#region License Information
/* HeuristicLab
* Copyright (C) 2002-2018 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 System.Collections.Generic;
using System.Linq;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Parameters;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.Problems.DataAnalysis;
namespace HeuristicLab.Algorithms.DataAnalysis {
[StorableClass]
[Item(Name = "MeanModel", Description = "A mean function for Gaussian processes that uses a regression solution created with a different algorithm to calculate the mean.")]
// essentially an adaptor which maps from IMeanFunction to IRegressionSolution
public sealed class MeanModel : ParameterizedNamedItem, IMeanFunction {
public IValueParameter RegressionSolutionParameter {
get { return (IValueParameter)Parameters["RegressionSolution"]; }
}
public IRegressionSolution RegressionSolution {
get { return RegressionSolutionParameter.Value; }
set { RegressionSolutionParameter.Value = value; }
}
[StorableConstructor]
private MeanModel(bool deserializing) : base(deserializing) { }
private MeanModel(MeanModel original, Cloner cloner)
: base(original, cloner) {
}
public MeanModel()
: base("MeanModel", "A mean function for Gaussian processes that uses a regression solution created with a different algorithm to calculate the mean.") {
Parameters.Add(new ValueParameter("RegressionSolution", "The solution containing the model that should be used for the mean prediction."));
}
public MeanModel(IRegressionSolution solution)
: this() {
// here we cannot check if the model is actually compatible (uses only input variables that are available)
// we only assume that the list of allowed inputs in the regression solution is the same as the list of allowed
// inputs in the Gaussian process.
// later we might get an error or bad behaviour when the mean function is evaluated
RegressionSolution = solution;
}
public override IDeepCloneable Clone(Cloner cloner) {
return new MeanModel(this, cloner);
}
public int GetNumberOfParameters(int numberOfVariables) {
return 0; // no support for hyperparameters for regression models yet
}
public void SetParameter(double[] p) {
if (p.Length > 0) throw new ArgumentException("No parameters allowed for model-based mean function.", "p");
}
public ParameterizedMeanFunction GetParameterizedMeanFunction(double[] p, int[] columnIndices) {
if (p.Length > 0) throw new ArgumentException("No parameters allowed for model-based mean function.", "p");
var solution = RegressionSolution;
var variableNames = solution.ProblemData.AllowedInputVariables.ToArray();
if (variableNames.Length != columnIndices.Length)
throw new ArgumentException("The number of input variables does not match in MeanModel");
var variableValues = variableNames.Select(_ => new List() { 0.0 }).ToArray(); // or of zeros
// uses modifyable dataset to pass values to the model
var ds = new ModifiableDataset(variableNames, variableValues);
var mf = new ParameterizedMeanFunction();
var model = solution.Model; // effort for parameter access only once
mf.Mean = (x, i) => {
ds.ReplaceRow(0, Util.GetRow(x, i, columnIndices).OfType