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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  *
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11  * 2. Redistributions in binary form must reproduce the above copyright notice,
12  * this list of conditions and the following disclaimer in the documentation
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15  * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
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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  * 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 
123 
125  virtual void update_approx_cov();
126 
129 
132 
135 
138 
141 
149 
153  virtual void update_init();
154 
156  virtual void update_Sigma()=0;
157 
159  virtual void update_InvK_Sigma()=0;
160 
161 private:
162  void init();
163 
164 };
165 }
166 #endif /* HAVE_EIGEN3 */
167 #endif /* _KLLOWERTRIANGULARINFERENCEMETHOD_H_ */
virtual float64_t get_derivative_related_cov(SGMatrix< float64_t > dK)
The class Labels models labels, i.e. class assignments of objects.
Definition: Labels.h:43
An abstract class of the mean function.
Definition: MeanFunction.h:28
The KL approximation inference method class.
double float64_t
Definition: common.h:50
The KL approximation inference method class.
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 Kernel base class.
Definition: Kernel.h:158
The Likelihood model base class.

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