nca_softmax_error_function.hpp

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#ifndef MLPACK_METHODS_NCA_NCA_SOFTMAX_ERROR_FUNCTION_HPP
#define MLPACK_METHODS_NCA_NCA_SOFTMAX_ERROR_FUNCTION_HPP

#include <mlpack/prereqs.hpp>

namespace mlpack {
namespace nca {

template<typename MetricType = metric::SquaredEuclideanDistance>
class SoftmaxErrorFunction
{
 public:
  SoftmaxErrorFunction(const arma::mat& dataset,
                       const arma::Row<size_t>& labels,
                       MetricType metric = MetricType());

  double Evaluate(const arma::mat& covariance);

  double Evaluate(const arma::mat& covariance, const size_t i);

  void Gradient(const arma::mat& covariance, arma::mat& gradient);

  void Gradient(const arma::mat& covariance,
                const size_t i,
                arma::mat& gradient);

  const arma::mat GetInitialPoint() const;

  size_t NumFunctions() const { return dataset.n_cols; }

 private:
  const arma::mat& dataset;
  const arma::Row<size_t>& labels;

  MetricType metric;

  arma::mat lastCoordinates;
  arma::mat stretchedDataset;
  arma::vec p;
  arma::vec denominators;

  bool precalculated;

  void Precalculate(const arma::mat& coordinates);
};

} // namespace nca
} // namespace mlpack

// Include implementation.
#include "nca_softmax_error_function_impl.hpp"

#endif