PLearn 0.1
Matern1ARDKernel.h
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00001 // -*- C++ -*-
00002 
00003 // Matern1ARDKernel.h
00004 //
00005 // Copyright (C) 2009 Nicolas Chapados
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: Nicolas Chapados
00036 
00040 #ifndef MATERN1ARDKERNEL_INC
00041 #define MATERN1ARDKERNEL_INC
00042 
00043 #include <plearn/ker/ARDBaseKernel.h>
00044 
00045 namespace PLearn {
00046 
00069 class Matern1ARDKernel : public ARDBaseKernel
00070 {
00071     typedef ARDBaseKernel inherited;
00072 
00073 public:
00074     //#####  Public Build Options  ############################################
00075 
00078     mutable real m_isp_persistence;
00079     
00080 public:
00081     //#####  Public Member Functions  #########################################
00082 
00084     Matern1ARDKernel();
00085 
00086 
00087     //#####  Kernel Member Functions  #########################################
00088 
00090     virtual real evaluate(const Vec& x1, const Vec& x2) const;
00091 
00093     virtual void computeGramMatrix(Mat K) const;
00094     
00097     virtual void computeGramMatrixDerivative(Mat& KD, const string& kernel_param,
00098                                              real epsilon=1e-6) const;
00099     
00101     virtual void evaluate_all_i_x(const Vec& x, const Vec& k_xi_x,
00102                                   real squared_norm_of_x=-1, int istart = 0) const;
00103 
00104 
00105     //#####  PLearn::Object Protocol  #########################################
00106 
00107     // Declares other standard object methods.
00108     PLEARN_DECLARE_OBJECT(Matern1ARDKernel);
00109 
00110     // Simply calls inherited::build() then build_()
00111     virtual void build();
00112 
00114     virtual void makeDeepCopyFromShallowCopy(CopiesMap& copies);
00115 
00116 protected:
00118     static void declareOptions(OptionList& ol);
00119 
00121     real derivIspSignalSigma(int i, int j, int arg, real K) const;
00122 
00124     real derivIspGlobalSigma(int i, int j, int arg, real K) const;
00125     
00127     void derivIspPersistence(int i, int j, int arg, real K) const;
00128     
00130     void computeGramMatrixDerivIspSignalSigma(Mat& KD) const;
00131     
00133     void computeGramMatrixDerivIspInputSigma(Mat& KD, int arg) const;
00134 
00135 private:
00137     void build_();
00138 };
00139 
00140 // Declares a few other classes and functions related to this class
00141 DECLARE_OBJECT_PTR(Matern1ARDKernel);
00142 
00143 } // end of namespace PLearn
00144 
00145 #endif
00146 
00147 
00148 /*
00149   Local Variables:
00150   mode:c++
00151   c-basic-offset:4
00152   c-file-style:"stroustrup"
00153   c-file-offsets:((innamespace . 0)(inline-open . 0))
00154   indent-tabs-mode:nil
00155   fill-column:79
00156   End:
00157 */
00158 // vim: filetype=cpp:expandtab:shiftwidth=4:tabstop=8:softtabstop=4:encoding=utf-8:textwidth=79 :
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