1 | #region License Information
|
---|
2 | /* HeuristicLab
|
---|
3 | * Copyright (C) 2002-2012 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
|
---|
4 | *
|
---|
5 | * This file is part of HeuristicLab.
|
---|
6 | *
|
---|
7 | * HeuristicLab is free software: you can redistribute it and/or modify
|
---|
8 | * it under the terms of the GNU General Public License as published by
|
---|
9 | * the Free Software Foundation, either version 3 of the License, or
|
---|
10 | * (at your option) any later version.
|
---|
11 | *
|
---|
12 | * HeuristicLab is distributed in the hope that it will be useful,
|
---|
13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
|
---|
14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
---|
15 | * GNU General Public License for more details.
|
---|
16 | *
|
---|
17 | * You should have received a copy of the GNU General Public License
|
---|
18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
|
---|
19 | */
|
---|
20 | #endregion
|
---|
21 | using System.Linq;
|
---|
22 | using HeuristicLab.Common;
|
---|
23 | using HeuristicLab.Core;
|
---|
24 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
|
---|
25 |
|
---|
26 | namespace HeuristicLab.Algorithms.DataAnalysis {
|
---|
27 | [StorableClass]
|
---|
28 | [Item(Name = "MeanSum", Description = "Sum of mean functions for Gaussian processes.")]
|
---|
29 | public class MeanSum : Item, IMeanFunction {
|
---|
30 | [Storable]
|
---|
31 | private ItemList<IMeanFunction> terms;
|
---|
32 |
|
---|
33 | [Storable]
|
---|
34 | private int numberOfVariables;
|
---|
35 | public ItemList<IMeanFunction> Terms {
|
---|
36 | get { return terms; }
|
---|
37 | }
|
---|
38 |
|
---|
39 | public int GetNumberOfParameters(int numberOfVariables) {
|
---|
40 | this.numberOfVariables = numberOfVariables;
|
---|
41 | return terms.Select(t => t.GetNumberOfParameters(numberOfVariables)).Sum();
|
---|
42 | }
|
---|
43 | [StorableConstructor]
|
---|
44 | protected MeanSum(bool deserializing) : base(deserializing) { }
|
---|
45 | protected MeanSum(MeanSum original, Cloner cloner)
|
---|
46 | : base(original, cloner) {
|
---|
47 | this.terms = cloner.Clone(original.terms);
|
---|
48 | this.numberOfVariables = original.numberOfVariables;
|
---|
49 | }
|
---|
50 | public MeanSum() {
|
---|
51 | this.terms = new ItemList<IMeanFunction>();
|
---|
52 | }
|
---|
53 |
|
---|
54 | public void SetParameter(double[] hyp) {
|
---|
55 | int offset = 0;
|
---|
56 | foreach (var t in terms) {
|
---|
57 | var numberOfParameters = t.GetNumberOfParameters(numberOfVariables);
|
---|
58 | t.SetParameter(hyp.Skip(offset).Take(numberOfParameters).ToArray());
|
---|
59 | offset += numberOfParameters;
|
---|
60 | }
|
---|
61 | }
|
---|
62 |
|
---|
63 | public void SetData(double[,] x) {
|
---|
64 | foreach (var t in terms) t.SetData(x);
|
---|
65 | }
|
---|
66 |
|
---|
67 | public double[] GetMean(double[,] x) {
|
---|
68 | var res = terms.First().GetMean(x);
|
---|
69 | foreach (var t in terms.Skip(1)) {
|
---|
70 | var a = t.GetMean(x);
|
---|
71 | for (int i = 0; i < res.Length; i++) res[i] += a[i];
|
---|
72 | }
|
---|
73 | return res;
|
---|
74 | }
|
---|
75 |
|
---|
76 | public double[] GetGradients(int k, double[,] x) {
|
---|
77 | int i = 0;
|
---|
78 | while (k >= terms[i].GetNumberOfParameters(numberOfVariables)) {
|
---|
79 | k -= terms[i].GetNumberOfParameters(numberOfVariables);
|
---|
80 | i++;
|
---|
81 | }
|
---|
82 | return terms[i].GetGradients(k, x);
|
---|
83 | }
|
---|
84 |
|
---|
85 | public override IDeepCloneable Clone(Cloner cloner) {
|
---|
86 | return new MeanSum(this, cloner);
|
---|
87 | }
|
---|
88 | }
|
---|
89 | }
|
---|