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source: trunk/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovarianceConst.cs @ 17529

Last change on this file since 17529 was 17180, checked in by swagner, 5 years ago

#2875: Removed years in copyrights

File size: 3.4 KB
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1#region License Information
2/* HeuristicLab
3 * Copyright (C) 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("B359EC1D-0EAE-4800-9502-133A280CE8B0")]
31  [Item(Name = "CovarianceConst",
32    Description = "Constant covariance function for Gaussian processes.")]
33  public sealed class CovarianceConst : ParameterizedNamedItem, ICovarianceFunction {
34    public IValueParameter<DoubleValue> ScaleParameter {
35      get { return (IValueParameter<DoubleValue>)Parameters["Scale"]; }
36    }
37    private bool HasFixedScaleParameter {
38      get { return ScaleParameter.Value != null; }
39    }
40    [StorableConstructor]
41    private CovarianceConst(StorableConstructorFlag _) : base(_) {
42    }
43
44    private CovarianceConst(CovarianceConst original, Cloner cloner)
45      : base(original, cloner) {
46    }
47
48    public CovarianceConst()
49      : base() {
50      Name = ItemName;
51      Description = ItemDescription;
52
53      Parameters.Add(new OptionalValueParameter<DoubleValue>("Scale", "The scale of the constant covariance function."));
54    }
55
56    public override IDeepCloneable Clone(Cloner cloner) {
57      return new CovarianceConst(this, cloner);
58    }
59
60    public int GetNumberOfParameters(int numberOfVariables) {
61      return HasFixedScaleParameter ? 0 : 1;
62    }
63
64    public void SetParameter(double[] p) {
65      double scale;
66      GetParameterValues(p, out scale);
67      ScaleParameter.Value = new DoubleValue(scale);
68    }
69
70    private void GetParameterValues(double[] p, out double scale) {
71      int c = 0;
72      // gather parameter values
73      if (HasFixedScaleParameter) {
74        scale = ScaleParameter.Value.Value;
75      } else {
76        scale = Math.Exp(2 * p[c]);
77        c++;
78      }
79      if (p.Length != c) throw new ArgumentException("The length of the parameter vector does not match the number of free parameters for CovarianceConst", "p");
80    }
81
82    public ParameterizedCovarianceFunction GetParameterizedCovarianceFunction(double[] p, int[] columnIndices) {
83      double scale;
84      GetParameterValues(p, out scale);
85      // create functions
86      var cov = new ParameterizedCovarianceFunction();
87      cov.Covariance = (x, i, j) => scale;
88      cov.CrossCovariance = (x, xt, i, j) => scale;
89      if (HasFixedScaleParameter) {
90        cov.CovarianceGradient = (x, i, j) => new double[0];
91      } else {
92        cov.CovarianceGradient = (x, i, j) => new[] { 2.0 * scale };
93      }
94      return cov;
95    }
96  }
97}
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