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src
shogun
mathematics
SparseInverseCovariance.h
Go to the documentation of this file.
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/*
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* This program is free software; you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation; either version 3 of the License, or
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* (at your option) any later version.
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*
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* Copyright (C) 2012 Sergey Lisitsyn
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*/
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#ifndef SPINVCOV_H_
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#define SPINVCOV_H_
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#include <
shogun/base/SGObject.h
>
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#include <
shogun/lib/SGMatrix.h
>
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namespace
shogun
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{
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class
CSparseInverseCovariance
:
public
CSGObject
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{
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public
:
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CSparseInverseCovariance
();
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virtual
~CSparseInverseCovariance
();
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SGMatrix<float64_t>
estimate
(
SGMatrix<float64_t>
S,
float64_t
lambda_c);
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const
char
*
get_name
()
const
{
return
"SparseInverseCovariance"
; };
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int32_t
get_lasso_max_iter
()
const
{
return
m_lasso_max_iter
; }
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int32_t
get_max_iter
()
const
{
return
m_max_iter
; }
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float64_t
get_f_gap
()
const
{
return
m_f_gap
; }
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float64_t
get_x_gap
()
const
{
return
m_x_gap
; }
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float64_t
get_xtol
()
const
{
return
m_xtol
; }
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void
set_lasso_max_iter
(int32_t lasso_max_iter)
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{
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m_lasso_max_iter
= lasso_max_iter;
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}
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void
set_max_iter
(int32_t max_iter)
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{
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m_max_iter
= max_iter;
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}
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void
set_f_gap
(int32_t f_gap)
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{
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m_f_gap
= f_gap;
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}
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void
set_x_gap
(int32_t x_gap)
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{
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m_x_gap
= x_gap;
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}
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void
set_xtol
(int32_t xtol)
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{
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m_xtol
= xtol;
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}
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private
:
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void
register_parameters();
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protected
:
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int32_t
m_lasso_max_iter
;
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int32_t
m_max_iter
;
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float64_t
m_f_gap
;
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float64_t
m_x_gap
;
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float64_t
m_xtol
;
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};
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}
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#endif
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Machine Learning Toolbox - Documentation