[mlpack] 60/149: now regression_distribuiton.hpp
Barak A. Pearlmutter
barak+git at pearlmutter.net
Sat May 2 09:11:09 UTC 2015
This is an automated email from the git hooks/post-receive script.
bap pushed a commit to branch svn-trunk
in repository mlpack.
commit 6c9e7b417483780a10292e27628566e3ab326549
Author: michaelfox99 <michaelfox99 at 9d5b8971-822b-0410-80eb-d18c1038ef23>
Date: Sun Nov 2 17:56:33 2014 +0000
now regression_distribuiton.hpp
git-svn-id: http://svn.cc.gatech.edu/fastlab/mlpack/trunk@17280 9d5b8971-822b-0410-80eb-d18c1038ef23
---
src/mlpack/core/dists/hmm_regression.hpp | 89 --------------------------------
1 file changed, 89 deletions(-)
diff --git a/src/mlpack/core/dists/hmm_regression.hpp b/src/mlpack/core/dists/hmm_regression.hpp
deleted file mode 100644
index 3b17cac..0000000
--- a/src/mlpack/core/dists/hmm_regression.hpp
+++ /dev/null
@@ -1,89 +0,0 @@
-/**
- * @file hmm_regression.hpp
- * @author Michael Fox
- *
- * Implementation of conditional Gaussian distribution for HMM regression (HMMR)
- */
-#ifndef __MLPACK_METHODS_HMM_DISTRIBUTIONS_CONDITIONAL_GAUSSIAN_DISTRIBUTION_HPP
-#define __MLPACK_METHODS_HMM_DISTRIBUTIONS_CONDITIONAL_GAUSSIAN_DISTRIBUTION_HPP
-
-#include <mlpack/core.hpp>
-#include <mlpack/methods/linear_regression/linear_regression.hpp>
-
-namespace mlpack {
-namespace distribution {
-
-/**
- * A class that represents a univariate conditionally Gaussian distribution.
- * Can be used as an emission distribution with the hmm class to implement HMM
- * regression (HMMR) as described in
- * https://www.ima.umn.edu/preprints/January1994/1195.pdf
- * The hmm observations should have the dependent variable in the first row,
- * with the independent variables in the other rows.
- */
-class HMMRegression
-{
- private:
- //! Regression function for representing conditional mean.
- regression::LinearRegression rf;
- //! Error distribution
- GaussianDistribution err;
-
- public:
- /**
- * Default constructor, which creates a Gaussian with zero dimension.
- */
- HMMRegression() { /* nothing to do */ }
-
- /**
- * Create a Conditional Gaussian distribution with conditional mean function
- * obtained by running RegressionFunction on predictors, responses.
- *
- * @param predictors Matrix of predictors (X).
- * @param responses Vector of responses (y).
- */
- HMMRegression(const arma::mat& predictors,
- const arma::vec& responses) :
- rf(regression::LinearRegression(predictors, responses))
- {
- err = GaussianDistribution(1);
- err.Covariance() = rf.ComputeError(predictors, responses);
- }
-
- /**
- * Returns a string representation of this object.
- */
- std::string ToString() const;
-
- // Return regression function
- const regression::LinearRegression& Rf() {return rf;}
-
- /**
- * Estimate parameters using provided observation weights
- *
- * @param weights probability that given observation is from distribution
- */
- void Estimate(const arma::mat& observations, const arma::vec& weights);
-
- /**
- * Evaluate probability density function of given observation
- *
- * @param observation point to evaluate probability at
- */
- double Probability(const arma::vec& observation) const;
-
- //! Return the parameters (the b vector).
- const arma::vec& Parameters() const { return rf.Parameters(); }
-
- //! Return the dimensionality (2)
- static const size_t Dimensionality() { return 2; }
-};
-
-
-}; // namespace distribution
-}; // namespace mlpack
-
-//Include implmentation
-#include "hmm_regression_impl.hpp"
-
-#endif
--
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