Changeset 14899 for trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/Interfaces

Timestamp:

04/29/17 17:35:55 (8 years ago)

Author:

gkronber

Message:

#2782: implemented calculation of LOO predictive probability for Gaussian process regression

Location:

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/Interfaces

Files:

• IGaussianProcessModel.cs (modified) (1 diff)
• IGaussianProcessModelCreator.cs (modified) (2 diffs)

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/Interfaces/IGaussianProcessModel.cs

@@ -28 +28 @@
   public interface IGaussianProcessModel : IConfidenceRegressionModel {
     double NegativeLogLikelihood { get; }
+    double NegativeLooPredictiveProbability { get; }
     double SigmaNoise { get; }
     IMeanFunction MeanFunction { get; }

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/Interfaces/IGaussianProcessModelCreator.cs

@@ -23 +23 @@
 using HeuristicLab.Data;
 using HeuristicLab.Encodings.RealVectorEncoding;
-using HeuristicLab.Problems.DataAnalysis;
 
 namespace HeuristicLab.Algorithms.DataAnalysis {
@@ -36 +35 @@
     ILookupParameter<RealVector> HyperparameterGradientsParameter { get; }
     ILookupParameter<DoubleValue> NegativeLogLikelihoodParameter { get; }
+    ILookupParameter<DoubleValue> NegativeLogPredictiveProbabilityParameter { get; }
   }
 }