[8623] | 1 | #region License Information
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| 2 | /* HeuristicLab
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[17180] | 3 | * Copyright (C) Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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[8623] | 4 | *
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| 5 | * This file is part of HeuristicLab.
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| 6 | *
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| 7 | * HeuristicLab is free software: you can redistribute it and/or modify
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| 8 | * it under the terms of the GNU General Public License as published by
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| 9 | * the Free Software Foundation, either version 3 of the License, or
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| 10 | * (at your option) any later version.
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| 11 | *
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| 12 | * HeuristicLab is distributed in the hope that it will be useful,
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| 13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 15 | * GNU General Public License for more details.
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| 16 | *
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| 17 | * You should have received a copy of the GNU General Public License
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| 18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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| 19 | */
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| 20 | #endregion
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| 21 |
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| 22 | using System;
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| 23 | using System.Linq;
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| 24 | using HeuristicLab.Common;
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| 25 | using HeuristicLab.Core;
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| 26 | using HeuristicLab.Data;
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| 27 | using HeuristicLab.Encodings.RealVectorEncoding;
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| 28 | using HeuristicLab.Parameters;
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[16565] | 29 | using HEAL.Attic;
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[8623] | 30 | using HeuristicLab.Problems.DataAnalysis;
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| 31 |
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| 32 | namespace HeuristicLab.Algorithms.DataAnalysis {
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[16565] | 33 | [StorableType("C8A3E25F-C9DF-4BBB-B824-27A564A90E39")]
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[8623] | 34 | [Item(Name = "GaussianProcessClassificationModelCreator",
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| 35 | Description = "Creates a Gaussian process model for least-squares classification given the data, the hyperparameters, a mean function, and a covariance function.")]
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[9096] | 36 | public sealed class GaussianProcessClassificationModelCreator : GaussianProcessModelCreator, IGaussianProcessClassificationModelCreator {
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[8623] | 37 | private const string ProblemDataParameterName = "ProblemData";
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| 38 |
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| 39 | #region Parameter Properties
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| 40 | public ILookupParameter<IClassificationProblemData> ProblemDataParameter {
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| 41 | get { return (ILookupParameter<IClassificationProblemData>)Parameters[ProblemDataParameterName]; }
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| 42 | }
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| 43 | #endregion
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| 44 |
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| 45 | #region Properties
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| 46 | private IClassificationProblemData ProblemData {
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| 47 | get { return ProblemDataParameter.ActualValue; }
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| 48 | }
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| 49 | #endregion
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| 50 | [StorableConstructor]
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[16565] | 51 | private GaussianProcessClassificationModelCreator(StorableConstructorFlag _) : base(_) { }
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[8623] | 52 | private GaussianProcessClassificationModelCreator(GaussianProcessClassificationModelCreator original, Cloner cloner) : base(original, cloner) { }
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| 53 | public GaussianProcessClassificationModelCreator()
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| 54 | : base() {
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| 55 | Parameters.Add(new LookupParameter<IClassificationProblemData>(ProblemDataParameterName, "The classification problem data for the Gaussian process model."));
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| 56 | }
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| 57 |
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| 58 | public override IDeepCloneable Clone(Cloner cloner) {
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| 59 | return new GaussianProcessClassificationModelCreator(this, cloner);
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| 60 | }
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| 61 |
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| 62 | public override IOperation Apply() {
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| 63 | try {
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[13119] | 64 | var model = Create(ProblemData, Hyperparameter.ToArray(), MeanFunction, CovarianceFunction, ScaleInputValues);
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[8623] | 65 | ModelParameter.ActualValue = model;
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| 66 | NegativeLogLikelihoodParameter.ActualValue = new DoubleValue(model.NegativeLogLikelihood);
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| 67 | HyperparameterGradientsParameter.ActualValue = new RealVector(model.HyperparameterGradients);
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| 68 | return base.Apply();
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[14826] | 69 | } catch (ArgumentException) {
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| 70 | } catch (alglib.alglibexception) {
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| 71 | }
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[8623] | 72 | NegativeLogLikelihoodParameter.ActualValue = new DoubleValue(1E300);
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| 73 | HyperparameterGradientsParameter.ActualValue = new RealVector(Hyperparameter.Count());
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| 74 | return base.Apply();
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| 75 | }
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| 76 |
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[13119] | 77 | public static IGaussianProcessModel Create(IClassificationProblemData problemData, double[] hyperparameter, IMeanFunction meanFunction, ICovarianceFunction covarianceFunction, bool scaleInputs = true) {
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| 78 | return new GaussianProcessModel(problemData.Dataset, problemData.TargetVariable, problemData.AllowedInputVariables, problemData.TrainingIndices, hyperparameter, meanFunction, covarianceFunction, scaleInputs);
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[8623] | 79 | }
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| 80 | }
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| 81 | }
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