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MMDKernelSelectionComb.h
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00001 /*
00002  * This program is free software; you can redistribute it and/or modify
00003  * it under the terms of the GNU General Public License as published by
00004  * the Free Software Foundation; either version 3 of the License, or
00005  * (at your option) any later version.
00006  *
00007  * Written (W) 2012-2013 Heiko Strathmann
00008  */
00009 
00010 #ifndef __MMDKERNELSELECTIONCOMB_H_
00011 #define __MMDKERNELSELECTIONCOMB_H_
00012 
00013 #include <shogun/lib/config.h>
00014 
00015 #include <shogun/statistics/MMDKernelSelection.h>
00016 #include <shogun/lib/SGMatrix.h>
00017 #include <shogun/lib/external/libqp.h>
00018 
00019 namespace shogun
00020 {
00021 
00022 class CLinearTimeMMD;
00023 
00028 class CMMDKernelSelectionComb: public CMMDKernelSelection
00029 {
00030 public:
00031 
00033     CMMDKernelSelectionComb();
00034 
00040     CMMDKernelSelectionComb(CKernelTwoSampleTestStatistic* mmd);
00041 
00043     virtual ~CMMDKernelSelectionComb();
00044 
00045 #ifdef HAVE_LAPACK
00046 
00050     virtual SGVector<float64_t> compute_measures()=0;
00051 #else
00052 
00057     virtual SGVector<float64_t> compute_measures();
00058 #endif
00059 
00065     virtual CKernel* select_kernel();
00066 
00068     const char* get_name() const=0;
00069 
00070 protected:
00083     virtual SGVector<float64_t> solve_optimization(SGVector<float64_t> mmds);
00084 
00085 #ifdef HAVE_LAPACK
00086 
00087     static const float64_t* get_Q_col(uint32_t i);
00088 
00090     static void print_state(libqp_state_T state);
00091 
00093     index_t m_opt_max_iterations;
00094 
00096     float64_t m_opt_epsilon;
00097 
00099     float64_t m_opt_low_cut;
00100 
00102     static SGMatrix<float64_t> m_Q;
00103 #endif
00104 
00105 private:
00107     void init();
00108 };
00109 
00110 }
00111 
00112 #endif /* __MMDKERNELSELECTIONCOMB_H_ */
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