[8464] | 1 | #region License Information
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| 2 | /* HeuristicLab
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| 3 | * Copyright (C) 2002-2012 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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| 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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[8484] | 23 | using System.Collections.Generic;
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[8464] | 24 | using HeuristicLab.Common;
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| 25 | using HeuristicLab.Core;
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[8612] | 26 | using HeuristicLab.Data;
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[8464] | 27 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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| 28 |
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| 29 | namespace HeuristicLab.Algorithms.DataAnalysis {
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| 30 | [StorableClass]
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| 31 | [Item(Name = "CovarianceNoise",
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| 32 | Description = "Noise covariance function for Gaussian processes.")]
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[8612] | 33 | public sealed class CovarianceNoise : ParameterizedNamedItem, ICovarianceFunction {
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| 34 |
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| 35 |
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[8464] | 36 | [Storable]
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| 37 | private double sf2;
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[8612] | 38 | [Storable]
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| 39 | private readonly HyperParameter<DoubleValue> scaleParameter;
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| 40 | public IValueParameter<DoubleValue> ScaleParameter {
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| 41 | get { return scaleParameter; }
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| 42 | }
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[8464] | 43 |
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| 44 | [StorableConstructor]
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[8612] | 45 | private CovarianceNoise(bool deserializing)
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[8464] | 46 | : base(deserializing) {
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| 47 | }
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| 48 |
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[8612] | 49 | private CovarianceNoise(CovarianceNoise original, Cloner cloner)
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[8464] | 50 | : base(original, cloner) {
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[8612] | 51 | this.scaleParameter = cloner.Clone(original.scaleParameter);
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[8464] | 52 | this.sf2 = original.sf2;
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[8612] | 53 | RegisterEvents();
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[8464] | 54 | }
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| 55 |
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| 56 | public CovarianceNoise()
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| 57 | : base() {
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[8612] | 58 | Name = ItemName;
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| 59 | Description = ItemDescription;
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| 60 |
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| 61 | this.scaleParameter = new HyperParameter<DoubleValue>("Scale", "The scale of noise.");
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| 62 | Parameters.Add(this.scaleParameter);
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| 63 |
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| 64 | RegisterEvents();
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[8464] | 65 | }
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| 66 |
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| 67 | public override IDeepCloneable Clone(Cloner cloner) {
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| 68 | return new CovarianceNoise(this, cloner);
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| 69 | }
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| 70 |
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[8612] | 71 | [StorableHook(HookType.AfterDeserialization)]
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| 72 | private void AfterDeserialization() {
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| 73 | RegisterEvents();
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| 74 | }
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| 75 |
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| 76 | private void RegisterEvents() {
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| 77 | Util.AttachValueChangeHandler<DoubleValue, double>(scaleParameter, () => { sf2 = scaleParameter.Value.Value; });
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| 78 | }
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| 79 |
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[8464] | 80 | public int GetNumberOfParameters(int numberOfVariables) {
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[8612] | 81 | return scaleParameter.Fixed ? 0 : 1;
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[8464] | 82 | }
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| 83 |
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| 84 | public void SetParameter(double[] hyp) {
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[8612] | 85 | if (!scaleParameter.Fixed) {
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| 86 | scaleParameter.SetValue(new DoubleValue(Math.Exp(2 * hyp[0])));
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| 87 | } else {
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| 88 | if (hyp.Length > 0) throw new ArgumentException("The length of the parameter vector does not match the number of free parameters for CovarianceNoise", "hyp");
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| 89 | }
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[8464] | 90 | }
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| 91 |
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[8678] | 92 | public double GetCovariance(double[,] x, int i, int j, IEnumerable<int> columnIndices) {
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[8771] | 93 | return i == j ? sf2 : 0.0;
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[8464] | 94 | }
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| 95 |
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[8678] | 96 | public IEnumerable<double> GetGradient(double[,] x, int i, int j, IEnumerable<int> columnIndices) {
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[8771] | 97 | yield return i == j ? 2 * sf2 : 0.0;
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[8464] | 98 | }
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| 99 |
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[8678] | 100 | public double GetCrossCovariance(double[,] x, double[,] xt, int i, int j, IEnumerable<int> columnIndices) {
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[8484] | 101 | return 0.0;
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[8464] | 102 | }
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| 103 | }
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| 104 | }
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