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source: branches/OaaS/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/Util.cs @ 12094

Last change on this file since 12094 was 8982, checked in by gkronber, 12 years ago

#1902: removed class HyperParameter and changed implementations of covariance and mean functions to remove the parameter value caching and event handlers for parameter caching. Instead it is now possible to create the actual covariance and mean functions as Func from templates and specified parameter values. The instances of mean and covariance functions configured in the GUI are actually templates where the structure and fixed parameters can be specified.

File size: 4.9 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;
23using System.Collections.Generic;
24using System.Linq;
25using HeuristicLab.Core;
26using HeuristicLab.Data;
27
28namespace HeuristicLab.Algorithms.DataAnalysis {
29  internal static class Util {
30    public static double ScalarProd(IEnumerable<double> v, IEnumerable<double> u) {
31      return v.Zip(u, (vi, ui) => vi * ui).Sum();
32    }
33
34    public static double SqrDist(IEnumerable<double> x, IEnumerable<double> y) {
35      return x.Zip(y, (a, b) => (a - b) * (a - b)).Sum();
36    }
37
38    public static double SqrDist(double x, double y) {
39      double d = x - y;
40      return d * d;
41    }
42
43    public static double SqrDist(double[,] x, int i, int j, double scale = 1.0, IEnumerable<int> columnIndices = null) {
44      return SqrDist(x, i, x, j, scale, columnIndices);
45    }
46
47    public static double SqrDist(double[,] x, int i, double[,] xt, int j, double scale = 1.0, IEnumerable<int> columnIndices = null) {
48      double ss = 0.0;
49      if (columnIndices == null) columnIndices = Enumerable.Range(0, x.GetLength(1));
50      foreach (int columnIndex in columnIndices) {
51        double d = x[i, columnIndex] - xt[j, columnIndex];
52        ss += d * d;
53      }
54      return scale * scale * ss;
55    }
56
57    public static double SqrDist(double[,] x, int i, int j, double[] scale, IEnumerable<int> columnIndices = null) {
58      return SqrDist(x, i, x, j, scale, columnIndices);
59    }
60
61    public static double SqrDist(double[,] x, int i, double[,] xt, int j, double[] scale, IEnumerable<int> columnIndices = null) {
62      double ss = 0.0;
63      if (columnIndices == null) columnIndices = Enumerable.Range(0, x.GetLength(1));
64      int scaleIndex = 0;
65      foreach (int columnIndex in columnIndices) {
66        double d = x[i, columnIndex] - xt[j, columnIndex];
67        ss += d * d * scale[scaleIndex] * scale[scaleIndex];
68        scaleIndex++;
69      }
70      // must be at the end of scale after iterating over columnIndices
71      if (scaleIndex != scale.Length)
72        throw new ArgumentException("Lengths of scales and covariance functions does not match.");
73      return ss;
74    }
75    public static double ScalarProd(double[,] x, int i, int j, double scale = 1.0, IEnumerable<int> columnIndices = null) {
76      return ScalarProd(x, i, x, j, scale, columnIndices);
77    }
78
79    public static double ScalarProd(double[,] x, int i, double[,] xt, int j, double scale = 1.0, IEnumerable<int> columnIndices = null) {
80      double sum = 0.0;
81      if (columnIndices == null) columnIndices = Enumerable.Range(0, x.GetLength(1));
82      foreach (int columnIndex in columnIndices) {
83        sum += x[i, columnIndex] * xt[j, columnIndex];
84      }
85      return scale * scale * sum;
86    }
87    public static double ScalarProd(double[,] x, int i, int j, double[] scale, IEnumerable<int> columnIndices = null) {
88      return ScalarProd(x, i, x, j, scale, columnIndices);
89    }
90
91    public static double ScalarProd(double[,] x, int i, double[,] xt, int j, double[] scale, IEnumerable<int> columnIndices = null) {
92      double sum = 0.0;
93      if (columnIndices == null) columnIndices = Enumerable.Range(0, x.GetLength(1));
94      int scaleIndex = 0;
95      foreach (int columnIndex in columnIndices) {
96        sum += x[i, columnIndex] * scale[scaleIndex] * xt[j, columnIndex] * scale[scaleIndex];
97        scaleIndex++;
98      }
99      // must be at the end of scale after iterating over columnIndices
100      if (scaleIndex != scale.Length)
101        throw new ArgumentException("Lengths of scales and covariance functions does not match.");
102
103      return sum;
104    }
105
106    public static IEnumerable<double> GetRow(double[,] x, int r) {
107      int cols = x.GetLength(1);
108      return GetRow(x, r, Enumerable.Range(0, cols));
109    }
110    public static IEnumerable<double> GetRow(double[,] x, int r, IEnumerable<int> columnIndices) {
111      return columnIndices.Select(c => x[r, c]);
112    }
113    public static IEnumerable<double> GetCol(double[,] x, int c) {
114      int rows = x.GetLength(0);
115      return Enumerable.Range(0, rows).Select(r => x[r, c]);
116    }
117  }
118}
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