Changeset 15188 for stable/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/GaussianProcessModelCreator.cs

Timestamp:

07/10/17 19:19:26 (7 years ago)

Author:

gkronber

Message:

#2782: merged r14899,r14918,r15160,r15163,r15165,r15187 from trunk to stable

Location:

stable

Files:

• . (modified) (1 prop)
• HeuristicLab.Algorithms.DataAnalysis (modified) (1 prop)
• HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/GaussianProcessModelCreator.cs (modified) (4 diffs)

stable/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/GaussianProcessModelCreator.cs

@@ -37 +37 @@
     private const string ModelParameterName = "Model";
     private const string NegativeLogLikelihoodParameterName = "NegativeLogLikelihood";
+    private const string NegativeLogPseudoLikelihoodParameterName = "NegativeLogPseudoLikelihood (LOOCV)";
     private const string HyperparameterGradientsParameterName = "HyperparameterGradients";
     protected const string ScaleInputValuesParameterName = "ScaleInputValues";
@@ -60 +61 @@
     public ILookupParameter<DoubleValue> NegativeLogLikelihoodParameter {
       get { return (ILookupParameter<DoubleValue>)Parameters[NegativeLogLikelihoodParameterName]; }
+    }
+    public ILookupParameter<DoubleValue> NegativeLogPseudoLikelihoodParameter {
+      get { return (ILookupParameter<DoubleValue>)Parameters[NegativeLogPseudoLikelihoodParameterName]; }
     }
     public ILookupParameter<BoolValue> ScaleInputValuesParameter {
@@ -86 +90 @@
       Parameters.Add(new LookupParameter<RealVector>(HyperparameterGradientsParameterName, "The gradients of the hyperparameters for the produced Gaussian process model (necessary for hyperparameter optimization)"));
       Parameters.Add(new LookupParameter<DoubleValue>(NegativeLogLikelihoodParameterName, "The negative log-likelihood of the produced Gaussian process model given the data."));
+      Parameters.Add(new LookupParameter<DoubleValue>(NegativeLogPseudoLikelihoodParameterName, "The leave-one-out-cross-validation negative log pseudo-likelihood of the produced Gaussian process model given the data."));
 
 
@@ -100 +105 @@
         Parameters[ScaleInputValuesParameterName].Hidden = true;
       }
+      if (!Parameters.ContainsKey(NegativeLogPseudoLikelihoodParameterName)) {
+        Parameters.Add(new LookupParameter<DoubleValue>(NegativeLogPseudoLikelihoodParameterName,
+          "The leave-one-out-cross-validation negative log pseudo-likelihood of the produced Gaussian process model given the data."));
+      }
     }
   }