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Changeset 14883 for branches/RBFRegression/HeuristicLab.Algorithms.DataAnalysis/3.4

Timestamp:

04/24/17 13:17:43 (7 years ago)

Author:

bwerth

Message:

#2699 checked and reformulated gradient functions for kernels

Location:

Files:

-                      r14872
+                      r14883
     protected override double Get(double norm) {
+      if (norm >= Beta || Math.Abs(Beta) < double.Epsilon) return 0;
+      if (Math.Abs(Beta) < double.Epsilon) return double.NaN;
+      if (norm >= Beta) return 0;
       var d = norm / Beta;
       return Math.Acos(-d) - d * Math.Sqrt(1 - d * d) - Math.PI / 2;
 …
     protected override double GetGradient(double norm) {
       if (Beta <= 0) return double.NaN;
+      if (Math.Abs(Beta) < double.Epsilon) return double.NaN;
       if (Beta < norm) return 0;
       return 2 * norm * Math.Sqrt(Beta * Beta - norm * norm) / (Beta * Beta * Beta);
+      return -2*Math.Pow(norm,3)/(Math.Pow(Beta,4)*Math.Sqrt(1-norm*norm/(Beta*Beta)));
+    }
+  }

r14872	r14883
47	47
48	48	protected override double Get(double norm) {
49		if (Math.Abs(Beta) < double.Epsilon) return 0;
50		return Math.~~Abs(norm) < double.Epsilon ? 1 : Math.~~Exp(-norm * norm / (Beta * Beta));
	49	if (Math.Abs(Beta) < double.Epsilon) return double.NaN;
	50	return Math.Exp(-norm * norm / (Beta * Beta));
51	51	}
52	52
53	53	protected override double GetGradient(double norm) {
54	54	if (Math.Abs(Beta) < double.Epsilon) return double.NaN;
55		norm *= norm;
56		return 2 * norm * Math.Exp(-norm / (Beta * Beta)) / (Beta * Beta * Beta);
	55	return 2 * norm * norm / Math.Pow(Beta, 3) * Math.Exp(-norm * norm / (Beta * Beta));
57	56	}
58	57	}

r14872	r14883
46	46
47	47	protected override double Get(double norm) {
48		if (Math.Abs(Beta) < double.Epsilon) return 0;
	48	if (Math.Abs(Beta) < double.Epsilon) return double.NaN;
49	49	return 1 / Math.Sqrt(1 + norm * norm / Beta);
50	50	}
…	…
52	52	protected override double GetGradient(double norm) {
53	53	if (Math.Abs(Beta) < double.Epsilon) return double.NaN;
54		norm *= norm;
55		return norm / (2 * Beta * Beta * Math.Pow((norm + Beta) / Beta, 1.5));
	54	return norm * norm / (2 * Beta * Beta * Math.Pow((norm * norm + Beta) / Beta, 1.5));
56	55	}
57	56	}

-                      r14872
+                      r14883
     protected override double Get(double norm) {
+      return Math.Abs(Beta) < double.Epsilon ? 0 : Math.Exp(-norm / Beta);
+      if (Math.Abs(Beta) < double.Epsilon) return double.NaN;
+      return Math.Exp(-norm / Beta);
+    }

-                      r14872
+                      r14883
     #endregion
     protected override double Get(double norm) {
+      return Math.Abs(Beta) < double.Epsilon ? 0 : Math.Sqrt(1 + norm * norm / Beta);
+      if (Math.Abs(Beta) < double.Epsilon) return double.NaN;
+      return Math.Sqrt(1 + norm * norm / Beta);
+    }
     protected override double GetGradient(double norm) {
       if (Math.Abs(Beta) < double.Epsilon) return double.NaN;
       norm *= norm;
       return -norm / (2 * Beta * Beta * Math.Sqrt((norm + Beta) / Beta));
+      var dividend = 2 * Beta * Beta * Math.Sqrt((Beta + norm * norm) / Beta);
+      return -norm * norm / dividend;
+    }
+  }

r14872	r14883
52	52
53	53	protected override double GetGradient(double norm) {
54		return Math.Pow(norm, Beta) * Math.Log(~~Beta~~);
	54	return Math.Pow(norm, Beta) * Math.Log(norm);
55	55	}
56	56	}

-                      r14872
+                      r14883
     protected override double Get(double norm) {
       if (Math.Pow(norm, Beta) <= 0) return 0;
       return Math.Pow(norm, Beta * 2) * Math.Log(1 + Math.Pow(norm, Beta));
+      if (Math.Pow(norm, Beta) <= 0) return double.NaN;
+      return Math.Pow(norm, 2 * Beta) * Math.Log(1 + Math.Pow(norm, Beta));
+    }
     protected override double GetGradient(double norm) {
       if (Math.Pow(norm, Beta) <= 0) return double.NaN;
+      var ax = Math.Pow(norm, Beta);
+      var a2x = ax * ax;
+      var a3x = a2x * ax;
+      var loga = Math.Log(norm);
+      return 2 * a2x * loga * Math.Log(ax + 1) + a3x * loga / (ax + 1);
+      return 2 * Math.Log(norm) * Math.Pow(norm, 2 * Beta) * Math.Log(1 + Math.Pow(norm, Beta)) + Math.Pow(norm, 3 * Beta) * Math.Log(norm) / (Math.Pow(norm, Beta) + 1);
+    }
+  }

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