LinearTimeMMD.h

Go to the documentation of this file.

/*
 * 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) 2012-2013 Heiko Strathmann
 */

#ifndef __LINEARTIMEMMD_H_
#define __LINEARTIMEMMD_H_

#include <shogun/statistics/KernelTwoSampleTestStatistic.h>
#include <shogun/kernel/Kernel.h>
#include <shogun/lib/external/libqp.h>

namespace shogun
{

class CStreamingFeatures;
class CFeatures;

class CLinearTimeMMD: public CKernelTwoSampleTestStatistic
{
public:
    CLinearTimeMMD();

    CLinearTimeMMD(CKernel* kernel, CStreamingFeatures* p,
            CStreamingFeatures* q, index_t m, index_t blocksize=10000);

    virtual ~CLinearTimeMMD();

    virtual float64_t compute_statistic();

    virtual SGVector<float64_t> compute_statistic(bool multiple_kernels);

    virtual float64_t compute_p_value(float64_t statistic);

    virtual float64_t perform_test();

    virtual float64_t compute_threshold(float64_t alpha);

    virtual float64_t compute_variance_estimate();

    virtual void compute_statistic_and_variance(
            SGVector<float64_t>& statistic, SGVector<float64_t>& variance,
            bool multiple_kernels=false);

    virtual void compute_statistic_and_Q(
            SGVector<float64_t>& statistic, SGMatrix<float64_t>& Q);

    virtual SGVector<float64_t> bootstrap_null();

    void set_blocksize(index_t blocksize) { m_blocksize=blocksize; }

    virtual void set_p_and_q(CFeatures* p_and_q);

    virtual CFeatures* get_p_and_q();

    virtual CStreamingFeatures* get_streaming_p();

    virtual CStreamingFeatures* get_streaming_q();

    virtual EStatisticType get_statistic_type() const
    {
        return S_LINEAR_TIME_MMD;
    }

    inline void set_simulate_h0(bool simulate_h0) { m_simulate_h0=simulate_h0; }


    virtual const char* get_name() const
    {
        return "LinearTimeMMD";
    }

private:
    void init();

protected:
    CStreamingFeatures* m_streaming_p;

    CStreamingFeatures* m_streaming_q;

    index_t m_blocksize;

    bool m_simulate_h0;
};

}

#endif /* __LINEARTIMEMMD_H_ */