Changeset 8439 for trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceProd.cs

Timestamp:

08/08/12 17:52:27 (12 years ago)

Author:

gkronber

Message:

#1902 implemented unit tests for mean and covariance functions. implemented sum and product mean function. fixed incorrect gradient calculation in covprod

File:

• trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceProd.cs (modified) (1 diff)

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceProd.cs

@@ -87 +87 @@
 
     public double[] GetGradient(int i, int j) {
-      return factors.Select(t => t.GetGradient(i, j)).SelectMany(seq => seq).ToArray();
+      return Enumerable.Range(0, GetNumberOfParameters(numberOfVariables)).Select(k => GetGradient(i, j, k)).ToArray();
+    }
+    public double GetGradient(int i, int j, int k) {
+      // map from parameter index to factor
+      var vi = factors.Select((f, idx) => Enumerable.Repeat(idx, f.GetNumberOfParameters(numberOfVariables))).SelectMany(x => x).ToArray();
+      double res = 1.0;
+      int jj = Enumerable.Range(0, k).Count(e => vi[e] == vi[k]);
+      for (int ii = 0; ii < factors.Count; ii++) {
+        var f = factors[ii];
+        if (ii == vi[k]) {
+          res *= f.GetGradient(i, j)[jj];
+        } else {
+          res *= f.GetCovariance(i, j);
+        }
+      }
+      return res;
     }
   }