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Gaussian.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) 2011 Alesis Novik
8  * Copyright (C) 2011 Berlin Institute of Technology and Max-Planck-Society
9  */
10 
11 #ifndef _GAUSSIAN_H__
12 #define _GAUSSIAN_H__
13 
14 #include <shogun/lib/config.h>
15 
16 #ifdef HAVE_LAPACK
17 
20 #include <shogun/lib/common.h>
23 
24 namespace shogun
25 {
26 class CDotFeatures;
27 
30 {
37 };
38 
46 class CGaussian : public CDistribution
47 {
48  public:
50  CGaussian();
58  virtual ~CGaussian();
59 
61  void init();
62 
69  virtual bool train(CFeatures* data=NULL);
70 
75  virtual int32_t get_num_model_parameters();
76 
82  virtual float64_t get_log_model_parameter(int32_t num_param);
83 
91  int32_t num_param, int32_t num_example);
92 
100  virtual float64_t get_log_likelihood_example(int32_t num_example);
101 
108  {
109  return CMath::exp(compute_log_PDF(point));
110  }
111 
118 
123  virtual inline SGVector<float64_t> get_mean()
124  {
125  return m_mean;
126  }
127 
132  virtual inline void set_mean(SGVector<float64_t> mean)
133  {
135  if (mean.vlen==1)
137 
138  m_mean=mean;
139  }
140 
145  virtual SGMatrix<float64_t> get_cov();
146 
153  virtual inline void set_cov(SGMatrix<float64_t> cov)
154  {
155  ASSERT(cov.num_rows==cov.num_cols);
156  ASSERT(cov.num_rows==m_mean.vlen);
157  decompose_cov(cov);
158  init();
159  if (cov.do_free)
160  cov.free_matrix();
161  }
162 
168  {
169  return m_cov_type;
170  }
171 
178  inline void set_cov_type(ECovType cov_type)
179  {
180  m_cov_type = cov_type;
181  }
182 
188  {
189  return m_d;
190  }
191 
196  inline void set_d(SGVector<float64_t> d)
197  {
199  m_d = d;
200  init();
201  }
202 
208  {
209  return m_u;
210  }
211 
216  inline void set_u(SGMatrix<float64_t> u)
217  {
219  m_u = u;
220  }
221 
227 
229  inline virtual const char* get_name() const { return "Gaussian"; }
230 
231  private:
233  void register_params();
234 
239  void decompose_cov(SGMatrix<float64_t> cov);
240 
241  protected:
252 };
253 }
254 #endif //HAVE_LAPACK
255 #endif //_GAUSSIAN_H__

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