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LaplaceInference.h
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1 /*
2  * Copyright (c) The Shogun Machine Learning Toolbox
3  * Written (w) 2014 Wu Lin
4  * Written (W) 2013 Roman Votyakov
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32 #ifndef CLAPLACEINFERENCE_H_
33 #define CLAPLACEINFERENCE_H_
34 
35 #include <shogun/lib/config.h>
36 
37 
39 
40 namespace shogun
41 {
42 
52 {
53 public:
56 
65  CLaplaceInference(CKernel* kernel, CFeatures* features,
66  CMeanFunction* mean, CLabels* labels, CLikelihoodModel* model);
67 
68  virtual ~CLaplaceInference();
69 
74  virtual EInferenceType get_inference_type() const { return INF_LAPLACE; }
75 
80  virtual const char* get_name() const { return "LaplaceInference"; }
81 
96 
120 
132 
134  virtual void update();
135 
136 private:
138  void init();
139 
140 protected:
142  virtual void compute_gradient();
143 
145  virtual void update_approx_cov()=0;
146 
149 
152 
155 
158 };
159 }
160 #endif /* CLAPLACEINFERENCE_H_ */
virtual EInferenceType get_inference_type() const
SGVector< float64_t > m_mu
The class Labels models labels, i.e. class assignments of objects.
Definition: Labels.h:43
virtual SGMatrix< float64_t > get_posterior_covariance()
An abstract class of the mean function.
Definition: MeanFunction.h:49
virtual void update_approx_cov()=0
virtual SGVector< float64_t > get_alpha()
SGVector< float64_t > m_dlp
EInferenceType
Definition: Inference.h:53
virtual const char * get_name() const
virtual SGMatrix< float64_t > get_cholesky()
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18
The Laplace approximation inference method base class.
The Inference Method base class.
Definition: Inference.h:81
SGMatrix< float64_t > m_Sigma
The class Features is the base class of all feature objects.
Definition: Features.h:68
SGVector< float64_t > m_W
The Kernel base class.
Definition: Kernel.h:159
The Likelihood model base class.

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