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QuadraticTimeMMD.h
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1 /*
2  * Copyright (c) The Shogun Machine Learning Toolbox
3  * Written (w) 2012-2013 Heiko Strathmann
4  * Written (w) 2014 Soumyajit De
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31 
32 #ifndef QUADRATIC_TIME_MMD_H_
33 #define QUADRATIC_TIME_MMD_H_
34 
35 #include <shogun/lib/config.h>
36 
38 
39 namespace shogun
40 {
41 
42 class CFeatures;
43 class CKernel;
44 class CCustomKernel;
45 
48 {
54 };
55 
159 {
160 public:
163 
173  CQuadraticTimeMMD(CKernel* kernel, CFeatures* p_and_q, index_t m);
174 
184  CQuadraticTimeMMD(CKernel* kernel, CFeatures* p, CFeatures* q);
185 
195  CQuadraticTimeMMD(CCustomKernel* custom_kernel, index_t m);
196 
198  virtual ~CQuadraticTimeMMD();
199 
208  virtual float64_t compute_statistic();
209 
217  SGVector<float64_t> compute_statistic(bool multiple_kernels);
218 
228 
236  SGMatrix<float64_t> compute_variance(bool multiple_kernels);
237 
245 
253 
265  virtual float64_t compute_p_value(float64_t statistic);
266 
277  virtual float64_t compute_threshold(float64_t alpha);
278 
280  virtual const char* get_name() const
281  {
282  return "QuadraticTimeMMD";
283  };
284 
287  {
288  return S_QUADRATIC_TIME_MMD;
289  }
290 
291 #ifdef HAVE_EIGEN3
292 
320  index_t num_eigenvalues);
321 
364  index_t num_eigenvalues);
365 #endif // HAVE_EIGEN3
366 
373  void set_num_samples_spectrum(index_t num_samples_spectrum);
374 
381  void set_num_eigenvalues_spectrum(index_t num_eigenvalues_spectrum);
382 
384  void set_statistic_type(EQuadraticMMDType statistic_type);
385 
407 
408 protected:
421 
434 
446 
454 
461  float64_t compute_biased_statistic(int m, int n);
462 
469 
470 private:
472  void init();
473 
474 protected:
477 
480 
485 };
486 
487 }
488 
489 #endif /* QUADRATIC_TIME_MMD_H_ */

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