Changeset 8742 for branches/HeuristicLab.TimeSeries/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceSum.cs

Timestamp:

10/05/12 11:58:17 (12 years ago)

Author:

mkommend

Message:

#1081: Merged trunk changes and fixed compilation errors due to the merge.

File:

• branches/HeuristicLab.TimeSeries/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceSum.cs (modified) (5 diffs)

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

@@ -31 +31 @@
   [Item(Name = "CovarianceSum",
     Description = "Sum covariance function for Gaussian processes.")]
-  public class CovarianceSum : Item, ICovarianceFunction {
+  public sealed class CovarianceSum : Item, ICovarianceFunction {
     [Storable]
     private ItemList<ICovarianceFunction> terms;
@@ -42 +42 @@
 
     [StorableConstructor]
-    protected CovarianceSum(bool deserializing)
+    private CovarianceSum(bool deserializing)
       : base(deserializing) {
     }
 
-    protected CovarianceSum(CovarianceSum original, Cloner cloner)
+    private CovarianceSum(CovarianceSum original, Cloner cloner)
       : base(original, cloner) {
       this.terms = cloner.Clone(original.terms);
       this.numberOfVariables = original.numberOfVariables;
-      AttachEventHandlers();
     }
 
@@ -56 +55 @@
       : base() {
       this.terms = new ItemList<ICovarianceFunction>();
-      AttachEventHandlers();
-    }
-
-    private void AttachEventHandlers() {
-      this.terms.CollectionReset += (sender, args) => ClearCache();
-      this.terms.ItemsAdded += (sender, args) => ClearCache();
-      this.terms.ItemsRemoved += (sender, args) => ClearCache();
-      this.terms.ItemsReplaced += (sender, args) => ClearCache();
-      this.terms.ItemsMoved += (sender, args) => ClearCache();
     }
 
@@ -77 +67 @@
 
     public void SetParameter(double[] hyp) {
+      if (terms.Count == 0) throw new ArgumentException("At least one term is needed for sum covariance function.");
       int offset = 0;
       foreach (var t in terms) {
@@ -84 +75 @@
       }
     }
-    public void SetData(double[,] x) {
-      SetData(x, x);
+
+    public double GetCovariance(double[,] x, int i, int j, IEnumerable<int> columnIndices) {
+      return terms.Select(t => t.GetCovariance(x, i, j, columnIndices)).Sum();
     }
 
-    public void SetData(double[,] x, double[,] xt) {
-      foreach (var t in terms) {
-        t.SetData(x, xt);
-      }
+    public IEnumerable<double> GetGradient(double[,] x, int i, int j, IEnumerable<int> columnIndices) {
+      return terms.Select(t => t.GetGradient(x, i, j, columnIndices)).Aggregate(Enumerable.Concat);
     }
 
-    public double GetCovariance(int i, int j) {
-      return terms.Select(t => t.GetCovariance(i, j)).Sum();
-    }
-
-    private Dictionary<int, Tuple<int, int>> cachedParameterMap;
-    public double GetGradient(int i, int j, int k) {
-      if (cachedParameterMap == null) {
-        CalculateParameterMap();
-      }
-      int ti = cachedParameterMap[k].Item1;
-      k = cachedParameterMap[k].Item2;
-      return terms[ti].GetGradient(i, j, k);
-    }
-    private void ClearCache() {
-      cachedParameterMap = null;
-    }
-
-    private void CalculateParameterMap() {
-      cachedParameterMap = new Dictionary<int, Tuple<int, int>>();
-      int k = 0;
-      for (int ti = 0; ti < terms.Count; ti++) {
-        for (int ti_k = 0; ti_k < terms[ti].GetNumberOfParameters(numberOfVariables); ti_k++) {
-          cachedParameterMap[k++] = Tuple.Create(ti, ti_k);
-        }
-      }
+    public double GetCrossCovariance(double[,] x, double[,] xt, int i, int j, IEnumerable<int> columnIndices) {
+      return terms.Select(t => t.GetCrossCovariance(x, xt, i, j, columnIndices)).Sum();
     }
   }