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src
shogun
statistics
KernelIndependenceTest.cpp
Go to the documentation of this file.
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/*
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* Copyright (c) The Shogun Machine Learning Toolbox
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* Written (w) 2012-2013 Heiko Strathmann
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* Written (w) 2014 Soumyajit De
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* All rights reserved.
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*
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* Redistribution and use in source and binary forms, with or without
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* modification, are permitted provided that the following conditions are met:
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*
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* 1. Redistributions of source code must retain the above copyright notice, this
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* list of conditions and the following disclaimer.
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* 2. Redistributions in binary form must reproduce the above copyright notice,
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* this list of conditions and the following disclaimer in the documentation
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* and/or other materials provided with the distribution.
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*
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* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
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* ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
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* WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
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* DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
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* ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
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* (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
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* LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
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* ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
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* SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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*
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* The views and conclusions contained in the software and documentation are those
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* of the authors and should not be interpreted as representing official policies,
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* either expressed or implied, of the Shogun Development Team.
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*/
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#include <
shogun/statistics/KernelIndependenceTest.h
>
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#include <
shogun/features/Features.h
>
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#include <
shogun/kernel/Kernel.h
>
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#include <
shogun/kernel/CustomKernel.h
>
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using namespace
shogun;
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CKernelIndependenceTest::CKernelIndependenceTest
() :
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CIndependenceTest
()
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{
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init();
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}
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CKernelIndependenceTest::CKernelIndependenceTest
(
CKernel
* kernel_p,
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CKernel
* kernel_q,
CFeatures
* p,
CFeatures
* q) :
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CIndependenceTest
(p, q)
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{
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init();
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m_kernel_p
=kernel_p;
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SG_REF
(kernel_p);
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m_kernel_q
=kernel_q;
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SG_REF
(kernel_q);
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}
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CKernelIndependenceTest::~CKernelIndependenceTest
()
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{
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SG_UNREF
(
m_kernel_p
);
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SG_UNREF
(
m_kernel_q
);
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}
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void
CKernelIndependenceTest::init()
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{
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SG_ADD
((
CSGObject
**)&
m_kernel_p
,
"kernel_p"
,
"Kernel for samples from p"
,
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MS_AVAILABLE
);
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SG_ADD
((
CSGObject
**)&
m_kernel_q
,
"kernel_q"
,
"Kernel for samples from q"
,
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MS_AVAILABLE
);
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m_kernel_p
=NULL;
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m_kernel_q
=NULL;
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}
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SGVector<float64_t>
CKernelIndependenceTest::sample_null
()
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{
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SG_DEBUG
(
"entering!\n"
)
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/* compute sample statistics for null distribution */
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SGVector<float64_t>
results;
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/* only do something if a custom kernel is used: use the power of pre-
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* computed kernel matrices
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*/
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if
(
m_kernel_p
->
get_kernel_type
()==
K_CUSTOM
&&
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m_kernel_q
->
get_kernel_type
()==
K_CUSTOM
)
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{
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/* allocate memory */
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results=
SGVector<float64_t>
(
m_num_null_samples
);
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/* memory for index permutations */
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SGVector<index_t>
ind_permutation(
m_p
->
get_num_vectors
());
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ind_permutation.
range_fill
();
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/* check if kernel is a custom kernel. In that case, changing features is
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* not what we want but just subsetting the kernel itself */
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CCustomKernel
* custom_kernel_p=(
CCustomKernel
*)
m_kernel_p
;
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for
(
index_t
i=0; i<
m_num_null_samples
; ++i)
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{
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/* idea: shuffle samples from p while keeping samples from q intact
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* and compute statistic. This is done using subsets here. add to
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* custom kernel since it has no features to subset. CustomKernel
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* has not to be re-initialised after each subset setting */
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SGVector<index_t>::permute_vector
(ind_permutation);
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custom_kernel_p->
add_row_subset
(ind_permutation);
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custom_kernel_p->
add_col_subset
(ind_permutation);
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/* compute statistic for this permutation of mixed samples */
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results[i]=
compute_statistic
();
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/* remove subsets */
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custom_kernel_p->
remove_row_subset
();
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custom_kernel_p->
remove_col_subset
();
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}
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}
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else
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{
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/* in this case, just use superclass method */
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results=
CIndependenceTest::sample_null
();
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}
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SG_DEBUG
(
"leaving!\n"
)
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return
results;
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}
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