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Changeset 8323


Ignore:
Timestamp:
07/25/12 11:31:38 (12 years ago)
Author:
gkronber
Message:

#1902 initial import of Gaussian process regression algorithm

Location:
trunk/sources
Files:
19 added
6 edited

Legend:

Unmodified
Added
Removed

  • trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/HeuristicLab.Algorithms.DataAnalysis-3.4.csproj

    r7825 r8323  
    122122    </Compile>
    123123    <Compile Include="FixedDataAnalysisAlgorithm.cs" />
     124    <Compile Include="GaussianProcess\Util.cs" />
     125    <Compile Include="GaussianProcess\MeanZero.cs" />
     126    <Compile Include="GaussianProcess\MeanConst.cs" />
     127    <Compile Include="GaussianProcess\IMeanFunction.cs" />
     128    <Compile Include="GaussianProcess\CovarianceSEard.cs" />
     129    <Compile Include="GaussianProcess\CovarianceSEiso.cs" />
     130    <Compile Include="GaussianProcess\GaussianProcessModel.cs" />
     131    <Compile Include="GaussianProcess\GaussianProcessRegression.cs" />
     132    <Compile Include="GaussianProcess\GaussianProcessRegressionSolution.cs" />
     133    <Compile Include="GaussianProcess\ICovarianceFunction.cs" />
     134    <Compile Include="Interfaces\IGaussianProcessModel.cs" />
     135    <Compile Include="Interfaces\IGaussianProcessSolution.cs" />
    124136    <Compile Include="Interfaces\INearestNeighbourClassificationSolution.cs" />
    125137    <Compile Include="Interfaces\INearestNeighbourRegressionSolution.cs" />
    … …  
    144156    </Compile>
    145157    <Compile Include="Linear\AlglibUtil.cs" />
     158    <Compile Include="Linear\Scaling.cs" />
    146159    <Compile Include="Linear\LinearDiscriminantAnalysis.cs" />
    147160    <Compile Include="Linear\LinearRegression.cs">
    … …  
    187200  </ItemGroup>
    188201  <ItemGroup>
     202    <ProjectReference Include="..\..\HeuristicLab.Analysis\3.3\HeuristicLab.Analysis-3.3.csproj">
     203      <Project>{887425B4-4348-49ED-A457-B7D2C26DDBF9}</Project>
     204      <Name>HeuristicLab.Analysis-3.3</Name>
     205    </ProjectReference>
    189206    <ProjectReference Include="..\..\HeuristicLab.Collections\3.3\HeuristicLab.Collections-3.3.csproj">
    190207      <Project>{958B43BC-CC5C-4FA2-8628-2B3B01D890B6}</Project>
    … …  
    261278      <Name>HeuristicLab.Problems.Instances-3.3</Name>
    262279      <Private>False</Private>
     280    </ProjectReference>
     281    <ProjectReference Include="..\..\HeuristicLab.Random\3.3\HeuristicLab.Random-3.3.csproj">
     282      <Project>{F4539FB6-4708-40C9-BE64-0A1390AEA197}</Project>
     283      <Name>HeuristicLab.Random-3.3</Name>
    263284    </ProjectReference>
    264285  </ItemGroup>

  • trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/Linear/AlglibUtil.cs

    r7259 r8323  
    4545      return matrix;
    4646    }
     47    public static double[,] PrepareAndScaleInputMatrix(Dataset dataset, IEnumerable<string> variables, IEnumerable<int> rows, Scaling scaling) {
     48      List<string> variablesList = variables.ToList();
     49      List<int> rowsList = rows.ToList();
     50
     51      double[,] matrix = new double[rowsList.Count, variablesList.Count];
     52
     53      int col = 0;
     54      foreach (string column in variables) {
     55        var values = scaling.GetScaledValues(dataset, column, rows);
     56        int row = 0;
     57        foreach (var value in values) {
     58          matrix[row, col] = value;
     59          row++;
     60        }
     61        col++;
     62      }
     63
     64      return matrix;
     65    }
    4766  }
    4867}

  • trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/Plugin.cs.frame

    r8246 r8323  
    2828  [Plugin("HeuristicLab.Algorithms.DataAnalysis", "Provides wrappers for data analysis algorithms implemented in external libraries (linear regression, linear discriminant analysis, k-means clustering, support vector classification and regression)", "3.4.3.$WCREV$")]
    2929  [PluginFile("HeuristicLab.Algorithms.DataAnalysis-3.4.dll", PluginFileType.Assembly)]
     30  [PluginDependency("HeuristicLab.Analysis", "3.3.0")]
    3031  [PluginDependency("HeuristicLab.ALGLIB", "3.5.0")]
    3132  [PluginDependency("HeuristicLab.LibSVM", "1.6.3")]
    … …  
    4344  [PluginDependency("HeuristicLab.Problems.DataAnalysis.Symbolic.Classification", "3.4")]
    4445  [PluginDependency("HeuristicLab.Problems.DataAnalysis.Symbolic.Regression", "3.4")]
     46  [PluginDependency("HeuristicLab.Random", "3.3.0")]
    4547  public class HeuristicLabAlgorithmsDataAnalysisPlugin : PluginBase {
    4648  }

  • trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/SupportVectorMachine/SupportVectorMachineModel.cs

    r7259 r8323  
    162162      // calculate predictions for the currently requested rows
    163163      SVM.Problem problem = SupportVectorMachineUtil.CreateSvmProblem(dataset, targetVariable, allowedInputVariables, rows);
    164       SVM.Problem scaledProblem = Scaling.Scale(RangeTransform, problem);
     164      SVM.Problem scaledProblem = SVM.Scaling.Scale(RangeTransform, problem);
    165165
    166166      for (int i = 0; i < scaledProblem.Count; i++) {

  • trunk/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression-3.4.csproj

    r7825 r8323  
    119119    <Compile Include="SingleObjective\Evaluators\SymbolicRegressionSingleObjectiveMeanAbsoluteErrorEvaluator.cs" />
    120120    <Compile Include="SingleObjective\Evaluators\SymbolicRegressionConstantOptimizationEvaluator.cs" />
     121    <Compile Include="SingleObjective\SymbolicRegressionSingleObjectiveWeightedAbsoluteErrorEvaluator.cs" />
    121122    <Compile Include="SingleObjective\SymbolicRegressionSingleObjectiveOverfittingAnalyzer.cs" />
    122123    <Compile Include="SymbolicRegressionModel.cs" />
    … …  
    164165      <Project>{887425B4-4348-49ED-A457-B7D2C26DDBF9}</Project>
    165166      <Name>HeuristicLab.Analysis-3.3</Name>
    166       <Private>False</Private>
    167167    </ProjectReference>
    168168    <ProjectReference Include="..\..\HeuristicLab.Collections\3.3\HeuristicLab.Collections-3.3.csproj">

  • trunk/sources/HeuristicLab.Tests/HeuristicLab.Tests.csproj

    r8222 r8323  
    279279    <Compile Include="HeuristicLab-3.3\ContentViewTests.cs" />
    280280    <Compile Include="HeuristicLab-3.3\ParameterVisibilityTest.cs" />
     281    <Compile Include="HeuristicLab-3.3\GaussianProcessRegressionTest.cs" />
    281282    <Compile Include="HeuristicLab-3.3\DeepCloneableCloningTest.cs" />
    282283    <Compile Include="HeuristicLab-3.3\GeneticAlgorithmTest.cs" />
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