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StudentsTVGLikelihood.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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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
13  * and/or other materials provided with the distribution.
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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29  *
30  * Code adapted from
31  * http://hannes.nickisch.org/code/approxXX.tar.gz
32  * and the reference paper is
33  * Nickisch, Hannes, and Carl Edward Rasmussen.
34  * "Approximations for Binary Gaussian Process Classification."
35  * Journal of Machine Learning Research 9.10 (2008).
36  */
37 
38 #ifndef _STUDENTSTVGLIKELIHOOD_H_
39 #define _STUDENTSTVGLIKELIHOOD_H_
40 
41 #include <shogun/lib/config.h>
42 
43 #ifdef HAVE_EIGEN3
45 
46 namespace shogun
47 {
48 template<class C> class SGMatrix;
49 
58 {
59 public:
61 
63 
64  virtual ~CStudentsTVGLikelihood();
65 
70  virtual const char* get_name() const { return "StudentsTVGLikelihood"; }
71 
78  virtual bool supports_derivative_wrt_hyperparameter() const { return true; }
79 
80 protected:
82  virtual void init_likelihood();
83 
84 private:
85 
86  void init();
87 
89  float64_t m_log_sigma;
91  float64_t m_log_df;
92 
93 };
94 }
95 #endif /* HAVE_EIGEN3 */
96 #endif /* _STUDENTSTVGLIKELIHOOD_H_ */
virtual const char * get_name() const
Class that models Student's T likelihood and uses numerical integration to approximate the following ...
virtual bool supports_derivative_wrt_hyperparameter() const
double float64_t
Definition: common.h:50
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18
Class that models likelihood and uses numerical integration to approximate the following variational ...

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