SHOGUN  6.1.3
KLLowerTriangularInference.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 _KLLOWERTRIANGULARINFERENCE_H_
42 #define _KLLOWERTRIANGULARINFERENCE_H_
43 
44 #include <shogun/lib/config.h>
45 
47 
48 namespace shogun
49 {
50 
69 {
70 public:
73 
83  CMeanFunction* mean, CLabels* labels, CLikelihoodModel* model);
84 
86 
91  virtual const char* get_name() const { return "KLLowerTriangularInference"; }
92 
100 
101 protected:
103  virtual void update_chol();
104 
108  virtual void update_deriv();
109 
122 
124  virtual void update_approx_cov();
125 
128 
131 
134 
137 
140 
148 
152  virtual void update_init();
153 
155  virtual void update_Sigma()=0;
156 
158  virtual void update_InvK_Sigma()=0;
159 
160 private:
161  void init();
162 
163 };
164 }
165 #endif /* _KLLOWERTRIANGULARINFERENCE_H_ */
The class Labels models labels, i.e. class assignments of objects.
Definition: Labels.h:43
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 float64_t get_derivative_related_cov(SGMatrix< float64_t > dK)
The KL approximation inference method class.
The KL approximation inference method class.
Definition: KLInference.h:75
double float64_t
Definition: common.h:60
Eigen::MatrixXd solve_inverse(Eigen::MatrixXd A)
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18
The class Features is the base class of all feature objects.
Definition: Features.h:69
The Kernel base class.
virtual SGVector< float64_t > get_diagonal_vector()
The Likelihood model base class.

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