详细描述

Gaussian distribution interface.

Takes as input a mean vector and covariance matrix. Also possible to train from data. Likelihood is computed using the Gaussian PDF \((2\pi)^{-\frac{k}{2}}|\Sigma|^{-\frac{1}{2}}e^{-\frac{1}{2}(x-\mu)'\Sigma^{-1}(x-\mu)}\) The actual computations depend on the type of covariance used.

在文件 Gaussian.h 第 50 行定义.

类 CGaussian 继承关系图:

[图例]

Public 成员函数
	CGaussian ()

	CGaussian (const SGVector< float64_t > mean, SGMatrix< float64_t > cov, ECovType cov_type=FULL)

virtual	~CGaussian ()

void	init ()

virtual bool	train (CFeatures *data=NULL)

virtual int32_t	get_num_model_parameters ()

virtual float64_t	get_log_model_parameter (int32_t num_param)

virtual float64_t	get_log_derivative (int32_t num_param, int32_t num_example)

virtual float64_t	get_log_likelihood_example (int32_t num_example)

virtual float64_t	update_params_em (float64_t *alpha_k, int32_t len)

virtual float64_t	compute_PDF (SGVector< float64_t > point)

virtual float64_t	compute_log_PDF (SGVector< float64_t > point)

virtual SGVector< float64_t >	get_mean ()

virtual void	set_mean (const SGVector< float64_t > mean)

virtual SGMatrix< float64_t >	get_cov ()

virtual void	set_cov (SGMatrix< float64_t > cov)

ECovType	get_cov_type ()

void	set_cov_type (ECovType cov_type)

SGVector< float64_t >	get_d ()

void	set_d (const SGVector< float64_t > d)

SGMatrix< float64_t >	get_u ()

void	set_u (SGMatrix< float64_t > u)

SGVector< float64_t >	sample ()

virtual const char *	get_name () const

virtual int32_t	get_num_relevant_model_parameters ()

virtual float64_t	get_log_likelihood_sample ()

virtual SGVector< float64_t >	get_log_likelihood ()

virtual float64_t	get_model_parameter (int32_t num_param)

virtual float64_t	get_derivative (int32_t num_param, int32_t num_example)

virtual float64_t	get_likelihood_example (int32_t num_example)

virtual SGVector< float64_t >	get_likelihood_for_all_examples ()

virtual void	set_features (CFeatures *f)

virtual CFeatures *	get_features ()

virtual void	set_pseudo_count (float64_t pseudo)

virtual float64_t	get_pseudo_count ()

virtual CSGObject *	shallow_copy () const

virtual CSGObject *	deep_copy () const

virtual bool	is_generic (EPrimitiveType *generic) const

template<class T >
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

void	unset_generic ()

virtual void	print_serializable (const char *prefix="")

virtual bool	save_serializable (CSerializableFile file, const char prefix="")

virtual bool	load_serializable (CSerializableFile file, const char prefix="")

void	set_global_io (SGIO *io)

SGIO *	get_global_io ()

void	set_global_parallel (Parallel *parallel)

Parallel *	get_global_parallel ()

void	set_global_version (Version *version)

Version *	get_global_version ()

SGStringList< char >	get_modelsel_names ()

void	print_modsel_params ()

char *	get_modsel_param_descr (const char *param_name)

index_t	get_modsel_param_index (const char *param_name)

void	build_gradient_parameter_dictionary (CMap< TParameter , CSGObject > *dict)

virtual void	update_parameter_hash ()

virtual bool	parameter_hash_changed ()

virtual bool	equals (CSGObject *other, float64_t accuracy=0.0, bool tolerant=false)

virtual CSGObject *	clone ()

静态 Public 成员函数
static CGaussian *	obtain_from_generic (CDistribution *distribution)

static CDistribution *	obtain_from_generic (CSGObject *object)

Public 属性
SGIO *	io

Parallel *	parallel

Version *	version

Parameter *	m_parameters

Parameter *	m_model_selection_parameters

Parameter *	m_gradient_parameters

uint32_t	m_hash

Protected 成员函数
virtual void	load_serializable_pre () throw (ShogunException)

virtual void	load_serializable_post () throw (ShogunException)

virtual void	save_serializable_pre () throw (ShogunException)

virtual void	save_serializable_post () throw (ShogunException)

Protected 属性
float64_t	m_constant

SGVector< float64_t >	m_d

SGMatrix< float64_t >	m_u

SGVector< float64_t >	m_mean

ECovType	m_cov_type

CFeatures *	features

float64_t	pseudo_count

构造及析构函数说明

CGaussian ( )

default constructor

在文件 Gaussian.cpp 第 21 行定义.

CGaussian	(	const SGVector< float64_t >	mean,
		SGMatrix< float64_t >	cov,
		ECovType	cov_type = `FULL`
	)

constructor

参数

mean	mean of the Gaussian
cov	covariance of the Gaussian
cov_type	covariance type (full, diagonal or shperical)

在文件 Gaussian.cpp 第 26 行定义.

~CGaussian ( )

virtual

在文件 Gaussian.cpp 第 61 行定义.

成员函数说明

void build_gradient_parameter_dictionary ( CMap< TParameter *, CSGObject * > * dict )

inherited

Builds a dictionary of all parameters in SGObject as well of those of SGObjects that are parameters of this object. Dictionary maps parameters to the objects that own them.

参数

dict	dictionary of parameters to be built.

在文件 SGObject.cpp 第 597 行定义.

CSGObject * clone ( )

virtualinherited

Creates a clone of the current object. This is done via recursively traversing all parameters, which corresponds to a deep copy. Calling equals on the cloned object always returns true although none of the memory of both objects overlaps.

返回: an identical copy of the given object, which is disjoint in memory. NULL if the clone fails. Note that the returned object is SG_REF'ed

在文件 SGObject.cpp 第 714 行定义.

float64_t compute_log_PDF ( SGVector< float64_t > point )

virtual

compute log PDF

参数

point point for which to compute the log PDF

返回: computed log PDF

在文件 Gaussian.cpp 第 221 行定义.

virtual float64_t compute_PDF ( SGVector< float64_t > point )

virtual

compute PDF

参数

point point for which to compute the PDF

返回: computed PDF

在文件 Gaussian.h 第 120 行定义.

CSGObject * deep_copy ( ) const

virtualinherited

A deep copy. All the instance variables will also be copied.

在文件 SGObject.cpp 第 198 行定义.

bool equals	(	CSGObject *	other,
		float64_t	accuracy = `0.0`,
		bool	tolerant = `false`
	)

virtualinherited

Recursively compares the current SGObject to another one. Compares all registered numerical parameters, recursion upon complex (SGObject) parameters. Does not compare pointers!

May be overwritten but please do with care! Should not be necessary in most cases.

参数

other	object to compare with
accuracy	accuracy to use for comparison (optional)
tolerant	allows linient check on float equality (within accuracy)

返回: true if all parameters were equal, false if not

在文件 SGObject.cpp 第 618 行定义.

SGMatrix< float64_t > get_cov ( )

virtual

get covariance

返回: cov covariance, memory needs to be freed by user

在文件 Gaussian.cpp 第 287 行定义.

ECovType get_cov_type ( )

get covariance type

返回: covariance type

在文件 Gaussian.h 第 162 行定义.

SGVector<float64_t> get_d ( )

get diagonal

返回: diagonal

在文件 Gaussian.h 第 182 行定义.

virtual float64_t get_derivative	(	int32_t	num_param,
		int32_t	num_example
	)

virtualinherited

get partial derivative of likelihood function

参数

num_param	partial derivative against which param
num_example	which example

返回: derivative of likelihood function

在文件 Distribution.h 第 134 行定义.

virtual CFeatures* get_features ( )

virtualinherited

get feature vectors

返回: feature vectors

在文件 Distribution.h 第 171 行定义.

SGIO * get_global_io ( )

inherited

get the io object

返回: io object

在文件 SGObject.cpp 第 235 行定义.

Parallel * get_global_parallel ( )

inherited

get the parallel object

返回: parallel object

在文件 SGObject.cpp 第 277 行定义.

Version * get_global_version ( )

inherited

get the version object

返回: version object

在文件 SGObject.cpp 第 290 行定义.

virtual float64_t get_likelihood_example ( int32_t num_example )

virtualinherited

compute likelihood for example

参数

num_example which example

返回: likelihood for example

被 CGMM , 以及 CLinearHMM 重载.

在文件 Distribution.h 第 145 行定义.

SGVector< float64_t > get_likelihood_for_all_examples ( )

virtualinherited

compute likelihood for all vectors in sample

返回: likelihood vector for all examples

在文件 Distribution.cpp 第 65 行定义.

float64_t get_log_derivative	(	int32_t	num_param,
		int32_t	num_example
	)

virtual

get partial derivative of likelihood function (logarithmic)

参数

num_param	derivative against which param
num_example	which example

返回: derivative of likelihood (logarithmic)

实现了 CDistribution.

在文件 Gaussian.cpp 第 103 行定义.

SGVector< float64_t > get_log_likelihood ( )

virtualinherited

compute log likelihood for each example

返回: log likelihood vector

在文件 Distribution.cpp 第 39 行定义.

float64_t get_log_likelihood_example ( int32_t num_example )

virtual

compute log likelihood for example

abstract base method

参数

num_example which example

返回: log likelihood for example

实现了 CDistribution.

在文件 Gaussian.cpp 第 109 行定义.

float64_t get_log_likelihood_sample ( )

virtualinherited

compute log likelihood for whole sample

返回: log likelihood for whole sample

在文件 Distribution.cpp 第 28 行定义.

float64_t get_log_model_parameter ( int32_t num_param )

virtual

get model parameter (logarithmic)

返回: model parameter (logarithmic) if num_param < m_dim returns an element from the mean, else return an element from the covariance

实现了 CDistribution.

在文件 Gaussian.cpp 第 97 行定义.

SGVector< float64_t > get_mean ( )

virtual

get mean

返回: mean

在文件 Gaussian.cpp 第 260 行定义.

virtual float64_t get_model_parameter ( int32_t num_param )

virtualinherited

get model parameter

参数

num_param which param

返回: model parameter

在文件 Distribution.h 第 123 行定义.

SGStringList< char > get_modelsel_names ( )

inherited

返回: vector of names of all parameters which are registered for model selection

在文件 SGObject.cpp 第 498 行定义.

char * get_modsel_param_descr ( const char * param_name )

inherited

Returns description of a given parameter string, if it exists. SG_ERROR otherwise

参数

param_name name of the parameter

返回: description of the parameter

在文件 SGObject.cpp 第 522 行定义.

index_t get_modsel_param_index ( const char * param_name )

inherited

Returns index of model selection parameter with provided index

参数

param_name name of model selection parameter

返回: index of model selection parameter with provided name, -1 if there is no such

在文件 SGObject.cpp 第 535 行定义.

virtual const char* get_name ( ) const

virtual

返回: object name

实现了 CSGObject.

在文件 Gaussian.h 第 224 行定义.

int32_t get_num_model_parameters ( )

virtual

get number of parameters in model

返回: number of parameters in model

实现了 CDistribution.

在文件 Gaussian.cpp 第 83 行定义.

int32_t get_num_relevant_model_parameters ( )

virtualinherited

get number of parameters in model that are relevant, i.e. > ALMOST_NEG_INFTY

返回: number of relevant model parameters

在文件 Distribution.cpp 第 52 行定义.

virtual float64_t get_pseudo_count ( )

virtualinherited

get pseudo count

返回: pseudo count

在文件 Distribution.h 第 187 行定义.

SGMatrix<float64_t> get_u ( )

get unitary matrix

返回: unitary matrix

在文件 Gaussian.h 第 197 行定义.

void init ( )

Compute the constant part

在文件 Gaussian.cpp 第 45 行定义.

bool is_generic ( EPrimitiveType * generic ) const

virtualinherited

If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.

参数

generic set to the type of the generic if returning TRUE

返回: TRUE if a class template.

在文件 SGObject.cpp 第 296 行定义.

bool load_serializable	(	CSerializableFile *	file,
		const char *	prefix = `""`
	)

virtualinherited

Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!

参数

file	where to load from
prefix	prefix for members

返回: TRUE if done, otherwise FALSE

在文件 SGObject.cpp 第 369 行定义.

void load_serializable_post	(		)
throw	(	ShogunException
	)

protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_POST is called.

异常

ShogunException will be thrown if an error occurs.

被 CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel , 以及 CExponentialKernel 重载.

在文件 SGObject.cpp 第 426 行定义.

void load_serializable_pre	(		)
throw	(	ShogunException
	)

protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_PRE is called.

异常

ShogunException will be thrown if an error occurs.

被 CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool > , 以及 CDynamicObjectArray 重载.

在文件 SGObject.cpp 第 421 行定义.

CDistribution * obtain_from_generic ( CSGObject * object )

staticinherited

obtain from generic

参数

object generic object

返回: Distribution object

在文件 Distribution.cpp 第 85 行定义.

CGaussian * obtain_from_generic ( CDistribution * distribution )

static

参数

distribution is casted to CGaussian, NULL if not possible Note that the object is SG_REF'ed

返回: casted CGaussian object

在文件 Gaussian.cpp 第 412 行定义.

bool parameter_hash_changed ( )

virtualinherited

返回: whether parameter combination has changed since last update

在文件 SGObject.cpp 第 262 行定义.

void print_modsel_params ( )

inherited

prints all parameter registered for model selection and their type

在文件 SGObject.cpp 第 474 行定义.

void print_serializable ( const char * prefix = "" )

virtualinherited

prints registered parameters out

参数

prefix prefix for members

在文件 SGObject.cpp 第 308 行定义.

SGVector< float64_t > sample ( )

sample from distribution

返回: sample

在文件 Gaussian.cpp 第 361 行定义.

bool save_serializable	(	CSerializableFile *	file,
		const char *	prefix = `""`
	)

virtualinherited

Save this object to file.

参数

file	where to save the object; will be closed during returning if PREFIX is an empty string.
prefix	prefix for members

返回: TRUE if done, otherwise FALSE

在文件 SGObject.cpp 第 314 行定义.

void save_serializable_post	(		)
throw	(	ShogunException
	)

protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_POST is called.

异常

ShogunException will be thrown if an error occurs.

被 CKernel 重载.

在文件 SGObject.cpp 第 436 行定义.

void save_serializable_pre	(		)
throw	(	ShogunException
	)

protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_PRE is called.

异常

ShogunException will be thrown if an error occurs.

被 CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool > , 以及 CDynamicObjectArray 重载.

在文件 SGObject.cpp 第 431 行定义.

void set_cov ( SGMatrix< float64_t > cov )

virtual

set covariance

Doesn't store the covariance, but decomposes, thus the covariance can be freed after exit without harming the object

参数

cov	new covariance

在文件 Gaussian.cpp 第 273 行定义.

void set_cov_type ( ECovType cov_type )

set covariance type

Will only take effect after covariance is changed

参数

cov_type new covariance type

在文件 Gaussian.h 第 173 行定义.

void set_d ( const SGVector< float64_t > d )

set diagonal

参数

d	new diagonal

在文件 Gaussian.cpp 第 281 行定义.

virtual void set_features ( CFeatures * f )

virtualinherited

set feature vectors

参数

f	new feature vectors

在文件 Distribution.h 第 160 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 41 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 46 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 51 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 56 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 61 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 66 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 71 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 76 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 81 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 86 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 91 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 96 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 101 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 106 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 111 行定义.

void set_generic ( )

inherited

set generic type to T

void set_global_io ( SGIO * io )

inherited

set the io object

参数

io	io object to use

在文件 SGObject.cpp 第 228 行定义.

void set_global_parallel ( Parallel * parallel )

inherited

set the parallel object

参数

parallel parallel object to use

在文件 SGObject.cpp 第 241 行定义.

void set_global_version ( Version * version )

inherited

set the version object

参数

version version object to use

在文件 SGObject.cpp 第 283 行定义.

void set_mean ( const SGVector< float64_t > mean )

virtual

set mean

参数

mean new mean

在文件 Gaussian.cpp 第 265 行定义.

virtual void set_pseudo_count ( float64_t pseudo )

virtualinherited

set pseudo count

参数

pseudo new pseudo count

在文件 Distribution.h 第 181 行定义.

void set_u ( SGMatrix< float64_t > u )

set unitary matrix

参数

u	new unitary matrix

在文件 Gaussian.h 第 206 行定义.

CSGObject * shallow_copy ( ) const

virtualinherited

A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.

被 CGaussianKernel 重载.

在文件 SGObject.cpp 第 192 行定义.

bool train ( CFeatures * data = NULL )

virtual

learn distribution

参数

data	training data

返回: whether training was successful

实现了 CDistribution.

在文件 Gaussian.cpp 第 65 行定义.

void unset_generic ( )

inherited

unset generic type

this has to be called in classes specializing a template class

在文件 SGObject.cpp 第 303 行定义.

void update_parameter_hash ( )

virtualinherited

Updates the hash of current parameter combination

在文件 SGObject.cpp 第 248 行定义.

float64_t update_params_em	(	float64_t *	alpha_k,
		int32_t	len
	)

virtual

update parameters in the em maximization step for mixture model of which this distribution is a part

参数

alpha_k	"belongingness" values of various data points
len	length of alpha_k array

返回: sum of values in alpha_k

重载 CDistribution .

在文件 Gaussian.cpp 第 117 行定义.

类成员变量说明

CFeatures* features

protectedinherited

feature vectors

在文件 Distribution.h 第 209 行定义.

SGIO* io

inherited

io

在文件 SGObject.h 第 369 行定义.

float64_t m_constant

protected

constant part

在文件 Gaussian.h 第 238 行定义.

ECovType m_cov_type

protected

covariance type

在文件 Gaussian.h 第 246 行定义.

SGVector<float64_t> m_d

protected

diagonal

在文件 Gaussian.h 第 240 行定义.

Parameter* m_gradient_parameters

inherited

parameters wrt which we can compute gradients

在文件 SGObject.h 第 384 行定义.

uint32_t m_hash

inherited

Hash of parameter values

在文件 SGObject.h 第 387 行定义.

SGVector<float64_t> m_mean

protected

mean

在文件 Gaussian.h 第 244 行定义.

Parameter* m_model_selection_parameters

inherited

model selection parameters

在文件 SGObject.h 第 381 行定义.

Parameter* m_parameters

inherited

parameters

在文件 SGObject.h 第 378 行定义.

SGMatrix<float64_t> m_u

protected

unitary matrix

在文件 Gaussian.h 第 242 行定义.

Parallel* parallel

inherited

parallel

在文件 SGObject.h 第 372 行定义.

float64_t pseudo_count

protectedinherited

pseudo count

在文件 Distribution.h 第 211 行定义.

Version* version

inherited

version

在文件 SGObject.h 第 375 行定义.

该类的文档由以下文件生成:

详细描述

Public 成员函数

静态 Public 成员函数

Public 属性

Protected 成员函数

Protected 属性

构造及析构函数说明

成员函数说明

类成员变量说明