const std::string &name) const |
template<typename T > | |
void | set (const Tag< T > &_tag, const T &value) |
template<typename T , typename U = void> | |
void | set (const std::string &name, const T &value) |
template<typename T > | |
T | get (const Tag< T > &_tag) const |
template<typename T , typename U = void> | |
T | get (const std::string &name) const |
virtual void | update_parameter_hash () |
virtual bool | parameter_hash_changed () |
virtual bool | equals (CSGObject *other, float64_t accuracy=0.0, bool tolerant=false) |
virtual CSGObject * | clone () |
Public Attributes | |
SGIO * | io |
Parallel * | parallel |
Version * | version |
Parameter * | m_parameters |
Parameter * | m_model_selection_parameters |
Parameter * | m_gradient_parameters |
uint32_t | m_hash |
Protected Member Functions | |
virtual float64_t | normalize_statistic (float64_t statistic) const |
internal::KernelManager & | get_kernel_mgr () |
const internal::KernelManager & | get_kernel_mgr () const |
internal::DataManager & | get_data_mgr () |
const internal::DataManager & | get_data_mgr () const |
virtual void | load_serializable_pre () throw (ShogunException) |
virtual void | load_serializable_post () throw (ShogunException) |
virtual void | save_serializable_pre () throw (ShogunException) |
virtual void | save_serializable_post () throw (ShogunException) |
template<typename T > | |
void | register_param (Tag< T > &_tag, const T &value) |
template<typename T > | |
void | register_param (const std::string &name, const T &value) |
bool | clone_parameters (CSGObject *other) |
Friends | |
class | CMultiKernelQuadraticTimeMMD |
Default constructor
Definition at line 181 of file QuadraticTimeMMD.cpp.
CQuadraticTimeMMD | ( | CFeatures * | samples_from_p, |
CFeatures * | samples_from_q | ||
) |
Convenience constructor. Initializes the features representing samples from both the distributions.
samples_from_p | Samples from p. |
samples_from_q | Samples from q. |
Definition at line 186 of file QuadraticTimeMMD.cpp.
|
virtual |
Destructor
Definition at line 197 of file QuadraticTimeMMD.cpp.
|
inherited |
Method that adds a kernel instance to be used for kernel selection. Please note that the kernels added by this method are NOT set as the main test kernel unless select_kernel() method is executed.
This method is NOT thread safe. Please DO NOT use this method from multiple threads.
kernel | One of the kernel instances with which learning algorithm will work. |
|
inherited |
Builds a dictionary of all parameters in SGObject as well of those of SGObjects that are parameters of this object. Dictionary maps parameters to the objects that own them.
dict | dictionary of parameters to be built. |
Definition at line 630 of file SGObject.cpp.
|
inherited |
|
virtualinherited |
Creates a clone of the current object. This is done via recursively traversing all parameters, which corresponds to a deep copy. Calling equals on the cloned object always returns true although none of the memory of both objects overlaps.
Reimplemented in CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, CDynamicObjectArray, CAlphabet, and CMKL.
Definition at line 729 of file SGObject.cpp.
|
protectedinherited |
Definition at line 754 of file SGObject.cpp.
|
inherited |
Method that pre-computes the pair-wise distance between the samples using the provided distance instance.
distance | The distance instance used for pre-computing the pair-wise distance. |
Definition at line 99 of file TwoDistributionTest.cpp.
|
inherited |
Method that pre-computes the pair-wise distance between the joint samples using the provided distance instance. A temporary object appending the samples from both the distributions is created in order to perform the task.
distance | The distance instance used for pre-computing the pair-wise distance. |
Definition at line 128 of file TwoDistributionTest.cpp.
Method that computes the p-value from the provided statistic.
statistic | The test statistic |
Reimplemented from CHypothesisTest.
Definition at line 532 of file QuadraticTimeMMD.cpp.
|
virtual |
Method that computes the estimator of MMD^2 (biased/unbiased/incomplete) as set from set_statistic_type() method. Default is unbiased.
Implements CMMD.
Definition at line 312 of file QuadraticTimeMMD.cpp.
Method that computes the threshold from the provided significance level (alpha).
alpha | The significance level (value should be between 0 and 1) |
Reimplemented from CHypothesisTest.
Definition at line 551 of file QuadraticTimeMMD.cpp.
float64_t compute_variance_h0 | ( | ) |
Method that computes an estimate of the variance of the unbiased MMD^2 estimator under the assumption that the null hypothesis was true.
Definition at line 499 of file QuadraticTimeMMD.cpp.
float64_t compute_variance_h1 | ( | ) |
Method that computes an estimate of the variance of the unbiased MMD^2 estimator under the assumption that the alternative hypothesis was true.
Definition at line 510 of file QuadraticTimeMMD.cpp.
|
virtualinherited |
A deep copy. All the instance variables will also be copied.
Definition at line 231 of file SGObject.cpp.
Recursively compares the current SGObject to another one. Compares all registered numerical parameters, recursion upon complex (SGObject) parameters. Does not compare pointers!
May be overwritten but please do with care! Should not be necessary in most cases.
other | object to compare with |
accuracy | accuracy to use for comparison (optional) |
tolerant | allows linient check on float equality (within accuracy) |
Definition at line 651 of file SGObject.cpp.
|
inherited |
Getter for a class parameter, identified by a Tag. Throws an exception if the class does not have such a parameter.
_tag | name and type information of parameter |
Definition at line 376 of file SGObject.h.
|
inherited |
Getter for a class parameter, identified by a name. Throws an exception if the class does not have such a parameter.
name | name of the parameter |
Definition at line 399 of file SGObject.h.
|
protectedinherited |
Definition at line 104 of file HypothesisTest.cpp.
|
protectedinherited |
Definition at line 109 of file HypothesisTest.cpp.
|
inherited |
|
inherited |
|
inherited |
|
inherited |
Definition at line 73 of file TwoSampleTest.cpp.
|
protectedinherited |
Definition at line 83 of file TwoSampleTest.cpp.
|
protectedinherited |
Definition at line 88 of file TwoSampleTest.cpp.
|
inherited |
Method that returns the kernel selection strategy wrapper object that will be/ was used in the last kernel learning algorithm. Use this method when results of intermediate steps taken by the kernel selection algorithms are of interest.
|
inherited |
Definition at line 531 of file SGObject.cpp.
|
inherited |
Returns description of a given parameter string, if it exists. SG_ERROR otherwise
param_name | name of the parameter |
Definition at line 555 of file SGObject.cpp.
|
inherited |
Returns index of model selection parameter with provided index
param_name | name of model selection parameter |
Definition at line 568 of file SGObject.cpp.
|
virtual |
Reimplemented from CMMD.
Definition at line 631 of file QuadraticTimeMMD.cpp.
|
inherited |
|
inherited |
|
inherited |
Definition at line 81 of file TwoDistributionTest.cpp.
|
inherited |
Definition at line 93 of file TwoDistributionTest.cpp.
|
inherited |
Definition at line 56 of file TwoDistributionTest.cpp.
CFeatures * get_p_and_q | ( | ) |
Method that creates a merged copy of CFeatures instance from both the features, appending the samples from p and q. This method does not cache the merged copy from previous call. So, calling this method will create a new instance every time.
Definition at line 246 of file QuadraticTimeMMD.cpp.
Method that returns the permutation indices, if that option was turned on by using the save_permutation_inds(true).
Definition at line 626 of file QuadraticTimeMMD.cpp.
|
inherited |
Definition at line 69 of file TwoDistributionTest.cpp.
|
inherited |
|
inherited |
Checks if object has a class parameter identified by a name.
name | name of the parameter |
Definition at line 299 of file SGObject.h.
|
inherited |
Checks if object has a class parameter identified by a Tag.
tag | tag of the parameter containing name and type information |
Definition at line 310 of file SGObject.h.
|
inherited |
Checks if a type exists for a class parameter identified by a name.
name | name of the parameter |
Definition at line 321 of file SGObject.h.
|
virtualinherited |
If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.
generic | set to the type of the generic if returning TRUE |
Definition at line 329 of file SGObject.cpp.
|
virtualinherited |
Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!
file | where to load from |
prefix | prefix for members |
Definition at line 402 of file SGObject.cpp.
|
protectedvirtualinherited |
Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_POST is called.
ShogunException | will be thrown if an error occurs. |
Reimplemented in CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel, and CExponentialKernel.
Definition at line 459 of file SGObject.cpp.
|
protectedvirtualinherited |
Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_PRE is called.
ShogunException | will be thrown if an error occurs. |
Reimplemented in CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.
Definition at line 454 of file SGObject.cpp.
CMultiKernelQuadraticTimeMMD * multikernel | ( | ) |
Method that returns the internal instance of CMultiKernelQuadraticTimeMMD which provides a similar API to this class to compute the estimates for multiple kernel all at once. This internal instance shares the same set of samples with this one but the kernel has to be added seperately using multikernel().add_kernel() method.
Definition at line 587 of file QuadraticTimeMMD.cpp.
Implements CMMD.
Definition at line 304 of file QuadraticTimeMMD.cpp.
|
virtualinherited |
Definition at line 295 of file SGObject.cpp.
|
inherited |
Method that performs the complete hypothesis test on current data and returns a binary answer: wheter null hypothesis is rejected or not.
This is just a wrapper for the above compute_p_value() method that returns a p-value. If this p-value lies below the test level alpha, the null hypothesis is rejected.
Should not be overwritten in subclasses. (Therefore not virtual)
alpha | test level alpha. |
Definition at line 92 of file HypothesisTest.cpp.
void precompute_kernel_matrix | ( | bool | precompute | ) |
Use this method when pre-computation of the kernel matrix is NOT desired. By default this class always precomputes the Gram matrix. Please note that the performance will be slow if this option is turned off.
precompute | Flag to whether pre-compute the kernel matrix internally or not. If false, the kernel matrix is NOT pre-computed, otherwise it is. Default is true. |
Definition at line 602 of file QuadraticTimeMMD.cpp.
|
inherited |
prints all parameter registered for model selection and their type
Definition at line 507 of file SGObject.cpp.
|
virtualinherited |
prints registered parameters out
prefix | prefix for members |
Definition at line 341 of file SGObject.cpp.
|
protectedinherited |
Registers a class parameter which is identified by a tag. This enables the parameter to be modified by set() and retrieved by get(). Parameters can be registered in the constructor of the class.
_tag | name and type information of parameter |
value | value of the parameter |
Definition at line 450 of file SGObject.h.
|
protectedinherited |
Registers a class parameter which is identified by a name. This enables the parameter to be modified by set() and retrieved by get(). Parameters can be registered in the constructor of the class.
name | name of the parameter |
value | value of the parameter along with type information |
Definition at line 463 of file SGObject.h.
Method that returns a number of null-samples, based on the null approximation method that was set using set_null_approximation_method(). Default is permutation.
Implements CMMD.
Definition at line 570 of file QuadraticTimeMMD.cpp.
void save_permutation_inds | ( | bool | save_inds | ) |
Method that saves the permutation indices that will be used while sampling from the null distribution in case permutation approach was adopted. The indices will be available only after a successful run of the permutation test. By default, the indices are never saved.
save_inds | Whether to save the permutation indices or not. If true, the indices are saved, otherwise not. |
Definition at line 621 of file QuadraticTimeMMD.cpp.
|
virtualinherited |
Save this object to file.
file | where to save the object; will be closed during returning if PREFIX is an empty string. |
prefix | prefix for members |
Definition at line 347 of file SGObject.cpp.
|
protectedvirtualinherited |
Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_POST is called.
ShogunException | will be thrown if an error occurs. |
Reimplemented in CKernel.
Definition at line 469 of file SGObject.cpp.
|
protectedvirtualinherited |
Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_PRE is called.
ShogunException | will be thrown if an error occurs. |
Reimplemented in CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.
Definition at line 464 of file SGObject.cpp.
|
virtual |
Method that learns/selects the kernel from a set of provided kernel instances added from the add_kernel() methods. Upon selection, it internally replaces the kernel instance, if any, that was already present.
Please make sure to set the train-test mode on before using this method.
Reimplemented from CMMD.
Definition at line 290 of file QuadraticTimeMMD.cpp.
|
inherited |
Setter for a class parameter, identified by a Tag. Throws an exception if the class does not have such a parameter.
_tag | name and type information of parameter |
value | value of the parameter |
Definition at line 337 of file SGObject.h.
|
inherited |
Setter for a class parameter, identified by a name. Throws an exception if the class does not have such a parameter.
name | name of the parameter |
value | value of the parameter along with type information |
Definition at line 363 of file SGObject.h.
|
inherited |
Definition at line 74 of file SGObject.cpp.
|
inherited |
Definition at line 79 of file SGObject.cpp.
|
inherited |
Definition at line 84 of file SGObject.cpp.
|
inherited |
Definition at line 89 of file SGObject.cpp.
|
inherited |
Definition at line 94 of file SGObject.cpp.
|
inherited |
Definition at line 99 of file SGObject.cpp.
|
inherited |
Definition at line 104 of file SGObject.cpp.
|
inherited |
Definition at line 109 of file SGObject.cpp.
|
inherited |
Definition at line 114 of file SGObject.cpp.
|
inherited |
Definition at line 119 of file SGObject.cpp.
|
inherited |
Definition at line 124 of file SGObject.cpp.
|
inherited |
Definition at line 129 of file SGObject.cpp.
|
inherited |
Definition at line 134 of file SGObject.cpp.
|
inherited |
Definition at line 139 of file SGObject.cpp.
|
inherited |
Definition at line 144 of file SGObject.cpp.
|
inherited |
set generic type to T
|
inherited |
|
inherited |
set the parallel object
parallel | parallel object to use |
Definition at line 274 of file SGObject.cpp.
|
inherited |
set the version object
version | version object to use |
Definition at line 316 of file SGObject.cpp.
|
virtual |
Method that sets the kernel instance to be used. If a CCustomKernel is set, then the features passed would be effectively ignored. Therefore, if this is the intended behavior, simply passing two instances of CDummyFeatures would do (since they cannot be left null as of now).
If a pre-computed instance already exists from previous runs, this will invalidate that one and free memory.
kernel | The kernel instance. |
Reimplemented from CTwoSampleTest.
Definition at line 270 of file QuadraticTimeMMD.cpp.
|
inherited |
Method that sets the specific kernel selection strategy based on the specific parameters provided. Please see class documentation for details. Use this method for every other strategy other than KSM_CROSS_VALIDATION.
method | The kernel selection method as specified in EKernelSelectionMethod. |
weighted | If true, then an weighted combination of the kernel is used after solving an optimization. If false, only a single kernel is selected among the provided ones. |
|
inherited |
Method that sets the specific kernel selection strategy based on the specific parameters provided. Please see class documentation for details. Use this method for KSM_CROSS_VALIDATION.
method | The kernel selection method as specified in EKernelSelectionMethod. |
num_runs | The number of total runs of the cross-validation algorithm. |
num_folds | The number of folds (k) to be used in k-fold stratified cross-validation. |
alpha | The threshold to be used while performing test for the test-folds. |
|
inherited |
|
inherited |
|
inherited |
Method that initializes the number of samples to be drawn from distribution \(\mathbf{P}\). Please ensure to call this method if you are intending to use streaming data generators that generate the samples on the fly. For other types of features, the number of samples is set internally from the features object itself, therefore this method should not be used.
num_samples_from_p | The CFeatures instance representing the samples from \(\mathbf{P}\). |
Definition at line 75 of file TwoDistributionTest.cpp.
|
inherited |
Method that initializes the number of samples to be drawn from distribution \(\mathbf{Q}\). Please ensure to call this method if you are intending to use streaming data generators that generate the samples on the fly. For other types of features, the number of samples is set internally from the features object itself, therefore this method should not be used.
num_samples_from_q | The CFeatures instance representing the samples from \(\mathbf{Q}\). |
Definition at line 87 of file TwoDistributionTest.cpp.
|
virtual |
Method that initializes/replaces samples from p. It will invalidate existing pre-computed kernel, if any, from previous run. However, if the underlying kernel, if set already by this point, is an instance of CCustomKernel itself, the supplied features will be ignored.
samples_from_p | Samples from p. |
Reimplemented from CTwoDistributionTest.
Definition at line 202 of file QuadraticTimeMMD.cpp.
|
virtual |
Method that initializes/replaces samples from q. It will invalidate existing pre-computed kernel, if any, from previous run. However, if the underlying kernel, if set already by this point, is an instance of CCustomKernel itself, the supplied features will be ignored.
samples_from_p | Samples from q. |
Reimplemented from CTwoDistributionTest.
Definition at line 224 of file QuadraticTimeMMD.cpp.
|
inherited |
|
inherited |
Method that enables/disables the training-testing mode. If this option is turned on, then the samples would be split in two pieces: one chunk would be used for training algorithms and the other chunk would be used for performing tests. If this option is turned off, the entire data would be used for performing the test. Before running any training algorithms, make sure to turn this mode on.
By default, the training-testing mode is turned off.
on | Whether to enable/disable the training-testing mode |
Definition at line 66 of file HypothesisTest.cpp.
|
inherited |
Method that specifies the ratio of training-testing data split for the algorithms. Note that this is NOT the percentage of samples to be used for training, rather the ratio of the number of samples to be used for training and that of testing.
By default, an equal 50-50 split (ratio = 1) is made.
ratio | The ratio of the number of samples to be used for training and that of testing |
Definition at line 71 of file HypothesisTest.cpp.
|
virtualinherited |
A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.
Reimplemented in CGaussianKernel.
Definition at line 225 of file SGObject.cpp.
index_t spectrum_get_num_eigenvalues | ( | ) | const |
Definition at line 597 of file QuadraticTimeMMD.cpp.
void spectrum_set_num_eigenvalues | ( | index_t | num_eigenvalues | ) |
Method that sets the number of eigenvalues to be used when spectral estimation of the null samples is used. Will be ignored if null-approximation method was anything else.
num_eigenvalues | The number of eigenvalues to be used from the eigenspectrum of the Gram matrix. |
Definition at line 592 of file QuadraticTimeMMD.cpp.
|
inherited |
unset generic type
this has to be called in classes specializing a template class
Definition at line 336 of file SGObject.cpp.
|
virtualinherited |
Updates the hash of current parameter combination
Definition at line 281 of file SGObject.cpp.
|
friend |
Definition at line 99 of file QuadraticTimeMMD.h.
|
inherited |
io
Definition at line 558 of file SGObject.h.
|
inherited |
parameters wrt which we can compute gradients
Definition at line 573 of file SGObject.h.
|
inherited |
Hash of parameter values
Definition at line 576 of file SGObject.h.
|
inherited |
model selection parameters
Definition at line 570 of file SGObject.h.
|
inherited |
parameters
Definition at line 567 of file SGObject.h.
|
inherited |
parallel
Definition at line 561 of file SGObject.h.
|
inherited |
version
Definition at line 564 of file SGObject.h.