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ExactInferenceMethod.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  * Copyright (C) 2012 Jacob Walker
9  * Copyright (C) 2013 Roman Votyakov
10  */
11 
12 #ifndef CEXACTINFERENCEMETHOD_H_
13 #define CEXACTINFERENCEMETHOD_H_
14 
15 #include <shogun/lib/config.h>
16 
17 #ifdef HAVE_EIGEN3
18 
20 
21 namespace shogun
22 {
23 
48 {
49 public:
52 
61  CExactInferenceMethod(CKernel* kernel, CFeatures* features,
62  CMeanFunction* mean, CLabels* labels, CLikelihoodModel* model);
63 
64  virtual ~CExactInferenceMethod();
65 
70  virtual EInferenceType get_inference_type() const { return INF_EXACT; }
71 
76  virtual const char* get_name() const { return "ExactInferenceMethod"; }
77 
90 
101  virtual SGVector<float64_t> get_alpha();
102 
115 
128 
139 
150 
155  virtual bool supports_regression() const
156  {
157  check_members();
158  return m_model->supports_regression();
159  }
160 
162  virtual void update();
163 
164 protected:
166  virtual void check_members() const;
167 
169  virtual void update_alpha();
170 
172  virtual void update_chol();
173 
175  virtual void update_mean();
176 
178  virtual void update_cov();
179 
183  virtual void update_deriv();
184 
193  const TParameter* param);
194 
203  const TParameter* param);
204 
213  const TParameter* param);
214 
223  const TParameter* param);
224 
225 private:
227  SGMatrix<float64_t> m_Sigma;
228 
230  SGVector<float64_t> m_mu;
231 
233 };
234 }
235 #endif /* HAVE_EIGEN3 */
236 #endif /* CEXACTINFERENCEMETHOD_H_ */

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