#region License Information /* HeuristicLab * Copyright (C) 2002-2016 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 HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Persistence; namespace HeuristicLab.Algorithms.DataAnalysis.KernelRidgeRegression { [StorableType("6ad73da5-e042-4fe5-8b10-414a07d0deb7")] [Item("GaussianKernel", "A kernel function that uses Gaussian function exp(-n²/beta²). As described in http://crsouza.com/2010/03/17/kernel-functions-for-machine-learning-applications/")] public class GaussianKernel : KernelBase { #region HLConstructors & Boilerplate [StorableConstructor] protected GaussianKernel(StorableConstructorFlag deserializing) : base(deserializing) { } [StorableHook(HookType.AfterDeserialization)] private void AfterDeserialization() { } protected GaussianKernel(GaussianKernel original, Cloner cloner) : base(original, cloner) { } public GaussianKernel() { } public override IDeepCloneable Clone(Cloner cloner) { return new GaussianKernel(this, cloner); } #endregion protected override double Get(double norm) { var beta = Beta.Value; if (Math.Abs(beta) < double.Epsilon) return double.NaN; var d = norm / beta; return Math.Exp(-d * d); } //2 * n²/b²* 1/b * exp(-n²/b²) protected override double GetGradient(double norm) { var beta = Beta.Value; if (Math.Abs(beta) < double.Epsilon) return double.NaN; var d = norm / beta; return 2 * d * d / beta * Math.Exp(-d * d); } } }