SHOGUN  v3.0.0
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Groups Pages
Classes | Enumerations
QuadraticTimeMMD.h File Reference

Go to the source code of this file.


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

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

. More...


enum  EQuadraticMMDType { BIASED, UNBIASED }

SHOGUN Machine Learning Toolbox - Documentation