Changeset 14029 for branches/crossvalidation-2434/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovarianceNeuralNetwork.cs
- Timestamp:
- 07/08/16 14:40:02 (8 years ago)
- Location:
- branches/crossvalidation-2434
- Files:
-
- 3 edited
Legend:
- Unmodified
- Added
- Removed
-
branches/crossvalidation-2434
- Property svn:mergeinfo changed
-
branches/crossvalidation-2434/HeuristicLab.Algorithms.DataAnalysis
- Property svn:mergeinfo changed
-
branches/crossvalidation-2434/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovarianceNeuralNetwork.cs
r12012 r14029 102 102 } 103 103 104 public ParameterizedCovarianceFunction GetParameterizedCovarianceFunction(double[] p, IEnumerable<int>columnIndices) {104 public ParameterizedCovarianceFunction GetParameterizedCovarianceFunction(double[] p, int[] columnIndices) { 105 105 double length, scale; 106 106 GetParameterValues(p, out scale, out length); … … 113 113 double s1 = 1.0; 114 114 double s2 = 1.0; 115 foreach (var col in columnIndices) { 115 for (int c = 0; c < columnIndices.Length; c++) { 116 var col = columnIndices[c]; 116 117 sx += x[i, col] * x[j, col]; 117 118 s1 += x[i, col] * x[i, col]; … … 125 126 double s1 = 1.0; 126 127 double s2 = 1.0; 127 foreach (var col in columnIndices) { 128 for (int c = 0; c < columnIndices.Length; c++) { 129 var col = columnIndices[c]; 128 130 sx += x[i, col] * xt[j, col]; 129 131 s1 += x[i, col] * x[i, col]; … … 138 140 139 141 // order of returned gradients must match the order in GetParameterValues! 140 private static I Enumerable<double> GetGradient(double[,] x, int i, int j, double length, double scale, IEnumerable<int>columnIndices,142 private static IList<double> GetGradient(double[,] x, int i, int j, double length, double scale, int[] columnIndices, 141 143 bool fixedLength, bool fixedScale) { 142 { 143 double sx = 1.0; 144 double s1 = 1.0; 145 double s2 = 1.0; 146 foreach (var col in columnIndices) { 147 sx += x[i, col] * x[j, col]; 148 s1 += x[i, col] * x[i, col]; 149 s2 += x[j, col] * x[j, col]; 150 } 151 var h = (length + s1) * (length + s2); 152 var f = sx / Math.Sqrt(h); 153 if (!fixedLength) { 154 yield return -scale / Math.Sqrt(1.0 - f * f) * ((length * sx * (2.0 * length + s1 + s2)) / Math.Pow(h, 3.0 / 2.0)); 155 } 156 if (!fixedScale) { 157 yield return 2.0 * scale * Math.Asin(f); 158 } 144 double sx = 1.0; 145 double s1 = 1.0; 146 double s2 = 1.0; 147 for (int c = 0; c < columnIndices.Length; c++) { 148 var col = columnIndices[c]; 149 sx += x[i, col] * x[j, col]; 150 s1 += x[i, col] * x[i, col]; 151 s2 += x[j, col] * x[j, col]; 159 152 } 153 var h = (length + s1) * (length + s2); 154 var f = sx / Math.Sqrt(h); 155 156 var g = new List<double>(2); 157 if (!fixedLength) g.Add(-scale / Math.Sqrt(1.0 - f * f) * ((length * sx * (2.0 * length + s1 + s2)) / Math.Pow(h, 3.0 / 2.0))); 158 if (!fixedScale) g.Add(2.0 * scale * Math.Asin(f)); 159 return g; 160 160 } 161 161 }
Note: See TracChangeset
for help on using the changeset viewer.