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StreamingMMD.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
5  * All rights reserved.
6  *
7  * Redistribution and use in source and binary forms, with or without
8  * modification, are permitted provided that the following conditions are met:
9  *
10  * 1. Redistributions of source code must retain the above copyright notice, this
11  * list of conditions and the following disclaimer.
12  * 2. Redistributions in binary form must reproduce the above copyright notice,
13  * this list of conditions and the following disclaimer in the documentation
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31 
32 #ifndef STREAMING_MMD_H_
33 #define STREAMING_MMD_H_
34 
35 #include <shogun/lib/config.h>
36 
38 
39 namespace shogun
40 {
41 
42 class CStreamingFeatures;
43 class CFeatures;
44 
89 {
90 public:
92  CStreamingMMD();
93 
104  CStreamingFeatures* q, index_t m, index_t blocksize=10000);
105 
107  virtual ~CStreamingMMD();
108 
118  virtual float64_t compute_statistic();
119 
127  virtual SGVector<float64_t> compute_statistic(bool multiple_kernels);
128 
142  virtual float64_t compute_p_value(float64_t statistic);
143 
159  virtual float64_t perform_test();
160 
173  virtual float64_t compute_threshold(float64_t alpha);
174 
182 
201  virtual void compute_statistic_and_variance(
202  SGVector<float64_t>& statistic, SGVector<float64_t>& variance,
203  bool multiple_kernels=false)=0;
204 
209  virtual void compute_statistic_and_Q(
210  SGVector<float64_t>& statistic, SGMatrix<float64_t>& Q)=0;
211 
222 
226  void set_blocksize(index_t blocksize)
227  {
228  m_blocksize=blocksize;
229  }
230 
242  CList* stream_data_blocks(index_t num_blocks, index_t num_this_run);
243 
245  virtual void set_p_and_q(CFeatures* p_and_q);
246 
248  virtual CFeatures* get_p_and_q();
249 
254 
259 
263  inline void set_simulate_h0(bool simulate_h0)
264  {
265  m_simulate_h0=simulate_h0;
266  }
267 
269  virtual const char* get_name() const
270  {
271  return "StreamingMMD";
272  }
273 
274 protected:
287  CList* data, index_t num_this_run)=0;
288 
291 
294 
297 
301 
302 private:
304  void init();
305 };
306 
307 }
308 
309 #endif /* STREAMING_MMD_H_ */
310 

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