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CKernelTwoSampleTest Class Referenceabstract

Detailed Description

Kernel two sample test base class. Provides an interface for performing a two-sample test using a kernel, i.e. Given samples from two distributions \(p\) and \(q\), the null-hypothesis is: \(H_0: p=q\), the alternative hypothesis: \(H_1: p\neq q\).

In this class, this is done using a single kernel for the data.

The class also re-implements the sample_null() method. If the underlying kernel is a custom one (precomputed), the rows and column of the kernel matrix is permuted using subsets. The computation falls back to CTwoSampleTest::sample_null() otherwise.

Abstract base class.

Definition at line 38 of file KernelTwoSampleTest.h.

Inheritance diagram for CKernelTwoSampleTest:
Inheritance graph
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Public Member Functions

 CKernelTwoSampleTest ()
 
 CKernelTwoSampleTest (CKernel *kernel, CFeatures *p_and_q, index_t q_start)
 
 CKernelTwoSampleTest (CKernel *kernel, CFeatures *p, CFeatures *q)
 
virtual ~CKernelTwoSampleTest ()
 
virtual void set_kernel (CKernel *kernel)
 
virtual CKernel * get_kernel ()
 
virtual SGVector< float64_t > sample_null ()
 
virtual SGVector< float64_t > compute_statistic (bool multiple_kernels)=0
 
virtual float64_t compute_statistic ()=0
 
virtual const char * get_name () const =0
 
virtual float64_t compute_p_value (float64_t statistic)
 
virtual float64_t compute_threshold (float64_t alpha)
 
virtual void set_p_and_q (CFeatures *p_and_q)
 
virtual CFeatures * get_p_and_q ()
 
void set_m (index_t m)
 
index_t get_m ()
 
virtual float64_t perform_test ()
 
bool perform_test (float64_t alpha)
 
virtual void set_num_null_samples (index_t num_null_samples)
 
virtual void set_null_approximation_method (ENullApproximationMethod null_approximation_method)
 
virtual EStatisticType get_statistic_type () const =0
 
virtual CSGObject * shallow_copy () const
 
virtual CSGObject * deep_copy () const
 
virtual bool is_generic (EPrimitiveType *generic) const
 
template<class T >
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
void unset_generic ()
 
virtual void print_serializable (const char *prefix="")
 
virtual bool save_serializable (CSerializableFile *file, const char *prefix="")
 
virtual bool load_serializable (CSerializableFile *file, const char *prefix="")
 
void set_global_io (SGIO *io)
 
SGIO * get_global_io ()
 
void set_global_parallel (Parallel *parallel)
 
Parallel * get_global_parallel ()
 
void set_global_version (Version *version)
 
Version * get_global_version ()
 
SGStringList< char > get_modelsel_names ()
 
void print_modsel_params ()
 
char * get_modsel_param_descr (const char *param_name)
 
index_t get_modsel_param_index (const char *param_name)
 
void build_gradient_parameter_dictionary (CMap< TParameter *, CSGObject * > *dict)
 
virtual void update_parameter_hash ()
 
virtual bool parameter_hash_changed ()
 
virtual bool equals (CSGObject *other, float64_t accuracy=0.0, bool tolerant=false)
 
virtual CSGObject * clone ()
 

Public Attributes

SGIO * io
 
Parallel * parallel
 
Version * version
 
Parameter * m_parameters
 
Parameter * m_model_selection_parameters
 
Parameter * m_gradient_parameters
 
uint32_t m_hash
 

Protected Member Functions

virtual void load_serializable_pre () throw (ShogunException)
 
virtual void load_serializable_post () throw (ShogunException)
 
virtual void save_serializable_pre () throw (ShogunException)
 
virtual void save_serializable_post () throw (ShogunException)
 

Protected Attributes

CKernel * m_kernel
 
CFeatures * m_p_and_q
 
index_t m_m
 
index_t m_num_null_samples
 
ENullApproximationMethod m_null_approximation_method
 

Constructor & Destructor Documentation

CKernelTwoSampleTest ( )

default constructor

Definition at line 18 of file KernelTwoSampleTest.cpp.

CKernelTwoSampleTest ( CKernel *  kernel,
CFeatures *  p_and_q,
index_t  q_start 
)

Constructor

Parameters
p_and_qfeature data. Is assumed to contain samples from both p and q. First all samples from p, then from index q_start all samples from q
kernelkernel to use
p_and_qsamples from p and q, appended
q_startindex of first sample of q

Definition at line 24 of file KernelTwoSampleTest.cpp.

CKernelTwoSampleTest ( CKernel *  kernel,
CFeatures *  p,
CFeatures *  q 
)

Constructor. This is a convienience constructor which copies both features to one element and then calls the other constructor. Needs twice the memory for a short time

Parameters
kernelkernel for MMD
psamples from distribution p, will be copied and NOT SG_REF'ed
qsamples from distribution q, will be copied and NOT SG_REF'ed

Definition at line 34 of file KernelTwoSampleTest.cpp.

~CKernelTwoSampleTest ( )
virtual

destructor

Definition at line 43 of file KernelTwoSampleTest.cpp.

Member Function Documentation

void build_gradient_parameter_dictionary ( CMap< TParameter *, CSGObject * > *  dict)
inherited

Builds a dictionary of all parameters in SGObject as well of those of SGObjects that are parameters of this object. Dictionary maps parameters to the objects that own them.

Parameters
dictdictionary of parameters to be built.

Definition at line 597 of file SGObject.cpp.

CSGObject * clone ( )
virtualinherited

Creates a clone of the current object. This is done via recursively traversing all parameters, which corresponds to a deep copy. Calling equals on the cloned object always returns true although none of the memory of both objects overlaps.

Returns
an identical copy of the given object, which is disjoint in memory. NULL if the clone fails. Note that the returned object is SG_REF'ed

Definition at line 714 of file SGObject.cpp.

float64_t compute_p_value ( float64_t  statistic)
virtualinherited

computes a p-value based on current method for approximating the null-distribution. The p-value is the 1-p quantile of the null- distribution where the given statistic lies in.

Parameters
statisticstatistic value to compute the p-value for
Returns
p-value parameter statistic is the (1-p) percentile of the null distribution

Reimplemented from CHypothesisTest.

Reimplemented in CQuadraticTimeMMD, and CStreamingMMD.

Definition at line 114 of file TwoSampleTest.cpp.

virtual SGVector<float64_t> compute_statistic ( bool  multiple_kernels)
pure virtual

Same as compute_statistic(), but with the possibility to perform on multiple kernels at once

Parameters
multiple_kernelsif true, and underlying kernel is K_COMBINED, method will be executed on all subkernels on the same data
Returns
vector of results for subkernels

Implemented in CQuadraticTimeMMD, and CStreamingMMD.

virtual float64_t compute_statistic ( )
pure virtual

Wrapper for compute_statistic(false)

Implements CHypothesisTest.

Implemented in CQuadraticTimeMMD, and CStreamingMMD.

float64_t compute_threshold ( float64_t  alpha)
virtualinherited

computes a threshold based on current method for approximating the null-distribution. The threshold is the argument of the \(1-\alpha\) quantile of the null. \(\alpha\) is provided.

Parameters
alpha\(\alpha\) quantile to get the threshold for
Returns
threshold which is the \(1-\alpha\) quantile of the null distribution

Reimplemented from CHypothesisTest.

Reimplemented in CQuadraticTimeMMD, and CStreamingMMD.

Definition at line 136 of file TwoSampleTest.cpp.

CSGObject * deep_copy ( ) const
virtualinherited

A deep copy. All the instance variables will also be copied.

Definition at line 198 of file SGObject.cpp.

bool equals ( CSGObject *  other,
float64_t  accuracy = 0.0,
bool  tolerant = false 
)
virtualinherited

Recursively compares the current SGObject to another one. Compares all registered numerical parameters, recursion upon complex (SGObject) parameters. Does not compare pointers!

May be overwritten but please do with care! Should not be necessary in most cases.

Parameters
otherobject to compare with
accuracyaccuracy to use for comparison (optional)
tolerantallows linient check on float equality (within accuracy)
Returns
true if all parameters were equal, false if not

Definition at line 618 of file SGObject.cpp.

SGIO * get_global_io ( )
inherited

get the io object

Returns
io object

Definition at line 235 of file SGObject.cpp.

Parallel * get_global_parallel ( )
inherited

get the parallel object

Returns
parallel object

Definition at line 277 of file SGObject.cpp.

Version * get_global_version ( )
inherited

get the version object

Returns
version object

Definition at line 290 of file SGObject.cpp.

virtual CKernel* get_kernel ( )
virtual
Returns
underlying kernel, is SG_REF'ed

Definition at line 86 of file KernelTwoSampleTest.h.

index_t get_m ( )
inherited
Returns
number of to be used samples m

Definition at line 127 of file TwoSampleTest.h.

SGStringList< char > get_modelsel_names ( )
inherited
Returns
vector of names of all parameters which are registered for model selection

Definition at line 498 of file SGObject.cpp.

char * get_modsel_param_descr ( const char *  param_name)
inherited

Returns description of a given parameter string, if it exists. SG_ERROR otherwise

Parameters
param_namename of the parameter
Returns
description of the parameter

Definition at line 522 of file SGObject.cpp.

index_t get_modsel_param_index ( const char *  param_name)
inherited

Returns index of model selection parameter with provided index

Parameters
param_namename of model selection parameter
Returns
index of model selection parameter with provided name, -1 if there is no such

Definition at line 535 of file SGObject.cpp.

virtual const char* get_name ( ) const
pure virtual

Returns the name of the SGSerializable instance. It MUST BE the CLASS NAME without the prefixed `C'.

Returns
name of the SGSerializable

Implements CTwoSampleTest.

Implemented in CQuadraticTimeMMD, CStreamingMMD, and CLinearTimeMMD.

CFeatures * get_p_and_q ( )
virtualinherited

Getter for joint features, SG_REF'ed

Returns
joint feature object

Reimplemented in CStreamingMMD.

Definition at line 171 of file TwoSampleTest.cpp.

virtual EStatisticType get_statistic_type ( ) const
pure virtualinherited

returns the statistic type of this test statistic

Implemented in CQuadraticTimeMMD, CNOCCO, CHSIC, and CLinearTimeMMD.

bool is_generic ( EPrimitiveType *  generic) const
virtualinherited

If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.

Parameters
genericset to the type of the generic if returning TRUE
Returns
TRUE if a class template.

Definition at line 296 of file SGObject.cpp.

bool load_serializable ( CSerializableFile *  file,
const char *  prefix = "" 
)
virtualinherited

Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!

Parameters
filewhere to load from
prefixprefix for members
Returns
TRUE if done, otherwise FALSE

Definition at line 369 of file SGObject.cpp.

void load_serializable_post ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_POST is called.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel, and CExponentialKernel.

Definition at line 426 of file SGObject.cpp.

void load_serializable_pre ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_PRE is called.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.

Definition at line 421 of file SGObject.cpp.

bool parameter_hash_changed ( )
virtualinherited
Returns
whether parameter combination has changed since last update

Definition at line 262 of file SGObject.cpp.

float64_t perform_test ( )
virtualinherited

Performs the complete two-sample test on current data and returns a p-value.

This is a wrapper that calls compute_statistic first and then calls compute_p_value using the obtained statistic. In some statistic classes, it might be possible to compute statistic and p-value in one single run which is more efficient. Therefore, this method might be overwritten in subclasses.

The method for computing the p-value can be set via set_null_approximation_method().

Returns
p-value such that computed statistic is the (1-p) quantile of the estimated null distribution

Reimplemented in CStreamingMMD.

Definition at line 113 of file HypothesisTest.cpp.

bool perform_test ( float64_t  alpha)
inherited

Performs the complete two-sample test on current data and returns a binary answer wheter null hypothesis is rejected or not.

This is just a wrapper for the above perform_test() method that returns a p-value. If this p-value lies below the test level alpha, the null hypothesis is rejected.

Should not be overwritten in subclasses. (Therefore not virtual)

Parameters
alphatest level alpha.
Returns
true if null hypothesis is rejected and false otherwise

Definition at line 121 of file HypothesisTest.cpp.

void print_modsel_params ( )
inherited

prints all parameter registered for model selection and their type

Definition at line 474 of file SGObject.cpp.

void print_serializable ( const char *  prefix = "")
virtualinherited

prints registered parameters out

Parameters
prefixprefix for members

Definition at line 308 of file SGObject.cpp.

SGVector< float64_t > sample_null ( )
virtual

merges both sets of samples and computes the test statistic m_num_null_samples times. This version checks if a precomputed custom kernel is used, and, if so, just permutes it instead of re- computing it in every iteration.

Returns
vector of all statistics

Reimplemented from CTwoSampleTest.

Reimplemented in CStreamingMMD.

Definition at line 55 of file KernelTwoSampleTest.cpp.

bool save_serializable ( CSerializableFile *  file,
const char *  prefix = "" 
)
virtualinherited

Save this object to file.

Parameters
filewhere to save the object; will be closed during returning if PREFIX is an empty string.
prefixprefix for members
Returns
TRUE if done, otherwise FALSE

Definition at line 314 of file SGObject.cpp.

void save_serializable_post ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_POST is called.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CKernel.

Definition at line 436 of file SGObject.cpp.

void save_serializable_pre ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_PRE is called.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.

Definition at line 431 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 41 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 46 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 51 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 56 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 61 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 66 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 71 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 76 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 81 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 86 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 91 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 96 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 101 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 106 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 111 of file SGObject.cpp.

void set_generic ( )
inherited

set generic type to T

void set_global_io ( SGIO *  io)
inherited

set the io object

Parameters
ioio object to use

Definition at line 228 of file SGObject.cpp.

void set_global_parallel ( Parallel *  parallel)
inherited

set the parallel object

Parameters
parallelparallel object to use

Definition at line 241 of file SGObject.cpp.

void set_global_version ( Version *  version)
inherited

set the version object

Parameters
versionversion object to use

Definition at line 283 of file SGObject.cpp.

virtual void set_kernel ( CKernel *  kernel)
virtual

Setter for the underlying kernel

Parameters
kernelnew kernel to use

Definition at line 77 of file KernelTwoSampleTest.h.

void set_m ( index_t  m)
inherited
Parameters
mnumber of samples from first distribution p

Definition at line 162 of file TwoSampleTest.cpp.

void set_null_approximation_method ( ENullApproximationMethod  null_approximation_method)
virtualinherited

sets the method how to approximate the null-distribution

Parameters
null_approximation_methodmethod to use

Definition at line 61 of file HypothesisTest.cpp.

void set_num_null_samples ( index_t  num_null_samples)
virtualinherited

sets the number of permutation iterations for sample_null()

Parameters
num_null_sampleshow often permutation shall be done

Definition at line 67 of file HypothesisTest.cpp.

void set_p_and_q ( CFeatures *  p_and_q)
virtualinherited

Setter for joint features

Parameters
p_and_qjoint features from p and q to set

Reimplemented in CStreamingMMD.

Definition at line 154 of file TwoSampleTest.cpp.

CSGObject * shallow_copy ( ) const
virtualinherited

A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.

Reimplemented in CGaussianKernel.

Definition at line 192 of file SGObject.cpp.

void unset_generic ( )
inherited

unset generic type

this has to be called in classes specializing a template class

Definition at line 303 of file SGObject.cpp.

void update_parameter_hash ( )
virtualinherited

Updates the hash of current parameter combination

Definition at line 248 of file SGObject.cpp.

Member Data Documentation

SGIO* io
inherited

io

Definition at line 369 of file SGObject.h.

Parameter* m_gradient_parameters
inherited

parameters wrt which we can compute gradients

Definition at line 384 of file SGObject.h.

uint32_t m_hash
inherited

Hash of parameter values

Definition at line 387 of file SGObject.h.

CKernel* m_kernel
protected

underlying kernel

Definition at line 121 of file KernelTwoSampleTest.h.

index_t m_m
protectedinherited

defines the first index of samples of q

Definition at line 139 of file TwoSampleTest.h.

Parameter* m_model_selection_parameters
inherited

model selection parameters

Definition at line 381 of file SGObject.h.

ENullApproximationMethod m_null_approximation_method
protectedinherited

Defines how the the null distribution is approximated

Definition at line 177 of file HypothesisTest.h.

index_t m_num_null_samples
protectedinherited

number of iterations for sampling from null-distributions

Definition at line 174 of file HypothesisTest.h.

CFeatures* m_p_and_q
protectedinherited

concatenated samples of the two distributions (two blocks)

Definition at line 136 of file TwoSampleTest.h.

Parameter* m_parameters
inherited

parameters

Definition at line 378 of file SGObject.h.

Parallel* parallel
inherited

parallel

Definition at line 372 of file SGObject.h.

Version* version
inherited

version

Definition at line 375 of file SGObject.h.

The documentation for this class was generated from the following files:
SHOGUN Machine Learning Toolbox - Documentation