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ExactInferenceMethod.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) 2013 Roman Votyakov
8  * Copyright (C) 2012 Jacob Walker
9  * Copyright (C) 2013 Roman Votyakov
10  */
11 
12 #ifndef CEXACTINFERENCEMETHOD_H_
13 #define CEXACTINFERENCEMETHOD_H_
14 
15 #include <shogun/lib/config.h>
16 
17 #ifdef HAVE_EIGEN3
18 
20 
21 namespace shogun
22 {
23 
48 {
49 public:
52 
61  CExactInferenceMethod(CKernel* kernel, CFeatures* features,
62  CMeanFunction* mean, CLabels* labels, CLikelihoodModel* model);
63 
64  virtual ~CExactInferenceMethod();
65 
70  virtual EInferenceType get_inference_type() const { return INF_EXACT; }
71 
76  virtual const char* get_name() const { return "ExactInferenceMethod"; }
77 
84 
97 
108  virtual SGVector<float64_t> get_alpha();
109 
122 
135 
146 
157 
162  virtual bool supports_regression() const
163  {
164  check_members();
165  return m_model->supports_regression();
166  }
167 
169  virtual void update();
170 
171 protected:
173  virtual void check_members() const;
174 
176  virtual void update_alpha();
177 
179  virtual void update_chol();
180 
182  virtual void update_mean();
183 
185  virtual void update_cov();
186 
190  virtual void update_deriv();
191 
200  const TParameter* param);
201 
210  const TParameter* param);
211 
220  const TParameter* param);
221 
230  const TParameter* param);
231 
232 private:
234  SGMatrix<float64_t> m_Sigma;
235 
237  SGVector<float64_t> m_mu;
238 
240 };
241 }
242 #endif /* HAVE_EIGEN3 */
243 #endif /* CEXACTINFERENCEMETHOD_H_ */

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