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source: stable/HeuristicLab.Algorithms.DataAnalysis/3.4/KernelRidgeRegression/KernelFunctions/PolysplineKernel.cs @ 17097

Last change on this file since 17097 was 17097, checked in by mkommend, 5 years ago

#2520: Merged 16565 - 16579 into stable.

File size: 3.0 KB
Line 
1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2019 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.Data;
26using HeuristicLab.Parameters;
27using HEAL.Attic;
28
29namespace HeuristicLab.Algorithms.DataAnalysis {
30  [StorableType("0618DE2C-6A69-4086-ADE1-F983AC626F42")]
31  // conditionally positive definite. (need to add polynomials) see http://num.math.uni-goettingen.de/schaback/teaching/sc.pdf
32  [Item("PolysplineKernel", "A kernel function that uses the polyharmonic function (||x-c||/Beta)^Degree as given in http://num.math.uni-goettingen.de/schaback/teaching/sc.pdf with beta as a scaling parameters.")]
33  public class PolysplineKernel : KernelBase {
34
35    private const string DegreeParameterName = "Degree";
36
37    public IFixedValueParameter<DoubleValue> DegreeParameter {
38      get { return (IFixedValueParameter<DoubleValue>)Parameters[DegreeParameterName]; }
39    }
40
41    public DoubleValue Degree {
42      get { return DegreeParameter.Value; }
43    }
44
45    [StorableConstructor]
46    protected PolysplineKernel(StorableConstructorFlag _) : base(_) { }
47
48    protected PolysplineKernel(PolysplineKernel original, Cloner cloner) : base(original, cloner) { }
49
50    public PolysplineKernel() {
51      Parameters.Add(new FixedValueParameter<DoubleValue>(DegreeParameterName, "The degree of the kernel. Needs to be greater than zero.", new DoubleValue(1.0)));
52    }
53
54    public override IDeepCloneable Clone(Cloner cloner) {
55      return new PolysplineKernel(this, cloner);
56    }
57
58    protected override double Get(double norm) {
59      if (Beta == null) throw new InvalidOperationException("Can not calculate kernel distance gradient while Beta is null");
60      var beta = Beta.Value;
61      if (Math.Abs(beta) < double.Epsilon) return double.NaN;
62      var d = norm / beta;
63      return Math.Pow(d, Degree.Value);
64    }
65
66    //-degree/beta * (norm/beta)^degree
67    protected override double GetGradient(double norm) {
68      if (Beta == null) throw new InvalidOperationException("Can not calculate kernel distance gradient while Beta is null");
69      var beta = Beta.Value;
70      if (Math.Abs(beta) < double.Epsilon) return double.NaN;
71      var d = norm / beta;
72      return -Degree.Value / beta * Math.Pow(d, Degree.Value);
73    }
74  }
75}
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