#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;
}
}
}