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Ignore:
Timestamp:
08/14/12 17:10:08 (12 years ago)
Author:
gkronber
Message:

#1902 fixed test cases, improved performance

File:
1 edited

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  • trunk/sources/HeuristicLab.Tests/HeuristicLab.Algorithms.DataAnalysis-3.4/GaussianProcessModelTest.cs

    r8484 r8491  
    8686        Assert.AreEqual(356.6076, predTrain[1], 1e-3);
    8787      }
    88 
    89       /*
    90       {
    91         // example from GPML book
    92         var hyp = new double[] {
    93           341.0, // mean 341 ppm
    94           // SE iso (long term trend)
    95           Math.Log(67.0 / 45.0), // length scale 67 years
    96           Math.Log(Math.Sqrt(66)), // magnitude 66ppm
    97                    
    98           // product of SEiso and periodic
    99           Math.Log(90.0 / 45.0), // decay-time 90 years
    100           Math.Log(Math.Sqrt(2.4)), // magnitude 2.4ppm
    101 
    102           Math.Log(1.3), // smoothness
    103           Math.Log(1), // period 1 year
    104           Math.Log(Math.Sqrt(2.4)), // magnitude 2.4ppm
    105 
    106           // short term variation
    107           Math.Log(1.2 / 45.0), // typical length 1.2 years
    108           Math.Log(Math.Sqrt(0.66)), // magnitude 0.66ppm
    109           Math.Log(0.78), // shape (very small)
    110 
    111           // SEiso (correlated noise)
    112           Math.Log(1.6 / 45.0 / 12.0), // 1.6 months
    113           Math.Log(Math.Sqrt(0.18)), // amplitude of correlated noise 0.18ppm
    114           Math.Log(Math.Sqrt(0.19)),  // theta11 0.19ppm noise
    115           };
    116 
    117         covarianceFunction.Terms.Add(new CovarianceRQiso());
    118         covarianceFunction.Terms.Add(new CovarianceSEiso()); // correlated noise
    119         var model = new GaussianProcessModel(problemData.Dataset, targetVariable, allowedInputVariables, Enumerable.Range(0, 545), hyp,
    120                                              new MeanConst(),
    121                                              covarianceFunction);
    122         Assert.AreEqual(-108.5, model.NegativeLogLikelihood, 1);
    123       }
    124        */
    12588    }
    12689
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