#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.Random;
namespace HeuristicLab.Problems.Instances.DataAnalysis {
public class GaussianProcessRegressionInstance : ArtificialRegressionDataDescriptor {
public override string Name {
get { return "Gaussian Process " + name; }
}
public override string Description {
get { return ""; }
}
protected override string TargetVariable { get { return "Y"; } }
protected override string[] VariableNames { get { return new string[] { "X1", "Y" }; } }
protected override string[] AllowedInputVariables { get { return new string[] { "X1" }; } }
protected override int TrainingPartitionStart { get { return 0; } }
protected override int TrainingPartitionEnd { get { return 200; } }
protected override int TestPartitionStart { get { return 200; } }
protected override int TestPartitionEnd { get { return 400; } }
private ParameterizedCovarianceFunction cov;
private string name;
public GaussianProcessRegressionInstance(string name, ICovarianceFunction covarianceFunction, double[] hyp) {
this.name = name;
cov = covarianceFunction.GetParameterizedCovarianceFunction(hyp, Enumerable.Range(0, 1));
}
protected override List> GenerateValues() {
List> data = new List>();
for (int i = 0; i < AllowedInputVariables.Count(); i++) {
data.Add(ValueGenerator.GenerateSteps(0, 0.99, 1.0 / TrainingPartitionEnd).ToList());
data[i].AddRange(ValueGenerator.GenerateSteps(-0.5, 1.5, 2.0 / (TestPartitionEnd - TestPartitionStart)).ToList());
}
var mt = new MersenneTwister();
var target = Util.SampleGaussianProcess(mt, cov, data);
data.Add(target);
return data;
}
}
}