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source: branches/HeuristicLab.Problems.GaussianProcessTuning/HeuristicLab.Problems.Instances.DataAnalysis.GaussianProcessRegression/GaussianProcessSumOfRQIso.cs @ 10662

Last change on this file since 10662 was 9622, checked in by gkronber, 11 years ago

#1967: fixed generation of GPR problem instances (sampling from Gaussian processes) to work together with the current trunk version

File size: 3.0 KB
Line 
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.Algorithms.DataAnalysis;
25using HeuristicLab.Data;
26using HeuristicLab.Random;
27
28namespace HeuristicLab.Problems.Instances.DataAnalysis {
29  public class GaussianProcessSumOfRQIso : ArtificialRegressionDataDescriptor {
30
31    public override string Name {
32      get {
33        return "Gaussian Process Sum Of RQ iso " + invLength;
34      }
35    }
36    public override string Description {
37      get { return ""; }
38    }
39    protected override string TargetVariable { get { return "Y"; } }
40    protected override string[] VariableNames { get { return new string[] { "X1", "Y" }; } }
41    protected override string[] AllowedInputVariables { get { return new string[] { "X1" }; } }
42    protected override int TrainingPartitionStart { get { return 0; } }
43    protected override int TrainingPartitionEnd { get { return 50; } }
44    protected override int TestPartitionStart { get { return 50; } }
45    protected override int TestPartitionEnd { get { return 100; } }
46
47    private double invLength;
48
49    public GaussianProcessSumOfRQIso(double invLength) {
50      this.invLength = invLength;
51    }
52
53    protected override List<List<double>> GenerateValues() {
54      List<List<double>> data = new List<List<double>>();
55      for (int i = 0; i < AllowedInputVariables.Count(); i++) {
56        data.Add(ValueGenerator.GenerateSteps(0, 1, 1.0 / TrainingPartitionEnd).ToList());
57        data[i].AddRange(ValueGenerator.GenerateSteps(-0.5, 1.5, 2.0 / (TestPartitionEnd - TrainingPartitionEnd)).ToList());
58      }
59
60      var hyp = new double[]
61        {
62          0.0, 0.0, 0.0,  // RQiso (inv length, scale, shape)
63          invLength, 2.0, 0.0, // RQiso
64          -3.0      // noise
65        };
66
67
68      var covFun = new CovarianceSum();
69      covFun.Terms.Add(new CovarianceRationalQuadraticIso());
70      covFun.Terms.Add(new CovarianceRationalQuadraticIso());
71      covFun.Terms.Add(new CovarianceNoise());
72
73      var cov = covFun.GetParameterizedCovarianceFunction(hyp, new int[] { 0 });
74      var mt = new MersenneTwister();
75      var target = Util.SampleGaussianProcess(mt, cov, data);
76      data.Add(target);
77
78      return data;
79    }
80  }
81}
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