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KLCovarianceInferenceMethod.h
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1 /*
2  * Copyright (c) The Shogun Machine Learning Toolbox
3  * Written (w) 2014 Wu Lin
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12  * this list of conditions and the following disclaimer in the documentation
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29  *
30  * Code adapted from
31  * http://hannes.nickisch.org/code/approxXX.tar.gz
32  * and Gaussian Process Machine Learning Toolbox
33  * http://www.gaussianprocess.org/gpml/code/matlab/doc/
34  * and the reference paper is
35  * Nickisch, Hannes, and Carl Edward Rasmussen.
36  * "Approximations for Binary Gaussian Process Classification."
37  * Journal of Machine Learning Research 9.10 (2008).
38  *
39  */
40 
41 #ifndef _KLCOVARIANCEINFERENCEMETHOD_H_
42 #define _KLCOVARIANCEINFERENCEMETHOD_H_
43 
44 #include <shogun/lib/config.h>
45 
47 
48 namespace shogun
49 {
50 
73 {
74 public:
77 
87  CMeanFunction* mean, CLabels* labels, CLikelihoodModel* model);
88 
90 
95  virtual const char* get_name() const { return "KLCovarianceInferenceMethod"; }
96 
102 
109 
120  virtual SGVector<float64_t> get_alpha();
121 
134 
135 protected:
137  virtual void update_approx_cov();
138 
140  virtual void update_alpha();
141 
143  virtual void update_chol();
144 
148  virtual void update_deriv();
149 
156 
163 
172  virtual bool precompute();
173 
186 private:
187  void init();
188 
190  SGVector<float64_t> m_sW;
191 
194 
200 
205 
207  SGVector<float64_t> m_dv;
208 
210  SGVector<float64_t> m_df;
211 
212 };
213 }
214 #endif /* _KLCOVARIANCEINFERENCEMETHOD_H_ */
static CKLCovarianceInferenceMethod * obtain_from_generic(CInference *inference)
virtual void get_gradient_of_nlml_wrt_parameters(SGVector< float64_t > gradient)
The class Labels models labels, i.e. class assignments of objects.
Definition: Labels.h:43
virtual float64_t get_derivative_related_cov(SGMatrix< float64_t > dK)
An abstract class of the mean function.
Definition: MeanFunction.h:49
The KL approximation inference method class.
Definition: KLInference.h:75
virtual EInferenceType get_inference_type() const
double float64_t
Definition: common.h:50
EInferenceType
Definition: Inference.h:53
The KL approximation inference method class.
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18
The Inference Method base class.
Definition: Inference.h:81
The class Features is the base class of all feature objects.
Definition: Features.h:68
virtual SGVector< float64_t > get_diagonal_vector()
The Kernel base class.
Definition: Kernel.h:159
The Likelihood model base class.

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