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Original file line number | Diff line number | Diff line change |
---|---|---|
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@@ -22,24 +22,22 @@ Kullback-Leibler importance estimation procedure (KLIEP). | |
* Júlio Hoffimann ([email protected]) | ||
""" | ||
@with_kw struct KLIEP{T,RNG} <: DensityRatioEstimator | ||
σ::T=2.0 | ||
b::Int=10 | ||
rng::RNG=Random.GLOBAL_RNG | ||
σ::T = 2.0 | ||
b::Int = 10 | ||
rng::RNG = Random.GLOBAL_RNG | ||
end | ||
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||
default_optlib(dre::Type{<:KLIEP}) = OptimLib | ||
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||
available_optlib(dre::Type{<:KLIEP}) = [OptimLib, ConvexLib] | ||
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function _densratio(x_nu, x_de, dre::KLIEP, | ||
optlib::Type{<:OptimizationLibrary}) | ||
function _densratio(x_nu, x_de, dre::KLIEP, optlib::Type{<:OptimizationLibrary}) | ||
K_nu, K_de, x_ba = _kliep_consts(x_nu, x_de, dre) | ||
α = _kliep_coeffs(K_nu, K_de, dre, optlib) | ||
K_de*α | ||
K_de * α | ||
end | ||
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||
function _densratiofunc(x_nu, x_de, dre::KLIEP, | ||
optlib::Type{<:OptimizationLibrary}) | ||
function _densratiofunc(x_nu, x_de, dre::KLIEP, optlib::Type{<:OptimizationLibrary}) | ||
K_nu, K_de, x_ba = _kliep_consts(x_nu, x_de, dre) | ||
α = _kliep_coeffs(K_nu, K_de, dre, optlib) | ||
function r(x) | ||
|
@@ -62,6 +60,4 @@ end | |
Return the coefficients of KLIEP basis expansion. | ||
""" | ||
_kliep_coeffs(K_nu, K_de, dre::KLIEP, | ||
optlib::Type{<:OptimizationLibrary}) = | ||
@error "not implemented" | ||
_kliep_coeffs(K_nu, K_de, dre::KLIEP, optlib::Type{<:OptimizationLibrary}) = @error "not implemented" |
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Original file line number | Diff line number | Diff line change |
---|---|---|
|
@@ -20,8 +20,7 @@ function _kmm_consts(x_nu, x_de, dre::AbstractKMM) | |
Kdede, typeof(σ)(n_de / n_nu) * sum(Kdenu, dims=2) | ||
end | ||
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||
function _densratio(x_nu, x_de, dre::AbstractKMM, | ||
optlib::Type{<:OptimizationLibrary}) | ||
function _densratio(x_nu, x_de, dre::AbstractKMM, optlib::Type{<:OptimizationLibrary}) | ||
K, κ = _kmm_consts(x_nu, x_de, dre) | ||
_kmm_ratios(K, κ, dre, optlib) | ||
end | ||
|
@@ -47,8 +46,8 @@ Unconstrained Kernel Mean Matching (KMM). | |
* Kai Xu ([email protected]) | ||
""" | ||
@with_kw struct uKMM{T} <: AbstractKMM | ||
σ::T=2.0 | ||
λ::T=0.001 | ||
σ::T = 2.0 | ||
λ::T = 0.001 | ||
end | ||
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default_optlib(dre::Type{<:uKMM}) = JuliaLib | ||
|
@@ -78,10 +77,10 @@ Kernel Mean Matching (KMM). | |
* Kai Xu ([email protected]) | ||
""" | ||
@with_kw struct KMM{T} <: AbstractKMM | ||
σ::T=2.0 | ||
B::T=Inf | ||
ϵ::T=0.01 | ||
λ::T=0.001 | ||
σ::T = 2.0 | ||
B::T = Inf | ||
ϵ::T = 0.01 | ||
λ::T = 0.001 | ||
end | ||
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default_optlib(dre::Type{<:KMM}) = JuMPLib | ||
|
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Original file line number | Diff line number | Diff line change |
---|---|---|
|
@@ -23,25 +23,23 @@ Importance Estimation | |
* Júlio Hoffimann ([email protected]) | ||
""" | ||
@with_kw struct LSIF{T,RNG} <: DensityRatioEstimator | ||
σ::T=2.0 | ||
b::Int=10 | ||
λ::T=0.001 | ||
rng::RNG=Random.GLOBAL_RNG | ||
σ::T = 2.0 | ||
b::Int = 10 | ||
λ::T = 0.001 | ||
rng::RNG = Random.GLOBAL_RNG | ||
end | ||
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default_optlib(dre::Type{<:LSIF}) = OptimLib | ||
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available_optlib(dre::Type{<:LSIF}) = [OptimLib, JuMPLib] | ||
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function _densratio(x_nu, x_de, dre::LSIF, | ||
optlib::Type{<:OptimizationLibrary}) | ||
function _densratio(x_nu, x_de, dre::LSIF, optlib::Type{<:OptimizationLibrary}) | ||
K_de, H, h, x_ba = _lsif_consts(x_nu, x_de, dre) | ||
α = _lsif_coeffs(H, h, dre, optlib) | ||
K_de*α | ||
K_de * α | ||
end | ||
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||
function _densratiofunc(x_nu, x_de, dre::LSIF, | ||
optlib::Type{<:OptimizationLibrary}) | ||
function _densratiofunc(x_nu, x_de, dre::LSIF, optlib::Type{<:OptimizationLibrary}) | ||
K_de, H, h, x_ba = _lsif_consts(x_nu, x_de, dre) | ||
α = _lsif_coeffs(H, h, dre, optlib) | ||
function r(x) | ||
|
@@ -61,7 +59,7 @@ function _lsif_consts(x_nu, x_de, dre) | |
φ′ = view(K_de, :, l′) | ||
for l in 1:l′ | ||
φ = view(K_de, :, l) | ||
Φ[l,l′] = mean(φ .* φ′) | ||
Φ[l, l′] = mean(φ .* φ′) | ||
end | ||
end | ||
H = Symmetric(Φ) | ||
|
@@ -75,5 +73,4 @@ end | |
Return the coefficients of LSIF basis expansion. | ||
""" | ||
_lsif_coeffs(H, h, dre::LSIF, optlib::Type{<:OptimizationLibrary}) = | ||
@error "not implemented" | ||
_lsif_coeffs(H, h, dre::LSIF, optlib::Type{<:OptimizationLibrary}) = @error "not implemented" |
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