SHOGUN  6.1.3
KLCholeskyInferenceMethod.h
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1 /*
2  * Copyright (c) The Shogun Machine Learning Toolbox
3  * Written (w) 2014 Wu Lin
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29  *
30  * Code adapted from
31  * http://hannes.nickisch.org/code/approxXX.tar.gz
32  * and Gaussian Process Machine Learning Toolbox
33  * http://www.gaussianprocess.org/gpml/code/matlab/doc/
34  * and the reference paper is
35  * Challis, Edward, and David Barber.
36  * "Concave Gaussian variational approximations for inference in large-scale Bayesian linear models."
37  * International conference on Artificial Intelligence and Statistics. 2011.
38  *
39  */
40 
41 #ifndef _KLCHOLESKYINFERENCEMETHOD_H_
42 #define _KLCHOLESKYINFERENCEMETHOD_H_
43 
44 #include <shogun/lib/config.h>
45 
47 
48 namespace shogun
49 {
50 
73 {
74 public:
77 
86  CKLCholeskyInferenceMethod(CKernel* kernel, CFeatures* features,
87  CMeanFunction* mean, CLabels* labels, CLikelihoodModel* model);
88 
90 
95  virtual const char* get_name() const { return "KLCholeskyInferenceMethod"; }
96 
102 
109 
114  virtual SGVector<float64_t> get_alpha();
115 
116 protected:
118  virtual void update_alpha();
119 
126 
133 
143  virtual bool precompute();
144 
146  virtual void update_Sigma();
147 
149  virtual void update_InvK_Sigma();
150 private:
151  void init();
152 
155  void update_C();
156 
159  void get_lower_triangular_vector(SGMatrix<float64_t> square_matrix, SGVector<float64_t> target);
160 
165 
167  SGMatrix<float64_t> m_InvK_C;
168 
169 };
170 }
171 #endif /* _KLCHOLESKYINFERENCEMETHOD_H_ */
The class Labels models labels, i.e. class assignments of objects.
Definition: Labels.h:43
virtual float64_t get_negative_log_marginal_likelihood_helper()
virtual const char * get_name() const
An abstract class of the mean function.
Definition: MeanFunction.h:49
std::enable_if<!std::is_same< T, complex128_t >::value, float64_t >::type mean(const Container< T > &a)
virtual SGVector< float64_t > get_alpha()
virtual void get_gradient_of_nlml_wrt_parameters(SGVector< float64_t > gradient)
virtual EInferenceType get_inference_type() const
The KL approximation inference method class.
double float64_t
Definition: common.h:60
EInferenceType
Definition: Inference.h:53
static CKLCholeskyInferenceMethod * obtain_from_generic(CInference *inference)
The KL approximation inference method class.
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18
The Inference Method base class.
Definition: Inference.h:81
The class Features is the base class of all feature objects.
Definition: Features.h:69
The Kernel base class.
The Likelihood model base class.

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