Changeset 8403

Timestamp:

08/02/12 19:37:10 (12 years ago)

Author:

gkronber

Message:

#1902 introduced upper limit for scale of SEard covariance function

File:

• trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceSEard.cs (modified) (2 diffs)

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceSEard.cs

@@ -73 +73 @@
       this.symmetric = false;
 
-      this.l = new double[hyp.Length - 1];
-      Array.Copy(hyp, l, l.Length);
+      this.l = hyp.Take(hyp.Length - 1).Select(Math.Exp).ToArray();
       this.sf2 = Math.Exp(2 * hyp[hyp.Length - 1]);
+      sf2 = Math.Min(10E6, sf2); // upper limit for the scale
+
       sd = null;
     }
@@ -90 +91 @@
       var sd = new double[rows];
       for (int i = 0; i < rows; i++) {
-        sd[i] = Util.SqrDist(Util.GetRow(x, i).Select((e, k) => e / l[k]), Util.GetRow(xt, i).Select((e, k) => e / l[k]));
+        sd[i] = Util.SqrDist(
+          Util.GetRow(x, i).Select((e, k) => e / l[k]),
+          Util.GetRow(xt, i).Select((e, k) => e / l[k]));
       }
       return sd.Select(d => sf2 * Math.Exp(-d / 2.0)).ToArray();