Changeset 8419 for trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/GaussianProcessHyperparameterInitializer.cs

Timestamp:

08/06/12 18:52:22 (12 years ago)

Author:

gkronber

Message:

#1902 changed initialization of hyperparameter vector for GPR using a PRNG

File:

• trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/GaussianProcessHyperparameterInitializer.cs (modified) (4 diffs)

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

@@ -38 +38 @@
     private const string ProblemDataParameterName = "ProblemData";
     private const string HyperparameterParameterName = "Hyperparameter";
+    private const string RandomParameterName = "Random";
 
     #region Parameter Properties
@@ -49 +50 @@
     public ILookupParameter<IDataAnalysisProblemData> ProblemDataParameter {
       get { return (ILookupParameter<IDataAnalysisProblemData>)Parameters[ProblemDataParameterName]; }
+    }
+    public ILookupParameter<IRandom> RandomParameter {
+      get { return (ILookupParameter<IRandom>)Parameters[RandomParameterName]; }
     }
     // out
@@ -71 +75 @@
       Parameters.Add(new LookupParameter<ICovarianceFunction>(CovarianceFunctionParameterName, "The covariance function for the Gaussian process model."));
       Parameters.Add(new LookupParameter<IDataAnalysisProblemData>(ProblemDataParameterName, "The input data for the Gaussian process."));
+      Parameters.Add(new LookupParameter<IRandom>(RandomParameterName, "The pseudo random number generator to use for initializing the hyperparameter vector."));
       // out
       Parameters.Add(new LookupParameter<RealVector>(HyperparameterParameterName, "The initial hyperparameter vector for the Gaussian process model."));
@@ -83 +88 @@
       int l = 1 + MeanFunction.GetNumberOfParameters(inputVariablesCount) +
               CovarianceFunction.GetNumberOfParameters(inputVariablesCount);
-      HyperparameterParameter.ActualValue = new RealVector(l);
+      var r = new RealVector(l);
+      var rand = RandomParameter.ActualValue;
+      for (int i = 0; i < r.Length; i++)
+        r[i] = rand.NextDouble() * 4 - 2;
+
+      HyperparameterParameter.ActualValue = r;
       return base.Apply();
     }