LinearTimeMMD.h

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/*
 * 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
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#ifndef LINEAR_TIME_MMD_H_
#define LINEAR_TIME_MMD_H_

#include <shogun/lib/config.h>

#include <shogun/statistics/StreamingMMD.h>

namespace shogun
{

class CStreamingFeatures;
class CFeatures;

class CLinearTimeMMD: public CStreamingMMD
{
public:
    CLinearTimeMMD();

    CLinearTimeMMD(CKernel* kernel, CStreamingFeatures* p,
            CStreamingFeatures* q, index_t m, index_t blocksize=10000);

    virtual ~CLinearTimeMMD();

    virtual void compute_statistic_and_variance(
            SGVector<float64_t>& statistic, SGVector<float64_t>& variance,
            bool multiple_kernels=false);

    virtual void compute_statistic_and_Q(
            SGVector<float64_t>& statistic, SGMatrix<float64_t>& Q);

    virtual EStatisticType get_statistic_type() const
    {
        return S_LINEAR_TIME_MMD;
    }

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

protected:
     virtual SGVector<float64_t> compute_squared_mmd(CKernel* kernel,
             CList* data, index_t num_this_run);

private:
    void compute_squared_mmd(CKernel* kernel, CList* data,
            SGVector<float64_t>& current, SGVector<float64_t>& pp,
            SGVector<float64_t>& qq, SGVector<float64_t>& pq,
            SGVector<float64_t>& qp, index_t num_this_run);

};

}

#endif /* LINEAR_TIME_MMD_H_ */