PLearn 0.1
DiverseComponentAnalysis.h
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00001 // -*- C++ -*-
00002 
00003 // DiverseComponentAnalysis.h
00004 //
00005 // Copyright (C) 2008 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 // Authors: Pascal Vincent
00036 
00040 #ifndef DiverseComponentAnalysis_INC
00041 #define DiverseComponentAnalysis_INC
00042 
00043 #include <plearn_learners/generic/PLearner.h>
00044 #include <plearn/var/Var.h>
00045 #include <plearn/opt/Optimizer.h>
00046 
00047 namespace PLearn {
00048 
00059 class DiverseComponentAnalysis : public PLearner
00060 {
00061     typedef PLearner inherited;
00062 
00063 public:
00064     //#####  Public Build Options  ############################################
00065 
00068 
00070     int ncomponents;
00071     string nonlinearity;
00072 
00073     string cov_transformation_type;
00074 
00075     double diag_add;
00076     double diag_premul;
00077     double offdiag_premul;
00078 
00079     string diag_nonlinearity;
00080     string offdiag_nonlinearity;
00081 
00082     double diag_weight;
00083     double offdiag_weight;
00084 
00085     bool force_zero_mean;
00086     real epsilon; // regularization value to add to diagonal of computed covariance matrix
00087     real nu; // regularization: off-diagonal elements of input covariance will be multiplied by 1-nu
00088     real constrain_norm_type; // how to constrain the norms of rows of W: -1:constrained source; -2:explicit normalization; >0:ordinary weight decay
00089 
00090     bool normalize;
00091 
00092     PP<Optimizer> optimizer;
00093 
00094     // *******************
00095     // * learned options *
00096     // *******************
00097 
00099     Vec mu;
00100 
00102     Var Cx;
00103 
00105     Var W; 
00106 
00108     Var Cy;
00109 
00111     Var Cyt;
00112 
00114     Var L;
00115 
00116     Vec inv_stddev_of_projections;
00117 
00118     // For the nonlinear case
00119     Var inputdata; // whole input data matrix
00120     Var bias;
00121     Var trdata;  // transformed data
00122     Var ctrdata; // centered transformed data
00123 
00124 public:
00125     //#####  Public Member Functions  #########################################
00126 
00128     // ### Make sure the implementation in the .cc
00129     // ### initializes all fields to reasonable default values.
00130     DiverseComponentAnalysis();
00131 
00133     Mat getVarValue(string varname) const;
00134 
00136     Mat getVarGradient(string varname) const;
00137 
00139     TVec<string> listVarNames() const;
00140 
00141     //#####  PLearner Member Functions  #######################################
00142 
00145     // (PLEASE IMPLEMENT IN .cc)
00146     virtual int outputsize() const;
00147 
00151     // (PLEASE IMPLEMENT IN .cc)
00152     virtual void forget();
00153 
00157     // (PLEASE IMPLEMENT IN .cc)
00158     virtual void train();
00159 
00161     // (PLEASE IMPLEMENT IN .cc)
00162     virtual void computeOutput(const Vec& input, Vec& output) const;
00163 
00165     // (PLEASE IMPLEMENT IN .cc)
00166     virtual void computeCostsFromOutputs(const Vec& input, const Vec& output,
00167                                          const Vec& target, Vec& costs) const;
00168 
00171     // (PLEASE IMPLEMENT IN .cc)
00172     virtual TVec<std::string> getTestCostNames() const;
00173 
00176     // (PLEASE IMPLEMENT IN .cc)
00177     virtual TVec<std::string> getTrainCostNames() const;
00178 
00179 
00180     // *** SUBCLASS WRITING: ***
00181     // While in general not necessary, in case of particular needs
00182     // (efficiency concerns for ex) you may also want to overload
00183     // some of the following methods:
00184     // virtual void computeOutputAndCosts(const Vec& input, const Vec& target,
00185     //                                    Vec& output, Vec& costs) const;
00186     // virtual void computeCostsOnly(const Vec& input, const Vec& target,
00187     //                               Vec& costs) const;
00188     // virtual void test(VMat testset, PP<VecStatsCollector> test_stats,
00189     //                   VMat testoutputs=0, VMat testcosts=0) const;
00190     // virtual int nTestCosts() const;
00191     // virtual int nTrainCosts() const;
00192     // virtual void resetInternalState();
00193     // virtual bool isStatefulLearner() const;
00194 
00195 
00196     //#####  PLearn::Object Protocol  #########################################
00197 
00198     // Declares other standard object methods.
00199     // ### If your class is not instantiatable (it has pure virtual methods)
00200     // ### you should replace this by PLEARN_DECLARE_ABSTRACT_OBJECT_METHODS
00201     PLEARN_DECLARE_OBJECT(DiverseComponentAnalysis);
00202 
00203     // Simply calls inherited::build() then build_()
00204     virtual void build();
00205 
00207     // (PLEASE IMPLEMENT IN .cc)
00208     virtual void makeDeepCopyFromShallowCopy(CopiesMap& copies);
00209 
00210 protected:
00211     //#####  Protected Options  ###############################################
00212 
00213     // ### Declare protected option fields (such as learned parameters) here
00214     // ...
00215 
00216 protected:
00217     //#####  Protected Member Functions  ######################################
00218 
00220     // (PLEASE IMPLEMENT IN .cc)
00221     static void declareOptions(OptionList& ol);
00222     static void declareMethods(RemoteMethodMap& rmm);
00223     static Var nonlinear_transform(Var in, string nonlinearity);
00224 
00225 private:
00226     //#####  Private Member Functions  ########################################
00227 
00229     // (PLEASE IMPLEMENT IN .cc)
00230     void build_();
00231 
00232 private:
00233     //#####  Private Data Members  ############################################
00234     VarArray allvars;
00235 
00236     // The rest of the private stuff goes here
00237 };
00238 
00239 // Declares a few other classes and functions related to this class
00240 DECLARE_OBJECT_PTR(DiverseComponentAnalysis);
00241 
00242 } // end of namespace PLearn
00243 
00244 #endif
00245 
00246 
00247 /*
00248   Local Variables:
00249   mode:c++
00250   c-basic-offset:4
00251   c-file-style:"stroustrup"
00252   c-file-offsets:((innamespace . 0)(inline-open . 0))
00253   indent-tabs-mode:nil
00254   fill-column:79
00255   End:
00256 */
00257 // vim: filetype=cpp:expandtab:shiftwidth=4:tabstop=8:softtabstop=4:encoding=utf-8:textwidth=79 :
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