Changeset 11594 for branches/Breadcrumbs/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovariancePiecewisePolynomial.cs

Timestamp:

11/27/14 11:23:37 (10 years ago)

Author:

jkarder

Message:

#2116: merged r10041-r11593 from trunk into branch

Location:

branches/Breadcrumbs

Files:

• . (modified) (2 props)
• HeuristicLab.Algorithms.DataAnalysis (modified) (1 prop)
• HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovariancePiecewisePolynomial.cs (modified) (7 diffs)

branches/Breadcrumbs

@@ -8 +8 @@
 FxCopResults.txt
 Google.ProtocolBuffers-0.9.1.dll
+Google.ProtocolBuffers-2.4.1.473.dll
 HeuristicLab 3.3.5.1.ReSharper.user
 HeuristicLab 3.3.6.0.ReSharper.user
 HeuristicLab.4.5.resharper.user
 HeuristicLab.ExtLibs.6.0.ReSharper.user
+HeuristicLab.Scripting.Development
 HeuristicLab.resharper.user
 ProtoGen.exe
@@ -17 +19 @@
 _ReSharper.HeuristicLab
 _ReSharper.HeuristicLab 3.3
+_ReSharper.HeuristicLab 3.3 Tests
 _ReSharper.HeuristicLab.ExtLibs
 bin
 protoc.exe
-_ReSharper.HeuristicLab 3.3 Tests
-Google.ProtocolBuffers-2.4.1.473.dll

@@ -8 +8 @@
 FxCopResults.txt
 Google.ProtocolBuffers-0.9.1.dll
+Google.ProtocolBuffers-2.4.1.473.dll
 HeuristicLab 3.3.5.1.ReSharper.user
 HeuristicLab 3.3.6.0.ReSharper.user
 HeuristicLab.4.5.resharper.user
 HeuristicLab.ExtLibs.6.0.ReSharper.user
+HeuristicLab.Scripting.Development
 HeuristicLab.resharper.user
 ProtoGen.exe
@@ -17 +19 @@
 _ReSharper.HeuristicLab
 _ReSharper.HeuristicLab 3.3
+_ReSharper.HeuristicLab 3.3 Tests
 _ReSharper.HeuristicLab.ExtLibs
 bin
 protoc.exe
-_ReSharper.HeuristicLab 3.3 Tests
-Google.ProtocolBuffers-2.4.1.473.dll

branches/Breadcrumbs/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovariancePiecewisePolynomial.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2013 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.
@@ -45 +45 @@
       get { return (IConstrainedValueParameter<IntValue>)Parameters["V"]; }
     }
+    private bool HasFixedLengthParameter {
+      get { return LengthParameter.Value != null; }
+    }
+    private bool HasFixedScaleParameter {
+      get { return ScaleParameter.Value != null; }
+    }
 
     [StorableConstructor]
@@ -77 +83 @@
     public int GetNumberOfParameters(int numberOfVariables) {
       return
-        (LengthParameter.Value != null ? 0 : 1) +
-        (ScaleParameter.Value != null ? 0 : 1);
+        (HasFixedLengthParameter ? 0 : 1) +
+        (HasFixedScaleParameter ? 0 : 1);
     }
 
@@ -91 +97 @@
       // gather parameter values
       int n = 0;
-      if (LengthParameter.Value != null) {
+      if (HasFixedLengthParameter) {
         length = LengthParameter.Value.Value;
       } else {
@@ -98 +104 @@
       }
 
-      if (ScaleParameter.Value != null) {
+      if (HasFixedScaleParameter) {
         scale = ScaleParameter.Value.Value;
       } else {
@@ -111 +117 @@
       int v = VParameter.Value.Value;
       GetParameterValues(p, out length, out scale);
+      var fixedLength = HasFixedLengthParameter;
+      var fixedScale = HasFixedScaleParameter;
       int exp = (int)Math.Floor(columnIndices.Count() / 2.0) + v + 1;
 
@@ -147 +155 @@
         return scale * Math.Pow(Math.Max(1 - k, 0), exp + v) * f(k);
       };
-      cov.CovarianceGradient = (x, i, j) => GetGradient(x, i, j, length, scale, v, exp, f, df, columnIndices);
+      cov.CovarianceGradient = (x, i, j) => GetGradient(x, i, j, length, scale, v, exp, f, df, columnIndices, fixedLength, fixedScale);
       return cov;
     }
 
-    private static IEnumerable<double> GetGradient(double[,] x, int i, int j, double length, double scale, int v, double exp, Func<double, double> f, Func<double, double> df, IEnumerable<int> columnIndices) {
+    private static IEnumerable<double> GetGradient(double[,] x, int i, int j, double length, double scale, int v, double exp, Func<double, double> f, Func<double, double> df, IEnumerable<int> columnIndices,
+      bool fixedLength, bool fixedScale) {
       double k = Math.Sqrt(Util.SqrDist(x, i, x, j, 1.0 / length, columnIndices));
-      yield return scale * Math.Pow(Math.Max(1.0 - k, 0), exp + v - 1) * k * ((exp + v) * f(k) - Math.Max(1 - k, 0) * df(k));
-      yield return 2.0 * scale * Math.Pow(Math.Max(1 - k, 0), exp + v) * f(k);
+      if (!fixedLength) yield return scale * Math.Pow(Math.Max(1.0 - k, 0), exp + v - 1) * k * ((exp + v) * f(k) - Math.Max(1 - k, 0) * df(k));
+      if (!fixedScale) yield return 2.0 * scale * Math.Pow(Math.Max(1 - k, 0), exp + v) * f(k);
     }
   }

@@ -8 +8 @@
 FxCopResults.txt
 Google.ProtocolBuffers-0.9.1.dll
+Google.ProtocolBuffers-2.4.1.473.dll
 HeuristicLab 3.3.5.1.ReSharper.user
 HeuristicLab 3.3.6.0.ReSharper.user
 HeuristicLab.4.5.resharper.user
 HeuristicLab.ExtLibs.6.0.ReSharper.user
+HeuristicLab.Scripting.Development
 HeuristicLab.resharper.user
 ProtoGen.exe
@@ -17 +19 @@
 _ReSharper.HeuristicLab
 _ReSharper.HeuristicLab 3.3
+_ReSharper.HeuristicLab 3.3 Tests
 _ReSharper.HeuristicLab.ExtLibs
 bin
 protoc.exe
-_ReSharper.HeuristicLab 3.3 Tests
-Google.ProtocolBuffers-2.4.1.473.dll