#region License Information
/* HeuristicLab
* Copyright (C) 2002-2018 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 System.Collections.Generic;
using System.Linq;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
namespace HeuristicLab.Algorithms.DataAnalysis {
[StorableClass]
[Item(Name = "CovarianceSum",
Description = "Sum covariance function for Gaussian processes.")]
public sealed class CovarianceSum : Item, ICovarianceFunction {
[Storable]
private ItemList terms;
[Storable]
private int numberOfVariables;
public ItemList Terms {
get { return terms; }
}
[StorableConstructor]
private CovarianceSum(bool deserializing)
: base(deserializing) {
}
private CovarianceSum(CovarianceSum original, Cloner cloner)
: base(original, cloner) {
this.terms = cloner.Clone(original.terms);
this.numberOfVariables = original.numberOfVariables;
}
public CovarianceSum()
: base() {
this.terms = new ItemList();
}
public override IDeepCloneable Clone(Cloner cloner) {
return new CovarianceSum(this, cloner);
}
public int GetNumberOfParameters(int numberOfVariables) {
this.numberOfVariables = numberOfVariables;
return terms.Select(t => t.GetNumberOfParameters(numberOfVariables)).Sum();
}
public void SetParameter(double[] p) {
int offset = 0;
foreach (var t in terms) {
var numberOfParameters = t.GetNumberOfParameters(numberOfVariables);
t.SetParameter(p.Skip(offset).Take(numberOfParameters).ToArray());
offset += numberOfParameters;
}
}
public ParameterizedCovarianceFunction GetParameterizedCovarianceFunction(double[] p, int[] columnIndices) {
if (terms.Count == 0) throw new ArgumentException("at least one term is necessary for the product covariance function.");
var functions = new List();
foreach (var t in terms) {
var numberOfParameters = t.GetNumberOfParameters(numberOfVariables);
functions.Add(t.GetParameterizedCovarianceFunction(p.Take(numberOfParameters).ToArray(), columnIndices));
p = p.Skip(numberOfParameters).ToArray();
}
var sum = new ParameterizedCovarianceFunction();
sum.Covariance = (x, i, j) => functions.Select(e => e.Covariance(x, i, j)).Sum();
sum.CrossCovariance = (x, xt, i, j) => functions.Select(e => e.CrossCovariance(x, xt, i, j)).Sum();
sum.CovarianceGradient = (x, i, j) => {
var g = new List();
foreach (var e in functions)
g.AddRange(e.CovarianceGradient(x, i, j));
return g;
};
return sum;
}
}
}