#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.Algorithms.DataAnalysis;
using HeuristicLab.Data;
using HeuristicLab.Random;
namespace HeuristicLab.Problems.Instances.DataAnalysis {
public class GaussianProcess2dPeriodic : ArtificialRegressionDataDescriptor {
public override string Name {
get {
return "Gaussian Process 2d periodic";
}
}
public override string Description {
get { return ""; }
}
protected override string TargetVariable { get { return "Y"; } }
protected override string[] VariableNames { get { return new string[] { "X1", "X2", "Y" }; } }
protected override string[] AllowedInputVariables { get { return new string[] { "X1", "X2" }; } }
protected override int TrainingPartitionStart { get { return 0; } }
protected override int TrainingPartitionEnd { get { return 20 * 20; } }
protected override int TestPartitionStart { get { return 20 * 20; } }
protected override int TestPartitionEnd { get { return 2 * (20 * 20); } }
protected override List> GenerateValues() {
List> independentTrainingData = new List>();
List> independentTestData = new List>();
for (int i = 0; i < AllowedInputVariables.Count(); i++) {
independentTrainingData.Add(ValueGenerator.GenerateSteps(0, 0.99, 1.0 / 20).ToList());
independentTestData.Add(ValueGenerator.GenerateSteps(0.005, 1, 1.0 / 20).ToList());
}
var trainingData = ValueGenerator.GenerateAllCombinationsOfValuesInLists(independentTrainingData);
var testData = ValueGenerator.GenerateAllCombinationsOfValuesInLists(independentTestData);
List> data = new List>();
foreach (var e in trainingData) {
data.Add(e.ToList());
}
int j = 0;
foreach (var e in testData) {
data[j].AddRange(e);
j++;
}
var covarianceFunction = new CovarianceSum();
var m1 = new CovarianceMask();
m1.SelectedDimensionsParameter.Value = new IntArray(new int[] { 0 });
m1.CovarianceFunctionParameter.Value = new CovariancePeriodic();
var m2 = new CovarianceMask();
m2.SelectedDimensionsParameter.Value = new IntArray(new int[] { 1 });
m2.CovarianceFunctionParameter.Value = new CovariancePeriodic();
covarianceFunction.Terms.Add(m1);
covarianceFunction.Terms.Add(m2);
covarianceFunction.Terms.Add(new CovarianceNoise());
var cov =
covarianceFunction.GetParameterizedCovarianceFunction(
Enumerable.Repeat(0.0, covarianceFunction.GetNumberOfParameters(2) - 1)
.Concat(new double[] { Math.Log(Math.Sqrt(0.01)) })
.ToArray(),
new int[] { 0, 1});
var mt = new MersenneTwister(31415);
var target = Util.SampleGaussianProcess(mt, cov, data);
data.Add(target);
return data;
}
}
}