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CKernelTwoSampleTestStatistic类 参考abstract

详细描述

Two sample test base class. Provides an interface for performing a two-sample test, i.e. Given samples from two distributions \(p\) and \(q\), the null-hypothesis is: \(H_0: p=q\), the alternative hypothesis: \(H_1: p\neq q\).

In this class, this is done using a single kernel for the data.

The class also re-implements the bootstrap_null() method. If the underlying kernel is a custom one (precomputed), the

Abstract base class.

在文件 KernelTwoSampleTestStatistic.h34 行定义.

类 CKernelTwoSampleTestStatistic 继承关系图:
Inheritance graph
[图例]

Public 成员函数

 CKernelTwoSampleTestStatistic ()
 
 CKernelTwoSampleTestStatistic (CKernel *kernel, CFeatures *p_and_q, index_t q_start)
 
 CKernelTwoSampleTestStatistic (CKernel *kernel, CFeatures *p, CFeatures *q)
 
virtual ~CKernelTwoSampleTestStatistic ()
 
virtual void set_kernel (CKernel *kernel)
 
virtual CKernelget_kernel ()
 
virtual SGVector< float64_tbootstrap_null ()
 
virtual SGVector< float64_tcompute_statistic (bool multiple_kernels)=0
 
virtual float64_t compute_statistic ()=0
 
virtual const char * get_name () const =0
 
virtual float64_t compute_p_value (float64_t statistic)
 
virtual float64_t compute_threshold (float64_t alpha)
 
virtual void set_p_and_q (CFeatures *p_and_q)
 
virtual CFeaturesget_p_and_q ()
 
index_t get_m ()
 
virtual float64_t perform_test ()
 
bool perform_test (float64_t alpha)
 
virtual void set_bootstrap_iterations (index_t bootstrap_iterations)
 
virtual void set_null_approximation_method (ENullApproximationMethod null_approximation_method)
 
virtual EStatisticType get_statistic_type () const =0
 
virtual CSGObjectshallow_copy () const
 
virtual CSGObjectdeep_copy () const
 
virtual bool is_generic (EPrimitiveType *generic) const
 
template<class T >
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
void unset_generic ()
 
virtual void print_serializable (const char *prefix="")
 
virtual bool save_serializable (CSerializableFile *file, const char *prefix="", int32_t param_version=Version::get_version_parameter())
 
virtual bool load_serializable (CSerializableFile *file, const char *prefix="", int32_t param_version=Version::get_version_parameter())
 
DynArray< TParameter * > * load_file_parameters (const SGParamInfo *param_info, int32_t file_version, CSerializableFile *file, const char *prefix="")
 
DynArray< TParameter * > * load_all_file_parameters (int32_t file_version, int32_t current_version, CSerializableFile *file, const char *prefix="")
 
void map_parameters (DynArray< TParameter * > *param_base, int32_t &base_version, DynArray< const SGParamInfo * > *target_param_infos)
 
void set_global_io (SGIO *io)
 
SGIOget_global_io ()
 
void set_global_parallel (Parallel *parallel)
 
Parallelget_global_parallel ()
 
void set_global_version (Version *version)
 
Versionget_global_version ()
 
SGStringList< char > get_modelsel_names ()
 
void print_modsel_params ()
 
char * get_modsel_param_descr (const char *param_name)
 
index_t get_modsel_param_index (const char *param_name)
 
void build_gradient_parameter_dictionary (CMap< TParameter *, CSGObject * > *dict)
 
virtual bool update_parameter_hash ()
 
virtual bool equals (CSGObject *other, float64_t accuracy=0.0)
 
virtual CSGObjectclone ()
 

Public 属性

SGIOio
 
Parallelparallel
 
Versionversion
 
Parameterm_parameters
 
Parameterm_model_selection_parameters
 
Parameterm_gradient_parameters
 
ParameterMapm_parameter_map
 
uint32_t m_hash
 

Protected 成员函数

virtual TParametermigrate (DynArray< TParameter * > *param_base, const SGParamInfo *target)
 
virtual void one_to_one_migration_prepare (DynArray< TParameter * > *param_base, const SGParamInfo *target, TParameter *&replacement, TParameter *&to_migrate, char *old_name=NULL)
 
virtual void load_serializable_pre () throw (ShogunException)
 
virtual void load_serializable_post () throw (ShogunException)
 
virtual void save_serializable_pre () throw (ShogunException)
 
virtual void save_serializable_post () throw (ShogunException)
 

Protected 属性

CKernelm_kernel
 
CFeaturesm_p_and_q
 
index_t m_m
 
index_t m_bootstrap_iterations
 
ENullApproximationMethod m_null_approximation_method
 

构造及析构函数说明

在文件 KernelTwoSampleTestStatistic.cpp17 行定义.

CKernelTwoSampleTestStatistic ( CKernel kernel,
CFeatures p_and_q,
index_t  q_start 
)

Constructor

参数
p_and_qfeature data. Is assumed to contain samples from both p and q. First all samples from p, then from index q_start all samples from q
kernelkernel to use
p_and_qsamples from p and q, appended
q_startindex of first sample of q

在文件 KernelTwoSampleTestStatistic.cpp23 行定义.

CKernelTwoSampleTestStatistic ( CKernel kernel,
CFeatures p,
CFeatures q 
)

Constructor. This is a convienience constructor which copies both features to one element and then calls the other constructor. Needs twice the memory for a short time

参数
kernelkernel for MMD
psamples from distribution p, will be copied and NOT SG_REF'ed
qsamples from distribution q, will be copied and NOT SG_REF'ed

在文件 KernelTwoSampleTestStatistic.cpp33 行定义.

在文件 KernelTwoSampleTestStatistic.cpp42 行定义.

成员函数说明

SGVector< float64_t > bootstrap_null ( )
virtual

merges both sets of samples and computes the test statistic m_bootstrap_iteration times. This version checks if a precomputed custom kernel is used, and, if so, just permutes it instead of re- computing it in every iteration.

返回
vector of all statistics

重载 CTwoDistributionsTestStatistic .

CLinearTimeMMD 重载.

在文件 KernelTwoSampleTestStatistic.cpp54 行定义.

void build_gradient_parameter_dictionary ( CMap< TParameter *, CSGObject * > *  dict)
inherited

Builds a dictionary of all parameters in SGObject as well of those of SGObjects that are parameters of this object. Dictionary maps parameters to the objects that own them.

参数
dictdictionary of parameters to be built.

在文件 SGObject.cpp1195 行定义.

CSGObject * clone ( )
virtualinherited

Creates a clone of the current object. This is done via recursively traversing all parameters, which corresponds to a deep copy. Calling equals on the cloned object always returns true although none of the memory of both objects overlaps.

返回
an identical copy of the given object, which is disjoint in memory. NULL if the clone fails. Note that the returned object is SG_REF'ed

在文件 SGObject.cpp1312 行定义.

float64_t compute_p_value ( float64_t  statistic)
virtualinherited

computes a p-value based on current method for approximating the null-distribution. The p-value is the 1-p quantile of the null- distribution where the given statistic lies in.

参数
statisticstatistic value to compute the p-value for
返回
p-value parameter statistic is the (1-p) percentile of the null distribution

实现了 CTestStatistic.

CQuadraticTimeMMD, CLinearTimeMMD , 以及 CHSIC 重载.

在文件 TwoDistributionsTestStatistic.cpp95 行定义.

virtual SGVector<float64_t> compute_statistic ( bool  multiple_kernels)
pure virtual

Same as compute_statistic(), but with the possibility to perform on multiple kernels at once

参数
multiple_kernelsif true, and underlying kernel is K_COMBINED, method will be executed on all subkernels on the same data
返回
vector of results for subkernels

CQuadraticTimeMMD , 以及 CLinearTimeMMD 内被实现.

virtual float64_t compute_statistic ( )
pure virtual

Wrapper for compute_statistic(false)

实现了 CTestStatistic.

CQuadraticTimeMMD , 以及 CLinearTimeMMD 内被实现.

float64_t compute_threshold ( float64_t  alpha)
virtualinherited

computes a threshold based on current method for approximating the null-distribution. The threshold is the argument of the \(1-\alpha\) quantile of the null. \(\alpha\) is provided.

参数
alpha\(\alpha\) quantile to get the threshold for
返回
threshold which is the \(1-\alpha\) quantile of the null distribution

实现了 CTestStatistic.

CQuadraticTimeMMD, CLinearTimeMMD , 以及 CHSIC 重载.

在文件 TwoDistributionsTestStatistic.cpp121 行定义.

virtual CSGObject* deep_copy ( ) const
virtualinherited

A deep copy. All the instance variables will also be copied.

在文件 SGObject.h159 行定义.

bool equals ( CSGObject other,
float64_t  accuracy = 0.0 
)
virtualinherited

Recursively compares the current SGObject to another one. Compares all registered numerical parameters, recursion upon complex (SGObject) parameters. Does not compare pointers!

May be overwritten but please do with care! Should not be necessary in most cases.

参数
otherobject to compare with
accuracyaccuracy to use for comparison (optional)
返回
true if all parameters were equal, false if not

在文件 SGObject.cpp1216 行定义.

SGIO * get_global_io ( )
inherited

get the io object

返回
io object

在文件 SGObject.cpp213 行定义.

Parallel * get_global_parallel ( )
inherited

get the parallel object

返回
parallel object

在文件 SGObject.cpp248 行定义.

Version * get_global_version ( )
inherited

get the version object

返回
version object

在文件 SGObject.cpp261 行定义.

virtual CKernel* get_kernel ( )
virtual
返回
underlying kernel, is SG_REF'ed

在文件 KernelTwoSampleTestStatistic.h80 行定义.

index_t get_m ( )
inherited
返回
number of to be used samples m

在文件 TwoDistributionsTestStatistic.h98 行定义.

SGStringList< char > get_modelsel_names ( )
inherited
返回
vector of names of all parameters which are registered for model selection

在文件 SGObject.cpp1099 行定义.

char * get_modsel_param_descr ( const char *  param_name)
inherited

Returns description of a given parameter string, if it exists. SG_ERROR otherwise

参数
param_namename of the parameter
返回
description of the parameter

在文件 SGObject.cpp1123 行定义.

index_t get_modsel_param_index ( const char *  param_name)
inherited

Returns index of model selection parameter with provided index

参数
param_namename of model selection parameter
返回
index of model selection parameter with provided name, -1 if there is no such

在文件 SGObject.cpp1136 行定义.

virtual const char* get_name ( ) const
pure virtual

Returns the name of the SGSerializable instance. It MUST BE the CLASS NAME without the prefixed `C'.

返回
name of the SGSerializable

实现了 CTwoDistributionsTestStatistic.

CLinearTimeMMD , 以及 CQuadraticTimeMMD 内被实现.

CFeatures * get_p_and_q ( )
virtualinherited

Getter for joint features, SG_REF's

返回
joint feature object

CLinearTimeMMD 重载.

在文件 TwoDistributionsTestStatistic.cpp151 行定义.

virtual EStatisticType get_statistic_type ( ) const
pure virtualinherited

returns the statistic type of this test statistic

CLinearTimeMMD, CQuadraticTimeMMD , 以及 CHSIC 内被实现.

bool is_generic ( EPrimitiveType *  generic) const
virtualinherited

If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.

参数
genericset to the type of the generic if returning TRUE
返回
TRUE if a class template.

在文件 SGObject.cpp267 行定义.

DynArray< TParameter * > * load_all_file_parameters ( int32_t  file_version,
int32_t  current_version,
CSerializableFile file,
const char *  prefix = "" 
)
inherited

maps all parameters of this instance to the provided file version and loads all parameter data from the file into an array, which is sorted (basically calls load_file_parameter(...) for all parameters and puts all results into a sorted array)

参数
file_versionparameter version of the file
current_versionversion from which mapping begins (you want to use Version::get_version_parameter() for this in most cases)
filefile to load from
prefixprefix for members
返回
(sorted) array of created TParameter instances with file data

在文件 SGObject.cpp672 行定义.

DynArray< TParameter * > * load_file_parameters ( const SGParamInfo param_info,
int32_t  file_version,
CSerializableFile file,
const char *  prefix = "" 
)
inherited

loads some specified parameters from a file with a specified version The provided parameter info has a version which is recursively mapped until the file parameter version is reached. Note that there may be possibly multiple parameters in the mapping, therefore, a set of TParameter instances is returned

参数
param_infoinformation of parameter
file_versionparameter version of the file, must be <= provided parameter version
filefile to load from
prefixprefix for members
返回
new array with TParameter instances with the attached data

在文件 SGObject.cpp513 行定义.

bool load_serializable ( CSerializableFile file,
const char *  prefix = "",
int32_t  param_version = Version::get_version_parameter() 
)
virtualinherited

Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!

参数
filewhere to load from
prefixprefix for members
param_version(optional) a parameter version different to (this is mainly for testing, better do not use)
返回
TRUE if done, otherwise FALSE

在文件 SGObject.cpp344 行定义.

void load_serializable_post ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_POST is called.

异常
ShogunExceptionWill be thrown if an error occurres.

CWeightedDegreePositionStringKernel, CKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel , 以及 CExponentialKernel 重载.

在文件 SGObject.cpp1028 行定义.

void load_serializable_pre ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_PRE is called.

异常
ShogunExceptionWill be thrown if an error occurres.

CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool > , 以及 CDynamicObjectArray 重载.

在文件 SGObject.cpp1023 行定义.

void map_parameters ( DynArray< TParameter * > *  param_base,
int32_t &  base_version,
DynArray< const SGParamInfo * > *  target_param_infos 
)
inherited

Takes a set of TParameter instances (base) with a certain version and a set of target parameter infos and recursively maps the base level wise to the current version using CSGObject::migrate(...). The base is replaced. After this call, the base version containing parameters should be of same version/type as the initial target parameter infos. Note for this to work, the migrate methods and all the internal parameter mappings have to match

参数
param_baseset of TParameter instances that are mapped to the provided target parameter infos
base_versionversion of the parameter base
target_param_infosset of SGParamInfo instances that specify the target parameter base

在文件 SGObject.cpp710 行定义.

TParameter * migrate ( DynArray< TParameter * > *  param_base,
const SGParamInfo target 
)
protectedvirtualinherited

creates a new TParameter instance, which contains migrated data from the version that is provided. The provided parameter data base is used for migration, this base is a collection of all parameter data of the previous version. Migration is done FROM the data in param_base TO the provided param info Migration is always one version step. Method has to be implemented in subclasses, if no match is found, base method has to be called.

If there is an element in the param_base which equals the target, a copy of the element is returned. This represents the case when nothing has changed and therefore, the migrate method is not overloaded in a subclass

参数
param_baseset of TParameter instances to use for migration
targetparameter info for the resulting TParameter
返回
a new TParameter instance with migrated data from the base of the type which is specified by the target parameter

在文件 SGObject.cpp917 行定义.

void one_to_one_migration_prepare ( DynArray< TParameter * > *  param_base,
const SGParamInfo target,
TParameter *&  replacement,
TParameter *&  to_migrate,
char *  old_name = NULL 
)
protectedvirtualinherited

This method prepares everything for a one-to-one parameter migration. One to one here means that only ONE element of the parameter base is needed for the migration (the one with the same name as the target). Data is allocated for the target (in the type as provided in the target SGParamInfo), and a corresponding new TParameter instance is written to replacement. The to_migrate pointer points to the single needed TParameter instance needed for migration. If a name change happened, the old name may be specified by old_name. In addition, the m_delete_data flag of to_migrate is set to true. So if you want to migrate data, the only thing to do after this call is converting the data in the m_parameter fields. If unsure how to use - have a look into an example for this. (base_migration_type_conversion.cpp for example)

参数
param_baseset of TParameter instances to use for migration
targetparameter info for the resulting TParameter
replacement(used as output) here the TParameter instance which is returned by migration is created into
to_migratethe only source that is used for migration
old_namewith this parameter, a name change may be specified

在文件 SGObject.cpp857 行定义.

float64_t perform_test ( )
virtualinherited

Performs the complete two-sample test on current data and returns a p-value.

This is a wrapper that calls compute_statistic first and then calls compute_p_value using the obtained statistic. In some statistic classes, it might be possible to compute statistic and p-value in one single run which is more efficient. Therefore, this method might be overwritten in subclasses.

The method for computing the p-value can be set via set_null_approximation_method().

返回
p-value such that computed statistic is the (1-p) quantile of the estimated null distribution

CLinearTimeMMD 重载.

在文件 TestStatistic.cpp50 行定义.

bool perform_test ( float64_t  alpha)
inherited

Performs the complete two-sample test on current data and returns a binary answer wheter null hypothesis is rejected or not.

This is just a wrapper for the above perform_test() method that returns a p-value. If this p-value lies below the test level alpha, the null hypothesis is rejected.

Should not be overwritten in subclasses. (Therefore not virtual)

参数
alphatest level alpha.
返回
true if null hypothesis is rejected and false otherwise

在文件 TestStatistic.cpp58 行定义.

void print_modsel_params ( )
inherited

prints all parameter registered for model selection and their type

在文件 SGObject.cpp1075 行定义.

void print_serializable ( const char *  prefix = "")
virtualinherited

prints registered parameters out

参数
prefixprefix for members

在文件 SGObject.cpp279 行定义.

bool save_serializable ( CSerializableFile file,
const char *  prefix = "",
int32_t  param_version = Version::get_version_parameter() 
)
virtualinherited

Save this object to file.

参数
filewhere to save the object; will be closed during returning if PREFIX is an empty string.
prefixprefix for members
param_version(optional) a parameter version different to (this is mainly for testing, better do not use)
返回
TRUE if done, otherwise FALSE

在文件 SGObject.cpp285 行定义.

void save_serializable_post ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_POST is called.

异常
ShogunExceptionWill be thrown if an error occurres.

CKernel 重载.

在文件 SGObject.cpp1038 行定义.

void save_serializable_pre ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_PRE is called.

异常
ShogunExceptionWill be thrown if an error occurres.

CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool > , 以及 CDynamicObjectArray 重载.

在文件 SGObject.cpp1033 行定义.

void set_bootstrap_iterations ( index_t  bootstrap_iterations)
virtualinherited

sets the number of bootstrap iterations for bootstrap_null()

参数
bootstrap_iterationshow often bootstrapping shall be done

在文件 TestStatistic.cpp44 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp40 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp45 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp50 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp55 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp60 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp65 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp70 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp75 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp80 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp85 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp90 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp95 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp100 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp105 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp110 行定义.

void set_generic ( )
inherited

set generic type to T

void set_global_io ( SGIO io)
inherited

set the io object

参数
ioio object to use

在文件 SGObject.cpp206 行定义.

void set_global_parallel ( Parallel parallel)
inherited

set the parallel object

参数
parallelparallel object to use

在文件 SGObject.cpp219 行定义.

void set_global_version ( Version version)
inherited

set the version object

参数
versionversion object to use

在文件 SGObject.cpp254 行定义.

virtual void set_kernel ( CKernel kernel)
virtual

Setter for the underlying kernel

参数
kernelnew kernel to use

在文件 KernelTwoSampleTestStatistic.h71 行定义.

void set_null_approximation_method ( ENullApproximationMethod  null_approximation_method)
virtualinherited

sets the method how to approximate the null-distribution

参数
null_approximation_methodmethod to use

在文件 TestStatistic.cpp38 行定义.

void set_p_and_q ( CFeatures p_and_q)
virtualinherited

Setter for joint features

参数
p_and_qjoint features from p and q to set

CLinearTimeMMD 重载.

在文件 TwoDistributionsTestStatistic.cpp143 行定义.

virtual CSGObject* shallow_copy ( ) const
virtualinherited

A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.

CGaussianKernel 重载.

在文件 SGObject.h150 行定义.

void unset_generic ( )
inherited

unset generic type

this has to be called in classes specializing a template class

在文件 SGObject.cpp274 行定义.

bool update_parameter_hash ( )
virtualinherited

Updates the hash of current parameter combination.

返回
bool if parameter combination has changed since last update.

在文件 SGObject.cpp226 行定义.

类成员变量说明

SGIO* io
inherited

io

在文件 SGObject.h513 行定义.

index_t m_bootstrap_iterations
protectedinherited

number of iterations for bootstrapping null-distributions

在文件 TestStatistic.h138 行定义.

Parameter* m_gradient_parameters
inherited

parameters wrt which we can compute gradients

在文件 SGObject.h528 行定义.

uint32_t m_hash
inherited

Hash of parameter values

在文件 SGObject.h534 行定义.

CKernel* m_kernel
protected

underlying kernel

在文件 KernelTwoSampleTestStatistic.h115 行定义.

index_t m_m
protectedinherited

defines the first index of samples of q

在文件 TwoDistributionsTestStatistic.h110 行定义.

Parameter* m_model_selection_parameters
inherited

model selection parameters

在文件 SGObject.h525 行定义.

ENullApproximationMethod m_null_approximation_method
protectedinherited

Defines how the the null distribution is approximated

在文件 TestStatistic.h141 行定义.

CFeatures* m_p_and_q
protectedinherited

concatenated samples of the two distributions (two blocks)

在文件 TwoDistributionsTestStatistic.h107 行定义.

ParameterMap* m_parameter_map
inherited

map for different parameter versions

在文件 SGObject.h531 行定义.

Parameter* m_parameters
inherited

parameters

在文件 SGObject.h522 行定义.

Parallel* parallel
inherited

parallel

在文件 SGObject.h516 行定义.

Version* version
inherited

version

在文件 SGObject.h519 行定义.


该类的文档由以下文件生成:

SHOGUN Machine Learning Toolbox - Documentation