/usr/include/shogun/statistics/MMDKernelSelectionMax.h is in libshogun-dev 3.2.0-7.5.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 | /*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 3 of the License, or
* (at your option) any later version.
*
* Written (W) 2012-2013 Heiko Strathmann
*/
#ifndef __MMDKERNELSELECTIONMAX_H_
#define __MMDKERNELSELECTIONMAX_H_
#include <shogun/statistics/MMDKernelSelection.h>
namespace shogun
{
/** @brief Kernel selection class that selects the single kernel that maximises
* the MMD statistic. Works for CQuadraticTimeMMD and CLinearTimeMMD. This leads
* to a heuristic that is better than the standard median heuristic for
* Gaussian kernels. However, it comes with no guarantees.
*
* Optimal selection of single kernels can be found in the class
* CMMDKernelSelectionOpt
*
* This method was first described in
* Sriperumbudur, B., Fukumizu, K., Gretton, A., Lanckriet, G. R. G.,
* & Schoelkopf, B.
* Kernel choice and classifiability for RKHS embeddings of probability
* distributions. Advances in Neural Information Processing Systems (2009).
*/
class CMMDKernelSelectionMax: public CMMDKernelSelection
{
public:
/** Default constructor */
CMMDKernelSelectionMax();
/** Constructor that initialises the underlying MMD instance
*
* @param mmd MMD instance to use. Has to be an MMD based kernel two-sample
* test. Currently: linear or quadratic time MMD.
*/
CMMDKernelSelectionMax(CKernelTwoSampleTestStatistic* mmd);
/** Destructor */
virtual ~CMMDKernelSelectionMax();
/** @return vector the MMD of all single baseline kernels */
virtual SGVector<float64_t> compute_measures();
/** @return name of the SGSerializable */
const char* get_name() const { return "MMDKernelSelectionMax"; }
};
}
#endif /* __MMDKERNELSELECTIONMAX_H_ */
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