Changeset 8678 for trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceScale.cs

Timestamp:

09/21/12 18:45:15 (12 years ago)

Author:

gkronber

Message:

#1902: added masking covariance function and made necessary changes to interface and utility class.

File:

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

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

@@ -72 +72 @@
       this.scaleParameter = new HyperParameter<DoubleValue>("Scale", "The scale parameter.");
       this.covParameter = new ValueParameter<ICovarianceFunction>("CovarianceFunction", "The covariance function that should be scaled.", new CovarianceSquaredExponentialIso());
+      cov = covParameter.Value;
 
       Parameters.Add(this.scaleParameter);
@@ -106 +107 @@
     }
 
-    public double GetCovariance(double[,] x, int i, int j) {
-      return sf2 * cov.GetCovariance(x, i, j);
+    public double GetCovariance(double[,] x, int i, int j, IEnumerable<int> columnIndices) {
+      return sf2 * cov.GetCovariance(x, i, j, columnIndices);
     }
 
-    public IEnumerable<double> GetGradient(double[,] x, int i, int j) {
-      yield return 2 * sf2 * cov.GetCovariance(x, i, j);
-      foreach (var g in cov.GetGradient(x, i, j))
+    public IEnumerable<double> GetGradient(double[,] x, int i, int j, IEnumerable<int> columnIndices) {
+      yield return 2 * sf2 * cov.GetCovariance(x, i, j, columnIndices);
+      foreach (var g in cov.GetGradient(x, i, j, columnIndices))
         yield return sf2 * g;
     }
 
-    public double GetCrossCovariance(double[,] x, double[,] xt, int i, int j) {
-      return sf2 * cov.GetCrossCovariance(x, xt, i, j);
+    public double GetCrossCovariance(double[,] x, double[,] xt, int i, int j, IEnumerable<int> columnIndices) {
+      return sf2 * cov.GetCrossCovariance(x, xt, i, j, columnIndices);
     }
   }