PeriodicKernel.h

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/*
 * Copyright (c) The Shogun Machine Learning Toolbox
 * Written (w) 2015 Esben Soerig
 * 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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 * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
 * LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
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 */

#ifndef PERIODICKERNEL_H
#define PERIODICKERNEL_H

#include <shogun/kernel/DotKernel.h>

namespace shogun
{
    class CDotFeatures;

class CPeriodicKernel: public CDotKernel
{
    public:
        CPeriodicKernel();

        CPeriodicKernel(float64_t length_scale, float64_t period, int32_t size=10);

        CPeriodicKernel(CDotFeatures* l, CDotFeatures* r,
            float64_t length_scale, float64_t period, int32_t size=10);

        virtual ~CPeriodicKernel() { };

        virtual bool init(CFeatures* l, CFeatures* r);

        virtual EKernelType get_kernel_type() { return K_PERIODIC; }

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

        virtual void set_length_scale(float64_t length_scale) { m_length_scale=length_scale; }

        virtual float64_t get_length_scale() const { return m_length_scale; }

        virtual void set_period(float64_t period) { m_period=period; }

        virtual float64_t get_period() const { return m_period; }

        virtual SGMatrix<float64_t> get_parameter_gradient(
            const TParameter* param, index_t index=-1);

    protected:
        virtual float64_t compute(int32_t idx_a, int32_t idx_b);


        virtual float64_t distance(int32_t idx_a, int32_t idx_b);
    private:
        void precompute_squared();

        void precompute_squared_helper(SGVector<float64_t>& buf, CDotFeatures* df);

        void init();

    protected:
        float64_t m_length_scale;
        float64_t m_period;
        SGVector<float64_t> m_sq_lhs;
        SGVector<float64_t> m_sq_rhs;
};
}
#endif /* _PERIODICKERNEL_H__ */