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FITCInferenceMethod.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) 2015 Wu Lin
8  * Written (W) 2013 Roman Votyakov
9  * Copyright (C) 2012 Jacob Walker
10  * Copyright (C) 2013 Roman Votyakov
11  * Copyright (C) 2015 Wu Lin
12  *
13  * Code adapted from Gaussian Process Machine Learning Toolbox
14  * http://www.gaussianprocess.org/gpml/code/matlab/doc/
15  */
16 
17 #ifndef CFITCINFERENCEMETHOD_H
18 #define CFITCINFERENCEMETHOD_H
19 
20 #include <shogun/lib/config.h>
21 
22 #ifdef HAVE_EIGEN3
23 
25 
26 namespace shogun
27 {
28 
55 {
56 public:
59 
69  CFITCInferenceMethod(CKernel* kernel, CFeatures* features,
70  CMeanFunction* mean, CLabels* labels, CLikelihoodModel* model,
71  CFeatures* inducing_features);
72 
73  virtual ~CFITCInferenceMethod();
74 
79  virtual const char* get_name() const { return "FITCInferenceMethod"; }
80 
86 
93 
106 
107 
120 
125  virtual bool supports_regression() const
126  {
127  check_members();
128  return m_model->supports_regression();
129  }
130 
131 
148 
165 
167  virtual void update();
168 protected:
170  virtual void check_members() const;
171 
173  virtual void update_alpha();
174 
176  virtual void update_chol();
177 
181  virtual void update_deriv();
182 
191  const TParameter* param);
192 
193 protected:
196 
199 
202 
205 
206 private:
207  void init();
208 };
209 }
210 #endif /* HAVE_EIGEN3 */
211 #endif /* CFITCINFERENCEMETHOD_H */
virtual EInferenceType get_inference_type() const
The Inference Method base class.
virtual SGVector< float64_t > get_diagonal_vector()
The class Labels models labels, i.e. class assignments of objects.
Definition: Labels.h:43
SGMatrix< float64_t > m_chol_uu
virtual const char * get_name() const
parameter struct
Definition: Parameter.h:32
virtual SGVector< float64_t > get_posterior_mean()
An abstract class of the mean function.
Definition: MeanFunction.h:28
The Fully Independent Conditional Training inference base class for Laplace and regression for 1-D la...
SGMatrix< float64_t > m_chol_utr
virtual float64_t get_negative_log_marginal_likelihood()
virtual void check_members() const
double float64_t
Definition: common.h:50
virtual bool supports_regression() const
virtual bool supports_regression() const
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18
The class Features is the base class of all feature objects.
Definition: Features.h:68
The Fully Independent Conditional Training inference method class.
virtual SGVector< float64_t > get_derivative_wrt_likelihood_model(const TParameter *param)
The Kernel base class.
Definition: Kernel.h:158
The Likelihood model base class.
CLikelihoodModel * m_model
virtual SGMatrix< float64_t > get_posterior_covariance()
static CFITCInferenceMethod * obtain_from_generic(CInferenceMethod *inference)

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