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CTwoSampleTest Class Referenceabstract

Detailed Description

Kernel two sample test base class. Provides an interface for performing a two-sample test using a kernel, i.e. Given samples from two distributions \(p\) and \(q\), the null-hypothesis is: \(H_0: p=q\), the alternative hypothesis: \(H_1: p\neq q\).

In this class, this is done using a single kernel for the data.

Abstract base class.

Definition at line 58 of file TwoSampleTest.h.

Inheritance diagram for CTwoSampleTest:
[legend]

Classes

struct  Self
 

Public Member Functions

 CTwoSampleTest ()
 
 CTwoSampleTest (CFeatures *samples_from_p, CFeatures *samples_from_q)
 
virtual ~CTwoSampleTest ()
 
virtual void set_kernel (CKernel *kernel)
 
CKernelget_kernel () const
 
virtual float64_t compute_statistic ()=0
 
virtual SGVector< float64_tsample_null ()=0
 
virtual const char * get_name () const
 
virtual void set_p (CFeatures *samples_from_p)
 
CFeaturesget_p () const
 
virtual void set_q (CFeatures *samples_from_q)
 
CFeaturesget_q () const
 
void set_num_samples_p (index_t num_samples_from_p)
 
const index_t get_num_samples_p () const
 
void set_num_samples_q (index_t num_samples_from_q)
 
const index_t get_num_samples_q () const
 
CCustomDistancecompute_distance (CDistance *distance)
 
CCustomDistancecompute_joint_distance (CDistance *distance)
 
void set_train_test_mode (bool on)
 
void set_train_test_ratio (float64_t ratio)
 
virtual float64_t compute_p_value (float64_t statistic)
 
virtual float64_t compute_threshold (float64_t alpha)
 
bool perform_test (float64_t alpha)
 
virtual CSGObjectshallow_copy () const
 
virtual CSGObjectdeep_copy () const
 
virtual bool is_generic (EPrimitiveType *generic) const
 
template<class T >
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
void unset_generic ()
 
virtual void print_serializable (const char *prefix="")
 
virtual bool save_serializable (CSerializableFile *file, const char *prefix="")
 
virtual bool load_serializable (CSerializableFile *file, const char *prefix="")
 
void set_global_io (SGIO *io)
 
SGIOget_global_io ()
 
void set_global_parallel (Parallel *parallel)
 
Parallelget_global_parallel ()
 
void set_global_version (Version *version)
 
Versionget_global_version ()
 
SGStringList< char > get_modelsel_names ()
 
void print_modsel_params ()
 
char * get_modsel_param_descr (const char *param_name)
 
index_t get_modsel_param_index (const char *param_name)
 
void build_gradient_parameter_dictionary (CMap< TParameter *, CSGObject * > *dict)
 
bool has (const std::string &name) const
 
template<typename T >
bool has (const Tag< T > &tag) const
 
template<typename T , typename U = void>
bool has (const std::string &name) const
 
template<typename T >
void set (const Tag< T > &_tag, const T &value)
 
template<typename T , typename U = void>
void set (const std::string &name, const T &value)
 
template<typename T >
get (const Tag< T > &_tag) const
 
template<typename T , typename U = void>
get (const std::string &name) const
 
virtual void update_parameter_hash ()
 
virtual bool parameter_hash_changed ()
 
virtual bool equals (CSGObject *other, float64_t accuracy=0.0, bool tolerant=false)
 
virtual CSGObjectclone ()
 

Public Attributes

SGIOio
 
Parallelparallel
 
Versionversion
 
Parameterm_parameters
 
Parameterm_model_selection_parameters
 
Parameterm_gradient_parameters
 
uint32_t m_hash
 

Protected Member Functions

internal::KernelManager & get_kernel_mgr ()
 
const internal::KernelManager & get_kernel_mgr () const
 
internal::DataManagerget_data_mgr ()
 
const internal::DataManagerget_data_mgr () const
 
virtual void load_serializable_pre () throw (ShogunException)
 
virtual void load_serializable_post () throw (ShogunException)
 
virtual void save_serializable_pre () throw (ShogunException)
 
virtual void save_serializable_post () throw (ShogunException)
 
template<typename T >
void register_param (Tag< T > &_tag, const T &value)
 
template<typename T >
void register_param (const std::string &name, const T &value)
 
bool clone_parameters (CSGObject *other)
 

Constructor & Destructor Documentation

Default constructor

Definition at line 50 of file TwoSampleTest.cpp.

CTwoSampleTest ( CFeatures samples_from_p,
CFeatures samples_from_q 
)

Convenience constructor that initializes the samples from two distributions.

Parameters
samples_from_pSamples from \(p\)
samples_from_qSamples from \(q\)

Definition at line 55 of file TwoSampleTest.cpp.

~CTwoSampleTest ( )
virtual

Destructor

Definition at line 62 of file TwoSampleTest.cpp.

Member Function Documentation

void build_gradient_parameter_dictionary ( CMap< TParameter *, CSGObject * > *  dict)
inherited

Builds a dictionary of all parameters in SGObject as well of those of SGObjects that are parameters of this object. Dictionary maps parameters to the objects that own them.

Parameters
dictdictionary of parameters to be built.

Definition at line 630 of file SGObject.cpp.

CSGObject * clone ( )
virtualinherited

Creates a clone of the current object. This is done via recursively traversing all parameters, which corresponds to a deep copy. Calling equals on the cloned object always returns true although none of the memory of both objects overlaps.

Returns
an identical copy of the given object, which is disjoint in memory. NULL if the clone fails. Note that the returned object is SG_REF'ed

Reimplemented in CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, CDynamicObjectArray, CAlphabet, and CMKL.

Definition at line 729 of file SGObject.cpp.

bool clone_parameters ( CSGObject other)
protectedinherited

Definition at line 754 of file SGObject.cpp.

CCustomDistance * compute_distance ( CDistance distance)
inherited

Method that pre-computes the pair-wise distance between the samples using the provided distance instance.

Parameters
distanceThe distance instance used for pre-computing the pair-wise distance.
Returns
A newly created CCustomDistance instance representing the pre-computed pair-wise distance between the samples.

Definition at line 99 of file TwoDistributionTest.cpp.

CCustomDistance * compute_joint_distance ( CDistance distance)
inherited

Method that pre-computes the pair-wise distance between the joint samples using the provided distance instance. A temporary object appending the samples from both the distributions is created in order to perform the task.

Parameters
distanceThe distance instance used for pre-computing the pair-wise distance.
Returns
A newly created CCustomDistance instance representing the pre-computed pair-wise distance between the joint samples.

Definition at line 128 of file TwoDistributionTest.cpp.

float64_t compute_p_value ( float64_t  statistic)
virtualinherited

Method that computes a p-value based on current method for approximating the null-distribution. The p-value is the 1-p quantile of the null- distribution where the given statistic lies in.

This method depends on the implementation of sample_null method which should be implemented by the sub-classes.

Parameters
statisticstatistic value to compute the p-value for
Returns
p-value parameter statistic is the (1-p) percentile of the null distribution

Reimplemented in CQuadraticTimeMMD, CBTestMMD, and CLinearTimeMMD.

Definition at line 77 of file HypothesisTest.cpp.

virtual float64_t compute_statistic ( )
pure virtual

Interface for computing the test-statistic for the hypothesis test.

Returns
test statistic for the given data/parameters/methods

Implements CTwoDistributionTest.

Implemented in CMMD, CQuadraticTimeMMD, and CStreamingMMD.

float64_t compute_threshold ( float64_t  alpha)
virtualinherited

Method that computes a threshold based on current method for approximating the null-distribution. The threshold is the value that a statistic has to have in ordner to reject the null-hypothesis.

This method depends on the implementation of sample_null method which should be implemented by the sub-classes.

Parameters
alphatest level to reject null-hypothesis
Returns
Threshold for statistics to reject null-hypothesis

Reimplemented in CQuadraticTimeMMD, CBTestMMD, and CLinearTimeMMD.

Definition at line 85 of file HypothesisTest.cpp.

CSGObject * deep_copy ( ) const
virtualinherited

A deep copy. All the instance variables will also be copied.

Definition at line 231 of file SGObject.cpp.

bool equals ( CSGObject other,
float64_t  accuracy = 0.0,
bool  tolerant = false 
)
virtualinherited

Recursively compares the current SGObject to another one. Compares all registered numerical parameters, recursion upon complex (SGObject) parameters. Does not compare pointers!

May be overwritten but please do with care! Should not be necessary in most cases.

Parameters
otherobject to compare with
accuracyaccuracy to use for comparison (optional)
tolerantallows linient check on float equality (within accuracy)
Returns
true if all parameters were equal, false if not

Definition at line 651 of file SGObject.cpp.

T get ( const Tag< T > &  _tag) const
inherited

Getter for a class parameter, identified by a Tag. Throws an exception if the class does not have such a parameter.

Parameters
_tagname and type information of parameter
Returns
value of the parameter identified by the input tag

Definition at line 376 of file SGObject.h.

T get ( const std::string &  name) const
inherited

Getter for a class parameter, identified by a name. Throws an exception if the class does not have such a parameter.

Parameters
namename of the parameter
Returns
value of the parameter corresponding to the input name and type

Definition at line 399 of file SGObject.h.

DataManager & get_data_mgr ( )
protectedinherited

Definition at line 104 of file HypothesisTest.cpp.

const DataManager & get_data_mgr ( ) const
protectedinherited

Definition at line 109 of file HypothesisTest.cpp.

SGIO * get_global_io ( )
inherited

get the io object

Returns
io object

Definition at line 268 of file SGObject.cpp.

Parallel * get_global_parallel ( )
inherited

get the parallel object

Returns
parallel object

Definition at line 310 of file SGObject.cpp.

Version * get_global_version ( )
inherited

get the version object

Returns
version object

Definition at line 323 of file SGObject.cpp.

CKernel * get_kernel ( ) const
Returns
The kernel instance that is presently being used for performing the test

Definition at line 73 of file TwoSampleTest.cpp.

KernelManager & get_kernel_mgr ( )
protected

Definition at line 83 of file TwoSampleTest.cpp.

const KernelManager & get_kernel_mgr ( ) const
protected

Definition at line 88 of file TwoSampleTest.cpp.

SGStringList< char > get_modelsel_names ( )
inherited
Returns
vector of names of all parameters which are registered for model selection

Definition at line 531 of file SGObject.cpp.

char * get_modsel_param_descr ( const char *  param_name)
inherited

Returns description of a given parameter string, if it exists. SG_ERROR otherwise

Parameters
param_namename of the parameter
Returns
description of the parameter

Definition at line 555 of file SGObject.cpp.

index_t get_modsel_param_index ( const char *  param_name)
inherited

Returns index of model selection parameter with provided index

Parameters
param_namename of model selection parameter
Returns
index of model selection parameter with provided name, -1 if there is no such

Definition at line 568 of file SGObject.cpp.

const char * get_name ( ) const
virtual
Returns
The name of the class

Reimplemented from CTwoDistributionTest.

Reimplemented in CQuadraticTimeMMD, CMMD, CStreamingMMD, CBTestMMD, and CLinearTimeMMD.

Definition at line 78 of file TwoSampleTest.cpp.

const index_t get_num_samples_p ( ) const
inherited
Returns
The number of samples from \(\mathbf{P}\).

Definition at line 81 of file TwoDistributionTest.cpp.

const index_t get_num_samples_q ( ) const
inherited
Returns
The number of samples from \(\mathbf{Q}\).

Definition at line 93 of file TwoDistributionTest.cpp.

CFeatures * get_p ( ) const
inherited
Returns
The samples from \(\mathbf{P}\).

Definition at line 56 of file TwoDistributionTest.cpp.

CFeatures * get_q ( ) const
inherited
Returns
The samples from \(\mathbf{Q}\).

Definition at line 69 of file TwoDistributionTest.cpp.

bool has ( const std::string &  name) const
inherited

Checks if object has a class parameter identified by a name.

Parameters
namename of the parameter
Returns
true if the parameter exists with the input name

Definition at line 299 of file SGObject.h.

bool has ( const Tag< T > &  tag) const
inherited

Checks if object has a class parameter identified by a Tag.

Parameters
tagtag of the parameter containing name and type information
Returns
true if the parameter exists with the input tag

Definition at line 310 of file SGObject.h.

bool has ( const std::string &  name) const
inherited

Checks if a type exists for a class parameter identified by a name.

Parameters
namename of the parameter
Returns
true if the parameter exists with the input name and type

Definition at line 321 of file SGObject.h.

bool is_generic ( EPrimitiveType *  generic) const
virtualinherited

If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.

Parameters
genericset to the type of the generic if returning TRUE
Returns
TRUE if a class template.

Definition at line 329 of file SGObject.cpp.

bool load_serializable ( CSerializableFile file,
const char *  prefix = "" 
)
virtualinherited

Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!

Parameters
filewhere to load from
prefixprefix for members
Returns
TRUE if done, otherwise FALSE

Definition at line 402 of file SGObject.cpp.

void load_serializable_post ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_POST is called.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel, and CExponentialKernel.

Definition at line 459 of file SGObject.cpp.

void load_serializable_pre ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_PRE is called.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.

Definition at line 454 of file SGObject.cpp.

bool parameter_hash_changed ( )
virtualinherited
Returns
whether parameter combination has changed since last update

Definition at line 295 of file SGObject.cpp.

bool perform_test ( float64_t  alpha)
inherited

Method that performs the complete hypothesis test on current data and returns a binary answer: wheter null hypothesis is rejected or not.

This is just a wrapper for the above compute_p_value() method that returns a p-value. If this p-value lies below the test level alpha, the null hypothesis is rejected.

Should not be overwritten in subclasses. (Therefore not virtual)

Parameters
alphatest level alpha.
Returns
true if null hypothesis is rejected and false otherwise

Definition at line 92 of file HypothesisTest.cpp.

void print_modsel_params ( )
inherited

prints all parameter registered for model selection and their type

Definition at line 507 of file SGObject.cpp.

void print_serializable ( const char *  prefix = "")
virtualinherited

prints registered parameters out

Parameters
prefixprefix for members

Definition at line 341 of file SGObject.cpp.

void register_param ( Tag< T > &  _tag,
const T &  value 
)
protectedinherited

Registers a class parameter which is identified by a tag. This enables the parameter to be modified by set() and retrieved by get(). Parameters can be registered in the constructor of the class.

Parameters
_tagname and type information of parameter
valuevalue of the parameter

Definition at line 450 of file SGObject.h.

void register_param ( const std::string &  name,
const T &  value 
)
protectedinherited

Registers a class parameter which is identified by a name. This enables the parameter to be modified by set() and retrieved by get(). Parameters can be registered in the constructor of the class.

Parameters
namename of the parameter
valuevalue of the parameter along with type information

Definition at line 463 of file SGObject.h.

virtual SGVector<float64_t> sample_null ( )
pure virtual

Interface for computing the samples under the null-hypothesis.

Returns
vector of all statistics

Implements CTwoDistributionTest.

Implemented in CMMD, CQuadraticTimeMMD, and CStreamingMMD.

bool save_serializable ( CSerializableFile file,
const char *  prefix = "" 
)
virtualinherited

Save this object to file.

Parameters
filewhere to save the object; will be closed during returning if PREFIX is an empty string.
prefixprefix for members
Returns
TRUE if done, otherwise FALSE

Definition at line 347 of file SGObject.cpp.

void save_serializable_post ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_POST is called.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CKernel.

Definition at line 469 of file SGObject.cpp.

void save_serializable_pre ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_PRE is called.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.

Definition at line 464 of file SGObject.cpp.

void set ( const Tag< T > &  _tag,
const T &  value 
)
inherited

Setter for a class parameter, identified by a Tag. Throws an exception if the class does not have such a parameter.

Parameters
_tagname and type information of parameter
valuevalue of the parameter

Definition at line 337 of file SGObject.h.

void set ( const std::string &  name,
const T &  value 
)
inherited

Setter for a class parameter, identified by a name. Throws an exception if the class does not have such a parameter.

Parameters
namename of the parameter
valuevalue of the parameter along with type information

Definition at line 363 of file SGObject.h.

void set_generic ( )
inherited

Definition at line 74 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 79 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 84 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 89 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 94 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 99 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 104 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 109 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 114 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 119 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 124 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 129 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 134 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 139 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 144 of file SGObject.cpp.

void set_generic ( )
inherited

set generic type to T

void set_global_io ( SGIO io)
inherited

set the io object

Parameters
ioio object to use

Definition at line 261 of file SGObject.cpp.

void set_global_parallel ( Parallel parallel)
inherited

set the parallel object

Parameters
parallelparallel object to use

Definition at line 274 of file SGObject.cpp.

void set_global_version ( Version version)
inherited

set the version object

Parameters
versionversion object to use

Definition at line 316 of file SGObject.cpp.

void set_kernel ( CKernel kernel)
virtual

Method that sets the kernel that is used for performing the two-sample test. It is kept virtual so that sub-classes can perform other initialization tasks that has to be trigger every time a kernel is set/updated.

Parameters
kernelThe kernel instance.

Reimplemented in CQuadraticTimeMMD.

Definition at line 66 of file TwoSampleTest.cpp.

void set_num_samples_p ( index_t  num_samples_from_p)
inherited

Method that initializes the number of samples to be drawn from distribution \(\mathbf{P}\). Please ensure to call this method if you are intending to use streaming data generators that generate the samples on the fly. For other types of features, the number of samples is set internally from the features object itself, therefore this method should not be used.

Parameters
num_samples_from_pThe CFeatures instance representing the samples from \(\mathbf{P}\).

Definition at line 75 of file TwoDistributionTest.cpp.

void set_num_samples_q ( index_t  num_samples_from_q)
inherited

Method that initializes the number of samples to be drawn from distribution \(\mathbf{Q}\). Please ensure to call this method if you are intending to use streaming data generators that generate the samples on the fly. For other types of features, the number of samples is set internally from the features object itself, therefore this method should not be used.

Parameters
num_samples_from_qThe CFeatures instance representing the samples from \(\mathbf{Q}\).

Definition at line 87 of file TwoDistributionTest.cpp.

void set_p ( CFeatures samples_from_p)
virtualinherited

Method that initializes the samples from \(\mathbf{P}\). This method is kept virtual for the sub-classes to perform additional initialization tasks that have to be performed every time features are set/updated.

Parameters
samples_from_pThe CFeatures instance representing the samples from \(\mathbf{P}\).

Reimplemented in CQuadraticTimeMMD.

Definition at line 49 of file TwoDistributionTest.cpp.

void set_q ( CFeatures samples_from_q)
virtualinherited

Method that initializes the samples from \(\mathbf{Q}\). This method is kept virtual for the sub-classes to perform additional initialization tasks that have to be performed every time features are set/updated.

Parameters
samples_from_qThe CFeatures instance representing the samples from \(\mathbf{Q}\).

Reimplemented in CQuadraticTimeMMD.

Definition at line 62 of file TwoDistributionTest.cpp.

void set_train_test_mode ( bool  on)
inherited

Method that enables/disables the training-testing mode. If this option is turned on, then the samples would be split in two pieces: one chunk would be used for training algorithms and the other chunk would be used for performing tests. If this option is turned off, the entire data would be used for performing the test. Before running any training algorithms, make sure to turn this mode on.

By default, the training-testing mode is turned off.

See also
{set_train_test_ratio()}
Parameters
onWhether to enable/disable the training-testing mode

Definition at line 66 of file HypothesisTest.cpp.

void set_train_test_ratio ( float64_t  ratio)
inherited

Method that specifies the ratio of training-testing data split for the algorithms. Note that this is NOT the percentage of samples to be used for training, rather the ratio of the number of samples to be used for training and that of testing.

By default, an equal 50-50 split (ratio = 1) is made.

See also
{set_train_test_mode()}
Parameters
ratioThe ratio of the number of samples to be used for training and that of testing

Definition at line 71 of file HypothesisTest.cpp.

CSGObject * shallow_copy ( ) const
virtualinherited

A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.

Reimplemented in CGaussianKernel.

Definition at line 225 of file SGObject.cpp.

void unset_generic ( )
inherited

unset generic type

this has to be called in classes specializing a template class

Definition at line 336 of file SGObject.cpp.

void update_parameter_hash ( )
virtualinherited

Updates the hash of current parameter combination

Definition at line 281 of file SGObject.cpp.

Member Data Documentation

SGIO* io
inherited

io

Definition at line 558 of file SGObject.h.

Parameter* m_gradient_parameters
inherited

parameters wrt which we can compute gradients

Definition at line 573 of file SGObject.h.

uint32_t m_hash
inherited

Hash of parameter values

Definition at line 576 of file SGObject.h.

Parameter* m_model_selection_parameters
inherited

model selection parameters

Definition at line 570 of file SGObject.h.

Parameter* m_parameters
inherited

parameters

Definition at line 567 of file SGObject.h.

Parallel* parallel
inherited

parallel

Definition at line 561 of file SGObject.h.

Version* version
inherited

version

Definition at line 564 of file SGObject.h.


The documentation for this class was generated from the following files:

SHOGUN Machine Learning Toolbox - Documentation