Changeset 14887 for branches/RBFRegression/HeuristicLab.Algorithms.DataAnalysis/3.4/KernelRidgeRegression/KernelFunctions/InverseMultiquadraticKernel.cs

Timestamp:

04/24/17 18:31:44 (8 years ago)

Author:

gkronber

Message:

#2699: worked on kernel ridge regression. moved beta parameter to algorithm. reintroduced IKernel interface to restrict choice of kernel in kernel ridge regression. speed-up by cholesky decomposition and optimization of the calculation of the covariance matrix.

File:

• branches/RBFRegression/HeuristicLab.Algorithms.DataAnalysis/3.4/KernelRidgeRegression/KernelFunctions/InverseMultiquadraticKernel.cs (modified) (3 diffs)

branches/RBFRegression/HeuristicLab.Algorithms.DataAnalysis/3.4/KernelRidgeRegression/KernelFunctions/InverseMultiquadraticKernel.cs

@@ -22 +22 @@
 using System;
 using HeuristicLab.Common;
-using HeuristicLab.Core;
-using HeuristicLab.Data;
-using HeuristicLab.Parameters;
+using HeuristicLab.Core;     
 using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
 
-namespace HeuristicLab.Algorithms.DataAnalysis {
+namespace HeuristicLab.Algorithms.DataAnalysis.KernelRidgeRegression {
   [StorableClass]
-  [Item("InverseMultiquadraticKernel", "A kernel function that uses the inverse multiquadratic function")]
+  [Item("InverseMultiquadraticKernel", "A kernel function that uses the inverse multi-quadratic function  1 / sqrt(1+||x-c||^2/beta). Positive definite: beta > 0")]
   public class InverseMultiquadraticKernel : KernelBase {
     #region HLConstructors & Boilerplate
@@ -38 +36 @@
     protected InverseMultiquadraticKernel(InverseMultiquadraticKernel original, Cloner cloner) : base(original, cloner) { }
     public InverseMultiquadraticKernel() {
-      Parameters.Add(new FixedValueParameter<DoubleValue>(BetaParameterName, "The beta in the kernel function 1 / sqrt(1+||x-c||^2/beta)", new DoubleValue(2)));
     }
     public override IDeepCloneable Clone(Cloner cloner) {
@@ -46 +43 @@
 
     protected override double Get(double norm) {
-      if (Math.Abs(Beta) < double.Epsilon) return double.NaN;
-      return 1 / Math.Sqrt(1 + norm * norm / Beta);
+      var beta = Beta.Value;
+      if (Math.Abs(beta) < double.Epsilon) return double.NaN;
+      return 1 / Math.Sqrt(1 + norm * norm / beta);
     }
 
     protected override double GetGradient(double norm) {
-      if (Math.Abs(Beta) < double.Epsilon) return double.NaN;
-      return norm * norm / (2 * Beta * Beta * Math.Pow((norm * norm + Beta) / Beta, 1.5));
+      var beta = Beta.Value;
+      if (Math.Abs(beta) < double.Epsilon) return double.NaN;
+      return norm * norm / (2 * beta * beta * Math.Pow((norm * norm + beta) / beta, 1.5));
     }
   }