PLearn 0.1
KernelDensityEstimator.h
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00001 // -*- C++ -*-
00002 
00003 // KernelDensityEstimator.h
00004 //
00005 // Copyright (C) 2008 Dumitru Erhan
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: Dumitru Erhan
00036 
00040 #ifndef KernelDensityEstimator_INC
00041 #define KernelDensityEstimator_INC
00042 
00043 #include <plearn_learners/distributions/UnconditionalDistribution.h>
00044 #include <plearn/ker/Kernel.h>
00045 
00046 namespace PLearn {
00047 
00058 class KernelDensityEstimator : public UnconditionalDistribution
00059 {
00060     typedef UnconditionalDistribution inherited;
00061 
00062 public:
00063     //#####  Public Build Options  ############################################
00064 
00067 
00068 public:
00069     //#####  Public Member Functions  #########################################
00070 
00072     // ### Make sure the implementation in the .cc
00073     // ### initializes all fields to reasonable default values.
00074     KernelDensityEstimator();
00075 
00076 
00078     PP<Kernel> kernel;
00079 
00081     string kernel_output_type;
00082 
00083     //#####  UnconditionalDistribution Member Functions  ######################
00084 
00086     virtual real log_density(const Vec& x) const;
00087 
00089     virtual real survival_fn(const Vec& y) const;
00090 
00092     virtual real cdf(const Vec& y) const;
00093 
00095     virtual void expectation(Vec& mu) const;
00096 
00098     virtual void variance(Mat& cov) const;
00099 
00101     virtual void generate(Vec& y) const;
00102 
00105     virtual void resetGenerator(long g_seed);
00106 
00107     // ### These methods may be overridden for efficiency purpose:
00108     /*
00110     virtual real density(const Vec& y) const;
00111     */
00112 
00113 
00114     //#####  PLearner Member Functions  #######################################
00115 
00116     // ### Default version of inputsize returns learner->inputsize()
00117     // ### If this is not appropriate, you should uncomment this and define
00118     // ### it properly in the .cc
00119     // virtual int inputsize() const;
00120 
00124     // ### You may remove this method if your distribution does not
00125     // ### implement it.
00126     virtual void forget();
00127 
00131     // ### You may remove this method if your distribution does not
00132     // ### implement it.
00133     virtual void train();
00134 
00135 
00136     //#####  PLearn::Object Protocol  #########################################
00137 
00138     // Declares other standard object methods.
00139     // ### If your class is not instantiatable (it has pure virtual methods)
00140     // ### you should replace this by PLEARN_DECLARE_ABSTRACT_OBJECT_METHODS
00141     PLEARN_DECLARE_OBJECT(KernelDensityEstimator);
00142 
00143     // Simply calls inherited::build() then build_()
00144     virtual void build();
00145 
00147     // (PLEASE IMPLEMENT IN .cc)
00148     virtual void makeDeepCopyFromShallowCopy(CopiesMap& copies);
00149 
00150 protected:
00151     //#####  Protected Options  ###############################################
00152 
00153     // ### Declare protected option fields (such as learned parameters) here
00154     // ...
00155 
00156 protected:
00157     //#####  Protected Member Functions  ######################################
00158 
00160     // (PLEASE IMPLEMENT IN .cc)
00161     static void declareOptions(OptionList& ol);
00162 
00163 private:
00164     //#####  Private Member Functions  ########################################
00165 
00167     // (PLEASE IMPLEMENT IN .cc)
00168     void build_();
00169 
00170 private:
00171     //#####  Private Data Members  ############################################
00172 
00173     // The rest of the private stuff goes here
00174 };
00175 
00176 // Declares a few other classes and functions related to this class
00177 DECLARE_OBJECT_PTR(KernelDensityEstimator);
00178 
00179 } // end of namespace PLearn
00180 
00181 #endif
00182 
00183 
00184 /*
00185   Local Variables:
00186   mode:c++
00187   c-basic-offset:4
00188   c-file-style:"stroustrup"
00189   c-file-offsets:((innamespace . 0)(inline-open . 0))
00190   indent-tabs-mode:nil
00191   fill-column:79
00192   End:
00193 */
00194 // vim: filetype=cpp:expandtab:shiftwidth=4:tabstop=8:softtabstop=4:encoding=utf-8:textwidth=79 :
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