SHOGUN  6.1.3
EMBase.h
Go to the documentation of this file.
1 /*
2  * Copyright (c) The Shogun Machine Learning Toolbox
3  * Written (w) 2014 Parijat Mazumdar
4  * All rights reserved.
5  *
6  * Redistribution and use in source and binary forms, with or without
7  * modification, are permitted provided that the following conditions are met:
8  *
9  * 1. Redistributions of source code must retain the above copyright notice, this
10  * list of conditions and the following disclaimer.
11  * 2. Redistributions in binary form must reproduce the above copyright notice,
12  * this list of conditions and the following disclaimer in the documentation
13  * and/or other materials provided with the distribution.
14  *
15  * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
16  * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
17  * WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
18  * DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
19  * ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
20  * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
21  * LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
22  * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
23  * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
24  * SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
25  *
26  * The views and conclusions contained in the software and documentation are those
27  * of the authors and should not be interpreted as representing official policies,
28  * either expressed or implied, of the Shogun Development Team.
29  */
30 
31 #ifndef _EMBASE_H__
32 #define _EMBASE_H__
33 
34 #include <shogun/lib/config.h>
35 #include <shogun/base/SGObject.h>
36 
37 namespace shogun
38 {
39 
44 template <class T> class CEMBase : public CSGObject
45 {
46  public:
48  CEMBase() : CSGObject() { };
49 
51  virtual ~CEMBase() { };
52 
54  virtual const char* get_name() const { return "EMBase"; }
55 
60  virtual float64_t expectation_step()=0;
61 
63  virtual void maximization_step()=0;
64 
72  bool iterate_em(int32_t max_iters=10000, float64_t epsilon=1e-8)
73  {
74  float64_t log_likelihood_cur=0;
75  float64_t log_likelihood_prev=0;
76  int32_t i=0;
77  bool converge=false;
78  while (i<max_iters)
79  {
80  log_likelihood_prev=log_likelihood_cur;
81  log_likelihood_cur=expectation_step();
82 
83  if ((i>0)&&(log_likelihood_cur-log_likelihood_prev)<epsilon)
84  {
85  converge=true;
86  break;
87  }
88 
90  i++;
91  }
92 
93  return converge;
94  }
95 
96  public:
98  T data;
99 
100 };
101 } /* shogun */
102 #endif /* _EMBASE_H__ */
This is the base class for Expectation Maximization (EM). EM for various purposes can be derived from...
Definition: EMBase.h:44
virtual const char * get_name() const
Definition: EMBase.h:54
virtual float64_t expectation_step()=0
Class SGObject is the base class of all shogun objects.
Definition: SGObject.h:124
double float64_t
Definition: common.h:60
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18
virtual ~CEMBase()
Definition: EMBase.h:51
bool iterate_em(int32_t max_iters=10000, float64_t epsilon=1e-8)
Definition: EMBase.h:72
virtual void maximization_step()=0

SHOGUN Machine Learning Toolbox - Documentation