LogitDVGLikelihood.h

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/*
 * Copyright (c) The Shogun Machine Learning Toolbox
 * Written (w) 2014 Wu Lin
 * 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
 * ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
 * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
 * LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
 * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
 * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
 * SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
 *
 * The views and conclusions contained in the software and documentation are those
 * of the authors and should not be interpreted as representing official policies,
 * either expressed or implied, of the Shogun Development Team.
 *
 * the reference paper is
 * Mohammad Emtiyaz Khan, Aleksandr Y. Aravkin, Michael P. Friedlander, Matthias Seeger
 * Fast Dual Variational Inference for Non-Conjugate Latent Gaussian Models. ICML2013
 *

 */

#ifndef _LOGITDVGLIKELIHOOD_H_
#define _LOGITDVGLIKELIHOOD_H_

#include <shogun/lib/config.h>


#include <shogun/machine/gp/LogitLikelihood.h>
#include <shogun/machine/gp/DualVariationalGaussianLikelihood.h>

namespace shogun
{
class CLogitDVGLikelihood : public CDualVariationalGaussianLikelihood
{
public:
    CLogitDVGLikelihood();

    virtual ~CLogitDVGLikelihood();

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

    virtual SGVector<float64_t> get_dual_objective_value();

    virtual SGVector<float64_t> get_dual_first_derivative(const TParameter* param) const;

    virtual float64_t get_dual_upper_bound() const{return 1.0;};

    virtual float64_t get_dual_lower_bound() const{return 0.0;};

    virtual bool dual_upper_bound_strict() const {return true;};

    virtual bool dual_lower_bound_strict() const {return true;};

    virtual SGVector<float64_t> get_mu_dual_parameter() const;

    virtual SGVector<float64_t> get_variance_dual_parameter() const;

protected:
    virtual void init_likelihood();

private:
    void init();

};
}
#endif /* _LOGITDVGLIKELIHOOD_H_ */