MMDKernelSelectionComb.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) 2012-2013 Heiko Strathmann
 */

#ifndef __MMDKERNELSELECTIONCOMB_H_
#define __MMDKERNELSELECTIONCOMB_H_

#include <shogun/lib/config.h>

#include <shogun/statistics/MMDKernelSelection.h>
#include <shogun/lib/SGMatrix.h>
#include <shogun/lib/external/libqp.h>

namespace shogun
{

class CLinearTimeMMD;

class CMMDKernelSelectionComb: public CMMDKernelSelection
{
public:

    CMMDKernelSelectionComb();

    CMMDKernelSelectionComb(CKernelTwoSampleTestStatistic* mmd);

    virtual ~CMMDKernelSelectionComb();

#ifdef HAVE_LAPACK

    virtual SGVector<float64_t> compute_measures()=0;
#else

    virtual SGVector<float64_t> compute_measures();
#endif

    virtual CKernel* select_kernel();

    const char* get_name() const=0;

protected:
    virtual SGVector<float64_t> solve_optimization(SGVector<float64_t> mmds);

#ifdef HAVE_LAPACK

    static const float64_t* get_Q_col(uint32_t i);

    static void print_state(libqp_state_T state);

    index_t m_opt_max_iterations;

    float64_t m_opt_epsilon;

    float64_t m_opt_low_cut;

    static SGMatrix<float64_t> m_Q;
#endif

private:
    void init();
};

}

#endif /* __MMDKERNELSELECTIONCOMB_H_ */