PLearn 0.1
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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 :