FisherLDA.h

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/*
 * Copyright (c) 2014, Shogun Toolbox Foundation
 * 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.
 *
 * 3. Neither the name of the copyright holder nor the names of its
 * contributors may be used to endorse or promote products derived from this
 * software without specific prior written permission.

 * 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 HOLDER 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
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 * ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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 *
 * Written (W) 2014 Abhijeet Kislay
 */

#ifndef LDA_H_
#define LDA_H_

#include <shogun/lib/config.h>

#ifdef HAVE_EIGEN3
#include <shogun/preprocessor/DimensionReductionPreprocessor.h>
#include <shogun/preprocessor/Preprocessor.h>
#include <shogun/labels/Labels.h>
#include <shogun/features/Features.h>

namespace shogun
{

    enum EFLDAMethod
    {
        AUTO_FLDA = 10,
        CANVAR_FLDA = 20,
        CLASSIC_FLDA = 30
    };

class CFisherLDA: public CDimensionReductionPreprocessor
{
    public:

        CFisherLDA(EFLDAMethod method=AUTO_FLDA, float64_t thresh=0.01);

        virtual ~CFisherLDA();

        virtual bool fit(CFeatures* features, CLabels* labels, int32_t num_dimensions=0);

        virtual void cleanup();

        virtual SGMatrix<float64_t> apply_to_feature_matrix(CFeatures* features);

        virtual SGVector<float64_t> apply_to_feature_vector(SGVector<float64_t> vector);

        SGMatrix<float64_t> get_transformation_matrix();

        SGVector<float64_t> get_eigenvalues();

        SGVector<float64_t> get_mean();

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

        virtual EPreprocessorType get_type() const {return P_FISHERLDA;}

    private:

        void initialize_parameters();

    protected:


        SGMatrix<float64_t> m_transformation_matrix;
        int32_t m_num_dim;
        float64_t m_threshold;
        int32_t m_method;
        SGVector<float64_t> m_mean_vector;
        SGVector<float64_t> m_eigenvalues_vector;
};
}
#endif //HAVE_EIGEN3
#endif //ifndef