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SHOGUN
4.1.0
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Kernel two sample test base class. Provides an interface for performing a two-sample test using a kernel, i.e. Given samples from two distributions \(p\) and \(q\), the null-hypothesis is: \(H_0: p=q\), the alternative hypothesis: \(H_1: p\neq q\).
In this class, this is done using a single kernel for the data.
The class also re-implements the sample_null() method. If the underlying kernel is a custom one (precomputed), the rows and column of the kernel matrix is permuted using subsets. The computation falls back to CTwoSampleTest::sample_null() otherwise.
Abstract base class.
在文件 KernelTwoSampleTest.h 第 38 行定义.
Public 成员函数 | |
| CKernelTwoSampleTest () | |
| CKernelTwoSampleTest (CKernel *kernel, CFeatures *p_and_q, index_t q_start) | |
| CKernelTwoSampleTest (CKernel *kernel, CFeatures *p, CFeatures *q) | |
| virtual | ~CKernelTwoSampleTest () |
| virtual void | set_kernel (CKernel *kernel) |
| virtual CKernel * | get_kernel () |
| virtual SGVector< float64_t > | sample_null () |
| virtual SGVector< float64_t > | compute_statistic (bool multiple_kernels)=0 |
| virtual float64_t | compute_statistic ()=0 |
| virtual const char * | get_name () const =0 |
| virtual float64_t | compute_p_value (float64_t statistic) |
| virtual float64_t | compute_threshold (float64_t alpha) |
| virtual void | set_p_and_q (CFeatures *p_and_q) |
| virtual CFeatures * | get_p_and_q () |
| void | set_m (index_t m) |
| index_t | get_m () |
| virtual float64_t | perform_test () |
| bool | perform_test (float64_t alpha) |
| virtual void | set_num_null_samples (index_t num_null_samples) |
| virtual void | set_null_approximation_method (ENullApproximationMethod null_approximation_method) |
| virtual EStatisticType | get_statistic_type () const =0 |
| 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 () |
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 | |
| CKernel * | m_kernel |
| CFeatures * | m_p_and_q |
| index_t | m_m |
| index_t | m_num_null_samples |
| ENullApproximationMethod | m_null_approximation_method |
default constructor
在文件 KernelTwoSampleTest.cpp 第 18 行定义.
| CKernelTwoSampleTest | ( | CKernel * | kernel, |
| CFeatures * | p_and_q, | ||
| index_t | q_start | ||
| ) |
Constructor
| p_and_q | feature data. Is assumed to contain samples from both p and q. First all samples from p, then from index q_start all samples from q |
| kernel | kernel to use |
| p_and_q | samples from p and q, appended |
| q_start | index of first sample of q |
在文件 KernelTwoSampleTest.cpp 第 24 行定义.
| CKernelTwoSampleTest | ( | CKernel * | kernel, |
| CFeatures * | p, | ||
| CFeatures * | q | ||
| ) |
Constructor. This is a convienience constructor which copies both features to one element and then calls the other constructor. Needs twice the memory for a short time
| kernel | kernel for MMD |
| p | samples from distribution p, will be copied and NOT SG_REF'ed |
| q | samples from distribution q, will be copied and NOT SG_REF'ed |
在文件 KernelTwoSampleTest.cpp 第 34 行定义.
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virtual |
destructor
在文件 KernelTwoSampleTest.cpp 第 43 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.
computes a p-value based on current method for approximating the null-distribution. The p-value is the 1-p quantile of the null- distribution where the given statistic lies in.
| statistic | statistic value to compute the p-value for |
重载 CHypothesisTest .
被 CQuadraticTimeMMD , 以及 CStreamingMMD 重载.
在文件 TwoSampleTest.cpp 第 114 行定义.
Same as compute_statistic(), but with the possibility to perform on multiple kernels at once
| multiple_kernels | if true, and underlying kernel is K_COMBINED, method will be executed on all subkernels on the same data |
在 CQuadraticTimeMMD , 以及 CStreamingMMD 内被实现.
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pure virtual |
Wrapper for compute_statistic(false)
实现了 CHypothesisTest.
在 CQuadraticTimeMMD , 以及 CStreamingMMD 内被实现.
computes a threshold based on current method for approximating the null-distribution. The threshold is the argument of the \(1-\alpha\) quantile of the null. \(\alpha\) is provided.
| alpha | \(\alpha\) quantile to get the threshold for |
重载 CHypothesisTest .
被 CQuadraticTimeMMD , 以及 CStreamingMMD 重载.
在文件 TwoSampleTest.cpp 第 136 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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inherited |
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inherited |
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inherited |
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virtual |
在文件 KernelTwoSampleTest.h 第 86 行定义.
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inherited |
在文件 TwoSampleTest.h 第 127 行定义.
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inherited |
在文件 SGObject.cpp 第 498 行定义.
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inherited |
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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inherited |
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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pure virtual |
Returns the name of the SGSerializable instance. It MUST BE the CLASS NAME without the prefixed `C'.
实现了 CTwoSampleTest.
在 CQuadraticTimeMMD, CStreamingMMD , 以及 CLinearTimeMMD 内被实现.
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virtualinherited |
Getter for joint features, SG_REF'ed
被 CStreamingMMD 重载.
在文件 TwoSampleTest.cpp 第 171 行定义.
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pure virtualinherited |
returns the statistic type of this test statistic
在 CQuadraticTimeMMD, CNOCCO, CHSIC , 以及 CLinearTimeMMD 内被实现.
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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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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.
| 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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virtualinherited |
在文件 SGObject.cpp 第 262 行定义.
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virtualinherited |
Performs the complete two-sample test on current data and returns a p-value.
This is a wrapper that calls compute_statistic first and then calls compute_p_value using the obtained statistic. In some statistic classes, it might be possible to compute statistic and p-value in one single run which is more efficient. Therefore, this method might be overwritten in subclasses.
The method for computing the p-value can be set via set_null_approximation_method().
被 CStreamingMMD 重载.
在文件 HypothesisTest.cpp 第 113 行定义.
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inherited |
Performs the complete two-sample test on current data and returns a binary answer wheter null hypothesis is rejected or not.
This is just a wrapper for the above perform_test() method that returns a p-value. If this p-value lies below the test level alpha, the null hypothesis is rejected.
Should not be overwritten in subclasses. (Therefore not virtual)
| alpha | test level alpha. |
在文件 HypothesisTest.cpp 第 121 行定义.
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inherited |
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 |
merges both sets of samples and computes the test statistic m_num_null_samples times. This version checks if a precomputed custom kernel is used, and, if so, just permutes it instead of re- computing it in every iteration.
重载 CTwoSampleTest .
被 CStreamingMMD 重载.
在文件 KernelTwoSampleTest.cpp 第 55 行定义.
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virtualinherited |
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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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.
| 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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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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inherited |
在文件 SGObject.cpp 第 76 行定义.
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inherited |
在文件 SGObject.cpp 第 81 行定义.
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inherited |
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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inherited |
在文件 SGObject.cpp 第 96 行定义.
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inherited |
在文件 SGObject.cpp 第 101 行定义.
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inherited |
在文件 SGObject.cpp 第 106 行定义.
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inherited |
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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inherited |
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virtual |
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inherited |
| m | number of samples from first distribution p |
在文件 TwoSampleTest.cpp 第 162 行定义.
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virtualinherited |
sets the method how to approximate the null-distribution
| null_approximation_method | method to use |
在文件 HypothesisTest.cpp 第 61 行定义.
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virtualinherited |
sets the number of permutation iterations for sample_null()
| num_null_samples | how often permutation shall be done |
在文件 HypothesisTest.cpp 第 67 行定义.
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virtualinherited |
Setter for joint features
| p_and_q | joint features from p and q to set |
被 CStreamingMMD 重载.
在文件 TwoSampleTest.cpp 第 154 行定义.
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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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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.
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inherited |
io
在文件 SGObject.h 第 369 行定义.
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inherited |
parameters wrt which we can compute gradients
在文件 SGObject.h 第 384 行定义.
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inherited |
Hash of parameter values
在文件 SGObject.h 第 387 行定义.
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protected |
underlying kernel
在文件 KernelTwoSampleTest.h 第 121 行定义.
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protectedinherited |
defines the first index of samples of q
在文件 TwoSampleTest.h 第 139 行定义.
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inherited |
model selection parameters
在文件 SGObject.h 第 381 行定义.
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protectedinherited |
Defines how the the null distribution is approximated
在文件 HypothesisTest.h 第 177 行定义.
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protectedinherited |
number of iterations for sampling from null-distributions
在文件 HypothesisTest.h 第 174 行定义.
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protectedinherited |
concatenated samples of the two distributions (two blocks)
在文件 TwoSampleTest.h 第 136 行定义.
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inherited |
parameters
在文件 SGObject.h 第 378 行定义.
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inherited |
parallel
在文件 SGObject.h 第 372 行定义.
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version
在文件 SGObject.h 第 375 行定义.
