normal_distribution.hpp

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#ifndef MLPACK_METHODS_ANN_DISTRIBUTIONS_NORMAL_DISTRIBUTION_HPP
#define MLPACK_METHODS_ANN_DISTRIBUTIONS_NORMAL_DISTRIBUTION_HPP

#include <mlpack/prereqs.hpp>
#include "../activation_functions/logistic_function.hpp"

namespace mlpack {
namespace ann  {

template <typename DataType = arma::mat>
class NormalDistribution
{
 public:
  NormalDistribution();

  NormalDistribution(const DataType& mean, const DataType& sigma);

  DataType Probability(const DataType& observation) const
  {
    return arma::exp(LogProbability(observation));
  }

  DataType LogProbability(const DataType& observation) const;

  void ProbBackward(const DataType& observation,
                    DataType& dmu,
                    DataType& dsigma) const;

  void Probability(const DataType& x, DataType& probabilities) const
  {
    probabilities = Probability(x);
  }

  void LogProbability(const DataType& x, DataType& probabilities) const
  {
    probabilities = LogProbability(x);
  }

  DataType Sample() const;

  const DataType& Mean() const { return mean; }

  DataType& Mean() { return mean; }

  const DataType& StandardDeviation() const { return sigma; }

  DataType& StandardDeviation() { return sigma; }

  size_t Dimensionality() const { return mean.n_elem; }

  template<typename Archive>
  void serialize(Archive& ar, const uint32_t /* version */);

 private:
  DataType mean;

  DataType sigma;
}; // class NormalDistribution

} // namespace ann
} // namespace mlpack

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

#endif