Changeset 18086 for branches/2521_ProblemRefactoring/HeuristicLab.Problems.Instances.DataAnalysis/3.3/Regression/Friedman

Timestamp:

11/19/21 16:07:45 (3 years ago)

Author:

mkommend

Message:

#2521: Merged trunk changes into branch.

File:

• branches/2521_ProblemRefactoring/HeuristicLab.Problems.Instances.DataAnalysis/3.3/Regression/Friedman/FriedmanRandomFunction.cs (modified) (4 diffs)

branches/2521_ProblemRefactoring/HeuristicLab.Problems.Instances.DataAnalysis/3.3/Regression/Friedman/FriedmanRandomFunction.cs

@@ -86 +86 @@
       var y = GenerateRandomFunction(random, data);
 
-      var targetSigma = y.StandardDeviation();
-      var noisePrng = new NormalDistributedRandom(random, 0, targetSigma * Math.Sqrt(noiseRatio / (1.0 - noiseRatio)));
+      //var targetSigma = y.StandardDeviation();
+      //var noisePrng = new NormalDistributedRandom(random, 0, targetSigma * Math.Sqrt(noiseRatio / (1.0 - noiseRatio)));
 
-      data.Add(y.Select(t => t + noisePrng.NextDouble()).ToList());
+      //data.Add(y.Select(t => t + noisePrng.NextDouble()).ToList());
+
+      data.Add(ValueGenerator.GenerateNoise(y, random, noiseRatio));
 
       return data;
@@ -121 +123 @@
       // mu is generated from same distribution as x
       double[] mu = Enumerable.Range(0, nl).Select(_ => random.NextDouble() * 2 - 1).ToArray();
-      double[,] v = new double[nl, nl];
       var condNum = 4.0 / 0.01; // as given in the paper for max and min eigen values
 
@@ -128 +129 @@
       alglib.math.rndobject = new System.Random(random.Next());
 
-      alglib.matgen.spdmatrixrndcond(nl, condNum, ref v);
+      alglib.spdmatrixrndcond(nl, condNum, out var v);
       // restore
       alglib.math.rndobject = curRand;
@@ -137 +138 @@
       for (int i = 0; i < nRows; i++) {
         for (int j = 0; j < nl; j++) z[j] = xs[j][i] - mu[j];
-        alglib.ablas.rmatrixmv(nl, nl, v, 0, 0, 0, z, 0, ref y, 0);
+        alglib.rmatrixmv(nl, nl, v, 0, 0, 0, z, 0, ref y, 0);
 
         // dot prod