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EPInferenceMethod.h
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1 /*
2  * This program is free software; you can redistribute it and/or modify
3  * it under the terms of the GNU General Public License as published by
4  * the Free Software Foundation; either version 3 of the License, or
5  * (at your option) any later version.
6  *
7  * Written (W) 2013 Roman Votyakov
8  *
9  * Based on ideas from GAUSSIAN PROCESS REGRESSION AND CLASSIFICATION Toolbox
10  * Copyright (C) 2005-2013 by Carl Edward Rasmussen & Hannes Nickisch under the
11  * FreeBSD License
12  * http://www.gaussianprocess.org/gpml/code/matlab/doc/
13  */
14 
15 #ifndef _EPINFERENCEMETHOD_H_
16 #define _EPINFERENCEMETHOD_H_
17 
18 #include <shogun/lib/config.h>
19 
20 #ifdef HAVE_EIGEN3
21 
23 
24 namespace shogun
25 {
26 
35 {
36 public:
39 
48  CEPInferenceMethod(CKernel* kernel, CFeatures* features, CMeanFunction* mean,
49  CLabels* labels, CLikelihoodModel* model);
50 
51  virtual ~CEPInferenceMethod();
52 
57  virtual EInferenceType get_inference_type() const { return INF_EP; }
58 
63  virtual const char* get_name() const { return "EPInferenceMethod"; }
64 
77 
100  virtual SGVector<float64_t> get_alpha();
101 
117 
130 
152 
173 
178  virtual float64_t get_tolerance() const { return m_tol; }
179 
184  virtual void set_tolerance(const float64_t tol) { m_tol=tol; }
185 
190  virtual uint32_t get_min_sweep() const { return m_min_sweep; }
191 
196  virtual void set_min_sweep(const uint32_t min_sweep) { m_min_sweep=min_sweep; }
197 
202  virtual uint32_t get_max_sweep() const { return m_max_sweep; }
203 
208  virtual void set_max_sweep(const uint32_t max_sweep) { m_max_sweep=max_sweep; }
209 
214  virtual bool supports_binary() const
215  {
216  check_members();
217  return m_model->supports_binary();
218  }
219 
221  virtual void update();
222 
223 protected:
225  virtual void update_alpha();
226 
228  virtual void update_chol();
229 
231  virtual void update_approx_cov();
232 
234  virtual void update_approx_mean();
235 
237  virtual void update_negative_ml();
238 
242  virtual void update_deriv();
243 
252  const TParameter* param);
253 
262  const TParameter* param);
263 
272  const TParameter* param);
273 
282  const TParameter* param);
283 
284 private:
285  void init();
286 
287 private:
289  SGVector<float64_t> m_mu;
290 
292  SGMatrix<float64_t> m_Sigma;
293 
295  float64_t m_nlZ;
296 
300  SGVector<float64_t> m_tnu;
301 
305  SGVector<float64_t> m_ttau;
306 
308  SGVector<float64_t> m_sttau;
309 
311  float64_t m_tol;
312 
314  uint32_t m_min_sweep;
315 
317  uint32_t m_max_sweep;
318 
320 };
321 }
322 #endif /* HAVE_EIGEN3 */
323 #endif /* _EPINFERENCEMETHOD_H_ */

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