[13368] | 1 | #region License Information
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[8371] | 2 | /* HeuristicLab
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[12012] | 3 | * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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[8371] | 4 | *
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| 5 | * This file is part of HeuristicLab.
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| 6 | *
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| 7 | * HeuristicLab is free software: you can redistribute it and/or modify
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| 8 | * it under the terms of the GNU General Public License as published by
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| 9 | * the Free Software Foundation, either version 3 of the License, or
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| 10 | * (at your option) any later version.
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| 11 | *
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| 12 | * HeuristicLab is distributed in the hope that it will be useful,
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| 13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 15 | * GNU General Public License for more details.
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| 16 | *
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| 17 | * You should have received a copy of the GNU General Public License
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| 18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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| 19 | */
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| 20 | #endregion
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| 21 |
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| 22 | using HeuristicLab.Common;
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| 23 | using HeuristicLab.Core;
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| 24 | using HeuristicLab.Data;
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[8396] | 25 | using HeuristicLab.Encodings.RealVectorEncoding;
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[8371] | 26 | using HeuristicLab.Operators;
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| 27 | using HeuristicLab.Parameters;
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| 28 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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| 29 |
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| 30 | namespace HeuristicLab.Algorithms.DataAnalysis {
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[13368] | 31 | [StorableClass("B80912A0-00F8-48FA-B7B1-3A63931C094D")]
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[8371] | 32 | // base class for GaussianProcessModelCreators (specific for classification and regression)
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| 33 | public abstract class GaussianProcessModelCreator : SingleSuccessorOperator {
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| 34 | private const string HyperparameterParameterName = "Hyperparameter";
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| 35 | private const string MeanFunctionParameterName = "MeanFunction";
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| 36 | private const string CovarianceFunctionParameterName = "CovarianceFunction";
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| 37 | private const string ModelParameterName = "Model";
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| 38 | private const string NegativeLogLikelihoodParameterName = "NegativeLogLikelihood";
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| 39 | private const string HyperparameterGradientsParameterName = "HyperparameterGradients";
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[13118] | 40 | protected const string ScaleInputValuesParameterName = "ScaleInputValues";
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[8371] | 41 |
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| 42 | #region Parameter Properties
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| 43 | // in
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[8396] | 44 | public ILookupParameter<RealVector> HyperparameterParameter {
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| 45 | get { return (ILookupParameter<RealVector>)Parameters[HyperparameterParameterName]; }
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[8371] | 46 | }
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| 47 | public ILookupParameter<IMeanFunction> MeanFunctionParameter {
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| 48 | get { return (ILookupParameter<IMeanFunction>)Parameters[MeanFunctionParameterName]; }
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| 49 | }
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| 50 | public ILookupParameter<ICovarianceFunction> CovarianceFunctionParameter {
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| 51 | get { return (ILookupParameter<ICovarianceFunction>)Parameters[CovarianceFunctionParameterName]; }
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| 52 | }
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| 53 | // out
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| 54 | public ILookupParameter<IGaussianProcessModel> ModelParameter {
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| 55 | get { return (ILookupParameter<IGaussianProcessModel>)Parameters[ModelParameterName]; }
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| 56 | }
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[8396] | 57 | public ILookupParameter<RealVector> HyperparameterGradientsParameter {
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| 58 | get { return (ILookupParameter<RealVector>)Parameters[HyperparameterGradientsParameterName]; }
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[8371] | 59 | }
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| 60 | public ILookupParameter<DoubleValue> NegativeLogLikelihoodParameter {
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| 61 | get { return (ILookupParameter<DoubleValue>)Parameters[NegativeLogLikelihoodParameterName]; }
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| 62 | }
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[13118] | 63 | public ILookupParameter<BoolValue> ScaleInputValuesParameter {
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| 64 | get { return (ILookupParameter<BoolValue>)Parameters[ScaleInputValuesParameterName]; }
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| 65 | }
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[8371] | 66 | #endregion
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| 67 |
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| 68 | #region Properties
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[8396] | 69 | protected RealVector Hyperparameter { get { return HyperparameterParameter.ActualValue; } }
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[8375] | 70 | protected IMeanFunction MeanFunction { get { return MeanFunctionParameter.ActualValue; } }
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| 71 | protected ICovarianceFunction CovarianceFunction { get { return CovarianceFunctionParameter.ActualValue; } }
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[13118] | 72 | public bool ScaleInputValues { get { return ScaleInputValuesParameter.ActualValue.Value; } }
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[8371] | 73 | #endregion
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| 74 |
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| 75 | [StorableConstructor]
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| 76 | protected GaussianProcessModelCreator(bool deserializing) : base(deserializing) { }
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| 77 | protected GaussianProcessModelCreator(GaussianProcessModelCreator original, Cloner cloner) : base(original, cloner) { }
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| 78 | protected GaussianProcessModelCreator()
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| 79 | : base() {
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| 80 | // in
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[8396] | 81 | Parameters.Add(new LookupParameter<RealVector>(HyperparameterParameterName, "The hyperparameters for the Gaussian process model."));
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[8371] | 82 | Parameters.Add(new LookupParameter<IMeanFunction>(MeanFunctionParameterName, "The mean function for the Gaussian process model."));
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| 83 | Parameters.Add(new LookupParameter<ICovarianceFunction>(CovarianceFunctionParameterName, "The covariance function for the Gaussian process model."));
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| 84 | // out
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| 85 | Parameters.Add(new LookupParameter<IGaussianProcessModel>(ModelParameterName, "The resulting Gaussian process model"));
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[8396] | 86 | Parameters.Add(new LookupParameter<RealVector>(HyperparameterGradientsParameterName, "The gradients of the hyperparameters for the produced Gaussian process model (necessary for hyperparameter optimization)"));
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[8371] | 87 | Parameters.Add(new LookupParameter<DoubleValue>(NegativeLogLikelihoodParameterName, "The negative log-likelihood of the produced Gaussian process model given the data."));
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[13118] | 88 |
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| 89 |
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| 90 | Parameters.Add(new LookupParameter<BoolValue>(ScaleInputValuesParameterName,
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| 91 | "Determines if the input variable values are scaled to the range [0..1] for training."));
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| 92 | Parameters[ScaleInputValuesParameterName].Hidden = true;
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[8371] | 93 | }
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[13118] | 94 |
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| 95 | [StorableHook(HookType.AfterDeserialization)]
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| 96 | private void AfterDeserialization() {
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| 97 | if (!Parameters.ContainsKey(ScaleInputValuesParameterName)) {
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| 98 | Parameters.Add(new LookupParameter<BoolValue>(ScaleInputValuesParameterName,
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| 99 | "Determines if the input variable values are scaled to the range [0..1] for training."));
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| 100 | Parameters[ScaleInputValuesParameterName].Hidden = true;
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| 101 | }
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| 102 | }
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[8371] | 103 | }
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| 104 | }
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