#region License Information /* HeuristicLab * Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL) * * This file is part of HeuristicLab. * * HeuristicLab is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * HeuristicLab is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with HeuristicLab. If not, see . */ #endregion using System; using HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; namespace HeuristicLab.Algorithms.DataAnalysis { [StorableClass] // conditionally positive definite. (need to add polynomials) see http://num.math.uni-goettingen.de/schaback/teaching/sc.pdf [Item("MultiquadraticKernel", "A kernel function that uses the multi-quadratic function sqrt(1+||x-c||²/beta²). Similar to http://crsouza.com/2010/03/17/kernel-functions-for-machine-learning-applications/ with beta as a scaling factor.")] public class MultiquadraticKernel : KernelBase { private const double C = 1.0; [StorableConstructor] protected MultiquadraticKernel(bool deserializing) : base(deserializing) { } protected MultiquadraticKernel(MultiquadraticKernel original, Cloner cloner) : base(original, cloner) { } public MultiquadraticKernel() { } public override IDeepCloneable Clone(Cloner cloner) { return new MultiquadraticKernel(this, cloner); } protected override double Get(double norm) { var beta = Beta.Value; if (Math.Abs(beta) < double.Epsilon) return double.NaN; var d = norm / beta; return Math.Sqrt(C + d * d); } //-n²/(d³*sqrt(C+n²/d²)) protected override double GetGradient(double norm) { var beta = Beta.Value; if (Math.Abs(beta) < double.Epsilon) return double.NaN; var d = norm / beta; return -d * d / (beta * Math.Sqrt(C + d * d)); } } }