SHOGUN  6.1.3
KRRNystrom.h
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1 
2 /*
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4  * Written (W) 2016 Fredrik Hallgren
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31 
32 #ifndef _KRRNYSTROM_H__
33 #define _KRRNYSTROM_H__
34 
36 
37 namespace shogun {
38 
65 {
66 public:
68 
70  CKRRNystrom();
71 
79  CKRRNystrom(float64_t tau, int32_t m, CKernel* k, CLabels* lab);
80 
82  virtual ~CKRRNystrom() {}
83 
88  inline void set_num_rkhs_basis(int32_t m)
89  {
91 
92  if (kernel!=NULL)
93  {
94  int32_t n=kernel->get_num_vec_lhs();
95 
96  REQUIRE(m_num_rkhs_basis<=n, "Number of sampled rows (%d) must be \
97 less than number of data points (%d)\n", m_num_rkhs_basis, n);
98  }
99 
100  };
101 
103  virtual const char* get_name() const { return "KRRNystrom"; }
104 
105 protected:
110  virtual bool solve_krr_system();
111 
117 
120 
121 private:
122  void init();
123 
124 };
125 
126 }
127 
128 #endif // _KRRNYSTROM_H__
MACHINE_PROBLEM_TYPE(PT_REGRESSION)
int32_t m_num_rkhs_basis
Definition: KRRNystrom.h:119
Class KernelRidgeRegression implements Kernel Ridge Regression - a regularized least square method fo...
virtual const char * get_name() const
Definition: KRRNystrom.h:103
SGVector< int32_t > subsample_indices()
Definition: KRRNystrom.cpp:64
The class Labels models labels, i.e. class assignments of objects.
Definition: Labels.h:43
#define REQUIRE(x,...)
Definition: SGIO.h:181
virtual int32_t get_num_vec_lhs()
virtual bool solve_krr_system()
Definition: KRRNystrom.cpp:78
double float64_t
Definition: common.h:60
virtual ~CKRRNystrom()
Definition: KRRNystrom.h:82
void set_num_rkhs_basis(int32_t m)
Definition: KRRNystrom.h:88
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18
Class KRRNystrom implements the Nyström method for kernel ridge regression, using a low-rank approxim...
Definition: KRRNystrom.h:64
The Kernel base class.

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