Changeset 10489 for trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovarianceConst.cs

Timestamp:

02/20/14 17:45:06 (10 years ago)

Author:

gkronber

Message:

#2125 fixed the bug that covariance functions returned the full gradient vector even when parameters are partially fixed.
changed the calculation of NN covariance and gradient to direct calculation (instead of AutoDiff)

File:

• trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovarianceConst.cs (modified) (5 diffs)

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovarianceConst.cs

@@ -22 +22 @@
 using System;
 using System.Collections.Generic;
+using System.Linq;
 using HeuristicLab.Common;
 using HeuristicLab.Core;
@@ -36 +37 @@
       get { return (IValueParameter<DoubleValue>)Parameters["Scale"]; }
     }
-
+    private bool HasFixedScaleParameter {
+      get { return ScaleParameter.Value != null; }
+    }
     [StorableConstructor]
     private CovarianceConst(bool deserializing)
@@ -59 +62 @@
 
     public int GetNumberOfParameters(int numberOfVariables) {
-      return ScaleParameter.Value != null ? 0 : 1;
+      return HasFixedScaleParameter ? 0 : 1;
     }
 
@@ -71 +74 @@
       int c = 0;
       // gather parameter values
-      if (ScaleParameter.Value != null) {
+      if (HasFixedScaleParameter) {
         scale = ScaleParameter.Value.Value;
       } else {
@@ -87 +90 @@
       cov.Covariance = (x, i, j) => scale;
       cov.CrossCovariance = (x, xt, i, j) => scale;
-      cov.CovarianceGradient = (x, i, j) => GetGradient(x, i, j, scale, columnIndices);
+      if (HasFixedScaleParameter) {
+        cov.CovarianceGradient = (x, i, j) => Enumerable.Empty<double>();
+      } else {
+        cov.CovarianceGradient = (x, i, j) => GetGradient(x, i, j, scale, columnIndices);
+      }
       return cov;
     }