/usr/include/shogun/kernel/VarianceKernelNormalizer.h is in libshogun-dev 1.1.0-4ubuntu2.
This file is owned by root:root, with mode 0o644.
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* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 3 of the License, or
* (at your option) any later version.
*
* Written (W) 2009 Soeren Sonnenburg
* Copyright (C) 2009 Fraunhofer Institute FIRST and Max-Planck-Society
*/
#ifndef _VARIANCEKERNELNORMALIZER_H___
#define _VARIANCEKERNELNORMALIZER_H___
#include <shogun/kernel/KernelNormalizer.h>
namespace shogun
{
/** @brief VarianceKernelNormalizer divides by the ``variance''
*
* This effectively normalizes the vectors in feature space to variance 1 (see
* CVarianceKernelNormalizer)
*
* \f[
* k'({\bf x},{\bf x'}) = \frac{k({\bf x},{\bf x'})}{\frac{1}{N}\sum_{i=1}^N k({\bf x}_i, {\bf x}_i) - \sum_{i,j=1}^N, k({\bf x}_i,{\bf x'}_j)/N^2}
* \f]
*/
class CVarianceKernelNormalizer : public CKernelNormalizer
{
public:
/** default constructor
*/
CVarianceKernelNormalizer()
: CKernelNormalizer(), meandiff(1.0), sqrt_meandiff(1.0)
{
m_parameters->add(&meandiff, "meandiff", "Scaling constant.");
m_parameters->add(&sqrt_meandiff, "sqrt_meandiff",
"Square root of scaling constant.");
}
/** default destructor */
virtual ~CVarianceKernelNormalizer()
{
}
/** initialization of the normalizer
* @param k kernel */
virtual bool init(CKernel* k)
{
ASSERT(k);
int32_t n=k->get_num_vec_lhs();
ASSERT(n>0);
CFeatures* old_lhs=k->lhs;
CFeatures* old_rhs=k->rhs;
k->lhs=old_lhs;
k->rhs=old_lhs;
float64_t diag_mean=0;
float64_t overall_mean=0;
for (int32_t i=0; i<n; i++)
{
diag_mean+=k->compute(i, i);
for (int32_t j=0; j<n; j++)
overall_mean+=k->compute(i, j);
}
diag_mean/=n;
overall_mean/=((float64_t) n)*n;
k->lhs=old_lhs;
k->rhs=old_rhs;
meandiff=1.0/(diag_mean-overall_mean);
sqrt_meandiff=CMath::sqrt(meandiff);
return true;
}
/** normalize the kernel value
* @param value kernel value
* @param idx_lhs index of left hand side vector
* @param idx_rhs index of right hand side vector
*/
inline virtual float64_t normalize(
float64_t value, int32_t idx_lhs, int32_t idx_rhs)
{
return value*meandiff;
}
/** normalize only the left hand side vector
* @param value value of a component of the left hand side feature vector
* @param idx_lhs index of left hand side vector
*/
inline virtual float64_t normalize_lhs(float64_t value, int32_t idx_lhs)
{
return value*sqrt_meandiff;
}
/** normalize only the right hand side vector
* @param value value of a component of the right hand side feature vector
* @param idx_rhs index of right hand side vector
*/
inline virtual float64_t normalize_rhs(float64_t value, int32_t idx_rhs)
{
return value*sqrt_meandiff;
}
/** @return object name */
inline virtual const char* get_name() const { return "VarianceKernelNormalizer"; }
protected:
/** scaling constant */
float64_t meandiff;
/** square root of scaling constant */
float64_t sqrt_meandiff;
};
}
#endif
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