PLearn 0.1
GaussianDistribution.h
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00001 // -*- C++ -*-4 1999/10/29 20:41:34 dugas
00002 
00003 // PLearn (A C++ Machine Learning Library)
00004 // Copyright (C) 2002 Pascal Vincent
00005 //
00006 // Redistribution and use in source and binary forms, with or without
00007 // modification, are permitted provided that the following conditions are met:
00008 //
00009 //  1. Redistributions of source code must retain the above copyright
00010 //     notice, this list of conditions and the following disclaimer.
00011 //
00012 //  2. Redistributions in binary form must reproduce the above copyright
00013 //     notice, this list of conditions and the following disclaimer in the
00014 //     documentation and/or other materials provided with the distribution.
00015 //
00016 //  3. The name of the authors may not be used to endorse or promote
00017 //     products derived from this software without specific prior written
00018 //     permission.
00019 //
00020 // THIS SOFTWARE IS PROVIDED BY THE AUTHORS ``AS IS'' AND ANY EXPRESS OR
00021 // IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
00022 // OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN
00023 // NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
00024 // SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED
00025 // TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
00026 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
00027 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
00028 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
00029 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
00030 //
00031 // This file is part of the PLearn library. For more information on the PLearn
00032 // library, go to the PLearn Web site at www.plearn.org
00033 
00034 
00035 
00036 
00037 /* *******************************************************
00038  * $Id: GaussianDistribution.h 8714 2008-03-20 21:29:06Z louradou $
00039  * This file is part of the PLearn library.
00040  ******************************************************* */
00041 
00042 
00043 
00044 #ifndef GaussianDistribution_INC
00045 #define GaussianDistribution_INC
00046 
00047 #include "UnconditionalDistribution.h"
00048 
00049 namespace PLearn {
00050 using namespace std;
00051 
00052 // This is a density estimation learner.
00053 // It uses a compact representation of a Gaussian, by keeping only the k
00054 // top eigenvalues and associated eigenvectors of the covariance matrix.
00055 // All other eigenvalues are kept at the level of the k+1 th eigenvalue
00056 // Optionally, a constant sigma is first added to the diagonal of the covariance matrix.
00057 
00058 class GaussianDistribution: public UnconditionalDistribution
00059 {
00060     typedef UnconditionalDistribution inherited;
00061 
00062 public:
00063 
00064     // Possibly "Learned" parameters
00065     Vec mu;
00066     Mat covarmat;
00067     Vec eigenvalues;
00068     Mat eigenvectors;
00069 
00070     // Build options
00071     int k; // maximum number of eigenvectors to keep
00072     real gamma;
00073     real min_eig;
00074     bool use_last_eig;
00075     float ignore_weights_below; 
00076     Vec given_mu;
00077     Mat given_covarmat;
00078 
00079 public:
00080     GaussianDistribution();
00081 
00082     PLEARN_DECLARE_OBJECT(GaussianDistribution);
00083     void makeDeepCopyFromShallowCopy(CopiesMap& copies);
00084 
00085     virtual void forget();
00086     virtual void train();
00087     virtual void computeEigenDecomposition();
00088     virtual real log_density(const Vec& x) const;
00089 
00091     virtual void generate(Vec& x) const;
00092 
00094     virtual int inputsize() const;
00095 
00097     virtual void build();
00098 
00099 protected:
00100     static void declareOptions(OptionList& ol);
00101 
00103     static void declareMethods(RemoteMethodMap& rmm);
00104 
00105 private:
00106 
00108     void build_();
00109 
00110 };
00111 
00112 DECLARE_OBJECT_PTR(GaussianDistribution);
00113 
00114 } // end of namespace PLearn
00115 
00116 #endif
00117 
00118 
00119 /*
00120   Local Variables:
00121   mode:c++
00122   c-basic-offset:4
00123   c-file-style:"stroustrup"
00124   c-file-offsets:((innamespace . 0)(inline-open . 0))
00125   indent-tabs-mode:nil
00126   fill-column:79
00127   End:
00128 */
00129 // vim: filetype=cpp:expandtab:shiftwidth=4:tabstop=8:softtabstop=4:encoding=utf-8:textwidth=79 :
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