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Changeset 8873


Ignore:
Timestamp:
11/07/12 10:19:31 (12 years ago)
Author:
gkronber
Message:

#1967 worked on GPR evolution

Location:
branches/HeuristicLab.Problems.GaussianProcessTuning
Files:
6 added
8 edited

Legend:

Unmodified
Added
Removed

  • branches/HeuristicLab.Problems.GaussianProcessTuning/HeuristicLab.Problems.GaussianProcessTuning.Tests/HeuristicLab.Problems.GaussianProcessTuning.Tests.csproj

    r8753 r8873  
    3434  </PropertyGroup>
    3535  <ItemGroup>
     36    <Reference Include="HeuristicLab.Algorithms.DataAnalysis-3.4">
     37      <HintPath>..\..\..\trunk\sources\bin\HeuristicLab.Algorithms.DataAnalysis-3.4.dll</HintPath>
     38    </Reference>
    3639    <Reference Include="HeuristicLab.Algorithms.GeneticAlgorithm-3.3">
    3740      <HintPath>..\..\..\trunk\sources\bin\HeuristicLab.Algorithms.GeneticAlgorithm-3.3.dll</HintPath>

  • branches/HeuristicLab.Problems.GaussianProcessTuning/HeuristicLab.Problems.GaussianProcessTuning.Tests/UnitTest.cs

    r8753 r8873  
    3131      for (int i = 0; i < 1000; i++) {
    3232        var t = HeuristicLab.Encodings.SymbolicExpressionTreeEncoding.ProbabilisticTreeCreator.Create(r, g, 50, 7);
    33         Console.WriteLine(interpreter.EvaluateGaussianProcessConfiguration(t, problemData));
     33        double negLogLikelihood;
     34        HeuristicLab.Algorithms.DataAnalysis.IGaussianProcessSolution solution;
     35        interpreter.EvaluateGaussianProcessConfiguration(t, problemData, out negLogLikelihood, out solution);
     36        Console.WriteLine();
    3437      }
    3538    }

  • branches/HeuristicLab.Problems.GaussianProcessTuning/HeuristicLab.Problems.GaussianProcessTuning.sln

    r8753 r8873  
    11
    2 Microsoft Visual Studio Solution File, Format Version 11.00
    3 # Visual Studio 2010
     2Microsoft Visual Studio Solution File, Format Version 12.00
     3# Visual Studio 2012
    44Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "HeuristicLab.Problems.GaussianProcessTuning", "HeuristicLab.Problems.GaussianProcessTuning\HeuristicLab.Problems.GaussianProcessTuning.csproj", "{9A04599C-D608-4240-8DA6-D41F51C515A3}"
     5  ProjectSection(ProjectDependencies) = postProject
     6    {94C7714E-29D4-4D6D-B213-2C18D627AB75} = {94C7714E-29D4-4D6D-B213-2C18D627AB75}
     7  EndProjectSection
    58EndProject
    69Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "HeuristicLab.Problems.GaussianProcessTuning.Tests", "HeuristicLab.Problems.GaussianProcessTuning.Tests\HeuristicLab.Problems.GaussianProcessTuning.Tests.csproj", "{98C8AD2B-B035-4863-A01E-B659465FF6B2}"
     10  ProjectSection(ProjectDependencies) = postProject
     11    {94C7714E-29D4-4D6D-B213-2C18D627AB75} = {94C7714E-29D4-4D6D-B213-2C18D627AB75}
     12  EndProjectSection
    713EndProject
    814Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "Solution Items", "Solution Items", "{3768D612-38EB-47D8-9E79-75D8E5AB00A8}"
    … …  
    1319  EndProjectSection
    1420EndProject
     21Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "HeuristicLab.Problems.Instances.DataAnalysis.GaussianProcessRegression-3.3", "HeuristicLab.Problems.Instances.DataAnalysis.GaussianProcessRegression\HeuristicLab.Problems.Instances.DataAnalysis.GaussianProcessRegression-3.3.csproj", "{94C7714E-29D4-4D6D-B213-2C18D627AB75}"
     22EndProject
    1523Global
    1624  GlobalSection(TestCaseManagementSettings) = postSolution
    … …  
    1927  GlobalSection(SolutionConfigurationPlatforms) = preSolution
    2028    Debug|Any CPU = Debug|Any CPU
     29    Debug|x64 = Debug|x64
     30    Debug|x86 = Debug|x86
    2131    Release|Any CPU = Release|Any CPU
     32    Release|x64 = Release|x64
     33    Release|x86 = Release|x86
    2234  EndGlobalSection
    2335  GlobalSection(ProjectConfigurationPlatforms) = postSolution
    2436    {9A04599C-D608-4240-8DA6-D41F51C515A3}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
    2537    {9A04599C-D608-4240-8DA6-D41F51C515A3}.Debug|Any CPU.Build.0 = Debug|Any CPU
     38    {9A04599C-D608-4240-8DA6-D41F51C515A3}.Debug|x64.ActiveCfg = Debug|Any CPU
     39    {9A04599C-D608-4240-8DA6-D41F51C515A3}.Debug|x86.ActiveCfg = Debug|Any CPU
    2640    {9A04599C-D608-4240-8DA6-D41F51C515A3}.Release|Any CPU.ActiveCfg = Release|Any CPU
    2741    {9A04599C-D608-4240-8DA6-D41F51C515A3}.Release|Any CPU.Build.0 = Release|Any CPU
     42    {9A04599C-D608-4240-8DA6-D41F51C515A3}.Release|x64.ActiveCfg = Release|Any CPU
     43    {9A04599C-D608-4240-8DA6-D41F51C515A3}.Release|x86.ActiveCfg = Release|Any CPU
    2844    {98C8AD2B-B035-4863-A01E-B659465FF6B2}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
    2945    {98C8AD2B-B035-4863-A01E-B659465FF6B2}.Debug|Any CPU.Build.0 = Debug|Any CPU
     46    {98C8AD2B-B035-4863-A01E-B659465FF6B2}.Debug|x64.ActiveCfg = Debug|Any CPU
     47    {98C8AD2B-B035-4863-A01E-B659465FF6B2}.Debug|x86.ActiveCfg = Debug|Any CPU
    3048    {98C8AD2B-B035-4863-A01E-B659465FF6B2}.Release|Any CPU.ActiveCfg = Release|Any CPU
    3149    {98C8AD2B-B035-4863-A01E-B659465FF6B2}.Release|Any CPU.Build.0 = Release|Any CPU
     50    {98C8AD2B-B035-4863-A01E-B659465FF6B2}.Release|x64.ActiveCfg = Release|Any CPU
     51    {98C8AD2B-B035-4863-A01E-B659465FF6B2}.Release|x86.ActiveCfg = Release|Any CPU
     52    {94C7714E-29D4-4D6D-B213-2C18D627AB75}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
     53    {94C7714E-29D4-4D6D-B213-2C18D627AB75}.Debug|Any CPU.Build.0 = Debug|Any CPU
     54    {94C7714E-29D4-4D6D-B213-2C18D627AB75}.Debug|x64.ActiveCfg = Debug|x64
     55    {94C7714E-29D4-4D6D-B213-2C18D627AB75}.Debug|x64.Build.0 = Debug|x64
     56    {94C7714E-29D4-4D6D-B213-2C18D627AB75}.Debug|x86.ActiveCfg = Debug|x86
     57    {94C7714E-29D4-4D6D-B213-2C18D627AB75}.Debug|x86.Build.0 = Debug|x86
     58    {94C7714E-29D4-4D6D-B213-2C18D627AB75}.Release|Any CPU.ActiveCfg = Release|Any CPU
     59    {94C7714E-29D4-4D6D-B213-2C18D627AB75}.Release|Any CPU.Build.0 = Release|Any CPU
     60    {94C7714E-29D4-4D6D-B213-2C18D627AB75}.Release|x64.ActiveCfg = Release|x64
     61    {94C7714E-29D4-4D6D-B213-2C18D627AB75}.Release|x64.Build.0 = Release|x64
     62    {94C7714E-29D4-4D6D-B213-2C18D627AB75}.Release|x86.ActiveCfg = Release|x86
     63    {94C7714E-29D4-4D6D-B213-2C18D627AB75}.Release|x86.Build.0 = Release|x86
    3264  EndGlobalSection
    3365  GlobalSection(SolutionProperties) = preSolution

  • branches/HeuristicLab.Problems.GaussianProcessTuning/HeuristicLab.Problems.Instances.DataAnalysis.GaussianProcessRegression

    • Property svn:ignore set to
      obj
      Plugin.cs
      *.user

  • branches/HeuristicLab.Problems.GaussianProcessTuning/HeuristicLab.Problems.Instances.DataAnalysis.GaussianProcessRegression/GaussianProcessPolyTen.cs

    r8826 r8873  
    4848    protected override List<List<double>> GenerateValues() {
    4949      var mt = new MersenneTwister(31415);
    50       var normalRand = new NormalDistributedRandom(mt, 1, 1);
    5150
    5251      List<List<double>> data = new List<List<double>>();
    5352      for (int i = 0; i < AllowedInputVariables.Count(); i++) {
    54         data.Add(ValueGenerator.GenerateUniformDistributedValues(TestPartitionEnd, -10, 10).ToList());
     53        data.Add(ValueGenerator.GenerateUniformDistributedValues(TestPartitionEnd, -1, 1).ToList());
    5554      }
    5655
    5756
    58       var hyp = (from i in Enumerable.Range(0, 12) // for each CovSEiso
    59                  from j in Enumerable.Range(0, 2)  // for each parameter (length, scale)
    60                  select normalRand.NextDouble())
    61                  .Concat(new double[] { -5.0 }); // noise
     57      var hyp = new double[]
     58        {
     59          0.0, 0.0,
     60          0.0, 0.0,
     61          0.0, 0.0,
     62          0.0, 0.0,
     63          0.0, 0.0,
     64          0.0, 0.0,
     65          0.0, 0.0,
     66          0.0, 0.0,
     67          0.0, 0.0,
     68          0.0, 0.0,
     69          0.0, 0.0,
     70          0.0, 0.0,
     71          0.0, 0.0,
     72          0.0, 0.0,
     73          0.0, 0.0,
     74          -5.0 // noise
     75        };
     76       
    6277
    6378      var covarianceFunction = new CovarianceSum();

  • branches/HeuristicLab.Problems.GaussianProcessTuning/HeuristicLab.Problems.Instances.DataAnalysis.GaussianProcessRegression/GaussianProcessSEIsoDependentNoise.cs

    r8826 r8873  
    6060      covarianceFunction.Terms.Add(prod);
    6161      covarianceFunction.Terms.Add(new CovarianceNoise());
    62       covarianceFunction.SetParameter(new double[] { Math.Log(0.1), Math.Log(Math.Sqrt(1)), Math.Log(0.5), Math.Log(Math.Sqrt(1)), Math.Log(Math.Sqrt(0.1)), Math.Log(Math.Sqrt(0.01)) });
     62      var hyp = new double[]
     63        {
     64          Math.Log(0.1), Math.Log(Math.Sqrt(1)), // SE iso
     65          Math.Log(0.5), Math.Log(Math.Sqrt(1)), // SE iso for noise
     66          Math.Log(Math.Sqrt(0.1)), // dependent noise
     67          Math.Log(Math.Sqrt(0.01)) // noise
     68        };
     69      covarianceFunction.SetParameter(hyp);
    6370
    6471      var mt = new MersenneTwister(31415);

  • branches/HeuristicLab.Problems.GaussianProcessTuning/HeuristicLab.Problems.Instances.DataAnalysis.GaussianProcessRegression/Util.cs

    r8826 r8873  
    3434    public static List<double> SampleGaussianProcess(IRandom random, ICovarianceFunction covFunction, List<List<double>> data) {
    3535
    36       double[,] x = new double[data[0].Count, 1];
     36      double[,] x = new double[data[0].Count, data.Count];
    3737      for (int i = 0; i < x.GetLength(0); i++)
    3838        for (int j = 0; j < x.GetLength(1); j++)

  • branches/HeuristicLab.Problems.GaussianProcessTuning/HeuristicLab.Problems.Instances.DataAnalysis.GaussianProcessRegression/VariousInstanceProvider.cs

    r8826 r8873  
    2424
    2525namespace HeuristicLab.Problems.Instances.DataAnalysis {
    26   public class VariousInstanceProvider : ArtificialRegressionInstanceProvider {
     26  public class InstanceProvider : ArtificialRegressionInstanceProvider {
    2727    public override string Name {
    28       get { return "Various Benchmark Problems"; }
     28      get { return "GPR Benchmark Problems"; }
    2929    }
    3030    public override string Description {
    … …  
    4040    public override IEnumerable<IDataDescriptor> GetDataDescriptors() {
    4141      List<IDataDescriptor> descriptorList = new List<IDataDescriptor>();
    42       descriptorList.Add(new BreimanOne());
    43       descriptorList.Add(new FriedmanOne());
    44       descriptorList.Add(new FriedmanTwo());
    45       descriptorList.Add(new PolyTen());
    4642      descriptorList.Add(new GaussianProcessPolyTen());
    4743      descriptorList.Add(new GaussianProcessSEIso());
     44      descriptorList.Add(new GaussianProcessSEIso2dim());
    4845      descriptorList.Add(new GaussianProcessSEIsoDependentNoise());
    49       descriptorList.Add(new SpatialCoevolution());
    5046      return descriptorList;
    5147    }
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