Changeset 10530 for stable/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovarianceRationalQuadraticIso.cs

Timestamp:

03/04/14 11:30:58 (11 years ago)

Author:

gkronber

Message:

#2125: merged r10489:10491 and r10493 from trunk into stable

Location:

stable

Files:

• . (modified) (1 prop)
• HeuristicLab.Algorithms.DataAnalysis (modified) (1 prop)
• HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovarianceRationalQuadraticIso.cs (modified) (8 diffs)

stable/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovarianceRationalQuadraticIso.cs

@@ -44 +44 @@
       get { return (IValueParameter<DoubleValue>)Parameters["Shape"]; }
     }
+
+    private bool HasFixedScaleParameter {
+      get { return ScaleParameter.Value != null; }
+    }
+    private bool HasFixedInverseLengthParameter {
+      get { return InverseLengthParameter.Value != null; }
+    }
+    private bool HasFixedShapeParameter {
+      get { return ShapeParameter.Value != null; }
+    }
+
+
     [StorableConstructor]
     private CovarianceRationalQuadraticIso(bool deserializing)
@@ -68 +80 @@
 
     public int GetNumberOfParameters(int numberOfVariables) {
-      return (ScaleParameter.Value != null ? 0 : 1) +
-        (ShapeParameter.Value != null ? 0 : 1) +
-        (InverseLengthParameter.Value != null ? 0 : 1);
+      return (HasFixedScaleParameter ? 0 : 1) +
+        (HasFixedShapeParameter ? 0 : 1) +
+        (HasFixedInverseLengthParameter ? 0 : 1);
     }
 
@@ -84 +96 @@
       int c = 0;
       // gather parameter values
-      if (InverseLengthParameter.Value != null) {
+      if (HasFixedInverseLengthParameter) {
         inverseLength = InverseLengthParameter.Value.Value;
       } else {
@@ -90 +102 @@
         c++;
       }
-      if (ScaleParameter.Value != null) {
+      if (HasFixedScaleParameter) {
         scale = ScaleParameter.Value.Value;
       } else {
@@ -96 +108 @@
         c++;
       }
-      if (ShapeParameter.Value != null) {
+      if (HasFixedShapeParameter) {
         shape = ShapeParameter.Value.Value;
       } else {
@@ -108 +120 @@
       double scale, shape, inverseLength;
       GetParameterValues(p, out scale, out shape, out inverseLength);
+      var fixedInverseLength = HasFixedInverseLengthParameter;
+      var fixedScale = HasFixedScaleParameter;
+      var fixedShape = HasFixedShapeParameter;
       // create functions
       var cov = new ParameterizedCovarianceFunction();
@@ -120 +135 @@
         return scale * Math.Pow(1 + 0.5 * d / shape, -shape);
       };
-      cov.CovarianceGradient = (x, i, j) => GetGradient(x, i, j, columnIndices, scale, shape, inverseLength);
+      cov.CovarianceGradient = (x, i, j) => GetGradient(x, i, j, columnIndices, scale, shape, inverseLength, fixedInverseLength, fixedScale, fixedShape);
       return cov;
     }
 
-    private static IEnumerable<double> GetGradient(double[,] x, int i, int j, IEnumerable<int> columnIndices, double scale, double shape, double inverseLength) {
+    private static IEnumerable<double> GetGradient(double[,] x, int i, int j, IEnumerable<int> columnIndices, double scale, double shape, double inverseLength,
+      bool fixedInverseLength, bool fixedScale, bool fixedShape) {
       double d = i == j
                    ? 0.0
@@ -130 +146 @@
 
       double b = 1 + 0.5 * d / shape;
-      yield return scale * Math.Pow(b, -shape - 1) * d;
-      yield return 2 * scale * Math.Pow(b, -shape);
-      yield return scale * Math.Pow(b, -shape) * (0.5 * d / b - shape * Math.Log(b));
+      if (!fixedInverseLength) yield return scale * Math.Pow(b, -shape - 1) * d;
+      if (!fixedScale) yield return 2 * scale * Math.Pow(b, -shape);
+      if (!fixedShape) yield return scale * Math.Pow(b, -shape) * (0.5 * d / b - shape * Math.Log(b));
     }
   }