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CLogitVGPiecewiseBoundLikelihood Class Reference

Detailed Description

Class that models Logit likelihood and uses variational piecewise bound to approximate the following variational expection of log likelihood

\[ \sum_{{i=1}^n}{E_{q(f_i|{\mu}_i,{\sigma}^2_i)}[logP(y_i|f_i)]} \]

where

\[ p(y_i|f_i) = \frac{exp(y_i*f_i)}{1+exp(f_i)}, y_i \in \{0,1\} \]

.

The memory requirement for this class is O(n*m), where n is the size of sample, which is the size of mu or sigma2 passed in set_distribution m is the size of the pre-defined bound, which is the num_rows of bound passed in set_bound (In the reference Matlab code, m is 20)

Definition at line 64 of file LogitVGPiecewiseBoundLikelihood.h.

Inheritance diagram for CLogitVGPiecewiseBoundLikelihood:
Inheritance graph
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Public Member Functions

 CLogitVGPiecewiseBoundLikelihood ()
 
virtual ~CLogitVGPiecewiseBoundLikelihood ()
 
virtual const char * get_name () const
 
virtual void set_variational_bound (SGMatrix< float64_t > bound)
 
virtual bool set_variational_distribution (SGVector< float64_t > mu, SGVector< float64_t > s2, const CLabels *lab)
 
virtual SGVector< float64_tget_variational_expection ()
 
virtual SGVector< float64_tget_variational_first_derivative (const TParameter *param) const
 
virtual bool supports_derivative_wrt_hyperparameter () const
 
virtual SGVector< float64_tget_first_derivative_wrt_hyperparameter (const TParameter *param) const
 
void set_default_variational_bound ()
 
virtual void set_noise_factor (float64_t noise_factor)
 
virtual SGVector< float64_tget_predictive_means (SGVector< float64_t > mu, SGVector< float64_t > s2, const CLabels *lab=NULL) const
 
virtual SGVector< float64_tget_predictive_variances (SGVector< float64_t > mu, SGVector< float64_t > s2, const CLabels *lab=NULL) const
 
virtual ELikelihoodModelType get_model_type () const
 
virtual SGVector< float64_tget_log_probability_f (const CLabels *lab, SGVector< float64_t > func) const
 
virtual SGVector< float64_tget_log_probability_derivative_f (const CLabels *lab, SGVector< float64_t > func, index_t i) const
 
virtual SGVector< float64_tget_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_tget_first_derivative (const CLabels *lab, SGVector< float64_t > func, const TParameter *param) const
 
virtual SGVector< float64_tget_second_derivative (const CLabels *lab, SGVector< float64_t > func, const TParameter *param) const
 
virtual SGVector< float64_tget_third_derivative (const CLabels *lab, SGVector< float64_t > func, const TParameter *param) const
 
virtual SGVector< float64_tget_predictive_log_probabilities (SGVector< float64_t > mu, SGVector< float64_t > s2, const CLabels *lab=NULL)
 
virtual SGVector< float64_tget_log_probability_fmatrix (const CLabels *lab, SGMatrix< float64_t > F) const
 
virtual SGVector< float64_tget_first_moments (SGVector< float64_t > mu, SGVector< float64_t > s2, const CLabels *lab) const
 
virtual SGVector< float64_tget_second_moments (SGVector< float64_t > mu, SGVector< float64_t > s2, const CLabels *lab) const
 
virtual CSGObjectshallow_copy () const
 
virtual CSGObjectdeep_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)
 
SGIOget_global_io ()
 
void set_global_parallel (Parallel *parallel)
 
Parallelget_global_parallel ()
 
void set_global_version (Version *version)
 
Versionget_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 CSGObjectclone ()
 

Public Attributes

SGIOio
 
Parallelparallel
 
Versionversion
 
Parameterm_parameters
 
Parameterm_model_selection_parameters
 
Parameterm_gradient_parameters
 
uint32_t m_hash
 

Protected Member Functions

virtual void init_likelihood ()
 
virtual void set_likelihood (CLikelihoodModel *lik)
 
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

SGVector< float64_tm_mu
 
SGVector< float64_tm_s2
 
SGVector< float64_tm_lab
 
CLikelihoodModelm_likelihood
 

Constructor & Destructor Documentation

Definition at line 55 of file LogitVGPiecewiseBoundLikelihood.cpp.

Definition at line 61 of file LogitVGPiecewiseBoundLikelihood.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.

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.

SGVector< float64_t > get_first_derivative ( const CLabels lab,
SGVector< float64_t func,
const TParameter param 
) const
virtualinherited

get derivative of log likelihood \(log(p(y|f))\) with respect to given parameter

Parameters
lablabels used
funcfunction location
paramparameter
Returns
derivative

Reimplemented from CLikelihoodModel.

Definition at line 88 of file VariationalLikelihood.cpp.

SGVector< float64_t > get_first_derivative_wrt_hyperparameter ( const TParameter param) const
virtual

get derivative of log likelihood \(log(p(y|f))\) with respect to given hyperparameter Note that variational parameters are NOT considered as hyperparameters

Parameters
paramparameter
Returns
derivative

Implements CVariationalLikelihood.

Definition at line 523 of file LogitVGPiecewiseBoundLikelihood.cpp.

float64_t get_first_moment ( SGVector< float64_t mu,
SGVector< float64_t s2,
const CLabels lab,
index_t  i 
) const
virtualinherited

returns the first moment of a given (unnormalized) probability distribution \(q(f_i) = Z_i^-1 p(y_i|f_i)\mathcal{N}(f_i|\mu,\sigma^2)\), where \( Z_i=\int p(y_i|f_i)\mathcal{N}(f_i|\mu,\sigma^2) df_i\).

This method is useful for EP local likelihood approximation.

Parameters
mumean of the \(\mathcal{N}(f_i|\mu,\sigma^2)\)
s2variance of the \(\mathcal{N}(f_i|\mu,\sigma^2)\)
lablabels \(y_i\)
iindex i
Returns
first moment of \(q(f_i)\)

Implements CLikelihoodModel.

Definition at line 140 of file VariationalLikelihood.cpp.

SGVector< float64_t > get_first_moments ( SGVector< float64_t mu,
SGVector< float64_t s2,
const CLabels lab 
) const
virtualinherited

returns the first moment of a given (unnormalized) probability distribution \(q(f_i) = Z_i^-1 p(y_i|f_i)\mathcal{N}(f_i|\mu,\sigma^2)\) for each \(f_i\), where \( Z_i=\int p(y_i|f_i)\mathcal{N}(f_i|\mu,\sigma^2) df_i\).

Wrapper method which calls get_first_moment multiple times.

Parameters
mumean of the \(\mathcal{N}(f_i|\mu,\sigma^2)\)
s2variance of the \(\mathcal{N}(f_i|\mu,\sigma^2)\)
lablabels \(y_i\)
Returns
the first moment of \(q(f_i)\) for each \(f_i\)

Definition at line 72 of file LikelihoodModel.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.

SGVector< float64_t > get_log_probability_derivative_f ( const CLabels lab,
SGVector< float64_t func,
index_t  i 
) const
virtualinherited

get derivative of log likelihood \(log(p(y|f))\) with respect to location function \(f\)

Parameters
lablabels used
funcfunction location
iindex, choices are 1, 2, and 3 for first, second, and third derivatives respectively
Returns
derivative

Implements CLikelihoodModel.

Definition at line 125 of file VariationalLikelihood.cpp.

SGVector< float64_t > get_log_probability_f ( const CLabels lab,
SGVector< float64_t func 
) const
virtualinherited

Returns the logarithm of the point-wise likelihood \(log(p(y_i|f_i))\) for each label \(y_i\).

One can evaluate log-likelihood like: \( log(p(y|f)) = \sum_{i=1}^{n} log(p(y_i|f_i))\)

Parameters
lablabels \(y_i\)
funcvalues of the function \(f_i\)
Returns
logarithm of the point-wise likelihood

Implements CLikelihoodModel.

Definition at line 118 of file VariationalLikelihood.cpp.

SGVector< float64_t > get_log_probability_fmatrix ( const CLabels lab,
SGMatrix< float64_t F 
) const
virtualinherited

Returns the log-likelihood \(log(p(y|f)) = \sum_{i=1}^{n} log(p(y_i|f_i))\) for each of the provided functions \( f \) in the given matrix.

Wrapper method which calls get_log_probability_f multiple times.

Parameters
lablabels \(y_i\)
Fvalues of the function \(f_i\) where each column of the matrix is one function \( f \).
Returns
log-likelihood for every provided function

Definition at line 51 of file LikelihoodModel.cpp.

SGVector< float64_t > get_log_zeroth_moments ( SGVector< float64_t mu,
SGVector< float64_t s2,
const CLabels lab 
) const
virtualinherited

returns the zeroth moment of a given (unnormalized) probability distribution:

\[ log(Z_i) = log\left(\int p(y_i|f_i) \mathcal{N}(f_i|\mu,\sigma^2) df_i\right) \]

for each \(f_i\).

Parameters
mumean of the \(\mathcal{N}(f_i|\mu,\sigma^2)\)
s2variance of the \(\mathcal{N}(f_i|\mu,\sigma^2)\)
lablabels \(y_i\)
Returns
log zeroth moment \(log(Z_i)\)

Implements CLikelihoodModel.

Definition at line 132 of file VariationalLikelihood.cpp.

ELikelihoodModelType get_model_type ( ) const
virtualinherited

get model type

Returns
model type NONE

Reimplemented from CLikelihoodModel.

Definition at line 112 of file VariationalLikelihood.cpp.

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
virtual

returns the name of the likelihood model

Returns
name LogitVGPiecewiseBoundLikelihood

Implements CSGObject.

Definition at line 75 of file LogitVGPiecewiseBoundLikelihood.h.

SGVector< float64_t > get_predictive_log_probabilities ( SGVector< float64_t mu,
SGVector< float64_t s2,
const CLabels lab = NULL 
)
virtualinherited

returns the logarithm of the predictive density of \(y_*\):

\[ log(p(y_*|X,y,x_*)) = log\left(\int p(y_*|f_*) p(f_*|X,y,x_*) df_*\right) \]

which approximately equals to

\[ log\left(\int p(y_*|f_*) \mathcal{N}(f_*|\mu,\sigma^2) df_*\right) \]

where normal distribution \(\mathcal{N}(\mu,\sigma^2)\) is an approximation to the posterior marginal \(p(f_*|X,y,x_*)\).

NOTE: if lab equals to NULL, then each \(y_*\) equals to one.

Parameters
muposterior mean of a Gaussian distribution \(\mathcal{N}(\mu,\sigma^2)\), which is an approximation to the posterior marginal \(p(f_*|X,y,x_*)\)
s2posterior variance of a Gaussian distribution \(\mathcal{N}(\mu,\sigma^2)\), which is an approximation to the posterior marginal \(p(f_*|X,y,x_*)\)
lablabels \(y_*\)
Returns
\(log(p(y_*|X, y, x*))\) for each label \(y_*\)

Reimplemented in CSoftMaxLikelihood.

Definition at line 45 of file LikelihoodModel.cpp.

SGVector< float64_t > get_predictive_means ( SGVector< float64_t mu,
SGVector< float64_t s2,
const CLabels lab = NULL 
) const
virtualinherited

returns mean of the predictive marginal \(p(y_*|X,y,x_*)\)

NOTE: if lab equals to NULL, then each \(y_*\) equals to one.

Parameters
muposterior mean of a Gaussian distribution \(\mathcal{N}(\mu,\sigma^2)\), which is an approximation to the posterior marginal \(p(f_*|X,y,x_*)\)
s2posterior variance of a Gaussian distribution \(\mathcal{N}(\mu,\sigma^2)\), which is an approximation to the posterior marginal \(p(f_*|X,y,x_*)\)
lablabels \(y_*\)
Returns
final means evaluated by likelihood function

Implements CLikelihoodModel.

Definition at line 72 of file VariationalLikelihood.cpp.

SGVector< float64_t > get_predictive_variances ( SGVector< float64_t mu,
SGVector< float64_t s2,
const CLabels lab = NULL 
) const
virtualinherited

returns variance of the predictive marginal \(p(y_*|X,y,x_*)\)

NOTE: if lab equals to NULL, then each \(y_*\) equals to one.

Parameters
muposterior mean of a Gaussian distribution \(\mathcal{N}(\mu,\sigma^2)\), which is an approximation to the posterior marginal \(p(f_*|X,y,x_*)\)
s2posterior variance of a Gaussian distribution \(\mathcal{N}(\mu,\sigma^2)\), which is an approximation to the posterior marginal \(p(f_*|X,y,x_*)\)
lablabels \(y_*\)
Returns
final variances evaluated by likelihood function

Implements CLikelihoodModel.

Definition at line 80 of file VariationalLikelihood.cpp.

SGVector< float64_t > get_second_derivative ( const CLabels lab,
SGVector< float64_t func,
const TParameter param 
) const
virtualinherited

get derivative of the first derivative of log likelihood with respect to function location, i.e. \(\frac{\partial log(p(y|f))}{\partial f}\) with respect to given parameter

Parameters
lablabels used
funcfunction location
paramparameter
Returns
derivative

Reimplemented from CLikelihoodModel.

Definition at line 96 of file VariationalLikelihood.cpp.

float64_t get_second_moment ( SGVector< float64_t mu,
SGVector< float64_t s2,
const CLabels lab,
index_t  i 
) const
virtualinherited

returns the second moment of a given (unnormalized) probability distribution \(q(f_i) = Z_i^-1 p(y_i|f_i)\mathcal{N}(f_i|\mu,\sigma^2)\), where \( Z_i=\int p(y_i|f_i)\mathcal{N}(f_i|\mu,\sigma^2) df_i\).

This method is useful for EP local likelihood approximation.

Parameters
mumean of the \(\mathcal{N}(f_i|\mu,\sigma^2)\)
s2variance of the \(\mathcal{N}(f_i|\mu,\sigma^2)\)
lablabels \(y_i\)
iindex i
Returns
the second moment of \(q(f_i)\)

Implements CLikelihoodModel.

Definition at line 148 of file VariationalLikelihood.cpp.

SGVector< float64_t > get_second_moments ( SGVector< float64_t mu,
SGVector< float64_t s2,
const CLabels lab 
) const
virtualinherited

returns the second moment of a given (unnormalized) probability distribution \(q(f_i) = Z_i^-1 p(y_i|f_i)\mathcal{N}(f_i|\mu,\sigma^2)\) for each \(f_i\), where \( Z_i=\int p(y_i|f_i)\mathcal{N}(f_i|\mu,\sigma^2) df_i\).

Wrapper method which calls get_second_moment multiple times.

Parameters
mumean of the \(\mathcal{N}(f_i|\mu,\sigma^2)\)
s2variance of the \(\mathcal{N}(f_i|\mu,\sigma^2)\)
lablabels \(y_i\)
Returns
the second moment of \(q(f_i)\) for each \(f_i\)

Definition at line 89 of file LikelihoodModel.cpp.

SGVector< float64_t > get_third_derivative ( const CLabels lab,
SGVector< float64_t func,
const TParameter param 
) const
virtualinherited

get derivative of the second derivative of log likelihood with respect to function location, i.e. \(\frac{\partial^{2} log(p(y|f))}{\partial f^{2}}\) with respect to given parameter

Parameters
lablabels used
funcfunction location
paramparameter
Returns
derivative

Reimplemented from CLikelihoodModel.

Definition at line 104 of file VariationalLikelihood.cpp.

SGVector< float64_t > get_variational_expection ( )
virtual

returns the expection of the logarithm of a logit distribution wrt the variational distribution using piecewise bound

For each sample i, using the piecewise bound to approximate

\[ E_{q(f_i|{\mu}_i,{\sigma}^2_i)}[logP(y_i|f_i)] \]

given mu_i and sigma2_i

Returns
expection

Implements CVariationalLikelihood.

Definition at line 182 of file LogitVGPiecewiseBoundLikelihood.cpp.

SGVector< float64_t > get_variational_first_derivative ( const TParameter param) const
virtual

get derivative of the variational expection of log LogitLikelihood using the piecewise bound with respect to given parameter

compute the derivative of

\[ E_{q(f_i|{\mu}_i,{\sigma}^2_i)}[logP(y_i|f_i)] \]

given mu_i and sigma2_i with repect to param using the piecewise bound

Parameters
paramparameter(mu or sigma2)
Returns
derivative

Implements CVariationalLikelihood.

Definition at line 249 of file LogitVGPiecewiseBoundLikelihood.cpp.

void init_likelihood ( )
protectedvirtual

The function used to initialize m_likelihood

Implements CVariationalGaussianLikelihood.

Definition at line 383 of file LogitVGPiecewiseBoundLikelihood.cpp.

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.

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.

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_default_variational_bound ( )

initialize the default bound for this class

Definition at line 70 of file LogitVGPiecewiseBoundLikelihood.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.

void set_likelihood ( CLikelihoodModel lik)
protectedvirtualinherited

this method used to set m_likelihood

Definition at line 49 of file VariationalLikelihood.cpp.

void set_noise_factor ( float64_t  noise_factor)
virtualinherited

set a non-negative noise factor in order to correct the variance if variance is close to zero or negative setting 0 means correction is not applied

Parameters
noise_factornoise factor

The default value is 1e-6.

Reimplemented in CDualVariationalGaussianLikelihood.

Definition at line 60 of file VariationalGaussianLikelihood.cpp.

void set_variational_bound ( SGMatrix< float64_t bound)
virtual

set the variational piecewise bound for logit likelihood

Parameters
boundvariational piecewise bound

Definition at line 65 of file LogitVGPiecewiseBoundLikelihood.cpp.

bool set_variational_distribution ( SGVector< float64_t mu,
SGVector< float64_t s2,
const CLabels lab 
)
virtual

set the variational normal distribution given data and parameters

Parameters
mumean of the variational normal distribution
s2variance of the variational normal distribution
lablabels/data used
Returns
true if variational parameters are valid

Reimplemented from CVariationalGaussianLikelihood.

Definition at line 359 of file LogitVGPiecewiseBoundLikelihood.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.

bool supports_binary ( ) const
virtualinherited

return whether likelihood function supports binary classification

Returns
boolean

Reimplemented from CLikelihoodModel.

Definition at line 162 of file VariationalLikelihood.cpp.

virtual bool supports_derivative_wrt_hyperparameter ( ) const
virtual

return whether likelihood function supports computing the derivative wrt hyperparameter Note that variational parameters are NOT considered as hyperparameters

Returns
boolean

Implements CVariationalLikelihood.

Definition at line 124 of file LogitVGPiecewiseBoundLikelihood.h.

bool supports_multiclass ( ) const
virtualinherited

return whether likelihood function supports multiclass classification

Returns
boolean

Reimplemented from CLikelihoodModel.

Definition at line 168 of file VariationalLikelihood.cpp.

bool supports_regression ( ) const
virtualinherited

return whether likelihood function supports regression

Returns
boolean

Reimplemented from CLikelihoodModel.

Definition at line 156 of file VariationalLikelihood.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.

SGVector<float64_t> m_lab
protectedinherited

the label of data

Definition at line 277 of file VariationalLikelihood.h.

CLikelihoodModel* m_likelihood
protectedinherited

the distribution used to model data

Definition at line 280 of file VariationalLikelihood.h.

Parameter* m_model_selection_parameters
inherited

model selection parameters

Definition at line 381 of file SGObject.h.

SGVector<float64_t> m_mu
protectedinherited

The mean of variational Gaussian distribution

Definition at line 79 of file VariationalGaussianLikelihood.h.

Parameter* m_parameters
inherited

parameters

Definition at line 378 of file SGObject.h.

SGVector<float64_t> m_s2
protectedinherited

The variance of variational Gaussian distribution

Definition at line 82 of file VariationalGaussianLikelihood.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