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 The actual computations depend on the type of covariance used.
Definition at line 46 of file Gaussian.h.
Public Member Functions | |
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 | 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 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 () |
void | unset_generic () |
virtual void | print_serializable (const char *prefix="") |
virtual bool | save_serializable (CSerializableFile *file, const char *prefix="", int32_t param_version=VERSION_PARAMETER) |
virtual bool | load_serializable (CSerializableFile *file, const char *prefix="", int32_t param_version=VERSION_PARAMETER) |
DynArray< TParameter * > * | load_file_parameters (const SGParamInfo *param_info, int32_t file_version, CSerializableFile *file, const char *prefix="") |
DynArray< TParameter * > * | load_all_file_parameters (int32_t file_version, int32_t current_version, CSerializableFile *file, const char *prefix="") |
void | map_parameters (DynArray< TParameter * > *param_base, int32_t &base_version, DynArray< const SGParamInfo * > *target_param_infos) |
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_parameter_dictionary (CMap< TParameter *, CSGObject * > &dict) |
Public Attributes | |
SGIO * | io |
Parallel * | parallel |
Version * | version |
Parameter * | m_parameters |
Parameter * | m_model_selection_parameters |
ParameterMap * | m_parameter_map |
uint32_t | m_hash |
Protected Member Functions | |
virtual TParameter * | migrate (DynArray< TParameter * > *param_base, const SGParamInfo *target) |
virtual void | one_to_one_migration_prepare (DynArray< TParameter * > *param_base, const SGParamInfo *target, TParameter *&replacement, TParameter *&to_migrate, char *old_name=NULL) |
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) |
virtual bool | update_parameter_hash () |
Protected Attributes | |
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 |
CGaussian | ( | ) |
default constructor
Definition at line 20 of file Gaussian.cpp.
constructor
mean | mean of the Gaussian | |
cov | covariance of the Gaussian | |
cov_type | covariance type (full, diagonal or shperical) |
Definition at line 25 of file Gaussian.cpp.
~CGaussian | ( | ) | [virtual] |
Definition at line 57 of file Gaussian.cpp.
void build_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.
dict | dictionary of parameters to be built. |
Definition at line 1201 of file SGObject.cpp.
compute log PDF
point | point for which to compute the log PDF |
Definition at line 113 of file Gaussian.cpp.
compute PDF
point | point for which to compute the PDF |
Definition at line 107 of file Gaussian.h.
virtual CSGObject* deep_copy | ( | ) | const [virtual, inherited] |
A deep copy. All the instance variables will also be copied.
Definition at line 131 of file SGObject.h.
get covariance
cov | covariance, memory needs to be freed by user |
Definition at line 179 of file Gaussian.cpp.
ECovType get_cov_type | ( | ) |
virtual float64_t get_derivative | ( | int32_t | num_param, | |
int32_t | num_example | |||
) | [virtual, inherited] |
get partial derivative of likelihood function
num_param | partial derivative against which param | |
num_example | which example |
Definition at line 129 of file Distribution.h.
virtual CFeatures* get_features | ( | ) | [virtual, inherited] |
SGIO * get_global_io | ( | ) | [inherited] |
Parallel * get_global_parallel | ( | ) | [inherited] |
Version * get_global_version | ( | ) | [inherited] |
virtual float64_t get_likelihood_example | ( | int32_t | num_example | ) | [virtual, inherited] |
compute likelihood for example
num_example | which example |
Reimplemented in CGMM.
Definition at line 140 of file Distribution.h.
float64_t get_log_derivative | ( | int32_t | num_param, | |
int32_t | num_example | |||
) | [virtual] |
get partial derivative of likelihood function (logarithmic)
num_param | derivative against which param | |
num_example | which example |
Implements CDistribution.
Definition at line 99 of file Gaussian.cpp.
compute log likelihood for each example
Definition at line 37 of file Distribution.cpp.
float64_t get_log_likelihood_example | ( | int32_t | num_example | ) | [virtual] |
compute log likelihood for example
abstract base method
num_example | which example |
Implements CDistribution.
Definition at line 105 of file Gaussian.cpp.
float64_t get_log_likelihood_sample | ( | ) | [virtual, inherited] |
compute log likelihood for whole sample
Definition at line 26 of file Distribution.cpp.
float64_t get_log_model_parameter | ( | int32_t | num_param | ) | [virtual] |
get model parameter (logarithmic)
Implements CDistribution.
Definition at line 93 of file Gaussian.cpp.
virtual float64_t get_model_parameter | ( | int32_t | num_param | ) | [virtual, inherited] |
get model parameter
num_param | which param |
Definition at line 118 of file Distribution.h.
SGStringList< char > get_modelsel_names | ( | ) | [inherited] |
Definition at line 1108 of file SGObject.cpp.
char * get_modsel_param_descr | ( | const char * | param_name | ) | [inherited] |
Returns description of a given parameter string, if it exists. SG_ERROR otherwise
param_name | name of the parameter |
Definition at line 1132 of file SGObject.cpp.
index_t get_modsel_param_index | ( | const char * | param_name | ) | [inherited] |
Returns index of model selection parameter with provided index
param_name | name of model selection parameter |
Definition at line 1145 of file SGObject.cpp.
virtual const char* get_name | ( | ) | const [virtual] |
int32_t get_num_model_parameters | ( | ) | [virtual] |
get number of parameters in model
Implements CDistribution.
Definition at line 79 of file Gaussian.cpp.
int32_t get_num_relevant_model_parameters | ( | ) | [virtual, inherited] |
get number of parameters in model that are relevant, i.e. > ALMOST_NEG_INFTY
Definition at line 50 of file Distribution.cpp.
virtual float64_t get_pseudo_count | ( | ) | [virtual, inherited] |
void init | ( | ) |
bool is_generic | ( | EPrimitiveType * | generic | ) | const [virtual, inherited] |
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 |
Definition at line 278 of file SGObject.cpp.
DynArray< TParameter * > * load_all_file_parameters | ( | int32_t | file_version, | |
int32_t | current_version, | |||
CSerializableFile * | file, | |||
const char * | prefix = "" | |||
) | [inherited] |
maps all parameters of this instance to the provided file version and loads all parameter data from the file into an array, which is sorted (basically calls load_file_parameter(...) for all parameters and puts all results into a sorted array)
file_version | parameter version of the file | |
current_version | version from which mapping begins (you want to use VERSION_PARAMETER for this in most cases) | |
file | file to load from | |
prefix | prefix for members |
Definition at line 679 of file SGObject.cpp.
DynArray< TParameter * > * load_file_parameters | ( | const SGParamInfo * | param_info, | |
int32_t | file_version, | |||
CSerializableFile * | file, | |||
const char * | prefix = "" | |||
) | [inherited] |
loads some specified parameters from a file with a specified version The provided parameter info has a version which is recursively mapped until the file parameter version is reached. Note that there may be possibly multiple parameters in the mapping, therefore, a set of TParameter instances is returned
param_info | information of parameter | |
file_version | parameter version of the file, must be <= provided parameter version | |
file | file to load from | |
prefix | prefix for members |
Definition at line 523 of file SGObject.cpp.
bool load_serializable | ( | CSerializableFile * | file, | |
const char * | prefix = "" , |
|||
int32_t | param_version = VERSION_PARAMETER | |||
) | [virtual, inherited] |
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 | |
param_version | (optional) a parameter version different to (this is mainly for testing, better do not use) |
Reimplemented in CModelSelectionParameters.
Definition at line 354 of file SGObject.cpp.
void load_serializable_post | ( | ) | throw (ShogunException) [protected, virtual, inherited] |
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 occurres. |
Reimplemented in CLinearHMM, CAlphabet, CANOVAKernel, CCircularKernel, CExponentialKernel, CGaussianKernel, CInverseMultiQuadricKernel, CKernel, CWeightedDegreePositionStringKernel, and CList.
Definition at line 1033 of file SGObject.cpp.
void load_serializable_pre | ( | ) | throw (ShogunException) [protected, virtual, inherited] |
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 occurres. |
Definition at line 1028 of file SGObject.cpp.
void map_parameters | ( | DynArray< TParameter * > * | param_base, | |
int32_t & | base_version, | |||
DynArray< const SGParamInfo * > * | target_param_infos | |||
) | [inherited] |
Takes a set of TParameter instances (base) with a certain version and a set of target parameter infos and recursively maps the base level wise to the current version using CSGObject::migrate(...). The base is replaced. After this call, the base version containing parameters should be of same version/type as the initial target parameter infos. Note for this to work, the migrate methods and all the internal parameter mappings have to match
param_base | set of TParameter instances that are mapped to the provided target parameter infos | |
base_version | version of the parameter base | |
target_param_infos | set of SGParamInfo instances that specify the target parameter base |
Definition at line 717 of file SGObject.cpp.
TParameter * migrate | ( | DynArray< TParameter * > * | param_base, | |
const SGParamInfo * | target | |||
) | [protected, virtual, inherited] |
creates a new TParameter instance, which contains migrated data from the version that is provided. The provided parameter data base is used for migration, this base is a collection of all parameter data of the previous version. Migration is done FROM the data in param_base TO the provided param info Migration is always one version step. Method has to be implemented in subclasses, if no match is found, base method has to be called.
If there is an element in the param_base which equals the target, a copy of the element is returned. This represents the case when nothing has changed and therefore, the migrate method is not overloaded in a subclass
param_base | set of TParameter instances to use for migration | |
target | parameter info for the resulting TParameter |
Definition at line 923 of file SGObject.cpp.
void one_to_one_migration_prepare | ( | DynArray< TParameter * > * | param_base, | |
const SGParamInfo * | target, | |||
TParameter *& | replacement, | |||
TParameter *& | to_migrate, | |||
char * | old_name = NULL | |||
) | [protected, virtual, inherited] |
This method prepares everything for a one-to-one parameter migration. One to one here means that only ONE element of the parameter base is needed for the migration (the one with the same name as the target). Data is allocated for the target (in the type as provided in the target SGParamInfo), and a corresponding new TParameter instance is written to replacement. The to_migrate pointer points to the single needed TParameter instance needed for migration. If a name change happened, the old name may be specified by old_name. In addition, the m_delete_data flag of to_migrate is set to true. So if you want to migrate data, the only thing to do after this call is converting the data in the m_parameter fields. If unsure how to use - have a look into an example for this. (base_migration_type_conversion.cpp for example)
param_base | set of TParameter instances to use for migration | |
target | parameter info for the resulting TParameter | |
replacement | (used as output) here the TParameter instance which is returned by migration is created into | |
to_migrate | the only source that is used for migration | |
old_name | with this parameter, a name change may be specified |
Definition at line 864 of file SGObject.cpp.
void print_modsel_params | ( | ) | [inherited] |
prints all parameter registered for model selection and their type
Definition at line 1084 of file SGObject.cpp.
void print_serializable | ( | const char * | prefix = "" |
) | [virtual, inherited] |
prints registered parameters out
prefix | prefix for members |
Definition at line 290 of file SGObject.cpp.
bool save_serializable | ( | CSerializableFile * | file, | |
const char * | prefix = "" , |
|||
int32_t | param_version = VERSION_PARAMETER | |||
) | [virtual, inherited] |
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 | |
param_version | (optional) a parameter version different to (this is mainly for testing, better do not use) |
Reimplemented in CModelSelectionParameters.
Definition at line 296 of file SGObject.cpp.
void save_serializable_post | ( | ) | throw (ShogunException) [protected, virtual, inherited] |
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 occurres. |
Reimplemented in CKernel.
Definition at line 1043 of file SGObject.cpp.
void save_serializable_pre | ( | ) | throw (ShogunException) [protected, virtual, inherited] |
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 occurres. |
Reimplemented in CKernel.
Definition at line 1038 of file SGObject.cpp.
set covariance
Doesn't store the covariance, but decomposes, thus the covariance can be freed after exit without harming the object
cov | new covariance |
Definition at line 165 of file Gaussian.cpp.
void set_cov_type | ( | ECovType | cov_type | ) |
set covariance type
Will only take effect after covariance is changed
cov_type | new covariance type |
Definition at line 160 of file Gaussian.h.
virtual void set_features | ( | CFeatures * | f | ) | [virtual, inherited] |
set feature vectors
f | new feature vectors |
Definition at line 149 of file Distribution.h.
void set_generic< floatmax_t > | ( | ) | [inherited] |
set generic type to T
void set_global_io | ( | SGIO * | io | ) | [inherited] |
void set_global_parallel | ( | Parallel * | parallel | ) | [inherited] |
set the parallel object
parallel | parallel object to use |
Definition at line 230 of file SGObject.cpp.
void set_global_version | ( | Version * | version | ) | [inherited] |
set the version object
version | version object to use |
Definition at line 265 of file SGObject.cpp.
virtual void set_pseudo_count | ( | float64_t | pseudo | ) | [virtual, inherited] |
virtual CSGObject* shallow_copy | ( | ) | const [virtual, inherited] |
A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.
Reimplemented in CGaussianKernel.
Definition at line 122 of file SGObject.h.
bool train | ( | CFeatures * | data = NULL |
) | [virtual] |
learn distribution
data | training data |
Implements CDistribution.
Definition at line 61 of file Gaussian.cpp.
void unset_generic | ( | ) | [inherited] |
unset generic type
this has to be called in classes specializing a template class
Definition at line 285 of file SGObject.cpp.
bool update_parameter_hash | ( | ) | [protected, virtual, inherited] |
Updates the hash of current parameter combination.
Definition at line 237 of file SGObject.cpp.
feature vectors
Definition at line 180 of file Distribution.h.
io
Definition at line 462 of file SGObject.h.
float64_t m_constant [protected] |
constant part
Definition at line 219 of file Gaussian.h.
ECovType m_cov_type [protected] |
covariance type
Definition at line 227 of file Gaussian.h.
diagonal
Definition at line 221 of file Gaussian.h.
uint32_t m_hash [inherited] |
Hash of parameter values
Definition at line 480 of file SGObject.h.
mean
Definition at line 225 of file Gaussian.h.
Parameter* m_model_selection_parameters [inherited] |
model selection parameters
Definition at line 474 of file SGObject.h.
ParameterMap* m_parameter_map [inherited] |
map for different parameter versions
Definition at line 477 of file SGObject.h.
Parameter* m_parameters [inherited] |
parameters
Definition at line 471 of file SGObject.h.
unitary matrix
Definition at line 223 of file Gaussian.h.
parallel
Definition at line 465 of file SGObject.h.
float64_t pseudo_count [protected, inherited] |
pseudo count
Definition at line 182 of file Distribution.h.
version
Definition at line 468 of file SGObject.h.