#region License Information /* HeuristicLab * Copyright (C) 2002-2016 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.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 = "MeanLinear", Description = "Linear mean function for Gaussian processes.")] public sealed class MeanLinear : ParameterizedNamedItem, IMeanFunction { public IValueParameter WeightsParameter { get { return (IValueParameter)Parameters["Weights"]; } } [StorableConstructor] private MeanLinear(bool deserializing) : base(deserializing) { } private MeanLinear(MeanLinear original, Cloner cloner) : base(original, cloner) { } public MeanLinear() : base() { Parameters.Add(new OptionalValueParameter("Weights", "The weights parameter for the linear mean function.")); } public override IDeepCloneable Clone(Cloner cloner) { return new MeanLinear(this, cloner); } public int GetNumberOfParameters(int numberOfVariables) { return WeightsParameter.Value != null ? 0 : numberOfVariables; } public void SetParameter(double[] p) { double[] weights; GetParameter(p, out weights); WeightsParameter.Value = new DoubleArray(weights); } public void GetParameter(double[] p, out double[] weights) { if (WeightsParameter.Value == null) { weights = p; } else { if (p.Length != 0) throw new ArgumentException("The length of the parameter vector does not match the number of free parameters for the linear mean function.", "p"); weights = WeightsParameter.Value.ToArray(); } } public ParameterizedMeanFunction GetParameterizedMeanFunction(double[] p, int[] columnIndices) { double[] weights; int[] columns = columnIndices; GetParameter(p, out weights); var mf = new ParameterizedMeanFunction(); mf.Mean = (x, i) => { // sanity check if (weights.Length != columns.Length) throw new ArgumentException("The number of rparameters must match the number of variables for the linear mean function."); return Util.ScalarProd(weights, Util.GetRow(x, i, columns).ToArray()); }; mf.Gradient = (x, i, k) => { if (k > columns.Length) throw new ArgumentException(); return x[i, columns[k]]; }; return mf; } } }