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KLLowerTriangularInferenceMethod.h
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1 /*
2  * Copyright (c) The Shogun Machine Learning Toolbox
3  * Written (w) 2014 Wu Lin
4  * All rights reserved.
5  *
6  * Redistribution and use in source and binary forms, with or without
7  * modification, are permitted provided that the following conditions are met:
8  *
9  * 1. Redistributions of source code must retain the above copyright notice, this
10  * list of conditions and the following disclaimer.
11  * 2. Redistributions in binary form must reproduce the above copyright notice,
12  * this list of conditions and the following disclaimer in the documentation
13  * and/or other materials provided with the distribution.
14  *
15  * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
16  * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
17  * WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
18  * DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
19  * ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
20  * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
21  * LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
22  * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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25  *
26  * The views and conclusions contained in the software and documentation are those
27  * of the authors and should not be interpreted as representing official policies,
28  * either expressed or implied, of the Shogun Development Team.
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  * Challis, Edward, and David Barber.
36  * "Concave Gaussian variational approximations for inference in large-scale Bayesian linear models."
37  * International conference on Artificial Intelligence and Statistics. 2011.
38  *
39  */
40 
41 #ifndef _KLLOWERTRIANGULARINFERENCEMETHOD_H_
42 #define _KLLOWERTRIANGULARINFERENCEMETHOD_H_
43 
44 #include <shogun/lib/config.h>
45 
46 #ifdef HAVE_EIGEN3
48 
49 namespace shogun
50 {
51 
70 {
71 public:
74 
84  CMeanFunction* mean, CLabels* labels, CLikelihoodModel* model);
85 
87 
92  virtual const char* get_name() const { return "KLLowerTriangularInferenceMethod"; }
93 
101 
102 protected:
104  virtual void update_chol();
105 
109  virtual void update_deriv();
110 
122 
124  virtual void update_approx_cov();
125 
128 
131 
134 
137 
140 
148 
152  virtual void update_init();
153 
155  virtual void update_Sigma()=0;
156 
158  virtual void update_InvK_Sigma()=0;
159 
160 private:
161  void init();
162 
163 };
164 }
165 #endif /* HAVE_EIGEN3 */
166 #endif /* _KLLOWERTRIANGULARINFERENCEMETHOD_H_ */

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