parzendistribution.h

强化学习算法（R-Learning）难得的珍贵资料

// Copyright (C) 2003 Samy Bengio ([e-mail])
//                
// This file is part of Torch 3.
//
// All rights reserved.
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// modification, are permitted provided that the following conditions
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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 ([e-mail])
*/
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 void frameExpectation(int t, real *inputs);

    virtual ~ParzenDistribution();
};


}

#endif