Changeset 16692 for branches/2521_ProblemRefactoring/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovarianceSquaredExponentialIso.cs
- Timestamp:
- 03/18/19 17:24:30 (5 years ago)
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- branches/2521_ProblemRefactoring
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- 4 edited
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branches/2521_ProblemRefactoring/HeuristicLab.Algorithms.DataAnalysis
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branches/2521_ProblemRefactoring/HeuristicLab.Algorithms.DataAnalysis/3.4
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/stable/HeuristicLab.Algorithms.DataAnalysis/3.4 merged eligible /branches/1721-RandomForestPersistence/HeuristicLab.Algorithms.DataAnalysis/3.4 10321-10322 /branches/Async/HeuristicLab.Algorithms.DataAnalysis/3.4 13329-15286 /branches/Benchmarking/sources/HeuristicLab.Algorithms.DataAnalysis/3.4 6917-7005 /branches/ClassificationModelComparison/HeuristicLab.Algorithms.DataAnalysis/3.4 9070-13099 /branches/CloningRefactoring/HeuristicLab.Algorithms.DataAnalysis/3.4 4656-4721 /branches/DataAnalysis Refactoring/HeuristicLab.Algorithms.DataAnalysis/3.4 5471-5808 /branches/DataAnalysis SolutionEnsembles/HeuristicLab.Algorithms.DataAnalysis/3.4 5815-6180 /branches/DataAnalysis/HeuristicLab.Algorithms.DataAnalysis/3.4 4458-4459,4462,4464 /branches/DataPreprocessing/HeuristicLab.Algorithms.DataAnalysis/3.4 10085-11101 /branches/GP.Grammar.Editor/HeuristicLab.Algorithms.DataAnalysis/3.4 6284-6795 /branches/GP.Symbols (TimeLag, Diff, Integral)/HeuristicLab.Algorithms.DataAnalysis/3.4 5060 /branches/HeuristicLab.DatasetRefactor/sources/HeuristicLab.Algorithms.DataAnalysis/3.4 11570-12508 /branches/HeuristicLab.Problems.Orienteering/HeuristicLab.Algorithms.DataAnalysis/3.4 11130-12721 /branches/HeuristicLab.RegressionSolutionGradientView/HeuristicLab.Algorithms.DataAnalysis/3.4 13819-14091 /branches/HeuristicLab.TimeSeries/HeuristicLab.Algorithms.DataAnalysis/3.4 8116-8789 /branches/LogResidualEvaluator/HeuristicLab.Algorithms.DataAnalysis/3.4 10202-10483 /branches/NET40/sources/HeuristicLab.Algorithms.DataAnalysis/3.4 5138-5162 /branches/ParallelEngine/HeuristicLab.Algorithms.DataAnalysis/3.4 5175-5192 /branches/ProblemInstancesRegressionAndClassification/HeuristicLab.Algorithms.DataAnalysis/3.4 7773-7810 /branches/QAPAlgorithms/HeuristicLab.Algorithms.DataAnalysis/3.4 6350-6627 /branches/Restructure trunk solution/HeuristicLab.Algorithms.DataAnalysis/3.4 6828 /branches/SpectralKernelForGaussianProcesses/HeuristicLab.Algorithms.DataAnalysis/3.4 10204-10479 /branches/SuccessProgressAnalysis/HeuristicLab.Algorithms.DataAnalysis/3.4 5370-5682 /branches/Trunk/HeuristicLab.Algorithms.DataAnalysis/3.4 6829-6865 /branches/VNS/HeuristicLab.Algorithms.DataAnalysis/3.4 5594-5752 /branches/Weighted TSNE/3.4 15451-15531 /branches/histogram/HeuristicLab.Algorithms.DataAnalysis/3.4 5959-6341 /branches/symbreg-factors-2650/HeuristicLab.Algorithms.DataAnalysis/3.4 14232-14825 /trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4 13331-15681
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branches/2521_ProblemRefactoring/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovarianceSquaredExponentialIso.cs
r12012 r16692 1 1 #region License Information 2 2 /* HeuristicLab 3 * Copyright (C) 2002-201 5Heuristic and Evolutionary Algorithms Laboratory (HEAL)3 * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL) 4 4 * 5 5 * This file is part of HeuristicLab. … … 22 22 using System; 23 23 using System.Collections.Generic; 24 using System.Linq.Expressions;25 24 using HeuristicLab.Common; 26 25 using HeuristicLab.Core; … … 104 103 } 105 104 106 public ParameterizedCovarianceFunction GetParameterizedCovarianceFunction(double[] p, IEnumerable<int>columnIndices) {105 public ParameterizedCovarianceFunction GetParameterizedCovarianceFunction(double[] p, int[] columnIndices) { 107 106 double inverseLength, scale; 108 107 GetParameterValues(p, out scale, out inverseLength); … … 114 113 double d = i == j 115 114 ? 0.0 116 : Util.SqrDist(x, i, j, inverseLength, columnIndices);115 : Util.SqrDist(x, i, j, columnIndices, inverseLength); 117 116 return scale * Math.Exp(-d / 2.0); 118 117 }; 119 118 cov.CrossCovariance = (x, xt, i, j) => { 120 double d = Util.SqrDist(x, i, xt, j, inverseLength, columnIndices);119 double d = Util.SqrDist(x, i, xt, j, columnIndices, inverseLength); 121 120 return scale * Math.Exp(-d / 2.0); 122 121 }; … … 127 126 128 127 // order of returned gradients must match the order in GetParameterValues! 129 private static I Enumerable<double> GetGradient(double[,] x, int i, int j, double sf2, double inverseLength, IEnumerable<int> columnIndices,128 private static IList<double> GetGradient(double[,] x, int i, int j, double sf2, double inverseLength, int[] columnIndices, 130 129 bool fixedInverseLength, bool fixedScale) { 131 130 double d = i == j 132 131 ? 0.0 133 : Util.SqrDist(x, i, j, inverseLength, columnIndices);132 : Util.SqrDist(x, i, j, columnIndices, inverseLength); 134 133 double g = Math.Exp(-d / 2.0); 135 if (!fixedInverseLength) yield return sf2 * g * d; 136 if (!fixedScale) yield return 2.0 * sf2 * g; 134 var gr = new List<double>(2); 135 if (!fixedInverseLength) gr.Add(sf2 * g * d); 136 if (!fixedScale) gr.Add(2.0 * sf2 * g); 137 return gr; 137 138 } 138 139 }
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