[mlpack-svn] r16958 - mlpack/trunk/src/mlpack/core/dists

[fastlab-svn at coffeetalk-1.cc.gatech.edu]

Author: michaelfox99
Date: Tue Aug  5 09:29:06 2014
New Revision: 16958

Log:
Implemented Save, Load


Modified:
   mlpack/trunk/src/mlpack/core/dists/gaussian_distribution.cpp

Modified: mlpack/trunk/src/mlpack/core/dists/gaussian_distribution.cpp
==============================================================================
--- mlpack/trunk/src/mlpack/core/dists/gaussian_distribution.cpp	(original)
+++ mlpack/trunk/src/mlpack/core/dists/gaussian_distribution.cpp	Tue Aug  5 09:29:06 2014
@@ -1,6 +1,7 @@
 /**
  * @file gaussian_distribution.cpp
  * @author Ryan Curtin
+ * @author Michael Fox
  *
  * Implementation of Gaussian distribution class.
  */
@@ -9,6 +10,31 @@
 using namespace mlpack;
 using namespace mlpack::distribution;
 
+/**
+ * Calculates the multivariate Gaussian probability density function for each
+ * data point (column) in the given matrix, with respect to the given mean and
+ * variance.
+ *
+ * @param x List of observations.
+ * @param mean Mean of multivariate Gaussian.
+ * @param cov Covariance of multivariate Gaussian.
+ * @param probabilities Output probabilities for each input observation.
+ */
+
+double GaussianDistribution::Probability(const arma::vec& observation) const
+{
+  arma::vec diff = mean - observation;
+  
+  // Parentheses required for Armadillo 3.0.0 bug.
+  arma::vec exponent = -0.5 * (trans(diff) * inv(covariance) * diff);
+  
+  // TODO: What if det(cov) < 0?
+  return pow(2 * M_PI, (double) observation.n_elem / -2.0) *
+      pow(det(covariance), -0.5) * exp(exponent[0]);
+}
+
+
+
 arma::vec GaussianDistribution::Random() const
 {
   // Should we store chol(covariance) for easier calculation later?
@@ -149,3 +175,17 @@
   convert << util::Indent(data.str());
   return convert.str();
 }
+
+
+/*
+ * Save to or Load from SaveRestoreUtility
+ */
+void GaussianDistribution::Save(util::SaveRestoreUtility& sr) const {
+  sr.SaveParameter(Type(), "type");
+  sr.SaveParameter(mean, "mean");
+  sr.SaveParameter(covariance, "covariance");
+}
+void GaussianDistribution::Load(const util::SaveRestoreUtility& sr) {
+  sr.LoadParameter(mean, "mean");
+  sr.LoadParameter(covariance, "covariance");
+}