Changeset 10473


Ignore:
Timestamp:
02/20/14 13:06:01 (6 years ago)
Author:
mkommend
Message:

#2124: Updated gradient calculation in SpectralMixtureKernel.

File:
1 edited

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  • branches/SpectralKernelForGaussianProcesses/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovarianceSpectralMixture.cs

    r10205 r10473  
    175175      // for each component
    176176      for (int q = 0; q < maxQ; q++) {
    177         double k = weight[q];
     177        double k = weight[q]; 
    178178        int idx = 0; // helper index for tau
    179179        // for each selected variable
     
    204204        // for each selected variable
    205205        foreach (var c in columnIndices) {
    206           double k = -2 * Math.PI * Math.PI * tau[idx] * tau[idx] *
    207               Math.Exp(-2 * Math.PI * Math.PI * tau[idx] * tau[idx] * lengthScale[q * numberOfVariables + c] + Math.Log(lengthScale[q * numberOfVariables + c])) *
    208             f2(tau[idx], frequency[q * numberOfVariables + c]);
     206          double k = -2 * Math.PI * Math.PI * tau[idx] * tau[idx] * lengthScale[q * numberOfVariables + c] *
     207             f1(tau[idx], lengthScale[q * numberOfVariables + c]) * f2(tau[idx], frequency[q * numberOfVariables + c]);
    209208          idx++;
    210209          yield return weight[q] * k;
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