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QuadraticTimeMMD.h File Reference

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singleton  SGVector< T >
 shogun vector More...
class  CQuadraticTimeMMD
 This class implements the quadratic time Maximum Mean Statistic as described in [1]. The MMD is the distance of two probability distributions \(p\) and \(q\) in a RKHS which we denote by

\[ \hat{\eta_k}=\text{MMD}[\mathcal{F},p,q]^2=\textbf{E}_{x,x'} \left[ k(x,x')\right]-2\textbf{E}_{x,y}\left[ k(x,y)\right] +\textbf{E}_{y,y'}\left[ k(y,y')\right]=||\mu_p - \mu_q||^2_\mathcal{F} \]

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SHOGUN Machine Learning Toolbox - Documentation