SHOGUN  6.0.0
LogitVGPiecewiseBoundLikelihood.h
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1 /*
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3  * Written (w) 2014 Wu Lin
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29  *
30  * Code adapted from
31  * https://github.com/emtiyaz/VariationalApproxExample
32  * and the reference paper is
33  * Marlin, Benjamin M., Mohammad Emtiyaz Khan, and Kevin P. Murphy.
34  * "Piecewise Bounds for Estimating Bernoulli-Logistic Latent Gaussian Models." ICML. 2011.
35  */
36 
37 #ifndef _LOGITVGPIECEWISEBOUNDLIKELIHOOD_H_
38 #define _LOGITVGPIECEWISEBOUNDLIKELIHOOD_H_
39 
40 #include <shogun/lib/config.h>
41 
42 
45 
46 namespace shogun
47 {
64 {
65 public:
67 
69 
74  virtual const char* get_name() const { return "LogitVGPiecewiseBoundLikelihood"; }
75 
80  virtual void set_variational_bound(SGMatrix<float64_t> bound);
81 
91 
103 
116 
123  virtual bool supports_derivative_wrt_hyperparameter() const { return false; }
124 
125 
135 
138 
139 protected:
140 
142  virtual void init_likelihood();
143 
144 private:
146  void init();
147 
152  void precompute();
153 
155  SGMatrix<float64_t> m_bound;
156 
158  SGMatrix<float64_t> m_pl;
159 
161  SGMatrix<float64_t> m_ph;
162 
164  SGMatrix<float64_t> m_cdf_diff;
165 
167  SGMatrix<float64_t> m_l2_plus_s2;
168 
170  SGMatrix<float64_t> m_h2_plus_s2;
171 
173  SGMatrix<float64_t> m_weighted_pdf_diff;
174 };
175 }
176 #endif /* _LOGITVGPIECEWISEBOUNDLIKELIHOOD_H_ */
The class Labels models labels, i.e. class assignments of objects.
Definition: Labels.h:43
The variational Gaussian Likelihood base class. The variational distribution is Gaussian.
parameter struct
Class that models Logit likelihood and uses variational piecewise bound to approximate the following ...
virtual SGVector< float64_t > get_first_derivative_wrt_hyperparameter(const TParameter *param) const
virtual void set_variational_bound(SGMatrix< float64_t > bound)
virtual SGVector< float64_t > get_variational_first_derivative(const TParameter *param) const
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18
virtual bool set_variational_distribution(SGVector< float64_t > mu, SGVector< float64_t > s2, const CLabels *lab)

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