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source: branches/RBFRegression/HeuristicLab.Algorithms.DataAnalysis/3.4/KernelRidgeRegression/KernelFunctions/ThinPlatePolysplineKernel.cs @ 14888

Last change on this file since 14888 was 14887, checked in by gkronber, 8 years ago

#2699: worked on kernel ridge regression. moved beta parameter to algorithm. reintroduced IKernel interface to restrict choice of kernel in kernel ridge regression. speed-up by cholesky decomposition and optimization of the calculation of the covariance matrix.

File size: 2.5 KB
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1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2016 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 HeuristicLab.Common;
24using HeuristicLab.Core;
25using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
26
27namespace HeuristicLab.Algorithms.DataAnalysis.KernelRidgeRegression {
28  [StorableClass]
29  // conditionally positive definite. (need to add polynomials) see http://num.math.uni-goettingen.de/schaback/teaching/sc.pdf
30  [Item("ThinPlatePolysplineKernel", "A kernel function that uses the ThinPlatePolyspline function ||x-c||^(2*Beta)*log(||x-c||^Beta)")]
31  public class ThinPlatePolysplineKernel : KernelBase {
32    #region HLConstructors & Boilerplate
33    [StorableConstructor]
34    protected ThinPlatePolysplineKernel(bool deserializing) : base(deserializing) { }
35    [StorableHook(HookType.AfterDeserialization)]
36    private void AfterDeserialization() { }
37    protected ThinPlatePolysplineKernel(ThinPlatePolysplineKernel original, Cloner cloner) : base(original, cloner) { }
38    public ThinPlatePolysplineKernel() {
39    }
40    public override IDeepCloneable Clone(Cloner cloner) {
41      return new ThinPlatePolysplineKernel(this, cloner);
42    }
43    #endregion
44
45    protected override double Get(double norm) {
46      var beta = Beta.Value;
47      if (Math.Pow(norm, beta) < 0) return double.NaN;
48      return Math.Pow(norm, 2 * beta) * Math.Log(1 + Math.Pow(norm, beta));
49    }
50
51    protected override double GetGradient(double norm) {
52      var beta = Beta.Value;
53      if (Math.Pow(norm, beta) <= 0) return double.NaN;
54      return 2 * Math.Log(norm) * Math.Pow(norm, 2 * beta) * Math.Log(1 + Math.Pow(norm, beta)) + Math.Pow(norm, 3 * beta) * Math.Log(norm) / (Math.Pow(norm, beta) + 1);
55    }
56  }
57}
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