LikelihoodModel.h

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/*
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 3 of the License, or
 * (at your option) any later version.
 *
 * Written (W) 2013 Roman Votyakov
 * Written (W) 2013 Heiko Strathmann
 * Copyright (C) 2012 Jacob Walker
 * Copyright (C) 2013 Roman Votyakov
 */

#ifndef CLIKELIHOODMODEL_H_
#define CLIKELIHOODMODEL_H_

#include <shogun/base/SGObject.h>
#include <shogun/labels/Labels.h>

namespace shogun
{

enum ELikelihoodModelType
{
    LT_NONE=0,
    LT_GAUSSIAN=10,
    LT_STUDENTST=20,
    LT_LOGIT=30,
    LT_PROBIT=40
};

class CLikelihoodModel : public CSGObject
{
public:
    CLikelihoodModel();

    virtual ~CLikelihoodModel();

    virtual SGVector<float64_t> get_predictive_log_probabilities(
            SGVector<float64_t> mu, SGVector<float64_t> s2,
            const CLabels* lab=NULL);

    virtual SGVector<float64_t> get_predictive_means(SGVector<float64_t> mu,
            SGVector<float64_t> s2, const CLabels* lab=NULL) const=0;

    virtual SGVector<float64_t> get_predictive_variances(SGVector<float64_t> mu,
            SGVector<float64_t> s2, const CLabels* lab=NULL) const=0;

    virtual ELikelihoodModelType get_model_type() const { return LT_NONE; }

    virtual SGVector<float64_t> get_log_probability_f(const CLabels* lab,
            SGVector<float64_t> func) const=0;

    virtual SGVector<float64_t> get_log_probability_fmatrix(const CLabels* lab,
            SGMatrix<float64_t> F) const;

    virtual SGVector<float64_t> get_log_probability_derivative_f(
            const CLabels* lab, SGVector<float64_t> func, index_t i) const=0;

    virtual SGVector<float64_t> get_first_derivative(const CLabels* lab,
            SGVector<float64_t> func, const TParameter* param) const
    {
        SG_ERROR("Can't compute derivative wrt %s parameter\n", param->m_name)
        return SGVector<float64_t>();
    }


    virtual SGVector<float64_t> get_second_derivative(const CLabels* lab,
            SGVector<float64_t> func, const TParameter* param) const
    {
        SG_ERROR("Can't compute derivative wrt %s parameter\n", param->m_name)
        return SGVector<float64_t>();
    }

    virtual SGVector<float64_t> get_third_derivative(const CLabels* lab,
            SGVector<float64_t> func, const TParameter* param) const
    {
        SG_ERROR("Can't compute derivative wrt %s parameter\n", param->m_name)
        return SGVector<float64_t>();
    }

    virtual SGVector<float64_t> get_log_zeroth_moments(SGVector<float64_t> mu,
            SGVector<float64_t> s2, const CLabels* lab) const=0;

    virtual float64_t get_first_moment(SGVector<float64_t> mu,
            SGVector<float64_t> s2, const CLabels* lab, index_t i) const=0;

    virtual SGVector<float64_t> get_first_moments(SGVector<float64_t> mu,
            SGVector<float64_t> s2, const CLabels* lab) const;

    virtual float64_t get_second_moment(SGVector<float64_t> mu,
            SGVector<float64_t> s2, const CLabels* lab, index_t i) const=0;

    virtual SGVector<float64_t> get_second_moments(SGVector<float64_t> mu,
            SGVector<float64_t> s2, const CLabels* lab) const;

    virtual bool supports_regression() const { return false; }

    virtual bool supports_binary() const { return false; }

    virtual bool supports_multiclass() const { return false; }
};
}
#endif /* CLIKELIHOODMODEL_H_ */