[mlpack-git] [mlpack/mlpack] Implement multidimensional discrete distribution (#810)
Ryan Curtin
notifications at github.com
Tue Nov 8 08:59:39 EST 2016
See #809 for the discussion that led to this ticket.
Currently, the `DiscreteDistribution` class in `src/mlpack/core/dists/` only supports single-dimension discrete inputs (like `(1)`, `(2)`, `(5)`, etc.). It would be very useful if it instead supported multi-dimensional discrete inputs (like `(1, 2, 3)`, `(3, 5, 8)`, `(1, 7, 5)`). So the `DiscreteDistribution` class can easily be extended to support that case. Right now, in the single dimension case, the probability of some input X is simply stored as P(X). Now, with multi-dimensional inputs x_1, x_2, ..., x_d, the probability should be P(x_1) P(x_2) ... P(x_d) (just single-dimension probabilities multiplied).
When we close this ticket it should be possible to train multi-dimensional discrete HMMs with the `mlpack_hmm_train` program, and there should also be tests for the multi-dimensional support in `src/mlpack/tests/distribution_test.cpp`.
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