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FITCInferenceMethod.h
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1 /*
2  * This program is free software; you can redistribute it and/or modify
3  * it under the terms of the GNU General Public License as published by
4  * the Free Software Foundation; either version 3 of the License, or
5  * (at your option) any later version.
6  *
7  * Written (W) 2015 Wu Lin
8  * Written (W) 2013 Roman Votyakov
9  * Copyright (C) 2012 Jacob Walker
10  * Copyright (C) 2013 Roman Votyakov
11  * Copyright (C) 2015 Wu Lin
12  *
13  * Code adapted from Gaussian Process Machine Learning Toolbox
14  * http://www.gaussianprocess.org/gpml/code/matlab/doc/
15  */
16 
17 #ifndef CFITCINFERENCEMETHOD_H
18 #define CFITCINFERENCEMETHOD_H
19 
20 
21 #include <shogun/lib/config.h>
23 
24 namespace shogun
25 {
26 
53 {
54 public:
57 
67  CFITCInferenceMethod(CKernel* kernel, CFeatures* features,
68  CMeanFunction* mean, CLabels* labels, CLikelihoodModel* model,
69  CFeatures* inducing_features);
70 
71  virtual ~CFITCInferenceMethod();
72 
77  virtual const char* get_name() const { return "FITCInferenceMethod"; }
78 
84 
91 
104 
105 
118 
123  virtual bool supports_regression() const
124  {
125  check_members();
126  return m_model->supports_regression();
127  }
128 
129 
146 
163 
165  virtual void update();
166 
171  virtual void register_minimizer(Minimizer* minimizer);
172 protected:
174  virtual void check_members() const;
175 
177  virtual void update_alpha();
178 
180  virtual void update_chol();
181 
185  virtual void update_deriv();
186 
195  const TParameter* param);
196 
198  virtual void compute_gradient();
199 protected:
202 
205 
208 
211 
212 private:
213  void init();
214 };
215 }
216 #endif /* CFITCINFERENCEMETHOD_H */
virtual EInferenceType get_inference_type() const
virtual SGVector< float64_t > get_diagonal_vector()
The class Labels models labels, i.e. class assignments of objects.
Definition: Labels.h:43
SGMatrix< float64_t > m_chol_uu
virtual const char * get_name() const
parameter struct
virtual SGVector< float64_t > get_posterior_mean()
An abstract class of the mean function.
Definition: MeanFunction.h:49
SGMatrix< float64_t > m_chol_utr
virtual void register_minimizer(Minimizer *minimizer)
virtual float64_t get_negative_log_marginal_likelihood()
static CFITCInferenceMethod * obtain_from_generic(CInference *inference)
virtual void check_members() const
double float64_t
Definition: common.h:50
virtual bool supports_regression() const
virtual bool supports_regression() const
EInferenceType
Definition: Inference.h:53
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18
The Inference Method base class.
Definition: Inference.h:81
The class Features is the base class of all feature objects.
Definition: Features.h:68
The Fully Independent Conditional Training inference method class.
virtual SGVector< float64_t > get_derivative_wrt_likelihood_model(const TParameter *param)
The Kernel base class.
Definition: Kernel.h:159
The minimizer base class.
Definition: Minimizer.h:43
The Fully Independent Conditional Training inference base class for Laplace and regression for 1-D la...
CLikelihoodModel * m_model
Definition: Inference.h:475
The Likelihood model base class.
virtual SGMatrix< float64_t > get_posterior_covariance()

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