#region License Information /* HeuristicLab * Copyright (C) 2002-2014 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.Collections.Generic; using System.Linq; using HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; namespace HeuristicLab.Algorithms.DataAnalysis { [StorableClass] [Item(Name = "MeanSum", Description = "Sum of mean functions for Gaussian processes.")] public sealed class MeanSum : Item, IMeanFunction { [Storable] private ItemList terms; [Storable] private int numberOfVariables; public ItemList Terms { get { return terms; } } [StorableConstructor] private MeanSum(bool deserializing) : base(deserializing) { } private MeanSum(MeanSum original, Cloner cloner) : base(original, cloner) { this.terms = cloner.Clone(original.terms); this.numberOfVariables = original.numberOfVariables; } public MeanSum() { this.terms = new ItemList(); } public override IDeepCloneable Clone(Cloner cloner) { return new MeanSum(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 ParameterizedMeanFunction GetParameterizedMeanFunction(double[] p, IEnumerable columnIndices) { var termMf = new List(); int totalNumberOfParameters = GetNumberOfParameters(numberOfVariables); int[] termIndexMap = new int[totalNumberOfParameters]; // maps k-th parameter to the correct mean-term int[] hyperParameterIndexMap = new int[totalNumberOfParameters]; // maps k-th parameter to the l-th parameter of the correct mean-term int c = 0; // get the parameterized mean function for each term for (int termIndex = 0; termIndex < terms.Count; termIndex++) { var numberOfParameters = terms[termIndex].GetNumberOfParameters(numberOfVariables); termMf.Add(terms[termIndex].GetParameterizedMeanFunction(p.Take(numberOfParameters).ToArray(), columnIndices)); p = p.Skip(numberOfParameters).ToArray(); for (int hyperParameterIndex = 0; hyperParameterIndex < numberOfParameters; hyperParameterIndex++) { termIndexMap[c] = termIndex; hyperParameterIndexMap[c] = hyperParameterIndex; c++; } } var mf = new ParameterizedMeanFunction(); mf.Mean = (x, i) => termMf.Select(t => t.Mean(x, i)).Sum(); mf.Gradient = (x, i, k) => { return termMf[termIndexMap[k]].Gradient(x, i, hyperParameterIndexMap[k]); }; return mf; } } }