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source: branches/GP-MoveOperators/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/GaussianProcessRegressionSolution.cs @ 9844

Last change on this file since 9844 was 8473, checked in by gkronber, 12 years ago

#1902 worked on GPR: added line chart, made parameters of mean and covariance functions readable, removed target variable scaling, moved noise hyperparameter for likelihood function to the end of the parameter list, added methods to calculate the predicted variance, removed limits for scale of covariance functions and introduced exception handling to catch non-spd or singular cov matrixes, implemented rational quadratic covariance function, added unit test case from GBML book (however it does not work as the book seemingly uses a noise-less likelihood function)

File size: 2.8 KB
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1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2012 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4 *
5 * This file is part of HeuristicLab.
6 *
7 * HeuristicLab is free software: you can redistribute it and/or modify
8 * it under the terms of the GNU General Public License as published by
9 * the Free Software Foundation, either version 3 of the License, or
10 * (at your option) any later version.
11 *
12 * HeuristicLab is distributed in the hope that it will be useful,
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
15 * GNU General Public License for more details.
16 *
17 * You should have received a copy of the GNU General Public License
18 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
19 */
20#endregion
21
22using System.Collections.Generic;
23using System.Linq;
24using HeuristicLab.Common;
25using HeuristicLab.Core;
26using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
27using HeuristicLab.Problems.DataAnalysis;
28
29namespace HeuristicLab.Algorithms.DataAnalysis {
30  /// <summary>
31  /// Represents a Gaussian process solution for a regression problem which can be visualized in the GUI.
32  /// </summary>
33  [Item("GaussianProcessRegressionSolution", "Represents a Gaussian process solution for a regression problem which can be visualized in the GUI.")]
34  [StorableClass]
35  public sealed class GaussianProcessRegressionSolution : RegressionSolution, IGaussianProcessSolution {
36
37    public new IGaussianProcessModel Model {
38      get { return (IGaussianProcessModel)base.Model; }
39      set { base.Model = value; }
40    }
41
42    [StorableConstructor]
43    private GaussianProcessRegressionSolution(bool deserializing) : base(deserializing) { }
44    private GaussianProcessRegressionSolution(GaussianProcessRegressionSolution original, Cloner cloner)
45      : base(original, cloner) {
46    }
47    public GaussianProcessRegressionSolution(IGaussianProcessModel model, IRegressionProblemData problemData)
48      : base(model, problemData) {
49      RecalculateResults();
50    }
51
52    public override IDeepCloneable Clone(Cloner cloner) {
53      return new GaussianProcessRegressionSolution(this, cloner);
54    }
55
56    public IEnumerable<double> EstimatedVariance {
57      get { return GetEstimatedVariance(Enumerable.Range(0, ProblemData.Dataset.Rows)); }
58    }
59    public IEnumerable<double> EstimatedTrainingVariance {
60      get { return GetEstimatedVariance(ProblemData.TrainingIndices); }
61    }
62    public IEnumerable<double> EstimatedTestVariance {
63      get { return GetEstimatedVariance(ProblemData.TestIndices); }
64    }
65
66    public IEnumerable<double> GetEstimatedVariance(IEnumerable<int> rows) {
67      return Model.GetEstimatedVariance(ProblemData.Dataset, rows);
68    }
69  }
70}
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