GaussianARDKernel.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.
 *
 * Written (W) 2015 Wu Lin
 * Written (W) 2012 Jacob Walker
 *
 * Adapted from WeightedDegreeRBFKernel.h
 */

#ifndef GAUSSIANARDKERNEL_H
#define GAUSSIANARDKERNEL_H

#include <shogun/lib/config.h>

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

namespace shogun
{
class CGaussianARDKernel: public CExponentialARDKernel
{
public:
    CGaussianARDKernel();

    virtual ~CGaussianARDKernel();

    virtual EKernelType get_kernel_type() { return K_GAUSSIANARD; }

    virtual const char* get_name() const { return "GaussianARDKernel"; }
private:
    void init();

protected:
    virtual float64_t distance(int32_t idx_a, int32_t idx_b);

#ifdef HAVE_LINALG_LIB
public:
    CGaussianARDKernel(int32_t size);

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

    static CGaussianARDKernel* obtain_from_generic(CKernel* kernel);

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

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

    virtual SGVector<float64_t> get_parameter_gradient_diagonal(
        const TParameter* param, index_t index=-1);

protected:
    virtual void precompute_squared();

    virtual SGVector<float64_t> precompute_squared_helper(CDotFeatures* df);

    SGVector<float64_t> m_sq_lhs;
    SGVector<float64_t> m_sq_rhs;

    virtual float64_t compute_helper(SGVector<float64_t> avec,
        SGVector<float64_t>bvec);

    virtual float64_t compute_gradient_helper(SGVector<float64_t> avec, SGVector<float64_t> bvec,
        float64_t scale, index_t index);


    virtual float64_t get_parameter_gradient_helper(const TParameter* param,
        index_t index, int32_t idx_a, int32_t idx_b,
        SGVector<float64_t> avec, SGVector<float64_t> bvec);

#endif /* HAVE_LINALG_LIB */
};
}
#endif /* _GAUSSIANARDKERNEL_H_ */