SHOGUN  6.0.0
MaxTestPower.cpp
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1 /*
2  * Copyright (c) The Shogun Machine Learning Toolbox
3  * Written (W) 2012 - 2013 Heiko Strathmann
4  * Written (w) 2014 - 2017 Soumyajit De
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31 
32 #include <algorithm>
33 #include <shogun/lib/SGVector.h>
34 #include <shogun/kernel/Kernel.h>
41 
42 using namespace shogun;
43 using namespace internal;
44 
45 MaxTestPower::MaxTestPower(KernelManager& km, CMMD* est) : MaxMeasure(km, est), lambda(1E-5)
46 {
47 }
48 
49 MaxTestPower::~MaxTestPower()
50 {
51 }
52 
53 void MaxTestPower::compute_measures()
54 {
55  init_measures();
56  REQUIRE(estimator!=nullptr, "Estimator is not set!\n");
57  const auto m=estimator->get_num_samples_p();
58  const auto n=estimator->get_num_samples_q();
59  auto existing_kernel=estimator->get_kernel();
60  const auto num_kernels=kernel_mgr.num_kernels();
61  auto streaming_mmd=dynamic_cast<CStreamingMMD*>(estimator);
62  if (streaming_mmd)
63  {
64  for (auto i=0; i<num_kernels; ++i)
65  {
66  auto kernel=kernel_mgr.kernel_at(i);
67  estimator->set_kernel(kernel);
68  auto estimates=streaming_mmd->compute_statistic_variance();
69  auto var_est=estimates.first;
70  auto mmd_est=estimates.second*(m+n)/m/n;
71  measures[i]=mmd_est/CMath::sqrt(var_est+lambda);
72  estimator->cleanup();
73  }
74  }
75  else
76  {
77  auto quadratictime_mmd=dynamic_cast<CQuadraticTimeMMD*>(estimator);
78  ASSERT(quadratictime_mmd);
79  measures=quadratictime_mmd->multikernel()->test_power(kernel_mgr);
80  }
81  if (existing_kernel)
82  estimator->set_kernel(existing_kernel);
83 }
#define REQUIRE(x,...)
Definition: SGIO.h:205
This class implements the quadratic time Maximum Mean Statistic as described in [1]. The MMD is the distance of two probability distributions and in a RKHS which we denote by .
#define ASSERT(x)
Definition: SGIO.h:200
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18
Abstract base class that provides an interface for performing kernel two-sample test using Maximum Me...
Definition: MMD.h:120
static float32_t sqrt(float32_t x)
Definition: Math.h:454
virtual void set_kernel(CKernel *kernel)

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