Changeset 14891 for branches/RBFRegression/HeuristicLab.Algorithms.DataAnalysis/3.4/KernelRidgeRegression/KernelFunctions/PolysplineKernel.cs

Timestamp:

04/26/17 11:06:51 (7 years ago)

Author:

bwerth

Message:

#2699 reworked kenel functions (beta is always a scaling factor now), added LU-Decomposition as a fall-back if Cholesky-decomposition fails

File:

• branches/RBFRegression/HeuristicLab.Algorithms.DataAnalysis/3.4/KernelRidgeRegression/KernelFunctions/PolysplineKernel.cs (modified) (4 diffs)

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

@@ -22 +22 @@
 using System;
 using HeuristicLab.Common;
-using HeuristicLab.Core;         
+using HeuristicLab.Core;
+using HeuristicLab.Data;
+using HeuristicLab.Parameters;
 using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
 
@@ -28 +30 @@
   [StorableClass]
   // conditionally positive definite. (need to add polynomials) see http://num.math.uni-goettingen.de/schaback/teaching/sc.pdf 
-  [Item("PolysplineKernel", "A kernel function that uses the poly-spline function ||x-c||^Beta.")]
+  [Item("PolysplineKernel", "A kernel function that uses the polyharmonic function (||x-c||/Beta)^Degree as given in http://num.math.uni-goettingen.de/schaback/teaching/sc.pdf with beta as a scaling parameters.")]
   public class PolysplineKernel : KernelBase {
+
+    #region Parameternames
+    private const string DegreeParameterName = "Degree";
+    #endregion
+    #region Parameterproperties
+    public IFixedValueParameter<DoubleValue> DegreeParameter
+    {
+      get { return Parameters[DegreeParameterName] as IFixedValueParameter<DoubleValue>; }
+    }
+    #endregion
+    #region Properties
+    public DoubleValue Degree
+    {
+      get { return DegreeParameter.Value; }
+    }
+    #endregion
 
     #region HLConstructors & Boilerplate
@@ -36 +54 @@
     [StorableHook(HookType.AfterDeserialization)]
     private void AfterDeserialization() { }
-    protected PolysplineKernel(PolysplineKernel original, Cloner cloner)
-                : base(original, cloner) { }
+    protected PolysplineKernel(PolysplineKernel original, Cloner cloner) : base(original, cloner) { }
     public PolysplineKernel() {
+      Parameters.Add(new FixedValueParameter<DoubleValue>(DegreeParameterName, "The degree of the kernel. Needs to be greater than zero.", new DoubleValue(1.0)));
     }
     public override IDeepCloneable Clone(Cloner cloner) {
@@ -46 +64 @@
 
     protected override double Get(double norm) {
-      return Math.Pow(norm, Beta.Value);
+      var beta = Beta.Value;
+      if (Math.Abs(beta) < double.Epsilon) return double.NaN;
+      var d = norm / beta;
+      return Math.Pow(d, Degree.Value);
     }
 
+    //-degree/beta * (norm/beta)^degree
     protected override double GetGradient(double norm) {
-      return Math.Pow(norm, Beta.Value) * Math.Log(norm);
+      var beta = Beta.Value;
+      if (Math.Abs(beta) < double.Epsilon) return double.NaN;
+      var d = norm / beta;
+      return -Degree.Value / beta * Math.Pow(d, Degree.Value);
     }
   }