SHOGUN
v3.2.0
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Two sample test base class. Provides an interface for performing a two-sample test, i.e. Given samples from two distributions \(p\) and \(q\), the null-hypothesis is: \(H_0: p=q\), the alternative hypothesis: \(H_1: p\neq q\).
In this class, this is done using a single kernel for the data.
The class also re-implements the bootstrap_null() method. If the underlying kernel is a custom one (precomputed), the
Abstract base class.
Definition at line 34 of file KernelTwoSampleTestStatistic.h.
Definition at line 17 of file KernelTwoSampleTestStatistic.cpp.
CKernelTwoSampleTestStatistic | ( | CKernel * | kernel, |
CFeatures * | p_and_q, | ||
index_t | q_start | ||
) |
Constructor
p_and_q | feature data. Is assumed to contain samples from both p and q. First all samples from p, then from index q_start all samples from q |
kernel | kernel to use |
p_and_q | samples from p and q, appended |
q_start | index of first sample of q |
Definition at line 23 of file KernelTwoSampleTestStatistic.cpp.
CKernelTwoSampleTestStatistic | ( | CKernel * | kernel, |
CFeatures * | p, | ||
CFeatures * | q | ||
) |
Constructor. This is a convienience constructor which copies both features to one element and then calls the other constructor. Needs twice the memory for a short time
kernel | kernel for MMD |
p | samples from distribution p, will be copied and NOT SG_REF'ed |
q | samples from distribution q, will be copied and NOT SG_REF'ed |
Definition at line 33 of file KernelTwoSampleTestStatistic.cpp.
~CKernelTwoSampleTestStatistic | ( | ) | [virtual] |
Definition at line 42 of file KernelTwoSampleTestStatistic.cpp.
SGVector< float64_t > bootstrap_null | ( | ) | [virtual] |
merges both sets of samples and computes the test statistic m_bootstrap_iteration times. This version checks if a precomputed custom kernel is used, and, if so, just permutes it instead of re- computing it in every iteration.
Reimplemented from CTwoDistributionsTestStatistic.
Reimplemented in CLinearTimeMMD.
Definition at line 54 of file KernelTwoSampleTestStatistic.cpp.
void build_gradient_parameter_dictionary | ( | CMap< TParameter *, CSGObject * > * | dict | ) | [inherited] |
Builds a dictionary of all parameters in SGObject as well of those of SGObjects that are parameters of this object. Dictionary maps parameters to the objects that own them.
dict | dictionary of parameters to be built. |
Definition at line 1156 of file SGObject.cpp.
Creates a clone of the current object. This is done via recursively traversing all parameters, which corresponds to a deep copy. Calling equals on the cloned object always returns true although none of the memory of both objects overlaps.
Definition at line 1273 of file SGObject.cpp.
float64_t compute_p_value | ( | float64_t | statistic | ) | [virtual, inherited] |
computes a p-value based on current method for approximating the null-distribution. The p-value is the 1-p quantile of the null- distribution where the given statistic lies in.
statistic | statistic value to compute the p-value for |
Implements CTestStatistic.
Reimplemented in CQuadraticTimeMMD, CLinearTimeMMD, and CHSIC.
Definition at line 95 of file TwoDistributionsTestStatistic.cpp.
virtual SGVector<float64_t> compute_statistic | ( | bool | multiple_kernels | ) | [pure virtual] |
Same as compute_statistic(), but with the possibility to perform on multiple kernels at once
multiple_kernels | if true, and underlying kernel is K_COMBINED, method will be executed on all subkernels on the same data |
Implemented in CQuadraticTimeMMD, and CLinearTimeMMD.
virtual float64_t compute_statistic | ( | ) | [pure virtual] |
Wrapper for compute_statistic(false)
Implements CTestStatistic.
Implemented in CQuadraticTimeMMD, and CLinearTimeMMD.
float64_t compute_threshold | ( | float64_t | alpha | ) | [virtual, inherited] |
computes a threshold based on current method for approximating the null-distribution. The threshold is the argument of the \(1-\alpha\) quantile of the null. \(\alpha\) is provided.
alpha | \(\alpha\) quantile to get the threshold for |
Implements CTestStatistic.
Reimplemented in CQuadraticTimeMMD, CLinearTimeMMD, and CHSIC.
Definition at line 121 of file TwoDistributionsTestStatistic.cpp.
A deep copy. All the instance variables will also be copied.
Definition at line 126 of file SGObject.h.
Recursively compares the current SGObject to another one. Compares all registered numerical parameters, recursion upon complex (SGObject) parameters. Does not compare pointers!
May be overwritten but please do with care! Should not be necessary in most cases.
other | object to compare with |
accuracy | accuracy to use for comparison (optional) |
Definition at line 1177 of file SGObject.cpp.
SGIO * get_global_io | ( | ) | [inherited] |
Parallel * get_global_parallel | ( | ) | [inherited] |
Version * get_global_version | ( | ) | [inherited] |
virtual CKernel* get_kernel | ( | ) | [virtual] |
Definition at line 80 of file KernelTwoSampleTestStatistic.h.
Definition at line 98 of file TwoDistributionsTestStatistic.h.
SGStringList< char > get_modelsel_names | ( | ) | [inherited] |
Definition at line 1060 of file SGObject.cpp.
char * get_modsel_param_descr | ( | const char * | param_name | ) | [inherited] |
Returns description of a given parameter string, if it exists. SG_ERROR otherwise
param_name | name of the parameter |
Definition at line 1084 of file SGObject.cpp.
index_t get_modsel_param_index | ( | const char * | param_name | ) | [inherited] |
Returns index of model selection parameter with provided index
param_name | name of model selection parameter |
Definition at line 1097 of file SGObject.cpp.
virtual const char* get_name | ( | ) | const [pure virtual] |
Returns the name of the SGSerializable instance. It MUST BE the CLASS NAME without the prefixed `C'.
Implements CTwoDistributionsTestStatistic.
Implemented in CLinearTimeMMD, and CQuadraticTimeMMD.
CFeatures * get_p_and_q | ( | ) | [virtual, inherited] |
Getter for joint features, SG_REF's
Reimplemented in CLinearTimeMMD.
Definition at line 151 of file TwoDistributionsTestStatistic.cpp.
virtual EStatisticType get_statistic_type | ( | ) | const [pure virtual, inherited] |
returns the statistic type of this test statistic
Implemented in CLinearTimeMMD, CQuadraticTimeMMD, and CHSIC.
bool is_generic | ( | EPrimitiveType * | generic | ) | const [virtual, inherited] |
If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.
generic | set to the type of the generic if returning TRUE |
Definition at line 228 of file SGObject.cpp.
DynArray< TParameter * > * load_all_file_parameters | ( | int32_t | file_version, |
int32_t | current_version, | ||
CSerializableFile * | file, | ||
const char * | prefix = "" |
||
) | [inherited] |
maps all parameters of this instance to the provided file version and loads all parameter data from the file into an array, which is sorted (basically calls load_file_parameter(...) for all parameters and puts all results into a sorted array)
file_version | parameter version of the file |
current_version | version from which mapping begins (you want to use Version::get_version_parameter() for this in most cases) |
file | file to load from |
prefix | prefix for members |
Definition at line 633 of file SGObject.cpp.
DynArray< TParameter * > * load_file_parameters | ( | const SGParamInfo * | param_info, |
int32_t | file_version, | ||
CSerializableFile * | file, | ||
const char * | prefix = "" |
||
) | [inherited] |
loads some specified parameters from a file with a specified version The provided parameter info has a version which is recursively mapped until the file parameter version is reached. Note that there may be possibly multiple parameters in the mapping, therefore, a set of TParameter instances is returned
param_info | information of parameter |
file_version | parameter version of the file, must be <= provided parameter version |
file | file to load from |
prefix | prefix for members |
Definition at line 474 of file SGObject.cpp.
bool load_serializable | ( | CSerializableFile * | file, |
const char * | prefix = "" , |
||
int32_t | param_version = Version::get_version_parameter() |
||
) | [virtual, inherited] |
Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!
file | where to load from |
prefix | prefix for members |
param_version | (optional) a parameter version different to (this is mainly for testing, better do not use) |
Definition at line 305 of file SGObject.cpp.
void load_serializable_post | ( | ) | throw (ShogunException) [protected, virtual, inherited] |
Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_POST is called.
ShogunException | Will be thrown if an error occurres. |
Reimplemented in CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel, and CExponentialKernel.
Definition at line 989 of file SGObject.cpp.
void load_serializable_pre | ( | ) | throw (ShogunException) [protected, virtual, inherited] |
Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_PRE is called.
ShogunException | Will be thrown if an error occurres. |
Reimplemented in CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.
Definition at line 984 of file SGObject.cpp.
void map_parameters | ( | DynArray< TParameter * > * | param_base, |
int32_t & | base_version, | ||
DynArray< const SGParamInfo * > * | target_param_infos | ||
) | [inherited] |
Takes a set of TParameter instances (base) with a certain version and a set of target parameter infos and recursively maps the base level wise to the current version using CSGObject::migrate(...). The base is replaced. After this call, the base version containing parameters should be of same version/type as the initial target parameter infos. Note for this to work, the migrate methods and all the internal parameter mappings have to match
param_base | set of TParameter instances that are mapped to the provided target parameter infos |
base_version | version of the parameter base |
target_param_infos | set of SGParamInfo instances that specify the target parameter base |
Definition at line 671 of file SGObject.cpp.
TParameter * migrate | ( | DynArray< TParameter * > * | param_base, |
const SGParamInfo * | target | ||
) | [protected, virtual, inherited] |
creates a new TParameter instance, which contains migrated data from the version that is provided. The provided parameter data base is used for migration, this base is a collection of all parameter data of the previous version. Migration is done FROM the data in param_base TO the provided param info Migration is always one version step. Method has to be implemented in subclasses, if no match is found, base method has to be called.
If there is an element in the param_base which equals the target, a copy of the element is returned. This represents the case when nothing has changed and therefore, the migrate method is not overloaded in a subclass
param_base | set of TParameter instances to use for migration |
target | parameter info for the resulting TParameter |
Definition at line 878 of file SGObject.cpp.
void one_to_one_migration_prepare | ( | DynArray< TParameter * > * | param_base, |
const SGParamInfo * | target, | ||
TParameter *& | replacement, | ||
TParameter *& | to_migrate, | ||
char * | old_name = NULL |
||
) | [protected, virtual, inherited] |
This method prepares everything for a one-to-one parameter migration. One to one here means that only ONE element of the parameter base is needed for the migration (the one with the same name as the target). Data is allocated for the target (in the type as provided in the target SGParamInfo), and a corresponding new TParameter instance is written to replacement. The to_migrate pointer points to the single needed TParameter instance needed for migration. If a name change happened, the old name may be specified by old_name. In addition, the m_delete_data flag of to_migrate is set to true. So if you want to migrate data, the only thing to do after this call is converting the data in the m_parameter fields. If unsure how to use - have a look into an example for this. (base_migration_type_conversion.cpp for example)
param_base | set of TParameter instances to use for migration |
target | parameter info for the resulting TParameter |
replacement | (used as output) here the TParameter instance which is returned by migration is created into |
to_migrate | the only source that is used for migration |
old_name | with this parameter, a name change may be specified |
Definition at line 818 of file SGObject.cpp.
float64_t perform_test | ( | ) | [virtual, inherited] |
Performs the complete two-sample test on current data and returns a p-value.
This is a wrapper that calls compute_statistic first and then calls compute_p_value using the obtained statistic. In some statistic classes, it might be possible to compute statistic and p-value in one single run which is more efficient. Therefore, this method might be overwritten in subclasses.
The method for computing the p-value can be set via set_null_approximation_method().
Reimplemented in CLinearTimeMMD.
Definition at line 50 of file TestStatistic.cpp.
bool perform_test | ( | float64_t | alpha | ) | [inherited] |
Performs the complete two-sample test on current data and returns a binary answer wheter null hypothesis is rejected or not.
This is just a wrapper for the above perform_test() method that returns a p-value. If this p-value lies below the test level alpha, the null hypothesis is rejected.
Should not be overwritten in subclasses. (Therefore not virtual)
alpha | test level alpha. |
Definition at line 58 of file TestStatistic.cpp.
void print_modsel_params | ( | ) | [inherited] |
prints all parameter registered for model selection and their type
Definition at line 1036 of file SGObject.cpp.
void print_serializable | ( | const char * | prefix = "" | ) | [virtual, inherited] |
prints registered parameters out
prefix | prefix for members |
Definition at line 240 of file SGObject.cpp.
bool save_serializable | ( | CSerializableFile * | file, |
const char * | prefix = "" , |
||
int32_t | param_version = Version::get_version_parameter() |
||
) | [virtual, inherited] |
Save this object to file.
file | where to save the object; will be closed during returning if PREFIX is an empty string. |
prefix | prefix for members |
param_version | (optional) a parameter version different to (this is mainly for testing, better do not use) |
Definition at line 246 of file SGObject.cpp.
void save_serializable_post | ( | ) | throw (ShogunException) [protected, virtual, inherited] |
Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_POST is called.
ShogunException | Will be thrown if an error occurres. |
Reimplemented in CKernel.
Definition at line 999 of file SGObject.cpp.
void save_serializable_pre | ( | ) | throw (ShogunException) [protected, virtual, inherited] |
Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_PRE is called.
ShogunException | Will be thrown if an error occurres. |
Reimplemented in CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.
Definition at line 994 of file SGObject.cpp.
void set_bootstrap_iterations | ( | index_t | bootstrap_iterations | ) | [virtual, inherited] |
sets the number of bootstrap iterations for bootstrap_null()
bootstrap_iterations | how often bootstrapping shall be done |
Definition at line 44 of file TestStatistic.cpp.
void set_generic< complex128_t > | ( | ) | [inherited] |
set generic type to T
Definition at line 41 of file SGObject.cpp.
void set_global_io | ( | SGIO * | io | ) | [inherited] |
void set_global_parallel | ( | Parallel * | parallel | ) | [inherited] |
set the parallel object
parallel | parallel object to use |
Definition at line 180 of file SGObject.cpp.
void set_global_version | ( | Version * | version | ) | [inherited] |
set the version object
version | version object to use |
Definition at line 215 of file SGObject.cpp.
virtual void set_kernel | ( | CKernel * | kernel | ) | [virtual] |
Setter for the underlying kernel
kernel | new kernel to use |
Definition at line 71 of file KernelTwoSampleTestStatistic.h.
void set_null_approximation_method | ( | ENullApproximationMethod | null_approximation_method | ) | [virtual, inherited] |
sets the method how to approximate the null-distribution
null_approximation_method | method to use |
Definition at line 38 of file TestStatistic.cpp.
void set_p_and_q | ( | CFeatures * | p_and_q | ) | [virtual, inherited] |
Setter for joint features
p_and_q | joint features from p and q to set |
Reimplemented in CLinearTimeMMD.
Definition at line 143 of file TwoDistributionsTestStatistic.cpp.
virtual CSGObject* shallow_copy | ( | ) | const [virtual, inherited] |
A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.
Reimplemented in CGaussianKernel.
Definition at line 117 of file SGObject.h.
void unset_generic | ( | ) | [inherited] |
unset generic type
this has to be called in classes specializing a template class
Definition at line 235 of file SGObject.cpp.
bool update_parameter_hash | ( | ) | [virtual, inherited] |
Updates the hash of current parameter combination.
Definition at line 187 of file SGObject.cpp.
io
Definition at line 473 of file SGObject.h.
index_t m_bootstrap_iterations [protected, inherited] |
number of iterations for bootstrapping null-distributions
Definition at line 138 of file TestStatistic.h.
Parameter* m_gradient_parameters [inherited] |
parameters wrt which we can compute gradients
Definition at line 488 of file SGObject.h.
uint32_t m_hash [inherited] |
Hash of parameter values
Definition at line 494 of file SGObject.h.
underlying kernel
Definition at line 115 of file KernelTwoSampleTestStatistic.h.
defines the first index of samples of q
Definition at line 110 of file TwoDistributionsTestStatistic.h.
Parameter* m_model_selection_parameters [inherited] |
model selection parameters
Definition at line 485 of file SGObject.h.
ENullApproximationMethod m_null_approximation_method [protected, inherited] |
Defines how the the null distribution is approximated
Definition at line 141 of file TestStatistic.h.
concatenated samples of the two distributions (two blocks)
Definition at line 107 of file TwoDistributionsTestStatistic.h.
ParameterMap* m_parameter_map [inherited] |
map for different parameter versions
Definition at line 491 of file SGObject.h.
Parameter* m_parameters [inherited] |
parameters
Definition at line 482 of file SGObject.h.
parallel
Definition at line 476 of file SGObject.h.
version
Definition at line 479 of file SGObject.h.