PLearn 0.1
PLS.h
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00001 // -*- C++ -*-
00002 
00003 // PLS.h
00004 //
00005 // Copyright (C) 2004 Olivier Delalleau 
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: PLS.h 6465 2006-11-29 03:40:00Z chapados $ 
00037  ******************************************************* */
00038 
00039 // Authors: Olivier Delalleau
00040 
00043 #ifndef PLS_INC
00044 #define PLS_INC
00045 
00046 #include <plearn_learners/generic/PLearner.h>
00047 
00048 namespace PLearn {
00049 using namespace std;
00050 
00051 class PLS: public PLearner
00052 {
00053 
00054 public:
00055 
00056     typedef PLearner inherited;
00057   
00058 protected:
00059 
00060     // *********************
00061     // * protected options *
00062     // *********************
00063 
00064     Mat B;
00065     int m;
00066     Vec mean_input;
00067     Vec mean_target;
00068     int p;
00069     Vec stddev_input;
00070     Vec stddev_target;
00071     Mat W;
00072 
00076     Vec resid_variance;
00077   
00078 public:
00079 
00080     // ************************
00081     // * public build options *
00082     // ************************
00083 
00084     int k;
00085     string method;
00086     real precision;
00087     bool output_the_score;
00088     bool output_the_target;
00089     bool compute_confidence;
00090 
00091     // ****************
00092     // * Constructors *
00093     // ****************
00094 
00095     // Default constructor, make sure the implementation in the .cc
00096     // initializes all fields to reasonable default values.
00097     PLS();
00098 
00099 
00100     // ********************
00101     // * PLearner methods *
00102     // ********************
00103 
00104 private: 
00105 
00107     void build_();
00108 
00109 protected: 
00110   
00112     static void declareOptions(OptionList& ol);
00113 
00115     void computeResidVariance(VMat dataset, Vec& resid_variance);
00116     
00117 public:
00118 
00119     // ************************
00120     // **** Object methods ****
00121     // ************************
00122 
00124     virtual void build();
00125 
00127     virtual void makeDeepCopyFromShallowCopy(CopiesMap& copies);
00128 
00129     // Declares other standard object methods.
00130     // If your class is not instantiatable (it has pure virtual methods)
00131     // you should replace this by PLEARN_DECLARE_ABSTRACT_OBJECT_METHODS.
00132     PLEARN_DECLARE_OBJECT(PLS);
00133 
00134 
00135     // **************************
00136     // **** PLearner methods ****
00137     // **************************
00138 
00141     virtual int outputsize() const;
00142 
00145     virtual void forget();
00146     
00149     virtual void train();
00150 
00152     virtual void computeOutput(const Vec& input, Vec& output) const;
00153 
00155     virtual void computeCostsFromOutputs(const Vec& input, const Vec& output, 
00156                                          const Vec& target, Vec& costs) const;
00157 
00159     virtual bool computeConfidenceFromOutput(const Vec&, const Vec& output, real probability,
00160                                              TVec< pair<real,real> >& intervals) const;
00161     
00163     virtual TVec<string> getTestCostNames() const;
00164 
00167     virtual TVec<string> getTrainCostNames() const;
00168 
00169     // *** SUBCLASS WRITING: ***
00170     // While in general not necessary, in case of particular needs 
00171     // (efficiency concerns for ex) you may also want to overload
00172     // some of the following methods:
00173     // virtual void computeOutputAndCosts(const Vec& input, const Vec& target, Vec& output, Vec& costs) const;
00174     // virtual void computeCostsOnly(const Vec& input, const Vec& target, Vec& costs) const;
00175     // virtual void test(VMat testset, PP<VecStatsCollector> test_stats, VMat testoutputs=0, VMat testcosts=0) const;
00176     // virtual int nTestCosts() const;
00177     // virtual int nTrainCosts() const;
00178 
00179 
00180     //***** STATIC METHODS *****
00181 
00187     static void NIPALSEigenvector(const Mat& m, Vec& v, real precision);
00188 
00189 };
00190 
00191 // Declares a few other classes and functions related to this class.
00192 DECLARE_OBJECT_PTR(PLS);
00193   
00194 } // end of namespace PLearn
00195 
00196 #endif
00197 
00198 
00199 /*
00200   Local Variables:
00201   mode:c++
00202   c-basic-offset:4
00203   c-file-style:"stroustrup"
00204   c-file-offsets:((innamespace . 0)(inline-open . 0))
00205   indent-tabs-mode:nil
00206   fill-column:79
00207   End:
00208 */
00209 // vim: filetype=cpp:expandtab:shiftwidth=4:tabstop=8:softtabstop=4:encoding=utf-8:textwidth=79 :
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