VariationalLikelihood.h

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/*
 * Copyright (c) The Shogun Machine Learning Toolbox
 * Written (w) 2014 Wu Lin
 * All rights reserved.
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 * modification, are permitted provided that the following conditions are met:
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 *    list of conditions and the following disclaimer.
 * 2. Redistributions in binary form must reproduce the above copyright notice,
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#ifndef _VARIATIONALLIKELIHOODMODEL_H_
#define _VARIATIONALLIKELIHOODMODEL_H_

#include <shogun/lib/config.h>

#include <shogun/base/SGObject.h>
#include <shogun/labels/Labels.h>
#include <shogun/machine/gp/LikelihoodModel.h>

namespace shogun
{

template<class T> class SGVector;

class CVariationalLikelihood : public CLikelihoodModel
{
public:
    CVariationalLikelihood();

    virtual ~CVariationalLikelihood();

    virtual SGVector<float64_t> get_variational_expection()=0;

    virtual SGVector<float64_t> get_variational_first_derivative(const TParameter* param) const=0;

    virtual SGVector<float64_t> get_predictive_means(SGVector<float64_t> mu,
            SGVector<float64_t> s2, const CLabels* lab=NULL) const;

    virtual SGVector<float64_t> get_predictive_variances(SGVector<float64_t> mu,
            SGVector<float64_t> s2, const CLabels* lab=NULL) const;

    virtual ELikelihoodModelType get_model_type() const;

    virtual SGVector<float64_t> get_log_probability_f(const CLabels* lab,
            SGVector<float64_t> func) const;

    virtual SGVector<float64_t> get_log_probability_derivative_f(
            const CLabels* lab, SGVector<float64_t> func, index_t i) const;

    virtual SGVector<float64_t> get_log_zeroth_moments(SGVector<float64_t> mu,
            SGVector<float64_t> s2, const CLabels* lab) const;

    virtual float64_t get_first_moment(SGVector<float64_t> mu,
            SGVector<float64_t> s2, const CLabels* lab, index_t i) const;

    virtual float64_t get_second_moment(SGVector<float64_t> mu,
            SGVector<float64_t> s2, const CLabels* lab, index_t i) const;

    virtual bool supports_regression() const;

    virtual bool supports_binary() const;

    virtual bool supports_multiclass() const;

    virtual SGVector<float64_t> get_first_derivative(const CLabels* lab,
            SGVector<float64_t> func, const TParameter* param) const;

    virtual SGVector<float64_t> get_second_derivative(const CLabels* lab,
            SGVector<float64_t> func, const TParameter* param) const;

    virtual SGVector<float64_t> get_third_derivative(const CLabels* lab,
            SGVector<float64_t> func, const TParameter* param) const;

    virtual bool supports_derivative_wrt_hyperparameter() const=0;

    virtual SGVector<float64_t> get_first_derivative_wrt_hyperparameter(const TParameter* param) const=0;

protected:
    virtual void init_likelihood()=0;

    SGVector<float64_t> m_lab;

    CLikelihoodModel* m_likelihood;

    virtual void set_likelihood(CLikelihoodModel * lik);
private:
    void init();
};
}
#endif /* _VARIATIONALLIKELIHOODMODEL_H_ */