SHOGUN  4.0.0
LogitVGPiecewiseBoundLikelihood.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  * https://github.com/emtiyaz/VariationalApproxExample
32  * and the reference paper is
33  * Marlin, Benjamin M., Mohammad Emtiyaz Khan, and Kevin P. Murphy.
34  * "Piecewise Bounds for Estimating Bernoulli-Logistic Latent Gaussian Models." ICML. 2011.
35  */
36 
37 #ifndef _LOGITVGPIECEWISEBOUNDLIKELIHOOD_H_
38 #define _LOGITVGPIECEWISEBOUNDLIKELIHOOD_H_
39 
40 #include <shogun/lib/config.h>
41 
42 #ifdef HAVE_EIGEN3
43 
46 
47 namespace shogun
48 {
65 {
66 public:
68 
70 
75  virtual const char* get_name() const { return "LogitVGPiecewiseBoundLikelihood"; }
76 
81  virtual void set_variational_bound(SGMatrix<float64_t> bound);
82 
92 
104 
117 
124  virtual bool supports_derivative_wrt_hyperparameter() const { return false; }
125 
126 
136 
139 
140 protected:
141 
143  virtual void init_likelihood();
144 
145 private:
147  void init();
148 
153  void precompute();
154 
156  SGMatrix<float64_t> m_bound;
157 
159  SGMatrix<float64_t> m_pl;
160 
162  SGMatrix<float64_t> m_ph;
163 
165  SGMatrix<float64_t> m_cdf_diff;
166 
168  SGMatrix<float64_t> m_l2_plus_s2;
169 
171  SGMatrix<float64_t> m_h2_plus_s2;
172 
174  SGMatrix<float64_t> m_weighted_pdf_diff;
175 };
176 }
177 #endif /* HAVE_EIGEN3 */
178 #endif /* _LOGITVGPIECEWISEBOUNDLIKELIHOOD_H_ */
The class Labels models labels, i.e. class assignments of objects.
Definition: Labels.h:43
The variational Gaussian Likelihood base class. The variational distribution is Gaussian.
parameter struct
Definition: Parameter.h:32
Class that models Logit likelihood and uses variational piecewise bound to approximate the following ...
virtual void set_variational_bound(SGMatrix< float64_t > bound)
virtual SGVector< float64_t > get_variational_first_derivative(const TParameter *param) const
virtual SGVector< float64_t > get_first_derivative_wrt_hyperparameter(const TParameter *param) const
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18
virtual bool set_variational_distribution(SGVector< float64_t > mu, SGVector< float64_t > s2, const CLabels *lab)

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