mlpack::distribution::DiagonalGaussianDistribution Class Reference

A single multivariate Gaussian distribution with diagonal covariance. More...

#include <diagonal_gaussian_distribution.hpp>

Public Member Functions
	DiagonalGaussianDistribution ()
	Default constructor, which creates a Gaussian with zero dimension.
	DiagonalGaussianDistribution (const size_t dimension)
	Create a Gaussian Distribution with zero mean and diagonal covariance with the given dimensionality. More...
	DiagonalGaussianDistribution (const arma::vec &mean, const arma::vec &covariance)
	Create a Gaussian distribution with the given mean and diagonal covariance. More...
size_t	Dimensionality () const
	Return the dimensionality of this distribution.
double	Probability (const arma::vec &observation) const
	Return the probability of the given observation.
double	LogProbability (const arma::vec &observation) const
	Return the log probability of the given observation.
void	Probability (const arma::mat &x, arma::vec &probabilities) const
	Calculate the multivariate Gaussian probability density function for each data point (column) in the given matrix. More...
void	LogProbability (const arma::mat &observations, arma::vec &logProbabilities) const
	Calculate the multivariate Gaussian log probability density function for each data point (column) in the given matrix. More...
arma::vec	Random () const
	Return a randomly generated observation according to the probability distribution defined by this object. More...
void	Train (const arma::mat &observations)
	Estimate the Gaussian distribution directly from the given observations. More...
void	Train (const arma::mat &observations, const arma::vec &probabilities)
	Estimate the Gaussian distribution from the given observations, taking into account the probability of each observation actually being from this distribution. More...
const arma::vec &	Mean () const
	Return the mean.
arma::vec &	Mean ()
	Return a modifiable copy of the mean.
const arma::vec &	Covariance () const
	Return the covariance matrix.
void	Covariance (const arma::vec &covariance)
	Set the covariance matrix.
void	Covariance (arma::vec &&covariance)
	Set the covariance matrix using move assignment.
template<typename Archive >
void	serialize (Archive &ar, const uint32_t)
	Serialize the distribution.

Detailed Description

A single multivariate Gaussian distribution with diagonal covariance.

Constructor & Destructor Documentation

DiagonalGaussianDistribution() [1/2]

mlpack::distribution::DiagonalGaussianDistribution::DiagonalGaussianDistribution ( const size_t  dimension )

inline

Create a Gaussian Distribution with zero mean and diagonal covariance with the given dimensionality.

Parameters

dimension

Number of dimensions.

DiagonalGaussianDistribution() [2/2]

DiagonalGaussianDistribution::DiagonalGaussianDistribution	(	const arma::vec &	mean,
		const arma::vec &	covariance
	)

Create a Gaussian distribution with the given mean and diagonal covariance.

Parameters

mean	Mean of distribution.
covariance	Covariance of distribution.

Member Function Documentation

LogProbability()

void DiagonalGaussianDistribution::LogProbability	(	const arma::mat &	observations,
		arma::vec &	logProbabilities
	)		const

Calculate the multivariate Gaussian log probability density function for each data point (column) in the given matrix.

Parameters

observations	Matrix of observations.
logProbabilities	Output log probabilities for each observation.

Probability()

void mlpack::distribution::DiagonalGaussianDistribution::Probability ( const arma::mat &  x, arma::vec &  probabilities  ) const

inline

Calculate the multivariate Gaussian probability density function for each data point (column) in the given matrix.

Parameters

x	Matrix of observations.
probabilities	Output probabilities for each input observation.

Random()

arma::vec DiagonalGaussianDistribution::Random

(

)

const

Return a randomly generated observation according to the probability distribution defined by this object.

Returns

Random observation from this Diagonal Gaussian distribution.

Train() [1/2]

void DiagonalGaussianDistribution::Train

(

const arma::mat &

observations

)

Estimate the Gaussian distribution directly from the given observations.

Parameters

observations

Matrix of observations.

Train() [2/2]

void DiagonalGaussianDistribution::Train	(	const arma::mat &	observations,
		const arma::vec &	probabilities
	)

Estimate the Gaussian distribution from the given observations, taking into account the probability of each observation actually being from this distribution.

Parameters

observations	Matrix of observations.
probabilities	List of probability of the each observation being from this distribution.

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The documentation for this class was generated from the following files:

• src/mlpack/core/dists/diagonal_gaussian_distribution.hpp
• src/mlpack/core/dists/diagonal_gaussian_distribution.cpp