samer@0: /*
samer@0:  *	Copyright (c) 2000, Samer Abdallah, King's College London.
samer@0:  *	All rights reserved.
samer@0:  *
samer@0:  *	This software is provided AS iS and WITHOUT ANY WARRANTY; 
samer@0:  *	without even the implied warranty of MERCHANTABILITY or 
samer@0:  *	FITNESS FOR A PARTICULAR PURPOSE.
samer@0:  */
samer@0: 
samer@0: package samer.models;
samer@0: import  samer.core.*;
samer@0: import  samer.maths.*;
samer@0: import  samer.core.types.*;
samer@0: 
samer@0: /**
samer@0: 	Similar to GaussianStats:
samer@0: 		Collect statistics about a vector: accumulates
samer@0: 		sums and sums of products, then computes mean
samer@0: 		and covariance.
samer@0: 	
samer@0: 		This is NOT a model! Computing energies and probabilities
samer@0: 		directly from the first and second moments is horrible, since
samer@0: 		you need the inverse of the covariance matrix. You could,
samer@0: 		however, use this to train a Gaussian model.
samer@0: 
samer@0: 	BUT uses a moving average with a learning rate to track changes 
samer@0:  */
samer@0: 
samer@0: public class GaussianStatsOnline extends GaussianStats
samer@0: {
samer@0: 	VDouble	rate1,rate2;
samer@0: 
samer@0: 	public GaussianStatsOnline(VVector vec) throws Exception
samer@0: 	{
samer@0: 		super(vec);
samer@0: 		rate1 = new VDouble("mean.rate",0.0001);
samer@0: 		rate2 = new VDouble("cov.rate",0.0001);
samer@0: 		sumx.addSaver();
samer@0: 		count=1; // should stay that way.
samer@0: 	}
samer@0: 
samer@0: 	public void reset() { super.reset(); count=1; }
samer@0: 	public void dispose() { rate2.dispose(); rate1.dispose(); super.dispose(); }
samer@0: 	public void run()
samer@0: 	{
samer@0: 		double r;
samer@0: 		
samer@0: 		r=rate1.value;
samer@0: 		for (int i=0; i<n; i++) _sumx[i] += r*(x[i]-_sumx[i]);
samer@0: 		
samer@0: 		r=rate2.value;
samer@0: 		for (int i=0; i<n; i++) {
samer@0: 			double  [] a=_sumxx[i];
samer@0: 			double  k=x[i];
samer@0: 			for (int j=0; j<=i; j++) {
samer@0: 				a[j] += r*(k*x[j]-a[j]);
samer@0: 			}
samer@0: 		}
samer@0: 		sumx.changed();
samer@0: 		sumxx.changed();
samer@0: 	}
samer@0: }
samer@0: