PLearn 0.1
HistogramDistribution.h
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00001 // -*- C++ -*-
00002 
00003 // HistogramDistribution.h
00004 //
00005 // Copyright (C) 2002 Yoshua Bengio, Pascal Vincent, Xavier Saint-Mleux
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: HistogramDistribution.h 8773 2008-04-08 19:36:07Z saintmlx $
00037  ******************************************************* */
00038 
00040 #ifndef HistogramDistribution_INC
00041 #define HistogramDistribution_INC
00042 
00043 #include "PDistribution.h"
00044 #include <plearn/math/Binner.h>
00045 #include <plearn/math/Smoother.h>
00046 
00047 namespace PLearn {
00048 using namespace std;
00049 
00050 class HistogramDistribution: public PDistribution
00051 {
00052 protected:
00053     // *********************
00054     // * protected options *
00055     // *********************
00056 
00057 public:
00059     Vec bin_positions;
00060 
00063     Vec bin_density;
00064 
00066     Vec survival_values;
00067 
00069     PP<Binner> binner;
00070 
00072     PP<Smoother> smoother;
00073 
00075     bool smooth_density_instead_of_survival_fn;
00076 
00077     typedef PDistribution inherited;
00078 
00079     // ************************
00080     // * public build options *
00081     // ************************
00082 
00083     // ### declare public option fields (such as build options) here
00084     // ...
00085 
00086     // ****************
00087     // * Constructors *
00088     // ****************
00089 
00090     // Default constructor, make sure the implementation in the .cc
00091     // initializes all fields to reasonable default values.
00092     HistogramDistribution();
00093 
00096     HistogramDistribution(VMat data, PP<Binner> binner_= 0, PP<Smoother> smoother_= 0);
00097 
00098     // ******************
00099     // * Object methods *
00100     // ******************
00101 
00102 private:
00104     // (Please implement in .cc)
00105     void build_();
00106 
00107 protected:
00109     // (Please implement in .cc)
00110     static void declareOptions(OptionList& ol);
00111 
00112 public:
00113     // simply calls inherited::build() then build_()
00114     virtual void build();
00115 
00117     virtual void makeDeepCopyFromShallowCopy(CopiesMap& copies);
00118 
00120     PLEARN_DECLARE_OBJECT(HistogramDistribution);
00121 
00122     // *******************
00123     // * Learner methods *
00124     // *******************
00125 
00127     virtual void train();
00128 
00130     virtual void computeOutput(const Vec& input, Vec& output);
00131 
00132     // ************************
00133     // * Distribution methods *
00134     // ************************
00135 
00137     virtual real log_density(const Vec& x) const;
00138 
00141     virtual real density(const Vec& x) const;
00142 
00144     virtual real survival_fn(const Vec& x) const;
00145 
00147     virtual real cdf(const Vec& x) const;
00148 
00150     virtual void expectation(Vec& mu) const;
00151 
00153     virtual void variance(Mat& cov) const;
00154 
00156     virtual real prob_in_range(const Vec& x0, const Vec& x1) const;
00157 
00158     //protected:
00159     //the following methods are used internally by HistogramDistribution
00160 public:
00162     int find_bin(real x) const;
00163 
00165     void calc_density_from_survival();
00167     void calc_survival_from_density();
00168 
00169 
00171     static void calc_density_from_survival(const Vec& survival, Vec& density_, const Vec& positions);
00173     static void calc_survival_from_density(const Vec& density_, Vec& survival, const Vec& positions);
00174 
00175 
00176 };
00177 
00178 // Declares a few other classes and functions related to this class
00179 DECLARE_OBJECT_PTR(HistogramDistribution);
00180 
00181 } // end of namespace PLearn
00182 
00183 #endif
00184 
00185 
00186 /*
00187   Local Variables:
00188   mode:c++
00189   c-basic-offset:4
00190   c-file-style:"stroustrup"
00191   c-file-offsets:((innamespace . 0)(inline-open . 0))
00192   indent-tabs-mode:nil
00193   fill-column:79
00194   End:
00195 */
00196 // vim: filetype=cpp:expandtab:shiftwidth=4:tabstop=8:softtabstop=4:encoding=utf-8:textwidth=79 :
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