#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; } } }