#region License Information /* HeuristicLab * Copyright (C) 2002-2012 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 System.Linq; 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 = "CovarianceScale", Description = "Scale covariance function for Gaussian processes.")] public sealed class CovarianceScale : ParameterizedNamedItem, ICovarianceFunction { [Storable] private double sf2; [Storable] private readonly HyperParameter scaleParameter; public IValueParameter ScaleParameter { get { return scaleParameter; } } [Storable] private ICovarianceFunction cov; [Storable] private readonly ValueParameter covParameter; public IValueParameter CovarianceFunctionParameter { get { return covParameter; } } [StorableConstructor] private CovarianceScale(bool deserializing) : base(deserializing) { } private CovarianceScale(CovarianceScale original, Cloner cloner) : base(original, cloner) { this.scaleParameter = cloner.Clone(original.scaleParameter); this.sf2 = original.sf2; this.covParameter = cloner.Clone(original.covParameter); this.cov = cloner.Clone(original.cov); RegisterEvents(); } public CovarianceScale() : base() { Name = ItemName; Description = ItemDescription; this.scaleParameter = new HyperParameter("Scale", "The scale parameter."); this.covParameter = new ValueParameter("CovarianceFunction", "The covariance function that should be scaled.", new CovarianceSquaredExponentialIso()); Parameters.Add(this.scaleParameter); Parameters.Add(covParameter); RegisterEvents(); } public override IDeepCloneable Clone(Cloner cloner) { return new CovarianceScale(this, cloner); } [StorableHook(HookType.AfterDeserialization)] private void AfterDeserialization() { RegisterEvents(); } private void RegisterEvents() { Util.AttachValueChangeHandler(scaleParameter, () => { sf2 = scaleParameter.Value.Value; }); covParameter.ValueChanged += (sender, args) => { cov = covParameter.Value; }; } public int GetNumberOfParameters(int numberOfVariables) { return (scaleParameter.Fixed ? 0 : 1) + cov.GetNumberOfParameters(numberOfVariables); } public void SetParameter(double[] hyp) { int i = 0; if (!scaleParameter.Fixed) { scaleParameter.SetValue(new DoubleValue(Math.Exp(2 * hyp[i]))); i++; } cov.SetParameter(hyp.Skip(i).ToArray()); } public double GetCovariance(double[,] x, int i, int j) { return sf2 * cov.GetCovariance(x, i, j); } public IEnumerable GetGradient(double[,] x, int i, int j) { yield return 2 * sf2 * cov.GetCovariance(x, i, j); foreach (var g in cov.GetGradient(x, i, j)) yield return sf2 * g; } public double GetCrossCovariance(double[,] x, double[,] xt, int i, int j) { return sf2 * cov.GetCrossCovariance(x, xt, i, j); } } }