Changeset 14029 for branches/crossvalidation-2434/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovariancePolynomial.cs
- Timestamp:
- 07/08/16 14:40:02 (8 years ago)
- Location:
- branches/crossvalidation-2434
- Files:
-
- 3 edited
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branches/crossvalidation-2434
- Property svn:mergeinfo changed
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branches/crossvalidation-2434/HeuristicLab.Algorithms.DataAnalysis
- Property svn:mergeinfo changed
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branches/crossvalidation-2434/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovariancePolynomial.cs
r12012 r14029 22 22 using System; 23 23 using System.Collections.Generic; 24 using System.Linq;25 24 using HeuristicLab.Common; 26 25 using HeuristicLab.Core; … … 107 106 } 108 107 109 public ParameterizedCovarianceFunction GetParameterizedCovarianceFunction(double[] p, IEnumerable<int>columnIndices) {108 public ParameterizedCovarianceFunction GetParameterizedCovarianceFunction(double[] p, int[] columnIndices) { 110 109 double @const, scale; 111 110 int degree = DegreeParameter.Value.Value; … … 116 115 // create functions 117 116 var cov = new ParameterizedCovarianceFunction(); 118 cov.Covariance = (x, i, j) => scale * Math.Pow(@const + Util.ScalarProd(x, i, j, 1.0, columnIndices), degree);119 cov.CrossCovariance = (x, xt, i, j) => scale * Math.Pow(@const + Util.ScalarProd(x, i, xt, j, 1.0, columnIndices), degree);117 cov.Covariance = (x, i, j) => scale * Math.Pow(@const + Util.ScalarProd(x, i, j, columnIndices, 1.0), degree); 118 cov.CrossCovariance = (x, xt, i, j) => scale * Math.Pow(@const + Util.ScalarProd(x, i, xt, j, columnIndices, 1.0), degree); 120 119 cov.CovarianceGradient = (x, i, j) => GetGradient(x, i, j, @const, scale, degree, columnIndices, fixedConst, fixedScale); 121 120 return cov; 122 121 } 123 122 124 private static I Enumerable<double> GetGradient(double[,] x, int i, int j, double c, double scale, int degree, IEnumerable<int>columnIndices,123 private static IList<double> GetGradient(double[,] x, int i, int j, double c, double scale, int degree, int[] columnIndices, 125 124 bool fixedConst, bool fixedScale) { 126 double s = Util.ScalarProd(x, i, j, 1.0, columnIndices); 127 if (!fixedConst) yield return c * degree * scale * Math.Pow(c + s, degree - 1); 128 if (!fixedScale) yield return 2 * scale * Math.Pow(c + s, degree); 125 double s = Util.ScalarProd(x, i, j, columnIndices, 1.0); 126 var g = new List<double>(2); 127 if (!fixedConst) g.Add(c * degree * scale * Math.Pow(c + s, degree - 1)); 128 if (!fixedScale) g.Add(2 * scale * Math.Pow(c + s, degree)); 129 return g; 129 130 } 130 131 }
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