Kernel independence test base class. Provides an interface for performing an independence test. Given samples \(Z=\{(x_i,y_i)\}_{i=1}^m\) from the joint distribution \(\textbf{P}_{xy}\), does the joint distribution factorize as \(\textbf{P}_{xy}=\textbf{P}_x\textbf{P}_y\), i.e. product of the marginals?
The null-hypothesis says yes, i.e. no dependence, the alternative hypothesis says no.
In this class, this is done using a single kernel for each of the two sets of samples
The class also re-implements the sample_null() method. If the underlying kernel is a custom one (precomputed), the rows and column of the kernel matrix for p is permuted using subsets. The computation falls back to CIndependenceTest::sample_null() otherwise, which requires to re-compute the kernel in each iteration via subsets on the features instead
Abstract base class.
在文件 KernelIndependenceTest.h 第 65 行定义.
Public 成员函数 | |
CKernelIndependenceTest () | |
CKernelIndependenceTest (CKernel *kernel_p, CKernel *kernel_q, CFeatures *p, CFeatures *q) | |
virtual | ~CKernelIndependenceTest () |
virtual SGVector< float64_t > | sample_null () |
virtual void | set_kernel_p (CKernel *kernel_p) |
virtual void | set_kernel_q (CKernel *kernel_q) |
virtual CKernel * | get_kernel_p () |
virtual CKernel * | get_kernel_q () |
virtual const char * | get_name () const =0 |
virtual void | set_p (CFeatures *p) |
virtual void | set_q (CFeatures *q) |
virtual CFeatures * | get_p () |
virtual CFeatures * | get_q () |
virtual float64_t | compute_statistic ()=0 |
virtual float64_t | compute_p_value (float64_t statistic) |
virtual float64_t | compute_threshold (float64_t alpha) |
virtual float64_t | perform_test () |
bool | perform_test (float64_t alpha) |
virtual void | set_num_null_samples (index_t num_null_samples) |
virtual void | set_null_approximation_method (ENullApproximationMethod null_approximation_method) |
virtual EStatisticType | get_statistic_type () const =0 |
virtual CSGObject * | shallow_copy () const |
virtual CSGObject * | deep_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="", 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 () |
Public 属性 | |
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 成员函数 | |
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 属性 | |
CKernel * | m_kernel_p |
CKernel * | m_kernel_q |
CFeatures * | m_p |
CFeatures * | m_q |
index_t | m_num_null_samples |
ENullApproximationMethod | m_null_approximation_method |
default constructor
在文件 KernelIndependenceTest.cpp 第 39 行定义.
CKernelIndependenceTest | ( | CKernel * | kernel_p, |
CKernel * | kernel_q, | ||
CFeatures * | p, | ||
CFeatures * | q | ||
) |
Constructor.
Initializes the kernels and features from the two distributions and SG_REFs them
kernel_p | kernel to use on samples from p |
kernel_q | kernel to use on samples from q |
p | samples from distribution p |
q | samples from distribution q |
在文件 KernelIndependenceTest.cpp 第 45 行定义.
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virtual |
destructor
在文件 KernelIndependenceTest.cpp 第 58 行定义.
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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. |
在文件 SGObject.cpp 第 1185 行定义.
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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.
在文件 SGObject.cpp 第 1302 行定义.
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 in its sub-classes
statistic | statistic value to compute the p-value for |
被 CQuadraticTimeMMD, CStreamingMMD, CHSIC , 以及 CTwoSampleTest 重载.
在文件 HypothesisTest.cpp 第 71 行定义.
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pure virtualinherited |
在 CQuadraticTimeMMD, CHSIC, CStreamingMMD , 以及 CKernelTwoSampleTest 内被实现.
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 in its sub-classes
alpha | test level to reject null-hypothesis |
被 CQuadraticTimeMMD, CStreamingMMD, CHSIC , 以及 CTwoSampleTest 重载.
在文件 HypothesisTest.cpp 第 93 行定义.
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virtualinherited |
A deep copy. All the instance variables will also be copied.
在文件 SGObject.cpp 第 146 行定义.
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) |
在文件 SGObject.cpp 第 1206 行定义.
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inherited |
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inherited |
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inherited |
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virtual |
Getter for kernel for features from p, SG_REF'ed
在文件 KernelIndependenceTest.cpp 第 145 行定义.
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virtual |
Getter for kernel for features from q, SG_REF'ed
在文件 KernelIndependenceTest.cpp 第 151 行定义.
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inherited |
在文件 SGObject.cpp 第 1077 行定义.
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inherited |
Returns description of a given parameter string, if it exists. SG_ERROR otherwise
param_name | name of the parameter |
在文件 SGObject.cpp 第 1101 行定义.
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inherited |
Returns index of model selection parameter with provided index
param_name | name of model selection parameter |
在文件 SGObject.cpp 第 1114 行定义.
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pure virtual |
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virtualinherited |
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virtualinherited |
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pure virtualinherited |
returns the statistic type of this test statistic
在 CQuadraticTimeMMD, CHSIC , 以及 CLinearTimeMMD 内被实现.
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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 |
在文件 SGObject.cpp 第 243 行定义.
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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 |
在文件 SGObject.cpp 第 648 行定义.
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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 |
在文件 SGObject.cpp 第 489 行定义.
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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) |
在文件 SGObject.cpp 第 320 行定义.
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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. |
被 CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel , 以及 CExponentialKernel 重载.
在文件 SGObject.cpp 第 1004 行定义.
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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. |
被 CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool > , 以及 CDynamicObjectArray 重载.
在文件 SGObject.cpp 第 999 行定义.
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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 |
在文件 SGObject.cpp 第 686 行定义.
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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 |
在文件 SGObject.cpp 第 893 行定义.
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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 |
在文件 SGObject.cpp 第 833 行定义.
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virtualinherited |
在文件 SGObject.cpp 第 209 行定义.
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virtualinherited |
Performs the complete two-sample test on current data and returns a p-value.
This is a wrapper that calls compute_statistic first and then calls compute_p_value using the obtained statistic. In some statistic classes, it might be possible to compute statistic and p-value in one single run which is more efficient. Therefore, this method might be overwritten in subclasses.
The method for computing the p-value can be set via set_null_approximation_method().
被 CStreamingMMD 重载.
在文件 HypothesisTest.cpp 第 112 行定义.
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inherited |
Performs the complete two-sample test on current data and returns a binary answer wheter null hypothesis is rejected or not.
This is just a wrapper for the above perform_test() 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)
alpha | test level alpha. |
在文件 HypothesisTest.cpp 第 120 行定义.
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inherited |
prints all parameter registered for model selection and their type
在文件 SGObject.cpp 第 1053 行定义.
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virtualinherited |
shuffles the indeices that corresponds to the kernel entries of samples from p while accessing samples from q in the original order and computes the test statistic m_num_null_samples times. This version checks if a precomputed custom kernel is used, and, if so, just permutes the indices of the kernel corresponding to p instead of re-computing it in every iteration.
重载 CIndependenceTest .
被 CHSIC 重载.
在文件 KernelIndependenceTest.cpp 第 75 行定义.
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virtualinherited |
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) |
在文件 SGObject.cpp 第 261 行定义.
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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. |
被 CKernel 重载.
在文件 SGObject.cpp 第 1014 行定义.
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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. |
被 CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool > , 以及 CDynamicObjectArray 重载.
在文件 SGObject.cpp 第 1009 行定义.
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inherited |
在文件 SGObject.cpp 第 38 行定义.
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inherited |
在文件 SGObject.cpp 第 43 行定义.
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inherited |
在文件 SGObject.cpp 第 48 行定义.
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inherited |
在文件 SGObject.cpp 第 53 行定义.
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inherited |
在文件 SGObject.cpp 第 58 行定义.
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inherited |
在文件 SGObject.cpp 第 63 行定义.
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inherited |
在文件 SGObject.cpp 第 68 行定义.
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inherited |
在文件 SGObject.cpp 第 73 行定义.
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inherited |
在文件 SGObject.cpp 第 78 行定义.
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inherited |
在文件 SGObject.cpp 第 83 行定义.
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inherited |
在文件 SGObject.cpp 第 88 行定义.
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inherited |
在文件 SGObject.cpp 第 93 行定义.
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inherited |
在文件 SGObject.cpp 第 98 行定义.
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inherited |
在文件 SGObject.cpp 第 103 行定义.
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inherited |
在文件 SGObject.cpp 第 108 行定义.
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inherited |
set generic type to T
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inherited |
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inherited |
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inherited |
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virtual |
Setter for kernel for features from distribution p, SG_REFs it
kernel_p | kernel for features from p |
在文件 KernelIndependenceTest.cpp 第 129 行定义.
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virtual |
Setter for kernel for features from distribution q, SG_REFs it
kernel_q | kernel for features from q |
在文件 KernelIndependenceTest.cpp 第 137 行定义.
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virtualinherited |
sets the method how to approximate the null-distribution
null_approximation_method | method to use |
在文件 HypothesisTest.cpp 第 60 行定义.
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virtualinherited |
sets the number of permutation iterations for sample_null()
num_null_samples | how often permutation shall be done |
在文件 HypothesisTest.cpp 第 66 行定义.
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virtualinherited |
Setter for features from distribution p, SG_REFs it
p | features from p |
被 CHSIC 重载.
在文件 IndependenceTest.cpp 第 105 行定义.
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virtualinherited |
Setter for features from distribution q, SG_REFs it
q | features from q |
被 CHSIC 重载.
在文件 IndependenceTest.cpp 第 113 行定义.
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virtualinherited |
A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.
被 CGaussianKernel 重载.
在文件 SGObject.cpp 第 140 行定义.
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inherited |
unset generic type
this has to be called in classes specializing a template class
在文件 SGObject.cpp 第 250 行定义.
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virtualinherited |
Updates the hash of current parameter combination
在文件 SGObject.cpp 第 196 行定义.
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inherited |
io
在文件 SGObject.h 第 461 行定义.
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inherited |
parameters wrt which we can compute gradients
在文件 SGObject.h 第 476 行定义.
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inherited |
Hash of parameter values
在文件 SGObject.h 第 482 行定义.
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protected |
underlying kernel for p
在文件 KernelIndependenceTest.h 第 131 行定义.
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protected |
underlying kernel for q
在文件 KernelIndependenceTest.h 第 134 行定义.
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inherited |
model selection parameters
在文件 SGObject.h 第 473 行定义.
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protectedinherited |
Defines how the the null distribution is approximated
在文件 HypothesisTest.h 第 174 行定义.
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protectedinherited |
number of iterations for sampling from null-distributions
在文件 HypothesisTest.h 第 171 行定义.
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protectedinherited |
samples of the distribution p
在文件 IndependenceTest.h 第 116 行定义.
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inherited |
map for different parameter versions
在文件 SGObject.h 第 479 行定义.
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inherited |
parameters
在文件 SGObject.h 第 470 行定义.
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protectedinherited |
samples of the distribution q
在文件 IndependenceTest.h 第 119 行定义.
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inherited |
parallel
在文件 SGObject.h 第 464 行定义.
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version
在文件 SGObject.h 第 467 行定义.