SHOGUN  6.1.3
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CLogitVGLikelihood Class Reference

Detailed Description

Class that models Logit likelihood and uses numerical integration to approximate the following variational expection of log likelihood

\[ \sum_{{i=1}^n}{E_{q(f_i|{\mu}_i,{\sigma}^2_i)}[logP(y_i|f_i)]} \]

.

Definition at line 57 of file LogitVGLikelihood.h.

Inheritance diagram for CLogitVGLikelihood:
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Public Types

typedef rxcpp::subjects::subject< ObservedValueSGSubject
 
typedef rxcpp::observable< ObservedValue, rxcpp::dynamic_observable< ObservedValue > > SGObservable
 
typedef rxcpp::subscriber< ObservedValue, rxcpp::observer< ObservedValue, void, void, void, void > > SGSubscriber
 

Public Member Functions

 CLogitVGLikelihood ()
 
virtual ~CLogitVGLikelihood ()
 
virtual const char * get_name () const
 
virtual bool supports_derivative_wrt_hyperparameter () const
 
virtual bool set_variational_distribution (SGVector< float64_t > mu, SGVector< float64_t > s2, const CLabels *lab)
 
virtual SGVector< float64_tget_variational_expection ()
 
virtual SGVector< float64_tget_variational_first_derivative (const TParameter *param) const
 
virtual SGVector< float64_tget_first_derivative_wrt_hyperparameter (const TParameter *param) const
 
virtual void set_GHQ_number (index_t n)
 
virtual void set_noise_factor (float64_t noise_factor)
 
virtual SGVector< float64_tget_predictive_means (SGVector< float64_t > mu, SGVector< float64_t > s2, const CLabels *lab=NULL) const
 
virtual SGVector< float64_tget_predictive_variances (SGVector< float64_t > mu, SGVector< float64_t > s2, const CLabels *lab=NULL) const
 
virtual ELikelihoodModelType get_model_type () const
 
virtual SGVector< float64_tget_log_probability_f (const CLabels *lab, SGVector< float64_t > func) const
 
virtual SGVector< float64_tget_log_probability_derivative_f (const CLabels *lab, SGVector< float64_t > func, index_t i) const
 
virtual SGVector< float64_tget_log_zeroth_moments (SGVector< float64_t > mu, SGVector< float64_t > s2, const CLabels *lab) const
 
virtual float64_t get_first_moment (SGVector< float64_t > mu, SGVector< float64_t > s2, const CLabels *lab, index_t i) const
 
virtual float64_t get_second_moment (SGVector< float64_t > mu, SGVector< float64_t > s2, const CLabels *lab, index_t i) const
 
virtual bool supports_regression () const
 
virtual bool supports_binary () const
 
virtual bool supports_multiclass () const
 
virtual SGVector< float64_tget_first_derivative (const CLabels *lab, SGVector< float64_t > func, const TParameter *param) const
 
virtual SGVector< float64_tget_second_derivative (const CLabels *lab, SGVector< float64_t > func, const TParameter *param) const
 
virtual SGVector< float64_tget_third_derivative (const CLabels *lab, SGVector< float64_t > func, const TParameter *param) const
 
virtual SGVector< float64_tget_predictive_log_probabilities (SGVector< float64_t > mu, SGVector< float64_t > s2, const CLabels *lab=NULL)
 
virtual SGVector< float64_tget_log_probability_fmatrix (const CLabels *lab, SGMatrix< float64_t > F) const
 
virtual SGVector< float64_tget_first_moments (SGVector< float64_t > mu, SGVector< float64_t > s2, const CLabels *lab) const
 
virtual SGVector< float64_tget_second_moments (SGVector< float64_t > mu, SGVector< float64_t > s2, const CLabels *lab) const
 
int32_t ref ()
 
int32_t ref_count ()
 
int32_t unref ()
 
virtual CSGObjectshallow_copy () const
 
virtual CSGObjectdeep_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="")
 
virtual bool load_serializable (CSerializableFile *file, const char *prefix="")
 
void set_global_io (SGIO *io)
 
SGIOget_global_io ()
 
void set_global_parallel (Parallel *parallel)
 
Parallelget_global_parallel ()
 
void set_global_version (Version *version)
 
Versionget_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)
 
bool has (const std::string &name) const
 
template<typename T >
bool has (const Tag< T > &tag) const
 
template<typename T , typename U = void>
bool has (const std::string &name) const
 
template<typename T >
void set (const Tag< T > &_tag, const T &value)
 
template<typename T , typename U = void>
void set (const std::string &name, const T &value)
 
template<typename T >
get (const Tag< T > &_tag) const
 
template<typename T , typename U = void>
get (const std::string &name) const
 
SGObservableget_parameters_observable ()
 
void subscribe_to_parameters (ParameterObserverInterface *obs)
 
void list_observable_parameters ()
 
virtual void update_parameter_hash ()
 
virtual bool parameter_hash_changed ()
 
virtual bool equals (CSGObject *other, float64_t accuracy=0.0, bool tolerant=false)
 
virtual CSGObjectclone ()
 

Public Attributes

SGIOio
 
Parallelparallel
 
Versionversion
 
Parameterm_parameters
 
Parameterm_model_selection_parameters
 
Parameterm_gradient_parameters
 
uint32_t m_hash
 

Protected Member Functions

virtual void init_likelihood ()
 
virtual void set_likelihood (CLikelihoodModel *lik)
 
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)
 
template<typename T >
void register_param (Tag< T > &_tag, const T &value)
 
template<typename T >
void register_param (const std::string &name, const T &value)
 
bool clone_parameters (CSGObject *other)
 
void observe (const ObservedValue value)
 
void register_observable_param (const std::string &name, const SG_OBS_VALUE_TYPE type, const std::string &description)
 

Protected Attributes

SGVector< float64_tm_mu
 
SGVector< float64_tm_s2
 
SGVector< float64_tm_lab
 
CLikelihoodModelm_likelihood
 

Member Typedef Documentation

◆ SGObservable

Definition at line 130 of file SGObject.h.

◆ SGSubject

Definition at line 127 of file SGObject.h.

◆ SGSubscriber

typedef rxcpp::subscriber< ObservedValue, rxcpp::observer<ObservedValue, void, void, void, void> > SGSubscriber
inherited

Definition at line 133 of file SGObject.h.

Constructor & Destructor Documentation

◆ CLogitVGLikelihood()

Definition at line 49 of file LogitVGLikelihood.cpp.

◆ ~CLogitVGLikelihood()

~CLogitVGLikelihood ( )
virtual

Definition at line 55 of file LogitVGLikelihood.cpp.

Member Function Documentation

◆ build_gradient_parameter_dictionary()

void build_gradient_parameter_dictionary ( CMap< TParameter *, CSGObject *> *  dict)
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.

Parameters
dictdictionary of parameters to be built.

Definition at line 635 of file SGObject.cpp.

◆ clone()

CSGObject * clone ( )
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.

Returns
an identical copy of the given object, which is disjoint in memory. NULL if the clone fails. Note that the returned object is SG_REF'ed

Reimplemented in CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, CDynamicObjectArray, CAlphabet, and CMKL.

Definition at line 734 of file SGObject.cpp.

◆ clone_parameters()

bool clone_parameters ( CSGObject other)
protectedinherited

Definition at line 759 of file SGObject.cpp.

◆ deep_copy()

CSGObject * deep_copy ( ) const
virtualinherited

A deep copy. All the instance variables will also be copied.

Definition at line 232 of file SGObject.cpp.

◆ equals()

bool equals ( CSGObject other,
float64_t  accuracy = 0.0,
bool  tolerant = false 
)
virtualinherited

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.

Parameters
otherobject to compare with
accuracyaccuracy to use for comparison (optional)
tolerantallows linient check on float equality (within accuracy)
Returns
true if all parameters were equal, false if not

Definition at line 656 of file SGObject.cpp.

◆ get() [1/2]

T get ( const Tag< T > &  _tag) const
inherited

Getter for a class parameter, identified by a Tag. Throws an exception if the class does not have such a parameter.

Parameters
_tagname and type information of parameter
Returns
value of the parameter identified by the input tag

Definition at line 381 of file SGObject.h.

◆ get() [2/2]

T get ( const std::string &  name) const
inherited

Getter for a class parameter, identified by a name. Throws an exception if the class does not have such a parameter.

Parameters
namename of the parameter
Returns
value of the parameter corresponding to the input name and type

Definition at line 404 of file SGObject.h.

◆ get_first_derivative()

SGVector< float64_t > get_first_derivative ( const CLabels lab,
SGVector< float64_t func,
const TParameter param 
) const
virtualinherited

get derivative of log likelihood \(log(p(y|f))\) with respect to given parameter

Parameters
lablabels used
funcfunction location
paramparameter
Returns
derivative

Reimplemented from CLikelihoodModel.

Definition at line 88 of file VariationalLikelihood.cpp.

◆ get_first_derivative_wrt_hyperparameter()

SGVector< float64_t > get_first_derivative_wrt_hyperparameter ( const TParameter param) const
virtualinherited

get derivative of log likelihood \(log(p(y|f))\) with respect to given hyperparameter Note that variational parameters (mu and sigma) are NOT considered as hyperparameters

Parameters
paramparameter
Returns
derivative

Implements CVariationalLikelihood.

Definition at line 102 of file NumericalVGLikelihood.cpp.

◆ get_first_moment()

float64_t get_first_moment ( SGVector< float64_t mu,
SGVector< float64_t s2,
const CLabels lab,
index_t  i 
) const
virtualinherited

returns the first moment of a given (unnormalized) probability distribution \(q(f_i) = Z_i^-1 p(y_i|f_i)\mathcal{N}(f_i|\mu,\sigma^2)\), where \( Z_i=\int p(y_i|f_i)\mathcal{N}(f_i|\mu,\sigma^2) df_i\).

This method is useful for EP local likelihood approximation.

Parameters
mumean of the \(\mathcal{N}(f_i|\mu,\sigma^2)\)
s2variance of the \(\mathcal{N}(f_i|\mu,\sigma^2)\)
lablabels \(y_i\)
iindex i
Returns
first moment of \(q(f_i)\)

Implements CLikelihoodModel.

Definition at line 140 of file VariationalLikelihood.cpp.

◆ get_first_moments()

SGVector< float64_t > get_first_moments ( SGVector< float64_t mu,
SGVector< float64_t s2,
const CLabels lab 
) const
virtualinherited

returns the first moment of a given (unnormalized) probability distribution \(q(f_i) = Z_i^-1 p(y_i|f_i)\mathcal{N}(f_i|\mu,\sigma^2)\) for each \(f_i\), where \( Z_i=\int p(y_i|f_i)\mathcal{N}(f_i|\mu,\sigma^2) df_i\).

Wrapper method which calls get_first_moment multiple times.

Parameters
mumean of the \(\mathcal{N}(f_i|\mu,\sigma^2)\)
s2variance of the \(\mathcal{N}(f_i|\mu,\sigma^2)\)
lablabels \(y_i\)
Returns
the first moment of \(q(f_i)\) for each \(f_i\)

Definition at line 72 of file LikelihoodModel.cpp.

◆ get_global_io()

SGIO * get_global_io ( )
inherited

get the io object

Returns
io object

Definition at line 269 of file SGObject.cpp.

◆ get_global_parallel()

Parallel * get_global_parallel ( )
inherited

get the parallel object

Returns
parallel object

Definition at line 311 of file SGObject.cpp.

◆ get_global_version()

Version * get_global_version ( )
inherited

get the version object

Returns
version object

Definition at line 324 of file SGObject.cpp.

◆ get_log_probability_derivative_f()

SGVector< float64_t > get_log_probability_derivative_f ( const CLabels lab,
SGVector< float64_t func,
index_t  i 
) const
virtualinherited

get derivative of log likelihood \(log(p(y|f))\) with respect to location function \(f\)

Parameters
lablabels used
funcfunction location
iindex, choices are 1, 2, and 3 for first, second, and third derivatives respectively
Returns
derivative

Implements CLikelihoodModel.

Definition at line 125 of file VariationalLikelihood.cpp.

◆ get_log_probability_f()

SGVector< float64_t > get_log_probability_f ( const CLabels lab,
SGVector< float64_t func 
) const
virtualinherited

Returns the logarithm of the point-wise likelihood \(log(p(y_i|f_i))\) for each label \(y_i\).

One can evaluate log-likelihood like: \( log(p(y|f)) = \sum_{i=1}^{n} log(p(y_i|f_i))\)

Parameters
lablabels \(y_i\)
funcvalues of the function \(f_i\)
Returns
logarithm of the point-wise likelihood

Implements CLikelihoodModel.

Definition at line 118 of file VariationalLikelihood.cpp.

◆ get_log_probability_fmatrix()

SGVector< float64_t > get_log_probability_fmatrix ( const CLabels lab,
SGMatrix< float64_t F 
) const
virtualinherited

Returns the log-likelihood \(log(p(y|f)) = \sum_{i=1}^{n} log(p(y_i|f_i))\) for each of the provided functions \( f \) in the given matrix.

Wrapper method which calls get_log_probability_f multiple times.

Parameters
lablabels \(y_i\)
Fvalues of the function \(f_i\) where each column of the matrix is one function \( f \).
Returns
log-likelihood for every provided function

Definition at line 51 of file LikelihoodModel.cpp.

◆ get_log_zeroth_moments()

SGVector< float64_t > get_log_zeroth_moments ( SGVector< float64_t mu,
SGVector< float64_t s2,
const CLabels lab 
) const
virtualinherited

returns the zeroth moment of a given (unnormalized) probability distribution:

\[ log(Z_i) = log\left(\int p(y_i|f_i) \mathcal{N}(f_i|\mu,\sigma^2) df_i\right) \]

for each \(f_i\).

Parameters
mumean of the \(\mathcal{N}(f_i|\mu,\sigma^2)\)
s2variance of the \(\mathcal{N}(f_i|\mu,\sigma^2)\)
lablabels \(y_i\)
Returns
log zeroth moment \(log(Z_i)\)

Implements CLikelihoodModel.

Definition at line 132 of file VariationalLikelihood.cpp.

◆ get_model_type()

ELikelihoodModelType get_model_type ( ) const
virtualinherited

get model type

Returns
model type NONE

Reimplemented from CLikelihoodModel.

Definition at line 112 of file VariationalLikelihood.cpp.

◆ get_modelsel_names()

SGStringList< char > get_modelsel_names ( )
inherited
Returns
vector of names of all parameters which are registered for model selection

Definition at line 536 of file SGObject.cpp.

◆ get_modsel_param_descr()

char * get_modsel_param_descr ( const char *  param_name)
inherited

Returns description of a given parameter string, if it exists. SG_ERROR otherwise

Parameters
param_namename of the parameter
Returns
description of the parameter

Definition at line 560 of file SGObject.cpp.

◆ get_modsel_param_index()

index_t get_modsel_param_index ( const char *  param_name)
inherited

Returns index of model selection parameter with provided index

Parameters
param_namename of model selection parameter
Returns
index of model selection parameter with provided name, -1 if there is no such

Definition at line 573 of file SGObject.cpp.

◆ get_name()

virtual const char* get_name ( ) const
virtual

returns the name of the likelihood model

Returns
name LogitVGLikelihood

Reimplemented from CNumericalVGLikelihood.

Definition at line 68 of file LogitVGLikelihood.h.

◆ get_parameters_observable()

SGObservable* get_parameters_observable ( )
inherited

Get parameters observable

Returns
RxCpp observable

Definition at line 415 of file SGObject.h.

◆ get_predictive_log_probabilities()

SGVector< float64_t > get_predictive_log_probabilities ( SGVector< float64_t mu,
SGVector< float64_t s2,
const CLabels lab = NULL 
)
virtualinherited

returns the logarithm of the predictive density of \(y_*\):

\[ log(p(y_*|X,y,x_*)) = log\left(\int p(y_*|f_*) p(f_*|X,y,x_*) df_*\right) \]

which approximately equals to

\[ log\left(\int p(y_*|f_*) \mathcal{N}(f_*|\mu,\sigma^2) df_*\right) \]

where normal distribution \(\mathcal{N}(\mu,\sigma^2)\) is an approximation to the posterior marginal \(p(f_*|X,y,x_*)\).

NOTE: if lab equals to NULL, then each \(y_*\) equals to one.

Parameters
muposterior mean of a Gaussian distribution \(\mathcal{N}(\mu,\sigma^2)\), which is an approximation to the posterior marginal \(p(f_*|X,y,x_*)\)
s2posterior variance of a Gaussian distribution \(\mathcal{N}(\mu,\sigma^2)\), which is an approximation to the posterior marginal \(p(f_*|X,y,x_*)\)
lablabels \(y_*\)
Returns
\(log(p(y_*|X, y, x*))\) for each label \(y_*\)

Reimplemented in CSoftMaxLikelihood.

Definition at line 45 of file LikelihoodModel.cpp.

◆ get_predictive_means()

SGVector< float64_t > get_predictive_means ( SGVector< float64_t mu,
SGVector< float64_t s2,
const CLabels lab = NULL 
) const
virtualinherited

returns mean of the predictive marginal \(p(y_*|X,y,x_*)\)

NOTE: if lab equals to NULL, then each \(y_*\) equals to one.

Parameters
muposterior mean of a Gaussian distribution \(\mathcal{N}(\mu,\sigma^2)\), which is an approximation to the posterior marginal \(p(f_*|X,y,x_*)\)
s2posterior variance of a Gaussian distribution \(\mathcal{N}(\mu,\sigma^2)\), which is an approximation to the posterior marginal \(p(f_*|X,y,x_*)\)
lablabels \(y_*\)
Returns
final means evaluated by likelihood function

Implements CLikelihoodModel.

Definition at line 72 of file VariationalLikelihood.cpp.

◆ get_predictive_variances()

SGVector< float64_t > get_predictive_variances ( SGVector< float64_t mu,
SGVector< float64_t s2,
const CLabels lab = NULL 
) const
virtualinherited

returns variance of the predictive marginal \(p(y_*|X,y,x_*)\)

NOTE: if lab equals to NULL, then each \(y_*\) equals to one.

Parameters
muposterior mean of a Gaussian distribution \(\mathcal{N}(\mu,\sigma^2)\), which is an approximation to the posterior marginal \(p(f_*|X,y,x_*)\)
s2posterior variance of a Gaussian distribution \(\mathcal{N}(\mu,\sigma^2)\), which is an approximation to the posterior marginal \(p(f_*|X,y,x_*)\)
lablabels \(y_*\)
Returns
final variances evaluated by likelihood function

Implements CLikelihoodModel.

Definition at line 80 of file VariationalLikelihood.cpp.

◆ get_second_derivative()

SGVector< float64_t > get_second_derivative ( const CLabels lab,
SGVector< float64_t func,
const TParameter param 
) const
virtualinherited

get derivative of the first derivative of log likelihood with respect to function location, i.e. \(\frac{\partial log(p(y|f))}{\partial f}\) with respect to given parameter

Parameters
lablabels used
funcfunction location
paramparameter
Returns
derivative

Reimplemented from CLikelihoodModel.

Definition at line 96 of file VariationalLikelihood.cpp.

◆ get_second_moment()

float64_t get_second_moment ( SGVector< float64_t mu,
SGVector< float64_t s2,
const CLabels lab,
index_t  i 
) const
virtualinherited

returns the second moment of a given (unnormalized) probability distribution \(q(f_i) = Z_i^-1 p(y_i|f_i)\mathcal{N}(f_i|\mu,\sigma^2)\), where \( Z_i=\int p(y_i|f_i)\mathcal{N}(f_i|\mu,\sigma^2) df_i\).

This method is useful for EP local likelihood approximation.

Parameters
mumean of the \(\mathcal{N}(f_i|\mu,\sigma^2)\)
s2variance of the \(\mathcal{N}(f_i|\mu,\sigma^2)\)
lablabels \(y_i\)
iindex i
Returns
the second moment of \(q(f_i)\)

Implements CLikelihoodModel.

Definition at line 148 of file VariationalLikelihood.cpp.

◆ get_second_moments()

SGVector< float64_t > get_second_moments ( SGVector< float64_t mu,
SGVector< float64_t s2,
const CLabels lab 
) const
virtualinherited

returns the second moment of a given (unnormalized) probability distribution \(q(f_i) = Z_i^-1 p(y_i|f_i)\mathcal{N}(f_i|\mu,\sigma^2)\) for each \(f_i\), where \( Z_i=\int p(y_i|f_i)\mathcal{N}(f_i|\mu,\sigma^2) df_i\).

Wrapper method which calls get_second_moment multiple times.

Parameters
mumean of the \(\mathcal{N}(f_i|\mu,\sigma^2)\)
s2variance of the \(\mathcal{N}(f_i|\mu,\sigma^2)\)
lablabels \(y_i\)
Returns
the second moment of \(q(f_i)\) for each \(f_i\)

Definition at line 89 of file LikelihoodModel.cpp.

◆ get_third_derivative()

SGVector< float64_t > get_third_derivative ( const CLabels lab,
SGVector< float64_t func,
const TParameter param 
) const
virtualinherited

get derivative of the second derivative of log likelihood with respect to function location, i.e. \(\frac{\partial^{2} log(p(y|f))}{\partial f^{2}}\) with respect to given parameter

Parameters
lablabels used
funcfunction location
paramparameter
Returns
derivative

Reimplemented from CLikelihoodModel.

Definition at line 104 of file VariationalLikelihood.cpp.

◆ get_variational_expection()

SGVector< float64_t > get_variational_expection ( )
virtualinherited

returns the expection of the logarithm of a logit distribution wrt the variational distribution using numerical integration

For each sample i, using Gaussian-Hermite quadrature to approximate

\[ E_{q(f_i|{\mu}_i,{\sigma}^2_i)}[logP(y_i|f_i)] \]

given mu_i and sigma2_i

Returns
expection

Implements CVariationalLikelihood.

Definition at line 135 of file NumericalVGLikelihood.cpp.

◆ get_variational_first_derivative()

SGVector< float64_t > get_variational_first_derivative ( const TParameter param) const
virtualinherited

get derivative of the variational expection of log LogitLikelihood using numerical integration with respect to given parameter

compute the derivative of

\[ E_{q(f_i|{\mu}_i,{\sigma}^2_i)}[logP(y_i|f_i)] \]

given mu_i and sigma2_i with repect to param using Gaussian-Hermite quadrature

Parameters
paramparameter(mu or sigma2)
Returns
derivative

Implements CVariationalLikelihood.

Definition at line 162 of file NumericalVGLikelihood.cpp.

◆ has() [1/3]

bool has ( const std::string &  name) const
inherited

Checks if object has a class parameter identified by a name.

Parameters
namename of the parameter
Returns
true if the parameter exists with the input name

Definition at line 304 of file SGObject.h.

◆ has() [2/3]

bool has ( const Tag< T > &  tag) const
inherited

Checks if object has a class parameter identified by a Tag.

Parameters
tagtag of the parameter containing name and type information
Returns
true if the parameter exists with the input tag

Definition at line 315 of file SGObject.h.

◆ has() [3/3]

bool has ( const std::string &  name) const
inherited

Checks if a type exists for a class parameter identified by a name.

Parameters
namename of the parameter
Returns
true if the parameter exists with the input name and type

Definition at line 326 of file SGObject.h.

◆ init_likelihood()

void init_likelihood ( )
protectedvirtual

The function used to initialize m_likelihood

Implements CNumericalVGLikelihood.

Definition at line 59 of file LogitVGLikelihood.cpp.

◆ is_generic()

bool is_generic ( EPrimitiveType *  generic) const
virtualinherited

If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.

Parameters
genericset to the type of the generic if returning TRUE
Returns
TRUE if a class template.

Definition at line 330 of file SGObject.cpp.

◆ list_observable_parameters()

void list_observable_parameters ( )
inherited

Print to stdout a list of observable parameters

Definition at line 878 of file SGObject.cpp.

◆ load_serializable()

bool load_serializable ( CSerializableFile file,
const char *  prefix = "" 
)
virtualinherited

Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!

Parameters
filewhere to load from
prefixprefix for members
Returns
TRUE if done, otherwise FALSE

Definition at line 403 of file SGObject.cpp.

◆ load_serializable_post()

void load_serializable_post ( )
throw (ShogunException
)
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.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel, and CExponentialKernel.

Definition at line 460 of file SGObject.cpp.

◆ load_serializable_pre()

void load_serializable_pre ( )
throw (ShogunException
)
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.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.

Definition at line 455 of file SGObject.cpp.

◆ observe()

void observe ( const ObservedValue  value)
protectedinherited

Observe a parameter value and emit them to observer.

Parameters
valueObserved parameter's value

Definition at line 828 of file SGObject.cpp.

◆ parameter_hash_changed()

bool parameter_hash_changed ( )
virtualinherited
Returns
whether parameter combination has changed since last update

Definition at line 296 of file SGObject.cpp.

◆ print_modsel_params()

void print_modsel_params ( )
inherited

prints all parameter registered for model selection and their type

Definition at line 512 of file SGObject.cpp.

◆ print_serializable()

void print_serializable ( const char *  prefix = "")
virtualinherited

prints registered parameters out

Parameters
prefixprefix for members

Definition at line 342 of file SGObject.cpp.

◆ ref()

int32_t ref ( )
inherited

increase reference counter

Returns
reference count

Definition at line 186 of file SGObject.cpp.

◆ ref_count()

int32_t ref_count ( )
inherited

display reference counter

Returns
reference count

Definition at line 193 of file SGObject.cpp.

◆ register_observable_param()

void register_observable_param ( const std::string &  name,
const SG_OBS_VALUE_TYPE  type,
const std::string &  description 
)
protectedinherited

Register which params this object can emit.

Parameters
namethe param name
typethe param type
descriptiona user oriented description

Definition at line 871 of file SGObject.cpp.

◆ register_param() [1/2]

void register_param ( Tag< T > &  _tag,
const T &  value 
)
protectedinherited

Registers a class parameter which is identified by a tag. This enables the parameter to be modified by set() and retrieved by get(). Parameters can be registered in the constructor of the class.

Parameters
_tagname and type information of parameter
valuevalue of the parameter

Definition at line 472 of file SGObject.h.

◆ register_param() [2/2]

void register_param ( const std::string &  name,
const T &  value 
)
protectedinherited

Registers a class parameter which is identified by a name. This enables the parameter to be modified by set() and retrieved by get(). Parameters can be registered in the constructor of the class.

Parameters
namename of the parameter
valuevalue of the parameter along with type information

Definition at line 485 of file SGObject.h.

◆ save_serializable()

bool save_serializable ( CSerializableFile file,
const char *  prefix = "" 
)
virtualinherited

Save this object to file.

Parameters
filewhere to save the object; will be closed during returning if PREFIX is an empty string.
prefixprefix for members
Returns
TRUE if done, otherwise FALSE

Definition at line 348 of file SGObject.cpp.

◆ save_serializable_post()

void save_serializable_post ( )
throw (ShogunException
)
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.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CKernel.

Definition at line 470 of file SGObject.cpp.

◆ save_serializable_pre()

void save_serializable_pre ( )
throw (ShogunException
)
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.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.

Definition at line 465 of file SGObject.cpp.

◆ set() [1/2]

void set ( const Tag< T > &  _tag,
const T &  value 
)
inherited

Setter for a class parameter, identified by a Tag. Throws an exception if the class does not have such a parameter.

Parameters
_tagname and type information of parameter
valuevalue of the parameter

Definition at line 342 of file SGObject.h.

◆ set() [2/2]

void set ( const std::string &  name,
const T &  value 
)
inherited

Setter for a class parameter, identified by a name. Throws an exception if the class does not have such a parameter.

Parameters
namename of the parameter
valuevalue of the parameter along with type information

Definition at line 368 of file SGObject.h.

◆ set_generic() [1/16]

void set_generic ( )
inherited

Definition at line 73 of file SGObject.cpp.

◆ set_generic() [2/16]

void set_generic ( )
inherited

Definition at line 78 of file SGObject.cpp.

◆ set_generic() [3/16]

void set_generic ( )
inherited

Definition at line 83 of file SGObject.cpp.

◆ set_generic() [4/16]

void set_generic ( )
inherited

Definition at line 88 of file SGObject.cpp.

◆ set_generic() [5/16]

void set_generic ( )
inherited

Definition at line 93 of file SGObject.cpp.

◆ set_generic() [6/16]

void set_generic ( )
inherited

Definition at line 98 of file SGObject.cpp.

◆ set_generic() [7/16]

void set_generic ( )
inherited

Definition at line 103 of file SGObject.cpp.

◆ set_generic() [8/16]

void set_generic ( )
inherited

Definition at line 108 of file SGObject.cpp.

◆ set_generic() [9/16]

void set_generic ( )
inherited

Definition at line 113 of file SGObject.cpp.

◆ set_generic() [10/16]

void set_generic ( )
inherited

Definition at line 118 of file SGObject.cpp.

◆ set_generic() [11/16]

void set_generic ( )
inherited

Definition at line 123 of file SGObject.cpp.

◆ set_generic() [12/16]

void set_generic ( )
inherited

Definition at line 128 of file SGObject.cpp.

◆ set_generic() [13/16]

void set_generic ( )
inherited

Definition at line 133 of file SGObject.cpp.

◆ set_generic() [14/16]

void set_generic ( )
inherited

Definition at line 138 of file SGObject.cpp.

◆ set_generic() [15/16]

void set_generic ( )
inherited

Definition at line 143 of file SGObject.cpp.

◆ set_generic() [16/16]

void set_generic ( )
inherited

set generic type to T

◆ set_GHQ_number()

void set_GHQ_number ( index_t  n)
virtualinherited

set the number of Gaussian Hermite point used to compute variational expection

Parameters
nnumber of Gaussian Hermite point

The default value is 20.

Definition at line 92 of file NumericalVGLikelihood.cpp.

◆ set_global_io()

void set_global_io ( SGIO io)
inherited

set the io object

Parameters
ioio object to use

Definition at line 262 of file SGObject.cpp.

◆ set_global_parallel()

void set_global_parallel ( Parallel parallel)
inherited

set the parallel object

Parameters
parallelparallel object to use

Definition at line 275 of file SGObject.cpp.

◆ set_global_version()

void set_global_version ( Version version)
inherited

set the version object

Parameters
versionversion object to use

Definition at line 317 of file SGObject.cpp.

◆ set_likelihood()

void set_likelihood ( CLikelihoodModel lik)
protectedvirtualinherited

this method used to set m_likelihood

Definition at line 49 of file VariationalLikelihood.cpp.

◆ set_noise_factor()

void set_noise_factor ( float64_t  noise_factor)
virtualinherited

set a non-negative noise factor in order to correct the variance if variance is close to zero or negative setting 0 means correction is not applied

Parameters
noise_factornoise factor

The default value is 1e-6.

Reimplemented in CDualVariationalGaussianLikelihood.

Definition at line 60 of file VariationalGaussianLikelihood.cpp.

◆ set_variational_distribution()

bool set_variational_distribution ( SGVector< float64_t mu,
SGVector< float64_t s2,
const CLabels lab 
)
virtualinherited

set the variational Gaussian distribution given data and parameters

Parameters
mumean of the variational Gaussian distribution
s2variance of the variational Gaussian distribution
lablabels/data used
Returns
true if variational parameters are valid

Reimplemented from CVariationalGaussianLikelihood.

Definition at line 226 of file NumericalVGLikelihood.cpp.

◆ shallow_copy()

CSGObject * shallow_copy ( ) const
virtualinherited

A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.

Reimplemented in CGaussianKernel.

Definition at line 226 of file SGObject.cpp.

◆ subscribe_to_parameters()

void subscribe_to_parameters ( ParameterObserverInterface obs)
inherited

Subscribe a parameter observer to watch over params

Definition at line 811 of file SGObject.cpp.

◆ supports_binary()

bool supports_binary ( ) const
virtualinherited

return whether likelihood function supports binary classification

Returns
boolean

Reimplemented from CLikelihoodModel.

Definition at line 162 of file VariationalLikelihood.cpp.

◆ supports_derivative_wrt_hyperparameter()

virtual bool supports_derivative_wrt_hyperparameter ( ) const
virtual

return whether likelihood function supports computing the derivative wrt hyperparameter Note that variational parameters are NOT considered as hyperparameters

Returns
boolean

Implements CVariationalLikelihood.

Definition at line 76 of file LogitVGLikelihood.h.

◆ supports_multiclass()

bool supports_multiclass ( ) const
virtualinherited

return whether likelihood function supports multiclass classification

Returns
boolean

Reimplemented from CLikelihoodModel.

Definition at line 168 of file VariationalLikelihood.cpp.

◆ supports_regression()

bool supports_regression ( ) const
virtualinherited

return whether likelihood function supports regression

Returns
boolean

Reimplemented from CLikelihoodModel.

Definition at line 156 of file VariationalLikelihood.cpp.

◆ unref()

int32_t unref ( )
inherited

decrement reference counter and deallocate object if refcount is zero before or after decrementing it

Returns
reference count

Definition at line 200 of file SGObject.cpp.

◆ unset_generic()

void unset_generic ( )
inherited

unset generic type

this has to be called in classes specializing a template class

Definition at line 337 of file SGObject.cpp.

◆ update_parameter_hash()

void update_parameter_hash ( )
virtualinherited

Updates the hash of current parameter combination

Definition at line 282 of file SGObject.cpp.

Member Data Documentation

◆ io

SGIO* io
inherited

io

Definition at line 600 of file SGObject.h.

◆ m_gradient_parameters

Parameter* m_gradient_parameters
inherited

parameters wrt which we can compute gradients

Definition at line 615 of file SGObject.h.

◆ m_hash

uint32_t m_hash
inherited

Hash of parameter values

Definition at line 618 of file SGObject.h.

◆ m_lab

SGVector<float64_t> m_lab
protectedinherited

the label of data

Definition at line 277 of file VariationalLikelihood.h.

◆ m_likelihood

CLikelihoodModel* m_likelihood
protectedinherited

the distribution used to model data

Definition at line 280 of file VariationalLikelihood.h.

◆ m_model_selection_parameters

Parameter* m_model_selection_parameters
inherited

model selection parameters

Definition at line 612 of file SGObject.h.

◆ m_mu

SGVector<float64_t> m_mu
protectedinherited

The mean of variational Gaussian distribution

Definition at line 79 of file VariationalGaussianLikelihood.h.

◆ m_parameters

Parameter* m_parameters
inherited

parameters

Definition at line 609 of file SGObject.h.

◆ m_s2

SGVector<float64_t> m_s2
protectedinherited

The variance of variational Gaussian distribution

Definition at line 82 of file VariationalGaussianLikelihood.h.

◆ parallel

Parallel* parallel
inherited

parallel

Definition at line 603 of file SGObject.h.

◆ version

Version* version
inherited

version

Definition at line 606 of file SGObject.h.


The documentation for this class was generated from the following files:

SHOGUN Machine Learning Toolbox - Documentation