HSIC.h

Go to the documentation of this file.

/*
 * Copyright (c) The Shogun Machine Learning Toolbox
 * Written (w) 2012-2013 Heiko Strathmann
 * Written (w) 2014 Soumyajit De
 * All rights reserved.
 *
 * Redistribution and use in source and binary forms, with or without
 * modification, are permitted provided that the following conditions are met:
 *
 * 1. Redistributions of source code must retain the above copyright notice, this
 *    list of conditions and the following disclaimer.
 * 2. Redistributions in binary form must reproduce the above copyright notice,
 *    this list of conditions and the following disclaimer in the documentation
 *    and/or other materials provided with the distribution.
 *
 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
 * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
 * WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
 * DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
 * ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
 * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
 * LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
 * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
 * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
 * SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
 *
 * The views and conclusions contained in the software and documentation are those
 * of the authors and should not be interpreted as representing official policies,
 * either expressed or implied, of the Shogun Development Team.
 */

#ifndef __HSIC_H_
#define __HSIC_H_

#include <shogun/lib/config.h>

#include <shogun/statistics/KernelIndependenceTest.h>

namespace shogun
{

template<class T> class SGMatrix;


class CHSIC : public CKernelIndependenceTest
{
public:
    CHSIC();

    CHSIC(CKernel* kernel_p, CKernel* kernel_q, CFeatures* p, CFeatures* q);

    virtual ~CHSIC();

    virtual float64_t compute_statistic();

    virtual float64_t compute_p_value(float64_t statistic);

    virtual float64_t compute_threshold(float64_t alpha);

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

    virtual EStatisticType get_statistic_type() const
    {
        return S_HSIC;
    }

    virtual void set_p(CFeatures* p);

    virtual void set_q(CFeatures* q);

    SGVector<float64_t> fit_null_gamma();

    virtual SGVector<float64_t> sample_null();

private:
    void init();

    index_t m_num_features;

};

}

#endif /* __HSIC_H_ */