Changeset 10473

Timestamp:

02/20/14 13:06:01 (10 years ago)

Author:

mkommend

Message:

#2124: Updated gradient calculation in SpectralMixtureKernel.

File:

• branches/SpectralKernelForGaussianProcesses/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovarianceSpectralMixture.cs (modified) (2 diffs)

branches/SpectralKernelForGaussianProcesses/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovarianceSpectralMixture.cs

@@ -175 +175 @@
       // for each component
       for (int q = 0; q < maxQ; q++) {
-        double k = weight[q];
+        double k = weight[q]; 
         int idx = 0; // helper index for tau
         // for each selected variable
@@ -204 +204 @@
         // for each selected variable
         foreach (var c in columnIndices) {
-          double k = -2 * Math.PI * Math.PI * tau[idx] * tau[idx] *
-              Math.Exp(-2 * Math.PI * Math.PI * tau[idx] * tau[idx] * lengthScale[q * numberOfVariables + c] + Math.Log(lengthScale[q * numberOfVariables + c])) *
-            f2(tau[idx], frequency[q * numberOfVariables + c]);
+          double k = -2 * Math.PI * Math.PI * tau[idx] * tau[idx] * lengthScale[q * numberOfVariables + c] *
+             f1(tau[idx], lengthScale[q * numberOfVariables + c]) * f2(tau[idx], frequency[q * numberOfVariables + c]);
           idx++;
           yield return weight[q] * k;