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SHOGUN
4.1.0
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This class implements the kernel density estimation technique. Kernel density estimation is a non-parametric way to estimate an unknown pdf. The pdf at a query point given finite training samples is calculated using the following formula : \ \(pdf(x')= \frac{1}{nh} \sum_{i=1}^n K(\frac{||x-x_i||}{h})\) \ K() in the above formula is called the kernel function and is controlled by the parameter h called kernel bandwidth. Presently, this class supports only Gaussian kernel which can be used with either Euclidean distance or Manhattan distance. This class makes use of 2 tree structures KD-tree and Ball tree for fast calculation. KD-trees are faster than ball trees at lower dimensions. In case of high dimensional data, ball tree tends to out-perform KD-tree. By default, the class used is Ball tree.
在文件 KernelDensity.h 第 61 行定义.
Public 成员函数 | |
| CKernelDensity (float64_t bandwidth=1.0, EKernelType kernel_type=K_GAUSSIAN, EDistanceType dist=D_EUCLIDEAN, EEvaluationMode eval=EM_BALLTREE_SINGLE, int32_t leaf_size=1, float64_t atol=0, float64_t rtol=0) | |
| ~CKernelDensity () | |
| virtual const char * | get_name () const |
| virtual bool | train (CFeatures *data=NULL) |
| SGVector< float64_t > | get_log_density (CDenseFeatures< float64_t > *test, int32_t leaf_size=1) |
| 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 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 float64_t | update_params_em (float64_t *alpha_k, int32_t len) |
| 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 float64_t | log_norm (EKernelType kernel, float64_t width, int32_t dim) |
| static float64_t | log_kernel (EKernelType kernel, float64_t dist, float64_t width) |
| 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 | |
| CFeatures * | features |
| float64_t | pseudo_count |
| CKernelDensity | ( | float64_t | bandwidth = 1.0, |
| EKernelType | kernel_type = K_GAUSSIAN, |
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| EDistanceType | dist = D_EUCLIDEAN, |
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| EEvaluationMode | eval = EM_BALLTREE_SINGLE, |
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| int32_t | leaf_size = 1, |
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| float64_t | atol = 0, |
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| float64_t | rtol = 0 |
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| ) |
Constructor
| bandwidth | bandwidth of the kernel |
| kernel_type | type of kernel used |
| dist | distance metric used |
| eval | evaluation mode |
| leaf_size | min allowed vectors in leaves of the underlying tree |
| atol | absolute tolerance |
| rtol | relative tolerance |
在文件 KernelDensity.cpp 第 38 行定义.
| ~CKernelDensity | ( | ) |
destructor
在文件 KernelDensity.cpp 第 52 行定义.
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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.
| dict | dictionary of parameters to be built. |
在文件 SGObject.cpp 第 597 行定义.
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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.
在文件 SGObject.cpp 第 714 行定义.
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virtualinherited |
A deep copy. All the instance variables will also be copied.
在文件 SGObject.cpp 第 198 行定义.
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.
| other | object to compare with |
| accuracy | accuracy to use for comparison (optional) |
| tolerant | allows linient check on float equality (within accuracy) |
在文件 SGObject.cpp 第 618 行定义.
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virtualinherited |
get partial derivative of likelihood function
| num_param | partial derivative against which param |
| num_example | which example |
在文件 Distribution.h 第 134 行定义.
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compute likelihood for example
| num_example | which example |
被 CGMM , 以及 CLinearHMM 重载.
在文件 Distribution.h 第 145 行定义.
compute likelihood for all vectors in sample
在文件 Distribution.cpp 第 65 行定义.
| SGVector< float64_t > get_log_density | ( | CDenseFeatures< float64_t > * | test, |
| int32_t | leaf_size = 1 |
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| ) |
compute kde for given test points
| test | data points at which kernel density is to be evaluated |
| leaf_size | leaf size of query tree (ignored in case of single tree evaluation mode) |
在文件 KernelDensity.cpp 第 95 行定义.
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virtual |
return log derivative NOT IMPLEMENTED
| num_param | index number of the parameter |
| num_example | index number of example |
实现了 CDistribution.
在文件 KernelDensity.cpp 第 139 行定义.
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virtual |
return log likelihood of example NOT IMPLEMENTED
| num_example | index number of example |
实现了 CDistribution.
在文件 KernelDensity.cpp 第 145 行定义.
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virtualinherited |
compute log likelihood for whole sample
在文件 Distribution.cpp 第 28 行定义.
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virtual |
return log model parameter NOT IMPLEMENTED
| num_param | index number of the parameter |
实现了 CDistribution.
在文件 KernelDensity.cpp 第 133 行定义.
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virtualinherited |
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inherited |
在文件 SGObject.cpp 第 498 行定义.
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Returns description of a given parameter string, if it exists. SG_ERROR otherwise
| param_name | name of the parameter |
在文件 SGObject.cpp 第 522 行定义.
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Returns index of model selection parameter with provided index
| param_name | name of model selection parameter |
在文件 SGObject.cpp 第 535 行定义.
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return number of model parameters NOT IMPLEMENTED
实现了 CDistribution.
在文件 KernelDensity.cpp 第 127 行定义.
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get number of parameters in model that are relevant, i.e. > ALMOST_NEG_INFTY
在文件 Distribution.cpp 第 52 行定义.
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virtualinherited |
If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.
| generic | set to the type of the generic if returning TRUE |
在文件 SGObject.cpp 第 296 行定义.
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virtualinherited |
Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!
| file | where to load from |
| prefix | prefix for members |
在文件 SGObject.cpp 第 369 行定义.
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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.
| 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.
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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.
| 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.
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returns kernel value
| kernel | kernel type |
| dist | distance |
| width | kernel width |
在文件 KernelDensity.h 第 162 行定义.
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returns norm of a given kernel
| kernel | kernel whose norm is to be calculated |
| width | kernel bandwidth |
| dim | kernel dimension |
在文件 KernelDensity.h 第 139 行定义.
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staticinherited |
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virtualinherited |
在文件 SGObject.cpp 第 262 行定义.
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prints all parameter registered for model selection and their type
在文件 SGObject.cpp 第 474 行定义.
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virtualinherited |
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Save this object to file.
| file | where to save the object; will be closed during returning if PREFIX is an empty string. |
| prefix | prefix for members |
在文件 SGObject.cpp 第 314 行定义.
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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.
| ShogunException | will be thrown if an error occurs. |
被 CKernel 重载.
在文件 SGObject.cpp 第 436 行定义.
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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.
| 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.
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virtualinherited |
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inherited |
在文件 SGObject.cpp 第 41 行定义.
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inherited |
在文件 SGObject.cpp 第 46 行定义.
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inherited |
在文件 SGObject.cpp 第 51 行定义.
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inherited |
在文件 SGObject.cpp 第 56 行定义.
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inherited |
在文件 SGObject.cpp 第 61 行定义.
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inherited |
在文件 SGObject.cpp 第 66 行定义.
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inherited |
在文件 SGObject.cpp 第 71 行定义.
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在文件 SGObject.cpp 第 76 行定义.
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在文件 SGObject.cpp 第 81 行定义.
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在文件 SGObject.cpp 第 86 行定义.
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inherited |
在文件 SGObject.cpp 第 91 行定义.
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在文件 SGObject.cpp 第 96 行定义.
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在文件 SGObject.cpp 第 101 行定义.
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在文件 SGObject.cpp 第 106 行定义.
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在文件 SGObject.cpp 第 111 行定义.
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inherited |
set generic type to T
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inherited |
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inherited |
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virtualinherited |
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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.
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virtual |
form tree using input points
| data | data points to be used for density estimation |
实现了 CDistribution.
在文件 KernelDensity.cpp 第 57 行定义.
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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.
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virtualinherited |
Updates the hash of current parameter combination
在文件 SGObject.cpp 第 248 行定义.
update parameters in the em maximization step for mixture model of which this distribution is a part
abstract base method
| alpha_k | "belongingness" values of various data points |
| len | length of alpha_k array |
被 CGaussian 重载.
在文件 Distribution.cpp 第 78 行定义.
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protectedinherited |
feature vectors
在文件 Distribution.h 第 209 行定义.
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io
在文件 SGObject.h 第 369 行定义.
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parameters wrt which we can compute gradients
在文件 SGObject.h 第 384 行定义.
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Hash of parameter values
在文件 SGObject.h 第 387 行定义.
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model selection parameters
在文件 SGObject.h 第 381 行定义.
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parameters
在文件 SGObject.h 第 378 行定义.
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parallel
在文件 SGObject.h 第 372 行定义.
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protectedinherited |
pseudo count
在文件 Distribution.h 第 211 行定义.
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inherited |
version
在文件 SGObject.h 第 375 行定义.
