ExponentialARDKernel.h

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/*
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 3 of the License, or
 * (at your option) any later version.
 *
 * (W) 2015 Wu Lin
 * (W) 2012 Jacob Walker
 *
 * Adapted from WeightedDegreeRBFKernel.h
 */

#ifndef EXPONENTIALARDKERNEL_H
#define EXPONENTIALARDKERNEL_H
#include <shogun/lib/config.h>

#include <shogun/lib/common.h>
#include <shogun/kernel/DotKernel.h>

namespace shogun
{

enum EARDKernelType
{
    KT_SCALAR=10,
    KT_DIAG=20,
    KT_FULL=30
};

class CExponentialARDKernel: public CDotKernel
{
public:
    CExponentialARDKernel();

    virtual ~CExponentialARDKernel();

    virtual EKernelType get_kernel_type() { return K_EXPONENTIALARD; }

    virtual const char* get_name() const { return "ExponentialARDKernel"; }

    virtual EFeatureClass get_feature_class() { return C_DENSE; }

    virtual EFeatureType get_feature_type() { return F_DREAL; }

private:
    void init();

protected:
    SGMatrix<float64_t> m_weights_raw;

    SGVector<float64_t> m_log_weights;

    index_t m_weights_rows;

    index_t m_weights_cols;

    EARDKernelType m_ARD_type;

    virtual SGVector<float64_t> get_feature_vector(int32_t idx, CFeatures* hs);

    virtual float64_t distance(int32_t idx_a, int32_t idx_b)=0;

    virtual float64_t compute(int32_t idx_a, int32_t idx_b)
    {
        return CMath::exp(-distance(idx_a,idx_b));
    }

#ifdef HAVE_LINALG_LIB
public:
    CExponentialARDKernel(int32_t size);

    CExponentialARDKernel(CDotFeatures* l, CDotFeatures* r,
            int32_t size=10);


    virtual bool init(CFeatures* l, CFeatures* r);


    virtual SGMatrix<float64_t> get_weights();

    virtual SGMatrix<float64_t> get_parameter_gradient(const TParameter* param,
            index_t index=-1)=0;

    virtual void set_scalar_weights(float64_t weight);

    virtual void set_vector_weights(SGVector<float64_t> weights);

    virtual void set_matrix_weights(SGMatrix<float64_t> weights);

protected:
    virtual void set_weights(SGMatrix<float64_t> weights);

    void lazy_update_weights();

    SGMatrix<float64_t> get_weighted_vector(SGVector<float64_t> vec);

    virtual SGMatrix<float64_t> compute_right_product(SGVector<float64_t>vec, float64_t & scalar_weight);

    virtual void check_weight_gradient_index(index_t index);
#endif /* HAVE_LINALG_LIB */
};
}
#endif /* EXPONENTIALARDKERNEL_H */