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LogitDVGLikelihood.h
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1 /*
2  * Copyright (c) The Shogun Machine Learning Toolbox
3  * Written (w) 2014 Wu Lin
4  * All rights reserved.
5  *
6  * Redistribution and use in source and binary forms, with or without
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8  *
9  * 1. Redistributions of source code must retain the above copyright notice, this
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11  * 2. Redistributions in binary form must reproduce the above copyright notice,
12  * this list of conditions and the following disclaimer in the documentation
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14  *
15  * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
16  * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
17  * WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
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27  * of the authors and should not be interpreted as representing official policies,
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29  *
30  * the reference paper is
31  * Mohammad Emtiyaz Khan, Aleksandr Y. Aravkin, Michael P. Friedlander, Matthias Seeger
32  * Fast Dual Variational Inference for Non-Conjugate Latent Gaussian Models. ICML2013
33  *
34 
35  */
36 
37 #ifndef _LOGITDVGLIKELIHOOD_H_
38 #define _LOGITDVGLIKELIHOOD_H_
39 
40 #include <shogun/lib/config.h>
41 
42 #ifdef HAVE_EIGEN3
43 
46 
47 namespace shogun
48 {
76 {
77 public:
80 
81  virtual ~CLogitDVGLikelihood();
82 
87  virtual const char* get_name() const { return "LogitDVGLikelihood"; }
88 
94 
101  virtual SGVector<float64_t> get_dual_first_derivative(const TParameter* param) const;
102 
107  virtual float64_t get_dual_upper_bound() const{return 1.0;};
108 
113  virtual float64_t get_dual_lower_bound() const{return 0.0;};
114 
119  virtual bool dual_upper_bound_strict() const {return true;};
120 
125  virtual bool dual_lower_bound_strict() const {return true;};
126 
135 
141 
142 protected:
144  virtual void init_likelihood();
145 
146 private:
148  void init();
149 
150 };
151 }
152 #endif /* HAVE_EIGEN3 */
153 #endif /* _LOGITDVGLIKELIHOOD_H_ */
parameter struct
virtual float64_t get_dual_lower_bound() const
virtual float64_t get_dual_upper_bound() const
virtual bool dual_lower_bound_strict() const
double float64_t
Definition: common.h:50
virtual SGVector< float64_t > get_dual_objective_value()
Class that models dual variational logit likelihood.
virtual const char * get_name() const
virtual bool dual_upper_bound_strict() const
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18
Class that models dual variational likelihood.
virtual SGVector< float64_t > get_mu_dual_parameter() const
virtual SGVector< float64_t > get_variance_dual_parameter() const
virtual SGVector< float64_t > get_dual_first_derivative(const TParameter *param) const

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