SHOGUN
3.2.1
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This class implements the kernel density estimation technique. Kernel density estimation is a non-parametric way to estimate an unknown pdf. The pdf at a query point given finite training samples is calculated using the following formula : \ \(pdf(x')= \frac{1}{nh} \sum_{i=1}^n K(\frac{||x-x_i||}{h})\) \ K() in the above formula is called the kernel function and is controlled by the parameter h called kernel bandwidth. Presently, this class supports only Gaussian kernel which can be used with either Euclidean distance or Manhattan distance. This class makes use of 2 tree structures KD-tree and Ball tree for fast calculation. KD-trees are faster than ball trees at lower dimensions. In case of high dimensional data, ball tree tends to out-perform KD-tree. By default, the class used is Ball tree.
Definition at line 59 of file KernelDensity.h.
Public Member Functions | |
CKernelDensity (float64_t bandwidth=1.0, EKernelType kernel_type=K_GAUSSIAN, EDistanceType dist=D_EUCLIDEAN, EEvaluationMode eval=EM_BALLTREE_SINGLE, int32_t leaf_size=1, float64_t atol=0, float64_t rtol=0) | |
~CKernelDensity () | |
virtual const char * | get_name () const |
virtual bool | train (CFeatures *data=NULL) |
SGVector< float64_t > | get_log_density (CDenseFeatures< float64_t > *test, int32_t leaf_size=1) |
virtual int32_t | get_num_model_parameters () |
virtual float64_t | get_log_model_parameter (int32_t num_param) |
virtual float64_t | get_log_derivative (int32_t num_param, int32_t num_example) |
virtual float64_t | get_log_likelihood_example (int32_t num_example) |
virtual int32_t | get_num_relevant_model_parameters () |
virtual float64_t | get_log_likelihood_sample () |
virtual SGVector< float64_t > | get_log_likelihood () |
virtual float64_t | get_model_parameter (int32_t num_param) |
virtual float64_t | get_derivative (int32_t num_param, int32_t num_example) |
virtual float64_t | get_likelihood_example (int32_t num_example) |
virtual SGVector< float64_t > | get_likelihood_for_all_examples () |
virtual void | set_features (CFeatures *f) |
virtual CFeatures * | get_features () |
virtual void | set_pseudo_count (float64_t pseudo) |
virtual float64_t | get_pseudo_count () |
virtual void | update_params_em (SGVector< float64_t > alpha_k) |
virtual CSGObject * | shallow_copy () const |
virtual CSGObject * | deep_copy () const |
virtual bool | is_generic (EPrimitiveType *generic) const |
template<class T > | |
void | set_generic () |
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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 () |
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void | set_generic () |
void | unset_generic () |
virtual void | print_serializable (const char *prefix="") |
virtual bool | save_serializable (CSerializableFile *file, const char *prefix="", int32_t param_version=Version::get_version_parameter()) |
virtual bool | load_serializable (CSerializableFile *file, const char *prefix="", int32_t param_version=Version::get_version_parameter()) |
DynArray< TParameter * > * | load_file_parameters (const SGParamInfo *param_info, int32_t file_version, CSerializableFile *file, const char *prefix="") |
DynArray< TParameter * > * | load_all_file_parameters (int32_t file_version, int32_t current_version, CSerializableFile *file, const char *prefix="") |
void | map_parameters (DynArray< TParameter * > *param_base, int32_t &base_version, DynArray< const SGParamInfo * > *target_param_infos) |
void | set_global_io (SGIO *io) |
SGIO * | get_global_io () |
void | set_global_parallel (Parallel *parallel) |
Parallel * | get_global_parallel () |
void | set_global_version (Version *version) |
Version * | get_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) |
virtual void | update_parameter_hash () |
virtual bool | parameter_hash_changed () |
virtual bool | equals (CSGObject *other, float64_t accuracy=0.0, bool tolerant=false) |
virtual CSGObject * | clone () |
Static Public Member Functions | |
static float64_t | log_norm (EKernelType kernel, float64_t width, int32_t dim) |
static float64_t | log_kernel (EKernelType kernel, float64_t dist, float64_t width) |
static CDistribution * | obtain_from_generic (CSGObject *object) |
Public Attributes | |
SGIO * | io |
Parallel * | parallel |
Version * | version |
Parameter * | m_parameters |
Parameter * | m_model_selection_parameters |
Parameter * | m_gradient_parameters |
ParameterMap * | m_parameter_map |
uint32_t | m_hash |
Protected Member Functions | |
virtual TParameter * | migrate (DynArray< TParameter * > *param_base, const SGParamInfo *target) |
virtual void | one_to_one_migration_prepare (DynArray< TParameter * > *param_base, const SGParamInfo *target, TParameter *&replacement, TParameter *&to_migrate, char *old_name=NULL) |
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) |
Protected Attributes | |
CFeatures * | features |
float64_t | pseudo_count |
CKernelDensity | ( | float64_t | bandwidth = 1.0 , |
EKernelType | kernel_type = K_GAUSSIAN , |
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EDistanceType | dist = D_EUCLIDEAN , |
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EEvaluationMode | eval = EM_BALLTREE_SINGLE , |
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int32_t | leaf_size = 1 , |
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float64_t | atol = 0 , |
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float64_t | rtol = 0 |
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Constructor
bandwidth | bandwidth of the kernel |
kernel_type | type of kernel used |
dist | distance metric used |
eval | evaluation mode |
leaf_size | min allowed vectors in leaves of the underlying tree |
atol | absolute tolerance |
rtol | relative tolerance |
Definition at line 38 of file KernelDensity.cpp.
~CKernelDensity | ( | ) |
destructor
Definition at line 52 of file KernelDensity.cpp.
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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.
dict | dictionary of parameters to be built. |
Definition at line 1185 of file SGObject.cpp.
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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.
Definition at line 1302 of file SGObject.cpp.
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virtualinherited |
A deep copy. All the instance variables will also be copied.
Definition at line 146 of file SGObject.cpp.
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.
other | object to compare with |
accuracy | accuracy to use for comparison (optional) |
tolerant | allows linient check on float equality (within accuracy) |
Definition at line 1206 of file SGObject.cpp.
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virtualinherited |
get partial derivative of likelihood function
num_param | partial derivative against which param |
num_example | which example |
Definition at line 134 of file Distribution.h.
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compute likelihood for example
num_example | which example |
Reimplemented in CGMM, and CLinearHMM.
Definition at line 145 of file Distribution.h.
compute likelihood for all vectors in sample
Definition at line 64 of file Distribution.cpp.
SGVector< float64_t > get_log_density | ( | CDenseFeatures< float64_t > * | test, |
int32_t | leaf_size = 1 |
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compute kde for given test points
test | data points at which kernel density is to be evaluated |
leaf_size | leaf size of query tree (ignored in case of single tree evaluation mode) |
Definition at line 95 of file KernelDensity.cpp.
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return log derivative NOT IMPLEMENTED
num_param | index number of the parameter |
num_example | index number of example |
Implements CDistribution.
Definition at line 139 of file KernelDensity.cpp.
compute log likelihood for each example
Definition at line 38 of file Distribution.cpp.
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return log likelihood of example NOT IMPLEMENTED
num_example | index number of example |
Implements CDistribution.
Definition at line 145 of file KernelDensity.cpp.
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compute log likelihood for whole sample
Definition at line 27 of file Distribution.cpp.
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return log model parameter NOT IMPLEMENTED
num_param | index number of the parameter |
Implements CDistribution.
Definition at line 133 of file KernelDensity.cpp.
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virtualinherited |
get model parameter
num_param | which param |
Definition at line 123 of file Distribution.h.
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inherited |
Definition at line 1077 of file SGObject.cpp.
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Returns description of a given parameter string, if it exists. SG_ERROR otherwise
param_name | name of the parameter |
Definition at line 1101 of file SGObject.cpp.
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Returns index of model selection parameter with provided index
param_name | name of model selection parameter |
Definition at line 1114 of file SGObject.cpp.
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return class name
Implements CSGObject.
Definition at line 81 of file KernelDensity.h.
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return number of model parameters NOT IMPLEMENTED
Implements CDistribution.
Definition at line 127 of file KernelDensity.cpp.
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virtualinherited |
get number of parameters in model that are relevant, i.e. > ALMOST_NEG_INFTY
Definition at line 51 of file Distribution.cpp.
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virtualinherited |
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virtualinherited |
If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.
generic | set to the type of the generic if returning TRUE |
Definition at line 243 of file SGObject.cpp.
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inherited |
maps all parameters of this instance to the provided file version and loads all parameter data from the file into an array, which is sorted (basically calls load_file_parameter(...) for all parameters and puts all results into a sorted array)
file_version | parameter version of the file |
current_version | version from which mapping begins (you want to use Version::get_version_parameter() for this in most cases) |
file | file to load from |
prefix | prefix for members |
Definition at line 648 of file SGObject.cpp.
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inherited |
loads some specified parameters from a file with a specified version The provided parameter info has a version which is recursively mapped until the file parameter version is reached. Note that there may be possibly multiple parameters in the mapping, therefore, a set of TParameter instances is returned
param_info | information of parameter |
file_version | parameter version of the file, must be <= provided parameter version |
file | file to load from |
prefix | prefix for members |
Definition at line 489 of file SGObject.cpp.
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virtualinherited |
Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!
file | where to load from |
prefix | prefix for members |
param_version | (optional) a parameter version different to (this is mainly for testing, better do not use) |
Definition at line 320 of file SGObject.cpp.
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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.
ShogunException | Will be thrown if an error occurres. |
Reimplemented in CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel, and CExponentialKernel.
Definition at line 1004 of file SGObject.cpp.
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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.
ShogunException | Will be thrown if an error occurres. |
Reimplemented in CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.
Definition at line 999 of file SGObject.cpp.
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returns kernel value
kernel | kernel type |
dist | distance |
width | kernel width |
Definition at line 160 of file KernelDensity.h.
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returns norm of a given kernel
kernel | kernel whose norm is to be calculated |
width | kernel bandwidth |
dim | kernel dimension |
Definition at line 137 of file KernelDensity.h.
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inherited |
Takes a set of TParameter instances (base) with a certain version and a set of target parameter infos and recursively maps the base level wise to the current version using CSGObject::migrate(...). The base is replaced. After this call, the base version containing parameters should be of same version/type as the initial target parameter infos. Note for this to work, the migrate methods and all the internal parameter mappings have to match
param_base | set of TParameter instances that are mapped to the provided target parameter infos |
base_version | version of the parameter base |
target_param_infos | set of SGParamInfo instances that specify the target parameter base |
Definition at line 686 of file SGObject.cpp.
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protectedvirtualinherited |
creates a new TParameter instance, which contains migrated data from the version that is provided. The provided parameter data base is used for migration, this base is a collection of all parameter data of the previous version. Migration is done FROM the data in param_base TO the provided param info Migration is always one version step. Method has to be implemented in subclasses, if no match is found, base method has to be called.
If there is an element in the param_base which equals the target, a copy of the element is returned. This represents the case when nothing has changed and therefore, the migrate method is not overloaded in a subclass
param_base | set of TParameter instances to use for migration |
target | parameter info for the resulting TParameter |
Definition at line 893 of file SGObject.cpp.
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staticinherited |
obtain from generic
object | generic object |
Definition at line 83 of file Distribution.cpp.
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protectedvirtualinherited |
This method prepares everything for a one-to-one parameter migration. One to one here means that only ONE element of the parameter base is needed for the migration (the one with the same name as the target). Data is allocated for the target (in the type as provided in the target SGParamInfo), and a corresponding new TParameter instance is written to replacement. The to_migrate pointer points to the single needed TParameter instance needed for migration. If a name change happened, the old name may be specified by old_name. In addition, the m_delete_data flag of to_migrate is set to true. So if you want to migrate data, the only thing to do after this call is converting the data in the m_parameter fields. If unsure how to use - have a look into an example for this. (base_migration_type_conversion.cpp for example)
param_base | set of TParameter instances to use for migration |
target | parameter info for the resulting TParameter |
replacement | (used as output) here the TParameter instance which is returned by migration is created into |
to_migrate | the only source that is used for migration |
old_name | with this parameter, a name change may be specified |
Definition at line 833 of file SGObject.cpp.
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virtualinherited |
Definition at line 209 of file SGObject.cpp.
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inherited |
prints all parameter registered for model selection and their type
Definition at line 1053 of file SGObject.cpp.
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virtualinherited |
prints registered parameters out
prefix | prefix for members |
Definition at line 255 of file SGObject.cpp.
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Save this object to file.
file | where to save the object; will be closed during returning if PREFIX is an empty string. |
prefix | prefix for members |
param_version | (optional) a parameter version different to (this is mainly for testing, better do not use) |
Definition at line 261 of file SGObject.cpp.
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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.
ShogunException | Will be thrown if an error occurres. |
Reimplemented in CKernel.
Definition at line 1014 of file SGObject.cpp.
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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.
ShogunException | Will be thrown if an error occurres. |
Reimplemented in CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.
Definition at line 1009 of file SGObject.cpp.
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Definition at line 38 of file SGObject.cpp.
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Definition at line 43 of file SGObject.cpp.
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Definition at line 48 of file SGObject.cpp.
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Definition at line 53 of file SGObject.cpp.
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Definition at line 58 of file SGObject.cpp.
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Definition at line 63 of file SGObject.cpp.
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Definition at line 68 of file SGObject.cpp.
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Definition at line 73 of file SGObject.cpp.
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Definition at line 78 of file SGObject.cpp.
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Definition at line 83 of file SGObject.cpp.
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Definition at line 88 of file SGObject.cpp.
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Definition at line 93 of file SGObject.cpp.
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Definition at line 98 of file SGObject.cpp.
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Definition at line 103 of file SGObject.cpp.
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Definition at line 108 of file SGObject.cpp.
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set generic type to T
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set the parallel object
parallel | parallel object to use |
Definition at line 189 of file SGObject.cpp.
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set the version object
version | version object to use |
Definition at line 230 of file SGObject.cpp.
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virtualinherited |
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virtualinherited |
A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.
Reimplemented in CGaussianKernel.
Definition at line 140 of file SGObject.cpp.
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virtual |
form tree using input points
data | data points to be used for density estimation |
Implements CDistribution.
Definition at line 57 of file KernelDensity.cpp.
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inherited |
unset generic type
this has to be called in classes specializing a template class
Definition at line 250 of file SGObject.cpp.
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virtualinherited |
Updates the hash of current parameter combination
Definition at line 196 of file SGObject.cpp.
update parameters in the em maximization step for mixture model of which this distribution is a part
abstract base method
alpha_k | "belongingness" values of various data points |
Reimplemented in CGaussian, and CDiscreteDistribution.
Definition at line 77 of file Distribution.cpp.
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protectedinherited |
feature vectors
Definition at line 207 of file Distribution.h.
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inherited |
io
Definition at line 461 of file SGObject.h.
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parameters wrt which we can compute gradients
Definition at line 476 of file SGObject.h.
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Hash of parameter values
Definition at line 482 of file SGObject.h.
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model selection parameters
Definition at line 473 of file SGObject.h.
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map for different parameter versions
Definition at line 479 of file SGObject.h.
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parameters
Definition at line 470 of file SGObject.h.
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parallel
Definition at line 464 of file SGObject.h.
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pseudo count
Definition at line 209 of file Distribution.h.
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version
Definition at line 467 of file SGObject.h.