VarianceKernelNormalizer.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) 2009 Soeren Sonnenburg
 * Copyright (C) 2009 Fraunhofer Institute FIRST and Max-Planck-Society
 */

#ifndef _VARIANCEKERNELNORMALIZER_H___
#define _VARIANCEKERNELNORMALIZER_H___

#include <shogun/kernel/normalizer/KernelNormalizer.h>

namespace shogun
{
class CVarianceKernelNormalizer : public CKernelNormalizer
{
    public:
        CVarianceKernelNormalizer()
            : CKernelNormalizer(), meandiff(1.0), sqrt_meandiff(1.0)
        {
            SG_ADD(&meandiff, "meandiff", "Scaling constant.", MS_AVAILABLE);
            SG_ADD(&sqrt_meandiff, "sqrt_meandiff",
                    "Square root of scaling constant.", MS_AVAILABLE);
        }

        virtual ~CVarianceKernelNormalizer()
        {
        }

        virtual bool init(CKernel* k)
        {
            ASSERT(k)
            int32_t n=k->get_num_vec_lhs();
            ASSERT(n>0)

            CFeatures* old_lhs=k->lhs;
            CFeatures* old_rhs=k->rhs;
            k->lhs=old_lhs;
            k->rhs=old_lhs;

            float64_t diag_mean=0;
            float64_t overall_mean=0;
            for (int32_t i=0; i<n; i++)
            {
                diag_mean+=k->compute(i, i);

                for (int32_t j=0; j<n; j++)
                    overall_mean+=k->compute(i, j);
            }
            diag_mean/=n;
            overall_mean/=((float64_t) n)*n;

            k->lhs=old_lhs;
            k->rhs=old_rhs;

            meandiff=1.0/(diag_mean-overall_mean);
            sqrt_meandiff=CMath::sqrt(meandiff);

            return true;
        }

        virtual float64_t normalize(
            float64_t value, int32_t idx_lhs, int32_t idx_rhs)
        {
            return value*meandiff;
        }

        virtual float64_t normalize_lhs(float64_t value, int32_t idx_lhs)
        {
            return value*sqrt_meandiff;
        }

        virtual float64_t normalize_rhs(float64_t value, int32_t idx_rhs)
        {
            return value*sqrt_meandiff;
        }

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

    protected:
        float64_t meandiff;
        float64_t sqrt_meandiff;
};
}
#endif