radical.hpp

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#ifndef MLPACK_METHODS_RADICAL_RADICAL_HPP
#define MLPACK_METHODS_RADICAL_RADICAL_HPP

#include <mlpack/prereqs.hpp>
#include <mlpack/core/util/io.hpp>

namespace mlpack {
namespace radical {

class Radical
{
 public:
  Radical(const double noiseStdDev = 0.175,
          const size_t replicates = 30,
          const size_t angles = 150,
          const size_t sweeps = 0,
          const size_t m = 0);

  void DoRadical(const arma::mat& matX,
                 arma::mat& matY,
                 arma::mat& matW,
                 util::Timers& timers = IO::GetTimers());

  double Vasicek(arma::vec& x) const;

  void CopyAndPerturb(arma::mat& xNew, const arma::mat& x) const;

  double DoRadical2D(const arma::mat& matX,
                     util::Timers& timers = IO::GetTimers());

  double NoiseStdDev() const { return noiseStdDev; }
  double& NoiseStdDev() { return noiseStdDev; }

  size_t Replicates() const { return replicates; }
  size_t& Replicates() { return replicates; }

  size_t Angles() const { return angles; }
  size_t& Angles() { return angles; }

  size_t Sweeps() const { return sweeps; }
  size_t& Sweeps() { return sweeps; }

 private:
  double noiseStdDev;

  size_t replicates;

  size_t angles;

  size_t sweeps;

  size_t m;

  arma::mat perturbed;
  arma::mat candidate;
};

void WhitenFeatureMajorMatrix(const arma::mat& matX,
                              arma::mat& matXWhitened,
                              arma::mat& matWhitening);

} // namespace radical
} // namespace mlpack

#endif