Changeset 14887 for branches/RBFRegression/HeuristicLab.Algorithms.DataAnalysis/3.4/KernelRidgeRegression/KernelFunctions/GaussianKernel.cs

Timestamp:

04/24/17 18:31:44 (7 years ago)

Author:

gkronber

Message:

#2699: worked on kernel ridge regression. moved beta parameter to algorithm. reintroduced IKernel interface to restrict choice of kernel in kernel ridge regression. speed-up by cholesky decomposition and optimization of the calculation of the covariance matrix.

File:

• branches/RBFRegression/HeuristicLab.Algorithms.DataAnalysis/3.4/KernelRidgeRegression/KernelFunctions/GaussianKernel.cs (modified) (3 diffs)

branches/RBFRegression/HeuristicLab.Algorithms.DataAnalysis/3.4/KernelRidgeRegression/KernelFunctions/GaussianKernel.cs

@@ -21 +21 @@
 
 using System;
+
 using HeuristicLab.Common;
 using HeuristicLab.Core;
-using HeuristicLab.Data;
-using HeuristicLab.Parameters;
+
 using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
 
-namespace HeuristicLab.Algorithms.DataAnalysis {
+namespace HeuristicLab.Algorithms.DataAnalysis.KernelRidgeRegression {
   [StorableClass]
-  [Item("GaussianKernel", "A kernel function that uses Gaussian function")]
+  [Item("GaussianKernel", "A kernel function that uses Gaussian function exp(-||x-c||/beta²). Positive definite beta > 0")]
   public class GaussianKernel : KernelBase {
 
@@ -39 +39 @@
     protected GaussianKernel(GaussianKernel original, Cloner cloner) : base(original, cloner) { }
     public GaussianKernel() {
-      Parameters.Add(new FixedValueParameter<DoubleValue>(BetaParameterName, "The beta in the kernelfunction exp(-||x-c||/beta²)", new DoubleValue(2)));
     }
     public override IDeepCloneable Clone(Cloner cloner) {
@@ -47 +46 @@
 
     protected override double Get(double norm) {
-      if (Math.Abs(Beta) < double.Epsilon) return double.NaN;
-      return Math.Exp(-norm * norm / (Beta * Beta));
+      var beta = Beta.Value;
+      if (Math.Abs(beta) < double.Epsilon) return double.NaN;
+      return Math.Exp(-norm * norm / (beta * beta));
     }
 
     protected override double GetGradient(double norm) {
-      if (Math.Abs(Beta) < double.Epsilon) return double.NaN;
-      return 2 * norm * norm / Math.Pow(Beta, 3) * Math.Exp(-norm * norm / (Beta * Beta));
+      var beta = Beta.Value;
+      if (Math.Abs(beta) < double.Epsilon) return double.NaN;
+      return 2 * norm * norm / Math.Pow(beta, 3) * Math.Exp(-norm * norm / (beta * beta));
     }
   }