StreamingMMD.h

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/*
 * Copyright (c) The Shogun Machine Learning Toolbox
 * Written (w) 2012-2013 Heiko Strathmann
 * Written (w) 2014 Soumyajit De
 * 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
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 */

#ifndef STREAMING_MMD_H_
#define STREAMING_MMD_H_

#include <shogun/lib/config.h>

#include <shogun/statistics/KernelTwoSampleTest.h>

namespace shogun
{

class CStreamingFeatures;
class CFeatures;

class CStreamingMMD: public CKernelTwoSampleTest
{
public:
    CStreamingMMD();

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

    virtual ~CStreamingMMD();

    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)=0;

    virtual void compute_statistic_and_Q(
            SGVector<float64_t>& statistic, SGMatrix<float64_t>& Q)=0;

    virtual SGVector<float64_t> sample_null();

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

    CList* stream_data_blocks(index_t num_blocks, index_t num_this_run);

    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();

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

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

protected:
    virtual SGVector<float64_t> compute_squared_mmd(CKernel* kernel,
            CList* data, index_t num_this_run)=0;

    CStreamingFeatures* m_streaming_p;

    CStreamingFeatures* m_streaming_q;

    index_t m_blocksize;

    bool m_simulate_h0;

private:
    void init();
};

}

#endif /* STREAMING_MMD_H_ */