EMBase.h

Go to the documentation of this file.

/*
 * Copyright (c) The Shogun Machine Learning Toolbox
 * Written (w) 2014 Parijat Mazumdar
 * All rights reserved.
 *
 * Redistribution and use in source and binary forms, with or without
 * modification, are permitted provided that the following conditions are met:
 *
 * 1. Redistributions of source code must retain the above copyright notice, this
 * list of conditions and the following disclaimer.
 * 2. Redistributions in binary form must reproduce the above copyright notice,
 * this list of conditions and the following disclaimer in the documentation
 * and/or other materials provided with the distribution.
 *
 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
 * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
 * WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
 * DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
 * ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
 * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
 * LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
 * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
 * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
 * SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
 *
 * The views and conclusions contained in the software and documentation are those
 * of the authors and should not be interpreted as representing official policies,
 * either expressed or implied, of the Shogun Development Team.
 */

#ifndef _EMBASE_H__
#define _EMBASE_H__

#include <shogun/lib/config.h>
#include <shogun/base/SGObject.h>

namespace shogun
{

template <class T> class CEMBase : public CSGObject
{
    public:
        CEMBase() : CSGObject() { };

        virtual ~CEMBase() { };

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

        virtual float64_t expectation_step()=0;

        virtual void maximization_step()=0;

        bool iterate_em(int32_t max_iters=10000, float64_t epsilon=1e-8)
        {
            float64_t log_likelihood_cur=0;
            float64_t log_likelihood_prev=0;
            int32_t i=0;
            bool converge=false;
            while (i<max_iters)
            {
                log_likelihood_prev=log_likelihood_cur;
                log_likelihood_cur=expectation_step();

                if ((i>0)&&(log_likelihood_cur-log_likelihood_prev)<epsilon)
                {
                    converge=true;
                    break;
                }

                maximization_step();
                i++;
            }

            return converge;
        }

    public:
        T data;

};
} /* shogun */
#endif /* _EMBASE_H__ */