#region License Information /* HeuristicLab * Copyright (C) 2002-2012 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[] hyp) { if (terms.Count == 0) throw new ArgumentException("At least one term is needed for sum covariance function."); int offset = 0; foreach (var t in terms) { var numberOfParameters = t.GetNumberOfParameters(numberOfVariables); t.SetParameter(hyp.Skip(offset).Take(numberOfParameters).ToArray()); offset += numberOfParameters; } } public double GetCovariance(double[,] x, int i, int j) { return terms.Select(t => t.GetCovariance(x, i, j)).Sum(); } public IEnumerable GetGradient(double[,] x, int i, int j) { return terms.Select(t => t.GetGradient(x, i, j)).Aggregate(Enumerable.Concat); } public double GetCrossCovariance(double[,] x, double[,] xt, int i, int j) { return terms.Select(t => t.GetCrossCovariance(x, xt, i, j)).Sum(); } } }