SHOGUN
4.0.0
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Implementation of maximum MMD kernel selection for combined kernel. This class selects a combination of baseline kernels that maximises the the MMD for a combined kernel based on a L2-regularization approach. This boils down to solve the convex program
\[ \min_\beta \{\beta^T \beta \quad \text{s.t.}\quad \beta^T \eta=1, \beta\succeq 0\}, \]
where \(\eta\) is a vector whose elements are the MMDs of the baseline kernels.
This is meant to work for the CQuadraticTimeMMD statistic. Optimal weight selecton for CLinearTimeMMD can be found in CMMDKernelSelectionCombOpt.
The method is described in Gretton, A., Sriperumbudur, B., Sejdinovic, D., Strathmann, H., Balakrishnan, S., Pontil, M., & Fukumizu, K. (2012). Optimal kernel choice for large-scale two-sample tests. Advances in Neural Information Processing Systems.
在文件 MMDKernelSelectionCombMaxL2.h 第 40 行定义.
Public 成员函数 | |
CMMDKernelSelectionCombMaxL2 () | |
CMMDKernelSelectionCombMaxL2 (CKernelTwoSampleTest *mmd) | |
virtual | ~CMMDKernelSelectionCombMaxL2 () |
virtual SGVector< float64_t > | compute_measures () |
virtual const char * | get_name () const |
virtual CKernel * | select_kernel () |
void | set_estimator (CKernelTwoSampleTest *estimator) |
CKernelTwoSampleTest * | get_estimator () const |
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 SGVector< float64_t > | solve_optimization (SGVector< float64_t > mmds) |
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) |
静态 Protected 成员函数 | |
static const float64_t * | get_Q_col (uint32_t i) |
static void | print_state (libqp_state_T state) |
Protected 属性 | |
index_t | m_opt_max_iterations |
float64_t | m_opt_epsilon |
float64_t | m_opt_low_cut |
CKernelTwoSampleTest * | m_estimator |
静态 Protected 属性 | |
static SGMatrix< float64_t > | m_Q =SGMatrix<float64_t>(false) |
Default constructor
在文件 MMDKernelSelectionCombMaxL2.cpp 第 18 行定义.
Constructor that initialises the underlying MMD instance
mmd | MMD instance to use. Has to be an MMD based kernel two-sample test. Currently: linear or quadratic time MMD. |
在文件 MMDKernelSelectionCombMaxL2.cpp 第 23 行定义.
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virtual |
Destructor
在文件 MMDKernelSelectionCombMaxL2.cpp 第 33 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 1243 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 1360 行定义.
Computes kernel weights which maximise the MMD of the underlying combined kernel using L2-regularization.
This boils down to solving a convex program which is quadratic in the number of kernels. See class description.
SHOGUN has to be compiled with LAPACK to make this available. See set_opt* methods for optimization parameters.
IMPORTANT: Kernel weights have to be learned on different data than is used for testing/evaluation!
实现了 CMMDKernelSelection.
在文件 MMDKernelSelectionCombMaxL2.cpp 第 37 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 200 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 1264 行定义.
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inherited |
在文件 KernelSelection.cpp 第 82 行定义.
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在文件 SGObject.cpp 第 1135 行定义.
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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 1159 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 1172 行定义.
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virtual |
在文件 MMDKernelSelectionCombMaxL2.h 第 72 行定义.
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staticprotectedinherited |
return pointer to i-th column of m_Q. Helper for libqp
在文件 MMDKernelSelectionComb.cpp 第 63 行定义.
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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 297 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 704 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 545 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 374 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 occurs. |
被 CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel , 以及 CExponentialKernel 重载.
在文件 SGObject.cpp 第 1062 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 occurs. |
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 1057 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 742 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 949 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 889 行定义.
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virtualinherited |
在文件 SGObject.cpp 第 263 行定义.
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inherited |
prints all parameter registered for model selection and their type
在文件 SGObject.cpp 第 1111 行定义.
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staticprotectedinherited |
helper function that prints current state
在文件 MMDKernelSelectionComb.cpp 第 69 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 315 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 occurs. |
被 CKernel 重载.
在文件 SGObject.cpp 第 1072 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 occurs. |
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 1067 行定义.
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virtualinherited |
重载 CMMDKernelSelection .
在文件 MMDKernelSelectionComb.cpp 第 47 行定义.
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inherited |
estimator | the underlying CKernelTwoSampleTest instance |
在文件 KernelSelection.cpp 第 64 行定义.
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在文件 SGObject.cpp 第 42 行定义.
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在文件 SGObject.cpp 第 47 行定义.
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inherited |
在文件 SGObject.cpp 第 52 行定义.
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在文件 SGObject.cpp 第 57 行定义.
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在文件 SGObject.cpp 第 62 行定义.
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在文件 SGObject.cpp 第 67 行定义.
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在文件 SGObject.cpp 第 72 行定义.
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在文件 SGObject.cpp 第 77 行定义.
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在文件 SGObject.cpp 第 82 行定义.
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在文件 SGObject.cpp 第 87 行定义.
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在文件 SGObject.cpp 第 92 行定义.
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在文件 SGObject.cpp 第 97 行定义.
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在文件 SGObject.cpp 第 102 行定义.
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在文件 SGObject.cpp 第 107 行定义.
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在文件 SGObject.cpp 第 112 行定义.
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set generic type to T
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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 194 行定义.
Solves the quadratic program
\[ \min_\beta \{\beta^T Q \beta \quad \text{s.t.}\quad \beta^T \eta=1, \beta\succeq 0\}, \]
where \(\eta\) is a given parameter and \(Q\) is the m_Q member.
Note that at least one element is assumed \(\eta\) has to be positive.
mmds | values that will be put into \(\eta\). At least one element is assumed to be positive |
在文件 MMDKernelSelectionComb.cpp 第 74 行定义.
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unset generic type
this has to be called in classes specializing a template class
在文件 SGObject.cpp 第 304 行定义.
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virtualinherited |
Updates the hash of current parameter combination
在文件 SGObject.cpp 第 250 行定义.
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io
在文件 SGObject.h 第 496 行定义.
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protectedinherited |
Underlying kernel two-sample test instance
在文件 KernelSelection.h 第 99 行定义.
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parameters wrt which we can compute gradients
在文件 SGObject.h 第 511 行定义.
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Hash of parameter values
在文件 SGObject.h 第 517 行定义.
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model selection parameters
在文件 SGObject.h 第 508 行定义.
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protectedinherited |
stopping accuracy of qp solver
在文件 MMDKernelSelectionComb.h 第 80 行定义.
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protectedinherited |
low cut for weights, if weights are under this value, are set to zero
在文件 MMDKernelSelectionComb.h 第 83 行定义.
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protectedinherited |
maximum number of iterations of qp solver
在文件 MMDKernelSelectionComb.h 第 77 行定义.
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map for different parameter versions
在文件 SGObject.h 第 514 行定义.
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parameters
在文件 SGObject.h 第 505 行定义.
matrix for selection of kernel weights (static because of libqp)
在文件 MMDKernelSelectionComb.h 第 86 行定义.
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parallel
在文件 SGObject.h 第 499 行定义.
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version
在文件 SGObject.h 第 502 行定义.