/usr/include/torch/ParzenDistribution.h is in libtorch3-dev 3.1-2.1build1.
This file is owned by root:root, with mode 0o644.
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//
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#ifndef PARZEN_DISTRIBUTION_INC
#define PARZEN_DISTRIBUTION_INC
#include "Distribution.h"
namespace Torch {
/** This class can be used to model a Parzen density estimator with
a Gaussian kernel:
$ p(x) = \frac{1}{N}\sum_i \frac{1}{(2 \Pi var)^{d/2}} \exp(- \frac{||x - x_i||^2}{2 var})$
where the sum is done on the whole training set.
@author Samy Bengio (bengio@idiap.ch)
*/
class ParzenDistribution : public Distribution
{
public:
/// the variance used
real var;
/// the dataset
DataSet* data;
/// the indices of the training examples
int *train_examples_index;
int n_train_examples_index;
/** in order to faster the computation, we can do some "pre-computation"
pre-computed sum_log_var + n_obs * log_2_pi
*/
real sum_log_var_plus_n_obs_log_2_pi;
/// pre-computed -0.5 / var
real minus_half_over_var;
ParzenDistribution(int n_inputs_, real var_);
virtual void setDataSet(DataSet* dataset_);
virtual void setVar(real var_);
virtual real frameLogProbability(int t, real *inputs);
virtual real frameLogProbabilityOneFrame(real *inputs, real *mean);
virtual void eMSequenceInitialize(Sequence* inputs);
virtual void sequenceInitialize(Sequence* inputs);
virtual ~ParzenDistribution();
};
}
#endif
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