PLearn 0.1
PCA.h
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00001 // -*- C++ -*-
00002 
00003 // PCA.h
00004 //
00005 // Copyright (C) 2003  Pascal Vincent 
00006 // 
00007 // Redistribution and use in source and binary forms, with or without
00008 // modification, are permitted provided that the following conditions are met:
00009 // 
00010 //  1. Redistributions of source code must retain the above copyright
00011 //     notice, this list of conditions and the following disclaimer.
00012 // 
00013 //  2. Redistributions in binary form must reproduce the above copyright
00014 //     notice, this list of conditions and the following disclaimer in the
00015 //     documentation and/or other materials provided with the distribution.
00016 // 
00017 //  3. The name of the authors may not be used to endorse or promote
00018 //     products derived from this software without specific prior written
00019 //     permission.
00020 // 
00021 // THIS SOFTWARE IS PROVIDED BY THE AUTHORS ``AS IS'' AND ANY EXPRESS OR
00022 // IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
00023 // OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN
00024 // NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
00025 // SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED
00026 // TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
00027 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
00028 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
00029 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
00030 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
00031 // 
00032 // This file is part of the PLearn library. For more information on the PLearn
00033 // library, go to the PLearn Web site at www.plearn.org
00034 
00035 /* *******************************************************      
00036  * $Id: PCA.h 5898 2006-06-18 04:10:23Z chapados $ 
00037  ******************************************************* */
00038 
00040 #ifndef PCA_INC
00041 #define PCA_INC
00042 
00043 #include <plearn_learners/generic/PLearner.h>
00044 
00045 namespace PLearn {
00046 using namespace std;
00047 
00048 class PCA: public PLearner
00049 {
00050 private:
00051     typedef PLearner inherited;
00052 
00053 protected:
00054 
00056     VecStatsCollector _incremental_stats;  
00057   
00067     int _oldest_observation;
00068 
00069   
00070     // The following methods correspond to the algo option choices
00071     void classical_algo   ( );
00072     void incremental_algo ( );
00073     void em_algo          ( );
00074     void em_orth_algo     ( );
00075   
00076 public:
00077   
00078     // ************************
00079     // * public build options *
00080     // ************************
00081 
00099     string algo;
00100 
00110     int _horizon;
00111 
00113     int ncomponents;
00114     
00117     real sigmasq;
00118 
00120     bool normalize;
00121     bool normalize_warning;
00122 
00126     bool impute_missing;
00127   
00128 
00129     // *******************
00130     // * learned options *
00131     // *******************
00132 
00134     Vec mu;
00135 
00137     Vec eigenvals;
00138 
00140     Mat eigenvecs;
00141 
00142     // ****************
00143     // * Constructors *
00144     // ****************
00145 
00147     PCA();
00148 
00149     // ******************
00150     // * PLearner methods *
00151     // ******************
00152 
00153 private: 
00154 
00156     void build_();
00157 
00158 protected: 
00159 
00161     static void declareOptions(OptionList& ol);
00162 
00163 public:
00164 
00165     // ************************
00166     // **** Object methods ****
00167     // ************************
00168 
00170     virtual void setTrainingSet(VMat training_set, bool call_forget=true);
00171   
00173     virtual void build();
00174 
00176     virtual void makeDeepCopyFromShallowCopy(CopiesMap& copies);
00177 
00178     // Declares other standard object methods
00179     //  If your class is not instantiatable (it has pure virtual methods)
00180     // you should replace this by PLEARN_DECLARE_ABSTRACT_OBJECT_METHODS 
00181     PLEARN_DECLARE_OBJECT(PCA);
00182 
00183 
00184     // **************************
00185     // **** PLearner methods ****
00186     // **************************
00187 
00190     virtual int outputsize() const;
00191 
00194     virtual void forget();
00195 
00196     
00199     virtual void train();
00200 
00201 
00203     virtual void computeOutput(const Vec& input, Vec& output) const;
00204 
00206     void reconstruct(const Vec& output, Vec& input) const;
00207   
00210     virtual void computeCostsFromOutputs(const Vec& input, const Vec& output, 
00211                                          const Vec& target, Vec& costs) const;
00212                                 
00213 
00215     virtual TVec<string> getTestCostNames() const;
00216 
00217 
00219     virtual TVec<string> getTrainCostNames() const;
00220 
00221 
00222     // *** SUBCLASS WRITING: ***
00223     // While in general not necessary, in case of particular needs 
00224     // (efficiency concerns for ex) you may also want to overload
00225     // some of the following methods:
00226     // virtual void computeOutputAndCosts(const Vec& input, const Vec& target, Vec& output, Vec& costs) const;
00227     // virtual void computeCostsOnly(const Vec& input, const Vec& target, Vec& costs) const;
00228     // virtual void test(VMat testset, PP<VecStatsCollector> test_stats, VMat testoutputs=0, VMat testcosts=0) const;
00229     // virtual int nTestCosts() const;
00230     // virtual int nTrainCosts() const;
00231 };
00232 
00233 // Declares a few other classes and functions related to this class
00234 DECLARE_OBJECT_PTR(PCA);
00235   
00236 } // end of namespace PLearn
00237 
00238 #endif
00239 
00240 
00241 /*
00242   Local Variables:
00243   mode:c++
00244   c-basic-offset:4
00245   c-file-style:"stroustrup"
00246   c-file-offsets:((innamespace . 0)(inline-open . 0))
00247   indent-tabs-mode:nil
00248   fill-column:79
00249   End:
00250 */
00251 // vim: filetype=cpp:expandtab:shiftwidth=4:tabstop=8:softtabstop=4:encoding=utf-8:textwidth=79 :
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