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CMultiLaplacianInferenceMethod Class Reference

Detailed Description

The Laplace approximation inference method class for multi classification.

This inference method approximates the posterior likelihood function by using Laplace's method. Here, we compute a Gaussian approximation to the posterior via a Taylor expansion around the maximum of the posterior likelihood function.

Code adapted from https://gist.github.com/yorkerlin/14ace49f2278f3859614 Gaussian Process Machine Learning Toolbox http://www.gaussianprocess.org/gpml/code/matlab/doc/ and GPstuff - Gaussian process models for Bayesian analysis http://becs.aalto.fi/en/research/bayes/gpstuff/

The reference pseudo code is the algorithm 3.3 of the GPML textbook

Definition at line 70 of file MultiLaplacianInferenceMethod.h.

Inheritance diagram for CMultiLaplacianInferenceMethod:
Inheritance graph
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Public Member Functions

 CMultiLaplacianInferenceMethod ()
 
 CMultiLaplacianInferenceMethod (CKernel *kernel, CFeatures *features, CMeanFunction *mean, CLabels *labels, CLikelihoodModel *model)
 
virtual ~CMultiLaplacianInferenceMethod ()
 
virtual const char * get_name () const
 
virtual EInferenceType get_inference_type () const
 
virtual float64_t get_negative_log_marginal_likelihood ()
 
virtual SGVector< float64_t > get_posterior_mean ()
 
virtual SGMatrix< float64_t > get_cholesky ()
 
virtual SGMatrix< float64_t > get_posterior_covariance ()
 
virtual void update ()
 
virtual float64_t get_newton_tolerance ()
 
virtual void set_newton_tolerance (float64_t tol)
 
virtual int32_t get_newton_iterations ()
 
virtual void set_newton_iterations (int32_t iter)
 
virtual float64_t get_minimization_tolerance ()
 
virtual void set_minimization_tolerance (float64_t tol)
 
virtual float64_t get_minimization_max ()
 
virtual void set_minimization_max (float64_t max)
 
float64_t get_marginal_likelihood_estimate (int32_t num_importance_samples=1, float64_t ridge_size=1e-15)
 
virtual CMap< TParameter
*, SGVector< float64_t > > * 		get_negative_log_marginal_likelihood_derivatives (CMap< TParameter *, CSGObject * > *parameters)
 
virtual CMap< TParameter
*, SGVector< float64_t > > * 		get_gradient (CMap< TParameter *, CSGObject * > *parameters)
 
virtual SGVector< float64_t > get_value ()
 
virtual CFeatures * get_features ()
 
virtual void set_features (CFeatures *feat)
 
virtual CKernel * get_kernel ()
 
virtual void set_kernel (CKernel *kern)
 
virtual CMeanFunction * get_mean ()
 
virtual void set_mean (CMeanFunction *m)
 
virtual CLabels * get_labels ()
 
virtual void set_labels (CLabels *lab)
 
CLikelihoodModel * get_model ()
 
virtual void set_model (CLikelihoodModel *mod)
 
virtual float64_t get_scale () const
 
virtual void set_scale (float64_t scale)
 
virtual bool supports_regression () const
 
virtual bool supports_binary () const
 
virtual bool supports_multiclass () const
 
virtual SGMatrix< float64_t > get_multiclass_E ()
 
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 ()
 

Static Public Member Functions

static
CMultiLaplacianInferenceMethod * 		obtain_from_generic (CInferenceMethod *inference)
 

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 check_members () const
 
virtual void update_alpha ()
 
virtual void update_chol ()
 
virtual void update_approx_cov ()
 
virtual void update_deriv ()
 
virtual SGVector< float64_t > get_derivative_wrt_inference_method (const TParameter *param)
 
virtual SGVector< float64_t > get_derivative_wrt_likelihood_model (const TParameter *param)
 
virtual SGVector< float64_t > get_derivative_wrt_kernel (const TParameter *param)
 
virtual SGVector< float64_t > get_derivative_wrt_mean (const TParameter *param)
 
virtual float64_t get_derivative_helper (SGMatrix< float64_t > dK)
 
virtual void compute_gradient ()
 
virtual void update_train_kernel ()
 
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)
 

Static Protected Member Functions

static void * get_derivative_helper (void *p)
 

Protected Attributes

SGMatrix< float64_t > m_U
 
float64_t m_nlz
 
SGVector< float64_t > m_dlp
 
SGVector< float64_t > m_W
 
SGVector< float64_t > m_mu
 
SGMatrix< float64_t > m_Sigma
 
float64_t m_tolerance
 
index_t m_iter
 
float64_t m_opt_tolerance
 
float64_t m_opt_max
 
CKernel * m_kernel
 
CMeanFunction * m_mean
 
CLikelihoodModel * m_model
 
CFeatures * m_features
 
CLabels * m_labels
 
SGVector< float64_t > m_alpha
 
SGMatrix< float64_t > m_L
 
float64_t m_log_scale
 
SGMatrix< float64_t > m_ktrtr
 
SGMatrix< float64_t > m_E
 
bool m_gradient_update
 

Constructor & Destructor Documentation

CMultiLaplacianInferenceMethod ( )

default constructor

Definition at line 102 of file MultiLaplacianInferenceMethod.cpp.

CMultiLaplacianInferenceMethod ( CKernel *  kernel,
CFeatures *  features,
CMeanFunction *  mean,
CLabels *  labels,
CLikelihoodModel *  model 
)

constructor

Parameters
kernelcovariance function
featuresfeatures to use in inference
meanmean function
labelslabels of the features
modelLikelihood model to use

Definition at line 107 of file MultiLaplacianInferenceMethod.cpp.

~CMultiLaplacianInferenceMethod ( )
virtual

Definition at line 121 of file MultiLaplacianInferenceMethod.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.

void check_members ( ) const
protectedvirtual

check if members of object are valid for inference

Reimplemented from CInferenceMethod.

Definition at line 125 of file MultiLaplacianInferenceMethod.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.

void compute_gradient ( )
protectedvirtualinherited

update gradients

Reimplemented from CInferenceMethod.

Definition at line 80 of file LaplacianInferenceBase.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.

SGMatrix< float64_t > get_cholesky ( )
virtualinherited

get alpha vector

Returns
vector to compute posterior mean of Gaussian Process:

\[ \mu = K\alpha+meanf \]

where \(\mu\) is the mean, \(K\) is the prior covariance matrix, and \(meanf$\f is the mean prior fomr MeanFunction */ virtual SGVector<float64_t> get_alpha(); /** get Cholesky decomposition matrix @return Cholesky decomposition of matrix: for binary and regression case \f[ L = Cholesky(W^{\frac{1}{2}}*K*W^{\frac{1}{2}}+I) \f] where \) \( is the prior covariance matrix, \)sW \( is the vector returned by get_diagonal_vector(), and \) \( is the identity matrix. for multiclass case \f[ M = Cholesky(\sum_\text{c}{E_\text{c}) \f] where \){c}

Definition at line 115 of file LaplacianInferenceBase.cpp.

float64_t get_derivative_helper ( SGMatrix< float64_t >  dK)
protectedvirtual

the helper method used to compute gradient of GP wrt hyperparameter

Parameters
rawgradient wrt hyperparameter
Returns
the gradient of GP wrt hyperparameter

Definition at line 382 of file MultiLaplacianInferenceMethod.cpp.

void * get_derivative_helper ( void *  p)
staticprotectedinherited

pthread helper method to compute negative log marginal likelihood derivatives wrt hyperparameter

Definition at line 255 of file InferenceMethod.cpp.

SGVector< float64_t > get_derivative_wrt_inference_method ( const TParameter *  param)
protectedvirtual

returns derivative of negative log marginal likelihood wrt parameter of CInferenceMethod class

Parameters
paramparameter of CInferenceMethod class
Returns
derivative of negative log marginal likelihood

Implements CInferenceMethod.

Definition at line 403 of file MultiLaplacianInferenceMethod.cpp.

SGVector< float64_t > get_derivative_wrt_kernel ( const TParameter *  param)
protectedvirtual

returns derivative of negative log marginal likelihood wrt kernel's parameter

Parameters
paramparameter of given kernel
Returns
derivative of negative log marginal likelihood

Implements CInferenceMethod.

Definition at line 422 of file MultiLaplacianInferenceMethod.cpp.

SGVector< float64_t > get_derivative_wrt_likelihood_model ( const TParameter *  param)
protectedvirtual

returns derivative of negative log marginal likelihood wrt parameter of likelihood model

Parameters
paramparameter of given likelihood model
Returns
derivative of negative log marginal likelihood

Implements CInferenceMethod.

Definition at line 153 of file MultiLaplacianInferenceMethod.cpp.

SGVector< float64_t > get_derivative_wrt_mean ( const TParameter *  param)
protectedvirtual

returns derivative of negative log marginal likelihood wrt mean function's parameter

Parameters
paramparameter of given mean function
Returns
derivative of negative log marginal likelihood

Implements CInferenceMethod.

Definition at line 449 of file MultiLaplacianInferenceMethod.cpp.

virtual CFeatures* get_features ( )
virtualinherited

get features

Returns
features

Definition at line 266 of file InferenceMethod.h.

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 CMap<TParameter*, SGVector<float64_t> >* get_gradient ( CMap< TParameter *, CSGObject * > *  parameters)
virtualinherited

get the gradient

Parameters
parametersparameter's dictionary
Returns
map of gradient. Keys are names of parameters, values are values of derivative with respect to that parameter.

Implements CDifferentiableFunction.

Definition at line 245 of file InferenceMethod.h.

virtual EInferenceType get_inference_type ( ) const
virtual

return what type of inference we are

Returns
inference type Laplacian

Reimplemented from CLaplacianInferenceBase.

Definition at line 101 of file MultiLaplacianInferenceMethod.h.

virtual CKernel* get_kernel ( )
virtualinherited

get kernel

Returns
kernel

Definition at line 283 of file InferenceMethod.h.

virtual CLabels* get_labels ( )
virtualinherited

get labels

Returns
labels

Definition at line 317 of file InferenceMethod.h.

float64_t get_marginal_likelihood_estimate ( int32_t  num_importance_samples = 1,
float64_t  ridge_size = 1e-15 
)
inherited

Computes an unbiased estimate of the marginal-likelihood (in log-domain),

\[ p(y|X,\theta), \]

where \(y\) are the labels, \(X\) are the features (omitted from in the following expressions), and \(\theta\) represent hyperparameters.

This is done via a Gaussian approximation to the posterior \(q(f|y, \theta)\approx p(f|y, \theta)\), which is computed by the underlying CInferenceMethod instance (if implemented, otherwise error), and then using an importance sample estimator

\[ p(y|\theta)=\int p(y|f)p(f|\theta)df =\int p(y|f)\frac{p(f|\theta)}{q(f|y, \theta)}q(f|y, \theta)df \approx\frac{1}{n}\sum_{i=1}^n p(y|f^{(i)})\frac{p(f^{(i)}|\theta)} {q(f^{(i)}|y, \theta)}, \]

where \( f^{(i)} \) are samples from the posterior approximation \( q(f|y, \theta) \). The resulting estimator has a low variance if \( q(f|y, \theta) \) is a good approximation. It has large variance otherwise (while still being consistent). Storing all number of log-domain ensures numerical stability.

Parameters
num_importance_samplesthe number of importance samples \(n\) from \( q(f|y, \theta) \).
ridge_sizescalar that is added to the diagonal of the involved Gaussian distribution's covariance of GP prior and posterior approximation to stabilise things. Increase if covariance matrix is not numerically positive semi-definite.
Returns
unbiased estimate of the marginal likelihood function \( p(y|\theta),\) in log-domain.

Definition at line 126 of file InferenceMethod.cpp.

virtual CMeanFunction* get_mean ( )
virtualinherited

get mean

Returns
mean

Definition at line 300 of file InferenceMethod.h.

virtual float64_t get_minimization_max ( )
virtualinherited

get maximum for Brent's minimization method

Returns
maximum for Brent's minimization method

Definition at line 177 of file LaplacianInferenceBase.h.

virtual float64_t get_minimization_tolerance ( )
virtualinherited

get tolerance for Brent's minimization method

Returns
tolerance for Brent's minimization method

Definition at line 165 of file LaplacianInferenceBase.h.

CLikelihoodModel* get_model ( )
inherited

get likelihood model

Returns
likelihood

Definition at line 334 of file InferenceMethod.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.

SGMatrix< float64_t > get_multiclass_E ( )
virtualinherited

get the E matrix used for multi classification

Returns
the matrix for multi classification

Definition at line 72 of file InferenceMethod.cpp.

virtual const char* get_name ( ) const
virtual

returns the name of the inference method

Returns
name MultiLaplacian

Reimplemented from CLaplacianInferenceBase.

Definition at line 94 of file MultiLaplacianInferenceMethod.h.

float64_t get_negative_log_marginal_likelihood ( )
virtual

get negative log marginal likelihood

Returns
the negative log of the marginal likelihood function:

\[ -log(p(y|X, \theta)) \]

where \(y\) are the labels, \(X\) are the features, and \(\theta\) represent hyperparameters.

Implements CInferenceMethod.

Definition at line 145 of file MultiLaplacianInferenceMethod.cpp.

CMap< TParameter *, SGVector< float64_t > > * get_negative_log_marginal_likelihood_derivatives ( CMap< TParameter *, CSGObject * > *  parameters)
virtualinherited

get log marginal likelihood gradient

Returns
vector of the marginal likelihood function gradient with respect to hyperparameters (under the current approximation to the posterior \(q(f|y)\approx p(f|y)\):

\[ -\frac{\partial log(p(y|X, \theta))}{\partial \theta} \]

where \(y\) are the labels, \(X\) are the features, and \(\theta\) represent hyperparameters.

Definition at line 185 of file InferenceMethod.cpp.

virtual int32_t get_newton_iterations ( )
virtualinherited

get max Newton iterations

Returns
max Newton iterations

Definition at line 153 of file LaplacianInferenceBase.h.

virtual float64_t get_newton_tolerance ( )
virtualinherited

get tolerance for newton iterations

Returns
tolerance for newton iterations

Definition at line 141 of file LaplacianInferenceBase.h.

SGMatrix< float64_t > get_posterior_covariance ( )
virtualinherited

returns covariance matrix \(\Sigma=(K^{-1}+W)^{-1}\) of the Gaussian distribution \(\mathcal{N}(\mu,\Sigma)\), which is an approximation to the posterior:

\[ p(f|y) \approx q(f|y) = \mathcal{N}(f|\mu,\Sigma) \]

Returns
covariance matrix

Implements CInferenceMethod.

Definition at line 124 of file LaplacianInferenceBase.cpp.

SGVector< float64_t > get_posterior_mean ( )
virtual

get diagonal vector where the vector, \(\pi$\f, defined in the algorithm 3.3 of the GPML textbook @return the vector used for inference */ virtual SGVector<float64_t> get_diagonal_vector(); /** @return whether combination of Laplace approximation inference method and given likelihood function supports multi classification */ virtual bool supports_multiclass() const { check_members(); return m_model->supports_multiclass(); } /** returns mean vector \)$ of the Gaussian distribution \(\mathcal{N}(\mu,\Sigma)\), which is an approximation to the posterior:

\[ p(f|y) \approx q(f|y) = \mathcal{N}(f|\mu,\Sigma) \]

Mean vector \(\mu\) is evaluated using Newton's method.

Returns
mean vector

Implements CInferenceMethod.

Definition at line 483 of file MultiLaplacianInferenceMethod.cpp.

float64_t get_scale ( ) const
virtualinherited

get kernel scale

Returns
kernel scale

Definition at line 61 of file InferenceMethod.cpp.

virtual SGVector<float64_t> get_value ( )
virtualinherited

get the function value

Returns
vector that represents the function value

Implements CDifferentiableFunction.

Definition at line 255 of file InferenceMethod.h.

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.

CMultiLaplacianInferenceMethod * obtain_from_generic ( CInferenceMethod *  inference)
static

helper method used to specialize a base class instance

Parameters
inferenceinference method
Returns
casted CMultiLaplacianInferenceMethod object

Definition at line 161 of file MultiLaplacianInferenceMethod.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.

virtual void set_features ( CFeatures *  feat)
virtualinherited

set features

Parameters
featfeatures to set

Definition at line 272 of file InferenceMethod.h.

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 *  kern)
virtualinherited

set kernel

Parameters
kernkernel to set

Reimplemented in CSingleSparseInferenceBase.

Definition at line 289 of file InferenceMethod.h.

virtual void set_labels ( CLabels *  lab)
virtualinherited

set labels

Parameters
lablabel to set

Definition at line 323 of file InferenceMethod.h.

virtual void set_mean ( CMeanFunction *  m)
virtualinherited

set mean

Parameters
mmean function to set

Definition at line 306 of file InferenceMethod.h.

virtual void set_minimization_max ( float64_t  max)
virtualinherited

set maximum for Brent's minimization method

Parameters
maxmaximum for Brent's minimization method

Definition at line 183 of file LaplacianInferenceBase.h.

virtual void set_minimization_tolerance ( float64_t  tol)
virtualinherited

set tolerance for Brent's minimization method

Parameters
toltolerance for Brent's minimization method

Definition at line 171 of file LaplacianInferenceBase.h.

virtual void set_model ( CLikelihoodModel *  mod)
virtualinherited

set likelihood model

Parameters
modmodel to set

Reimplemented in CKLInferenceMethod, and CKLDualInferenceMethod.

Definition at line 340 of file InferenceMethod.h.

virtual void set_newton_iterations ( int32_t  iter)
virtualinherited

set max Newton iterations

Parameters
itermax Newton iterations

Definition at line 159 of file LaplacianInferenceBase.h.

virtual void set_newton_tolerance ( float64_t  tol)
virtualinherited

set tolerance for newton iterations

Parameters
toltolerance for newton iterations to set

Definition at line 147 of file LaplacianInferenceBase.h.

void set_scale ( float64_t  scale)
virtualinherited

set kernel scale

Parameters
scalescale to be set

Definition at line 66 of file InferenceMethod.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.

virtual bool supports_binary ( ) const
virtualinherited

whether combination of inference method and given likelihood function supports binary classification

Returns
false

Reimplemented in CEPInferenceMethod, CKLInferenceMethod, CSingleFITCLaplacianInferenceMethod, and CSingleLaplacianInferenceMethod.

Definition at line 371 of file InferenceMethod.h.

virtual bool supports_multiclass ( ) const
virtualinherited

whether combination of inference method and given likelihood function supports multiclass classification

Returns
false

Definition at line 378 of file InferenceMethod.h.

virtual bool supports_regression ( ) const
virtualinherited

whether combination of inference method and given likelihood function supports regression

Returns
false

Reimplemented in CExactInferenceMethod, CKLInferenceMethod, CFITCInferenceMethod, CSparseVGInferenceMethod, CSingleFITCLaplacianInferenceMethod, and CSingleLaplacianInferenceMethod.

Definition at line 364 of file InferenceMethod.h.

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 ( )
virtualinherited

update all matrices except gradients

Reimplemented from CInferenceMethod.

Reimplemented in CSingleLaplacianInferenceMethod.

Definition at line 92 of file LaplacianInferenceBase.cpp.

void update_alpha ( )
protectedvirtual

update alpha matrix

Implements CInferenceMethod.

Definition at line 223 of file MultiLaplacianInferenceMethod.cpp.

void update_approx_cov ( )
protectedvirtual

update covariance matrix of the approximation to the posterior

Implements CLaplacianInferenceBase.

Definition at line 175 of file MultiLaplacianInferenceMethod.cpp.

void update_chol ( )
protectedvirtual

update cholesky matrix

Implements CInferenceMethod.

Definition at line 198 of file MultiLaplacianInferenceMethod.cpp.

void update_deriv ( )
protectedvirtual

update matrices which are required to compute negative log marginal likelihood derivatives wrt hyperparameter

Implements CInferenceMethod.

Definition at line 371 of file MultiLaplacianInferenceMethod.cpp.

void update_parameter_hash ( )
virtualinherited

Updates the hash of current parameter combination

Definition at line 248 of file SGObject.cpp.

void update_train_kernel ( )
protectedvirtualinherited

update train kernel matrix

Reimplemented in CSparseInferenceBase.

Definition at line 324 of file InferenceMethod.cpp.

Member Data Documentation

SGIO* io
inherited

io

Definition at line 369 of file SGObject.h.

SGVector<float64_t> m_alpha
protectedinherited

alpha vector used in process mean calculation

Definition at line 475 of file InferenceMethod.h.

SGVector<float64_t> m_dlp
protectedinherited

derivative of log likelihood with respect to function location

Definition at line 197 of file LaplacianInferenceBase.h.

SGMatrix<float64_t> m_E
protectedinherited

the matrix used for multi classification

Definition at line 487 of file InferenceMethod.h.

CFeatures* m_features
protectedinherited

features to use

Definition at line 469 of file InferenceMethod.h.

Parameter* m_gradient_parameters
inherited

parameters wrt which we can compute gradients

Definition at line 384 of file SGObject.h.

bool m_gradient_update
protectedinherited

Whether gradients are updated

Definition at line 490 of file InferenceMethod.h.

uint32_t m_hash
inherited

Hash of parameter values

Definition at line 387 of file SGObject.h.

index_t m_iter
protectedinherited

max Newton's iterations

Definition at line 212 of file LaplacianInferenceBase.h.

CKernel* m_kernel
protectedinherited

covariance function

Definition at line 460 of file InferenceMethod.h.

SGMatrix<float64_t> m_ktrtr
protectedinherited

kernel matrix from features (non-scalled by inference scalling)

Definition at line 484 of file InferenceMethod.h.

SGMatrix<float64_t> m_L
protectedinherited

upper triangular factor of Cholesky decomposition

Definition at line 478 of file InferenceMethod.h.

CLabels* m_labels
protectedinherited

labels of features

Definition at line 472 of file InferenceMethod.h.

float64_t m_log_scale
protectedinherited

kernel scale

Definition at line 481 of file InferenceMethod.h.

CMeanFunction* m_mean
protectedinherited

mean function

Definition at line 463 of file InferenceMethod.h.

CLikelihoodModel* m_model
protectedinherited

likelihood function to use

Definition at line 466 of file InferenceMethod.h.

Parameter* m_model_selection_parameters
inherited

model selection parameters

Definition at line 381 of file SGObject.h.

SGVector<float64_t> m_mu
protectedinherited

mean vector of the approximation to the posterior

Definition at line 203 of file LaplacianInferenceBase.h.

float64_t m_nlz
protected

negative log marginal likelihood

Definition at line 221 of file MultiLaplacianInferenceMethod.h.

float64_t m_opt_max
protectedinherited

max iterations for Brent's minimization method

Definition at line 218 of file LaplacianInferenceBase.h.

float64_t m_opt_tolerance
protectedinherited

amount of tolerance for Brent's minimization method

Definition at line 215 of file LaplacianInferenceBase.h.

Parameter* m_parameters
inherited

parameters

Definition at line 378 of file SGObject.h.

SGMatrix<float64_t> m_Sigma
protectedinherited

covariance matrix of the approximation to the posterior

Definition at line 206 of file LaplacianInferenceBase.h.

float64_t m_tolerance
protectedinherited

amount of tolerance for Newton's iterations

Definition at line 209 of file LaplacianInferenceBase.h.

SGMatrix<float64_t> m_U
protected

the matrix used to compute gradient wrt hyperparameters

Definition at line 218 of file MultiLaplacianInferenceMethod.h.

SGVector<float64_t> m_W
protectedinherited

noise matrix

Definition at line 200 of file LaplacianInferenceBase.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