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MMDKernelSelectionMax.h
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1 /*
2  * This program is free software; you can redistribute it and/or modify
3  * it under the terms of the GNU General Public License as published by
4  * the Free Software Foundation; either version 3 of the License, or
5  * (at your option) any later version.
6  *
7  * Written (W) 2012-2013 Heiko Strathmann
8  */
9 
10 #ifndef __MMDKERNELSELECTIONMAX_H_
11 #define __MMDKERNELSELECTIONMAX_H_
12 
14 
15 namespace shogun
16 {
17 
33 {
34 public:
35 
38 
45 
47  virtual ~CMMDKernelSelectionMax();
48 
51 
53  const char* get_name() const { return "MMDKernelSelectionMax"; }
54 };
55 
56 }
57 
58 #endif /* __MMDKERNELSELECTIONMAX_H_ */
Base class for kernel selection for MMD-based two-sample test statistic implementations (e...
virtual SGVector< float64_t > compute_measures()
Two sample test base class. Provides an interface for performing a two-sample test, i.e. Given samples from two distributions and , the null-hypothesis is: , the alternative hypothesis: .
Kernel selection class that selects the single kernel that maximises the MMD statistic. Works for CQuadraticTimeMMD and CLinearTimeMMD. This leads to a heuristic that is better than the standard median heuristic for Gaussian kernels. However, it comes with no guarantees.

SHOGUN Machine Learning Toolbox - Documentation