SHOGUN  6.0.0
WeightedMaxMeasure.cpp
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3  * Written (W) 2012 - 2013 Heiko Strathmann
4  * Written (w) 2014 - 2017 Soumyajit De
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31 
32 #include <shogun/lib/SGVector.h>
33 #include <shogun/lib/SGMatrix.h>
34 #include <shogun/kernel/Kernel.h>
40 
41 using namespace shogun;
42 using namespace internal;
43 
44 WeightedMaxMeasure::WeightedMaxMeasure(KernelManager& km, CMMD* est) : MaxMeasure(km, est)
45 {
46 }
47 
48 WeightedMaxMeasure::~WeightedMaxMeasure()
49 {
50 }
51 
52 void WeightedMaxMeasure::compute_measures()
53 {
54  MaxMeasure::compute_measures();
55  const auto num_kernels=kernel_mgr.num_kernels();
56  if (Q.num_rows!=num_kernels || Q.num_cols!=num_kernels)
57  Q=SGMatrix<float64_t>(num_kernels, num_kernels);
58  std::fill(Q.data(), Q.data()+Q.size(), 0);
59  for (auto i=0; i<num_kernels; ++i)
60  Q(i, i)=1;
61 }
62 
63 SGMatrix<float64_t> WeightedMaxMeasure::get_measure_matrix()
64 {
65  return Q;
66 }
67 
68 CKernel* WeightedMaxMeasure::select_kernel()
69 {
70  init_measures();
71  compute_measures();
72 
73  OptimizationSolver solver(measures, Q);
74  SGVector<float64_t> weights=solver.solve();
75 
76  CCombinedKernel* kernel=new CCombinedKernel();
77  const size_t num_kernels=kernel_mgr.num_kernels();
78  for (size_t i=0; i<num_kernels; ++i)
79  {
80  if (!kernel->append_kernel(kernel_mgr.kernel_at(i)))
81  SG_SERROR("Error while creating a combined kernel! Please contact Shogun developers!\n");
82  }
83  kernel->set_subkernel_weights(weights);
84  SG_SDEBUG("Created a weighted kernel!\n");
85  return kernel;
86 }
virtual void set_subkernel_weights(SGVector< float64_t > weights)
bool append_kernel(CKernel *k)
The Combined kernel is used to combine a number of kernels into a single CombinedKernel object by lin...
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18
#define SG_SDEBUG(...)
Definition: SGIO.h:167
#define SG_SERROR(...)
Definition: SGIO.h:178
Abstract base class that provides an interface for performing kernel two-sample test using Maximum Me...
Definition: MMD.h:120
The Kernel base class.

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