SHOGUN  6.1.3
LogitVGPiecewiseBoundLikelihood.h
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1 /*
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3  * Written (w) 2014 Wu Lin
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29  *
30  * Code adapted from
31  * https://github.com/emtiyaz/VariationalApproxExample
32  * and the reference paper is
33  * Marlin, Benjamin M., Mohammad Emtiyaz Khan, and Kevin P. Murphy.
34  * "Piecewise Bounds for Estimating Bernoulli-Logistic Latent Gaussian Models." ICML. 2011.
35  */
36 
37 #ifndef _LOGITVGPIECEWISEBOUNDLIKELIHOOD_H_
38 #define _LOGITVGPIECEWISEBOUNDLIKELIHOOD_H_
39 
40 #include <shogun/lib/config.h>
41 
42 
45 
46 namespace shogun
47 {
64 {
65 public:
67 
69 
74  virtual const char* get_name() const { return "LogitVGPiecewiseBoundLikelihood"; }
75 
80  virtual void set_variational_bound(SGMatrix<float64_t> bound);
81 
91 
103 
116 
123  virtual bool supports_derivative_wrt_hyperparameter() const { return false; }
124 
125 
135 
138 
139 protected:
140 
142  virtual void init_likelihood();
143 
144 private:
146  void init();
147 
152  void precompute();
153 
155  SGMatrix<float64_t> m_bound;
156 
158  SGMatrix<float64_t> m_pl;
159 
161  SGMatrix<float64_t> m_ph;
162 
164  SGMatrix<float64_t> m_cdf_diff;
165 
167  SGMatrix<float64_t> m_l2_plus_s2;
168 
170  SGMatrix<float64_t> m_h2_plus_s2;
171 
173  SGMatrix<float64_t> m_weighted_pdf_diff;
174 };
175 }
176 #endif /* _LOGITVGPIECEWISEBOUNDLIKELIHOOD_H_ */
The class Labels models labels, i.e. class assignments of objects.
Definition: Labels.h:43
The variational Gaussian Likelihood base class. The variational distribution is Gaussian.
parameter struct
Class that models Logit likelihood and uses variational piecewise bound to approximate the following ...
virtual void set_variational_bound(SGMatrix< float64_t > bound)
virtual SGVector< float64_t > get_variational_first_derivative(const TParameter *param) const
virtual SGVector< float64_t > get_first_derivative_wrt_hyperparameter(const TParameter *param) const
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18
virtual bool set_variational_distribution(SGVector< float64_t > mu, SGVector< float64_t > s2, const CLabels *lab)

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