#region License Information /* HeuristicLab * Copyright (C) 2002-2013 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 HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Parameters; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; namespace HeuristicLab.Algorithms.DataAnalysis { [StorableClass] [Item(Name = "CovarianceConst", Description = "Constant covariance function for Gaussian processes.")] public sealed class CovarianceConst : ParameterizedNamedItem, ICovarianceFunction { public IValueParameter ScaleParameter { get { return (IValueParameter)Parameters["Scale"]; } } [StorableConstructor] private CovarianceConst(bool deserializing) : base(deserializing) { } private CovarianceConst(CovarianceConst original, Cloner cloner) : base(original, cloner) { } public CovarianceConst() : base() { Name = ItemName; Description = ItemDescription; Parameters.Add(new OptionalValueParameter("Scale", "The scale of the constant covariance function.")); } public override IDeepCloneable Clone(Cloner cloner) { return new CovarianceConst(this, cloner); } public int GetNumberOfParameters(int numberOfVariables) { return ScaleParameter.Value != null ? 0 : 1; } public void SetParameter(double[] p) { double scale; GetParameterValues(p, out scale); ScaleParameter.Value = new DoubleValue(scale); } private void GetParameterValues(double[] p, out double scale) { int c = 0; // gather parameter values if (ScaleParameter.Value != null) { scale = ScaleParameter.Value.Value; } else { scale = Math.Exp(2 * p[c]); c++; } if (p.Length != c) throw new ArgumentException("The length of the parameter vector does not match the number of free parameters for CovarianceConst", "p"); } public ParameterizedCovarianceFunction GetParameterizedCovarianceFunction(double[] p, IEnumerable columnIndices) { double scale; GetParameterValues(p, out scale); // create functions var cov = new ParameterizedCovarianceFunction(); cov.Covariance = (x, i, j) => scale; cov.CrossCovariance = (x, xt, i, j) => scale; cov.CovarianceGradient = (x, i, j) => GetGradient(x, i, j, scale, columnIndices); return cov; } private static IEnumerable GetGradient(double[,] x, int i, int j, double scale, IEnumerable columnIndices) { yield return 2.0 * scale; } } }