Changeset 8477 for branches/HeuristicLab.TimeSeries/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/GaussianProcessRegression.cs

Timestamp:

08/13/12 16:18:37 (12 years ago)

Author:

mkommend

Message:

#1081:

• Added autoregressive target variable Symbol
• Merged trunk changes into the branch.

Location:

branches/HeuristicLab.TimeSeries/HeuristicLab.Algorithms.DataAnalysis

Files:

• . (modified) (1 prop)
• 3.4/GaussianProcess/GaussianProcessRegression.cs (modified) (6 diffs)

branches/HeuristicLab.TimeSeries/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/GaussianProcessRegression.cs

@@ -55 +55 @@
     private const string MinimizationIterationsParameterName = "Iterations";
     private const string ApproximateGradientsParameterName = "ApproximateGradients";
+    private const string SeedParameterName = "Seed";
+    private const string SetSeedRandomlyParameterName = "SetSeedRandomly";
 
     #region parameter properties
@@ -65 +67 @@
     public IValueParameter<IntValue> MinimizationIterationsParameter {
       get { return (IValueParameter<IntValue>)Parameters[MinimizationIterationsParameterName]; }
+    }
+    public IValueParameter<IntValue> SeedParameter {
+      get { return (IValueParameter<IntValue>)Parameters[SeedParameterName]; }
+    }
+    public IValueParameter<BoolValue> SetSeedRandomlyParameter {
+      get { return (IValueParameter<BoolValue>)Parameters[SetSeedRandomlyParameterName]; }
     }
     #endregion
@@ -80 +88 @@
       get { return MinimizationIterationsParameter.Value.Value; }
     }
+    public int Seed { get { return SeedParameter.Value.Value; } set { SeedParameter.Value.Value = value; } }
+    public bool SetSeedRandomly { get { return SetSeedRandomlyParameter.Value.Value; } set { SetSeedRandomlyParameter.Value.Value = value; } }
     #endregion
+
     [StorableConstructor]
     private GaussianProcessRegression(bool deserializing) : base(deserializing) { }
@@ -97 +108 @@
 
       Parameters.Add(new ConstrainedValueParameter<IMeanFunction>(MeanFunctionParameterName, "The mean function to use.",
-        new ItemSet<IMeanFunction>(meanFunctions), meanFunctions.First()));
+        new ItemSet<IMeanFunction>(meanFunctions), meanFunctions.OfType<MeanConst>().First()));
       Parameters.Add(new ConstrainedValueParameter<ICovarianceFunction>(CovarianceFunctionParameterName, "The covariance function to use.",
-        new ItemSet<ICovarianceFunction>(covFunctions), covFunctions.First()));
+        new ItemSet<ICovarianceFunction>(covFunctions), covFunctions.OfType<CovarianceSEiso>().First()));
       Parameters.Add(new ValueParameter<IntValue>(MinimizationIterationsParameterName, "The number of iterations for likelihood optimization with LM-BFGS.", new IntValue(20)));
+      Parameters.Add(new ValueParameter<IntValue>(SeedParameterName, "The random seed used to initialize the new pseudo random number generator.", new IntValue(0)));
+      Parameters.Add(new ValueParameter<BoolValue>(SetSeedRandomlyParameterName, "True if the random seed should be set to a random value, otherwise false.", new BoolValue(true)));
+
       Parameters.Add(new ValueParameter<BoolValue>(ApproximateGradientsParameterName, "Indicates that gradients should not be approximated (necessary for LM-BFGS).", new BoolValue(false)));
       Parameters[ApproximateGradientsParameterName].Hidden = true; // should not be changed
 
+      var randomCreator = new HeuristicLab.Random.RandomCreator();
       var gpInitializer = new GaussianProcessHyperparameterInitializer();
       var bfgsInitializer = new LbfgsInitializer();
@@ -115 +130 @@
       var solutionCreator = new GaussianProcessRegressionSolutionCreator();
 
-      OperatorGraph.InitialOperator = gpInitializer;
+      OperatorGraph.InitialOperator = randomCreator;
+      randomCreator.SeedParameter.ActualName = SeedParameterName;
+      randomCreator.SeedParameter.Value = null;
+      randomCreator.SetSeedRandomlyParameter.ActualName = SetSeedRandomlyParameterName;
+      randomCreator.SetSeedRandomlyParameter.Value = null;
+      randomCreator.Successor = gpInitializer;
 
       gpInitializer.CovarianceFunctionParameter.ActualName = CovarianceFunctionParameterName;
@@ -121 +141 @@
       gpInitializer.ProblemDataParameter.ActualName = Problem.ProblemDataParameter.Name;
       gpInitializer.HyperparameterParameter.ActualName = modelCreator.HyperparameterParameter.Name;
+      gpInitializer.RandomParameter.ActualName = randomCreator.RandomParameter.Name;
       gpInitializer.Successor = bfgsInitializer;