Changeset 10553 for branches/ClassificationModelComparison/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovarianceSquaredExponentialIso.cs

Timestamp:

03/05/14 17:30:38 (10 years ago)

Author:

mkommend

Message:

#1998: Updated classification model comparision branch with trunk changes.

File:

• branches/ClassificationModelComparison/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovarianceSquaredExponentialIso.cs (modified) (7 diffs)

branches/ClassificationModelComparison/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovarianceSquaredExponentialIso.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2012 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2013 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.
@@ -42 +42 @@
     }
 
+    private bool HasFixedInverseLengthParameter {
+      get { return InverseLengthParameter.Value != null; }
+    }
+    private bool HasFixedScaleParameter {
+      get { return ScaleParameter.Value != null; }
+    }
+
     [StorableConstructor]
     private CovarianceSquaredExponentialIso(bool deserializing)
@@ -66 +73 @@
     public int GetNumberOfParameters(int numberOfVariables) {
       return
-        (ScaleParameter.Value != null ? 0 : 1) +
-        (InverseLengthParameter.Value != null ? 0 : 1);
+        (HasFixedScaleParameter ? 0 : 1) +
+        (HasFixedInverseLengthParameter ? 0 : 1);
     }
 
@@ -81 +88 @@
       // gather parameter values
       int c = 0;
-      if (InverseLengthParameter.Value != null) {
+      if (HasFixedInverseLengthParameter) {
         inverseLength = InverseLengthParameter.Value.Value;
       } else {
@@ -88 +95 @@
       }
 
-      if (ScaleParameter.Value != null) {
+      if (HasFixedScaleParameter) {
         scale = ScaleParameter.Value.Value;
       } else {
@@ -100 +107 @@
       double inverseLength, scale;
       GetParameterValues(p, out scale, out inverseLength);
+      var fixedInverseLength = HasFixedInverseLengthParameter;
+      var fixedScale = HasFixedScaleParameter;
       // create functions
       var cov = new ParameterizedCovarianceFunction();
@@ -112 +121 @@
         return scale * Math.Exp(-d / 2.0);
       };
-      cov.CovarianceGradient = (x, i, j) => GetGradient(x, i, j, scale, inverseLength, columnIndices);
+      cov.CovarianceGradient = (x, i, j) => GetGradient(x, i, j, scale, inverseLength, columnIndices,
+        fixedInverseLength, fixedScale);
       return cov;
     }
 
-    private static IEnumerable<double> GetGradient(double[,] x, int i, int j, double sf2, double inverseLength, IEnumerable<int> columnIndices) {
+    // order of returned gradients must match the order in GetParameterValues!
+    private static IEnumerable<double> GetGradient(double[,] x, int i, int j, double sf2, double inverseLength, IEnumerable<int> columnIndices, 
+      bool fixedInverseLength, bool fixedScale) {
       double d = i == j
                    ? 0.0
                    : Util.SqrDist(x, i, j, inverseLength, columnIndices);
       double g = Math.Exp(-d / 2.0);
-      yield return sf2 * g * d;
-      yield return 2.0 * sf2 * g;
+      if (!fixedInverseLength) yield return sf2 * g * d;
+      if (!fixedScale) yield return 2.0 * sf2 * g;
     }
   }