Changeset 8873 for branches/HeuristicLab.Problems.GaussianProcessTuning

Timestamp:

11/07/12 10:19:31 (11 years ago)

Author:

gkronber

Message:

#1967 worked on GPR evolution

Location:

branches/HeuristicLab.Problems.GaussianProcessTuning

Files:

• HeuristicLab.Problems.GaussianProcessTuning.Tests/HeuristicLab.Problems.GaussianProcessTuning.Tests.csproj (modified) (1 diff)
• HeuristicLab.Problems.GaussianProcessTuning.Tests/UnitTest.cs (modified) (1 diff)
• HeuristicLab.Problems.GaussianProcessTuning.sln (modified) (3 diffs)
• HeuristicLab.Problems.Instances.DataAnalysis.GaussianProcessRegression (modified) (1 prop)
• HeuristicLab.Problems.Instances.DataAnalysis.GaussianProcessRegression/GaussianProcessPolyTen.cs (modified) (1 diff)
• HeuristicLab.Problems.Instances.DataAnalysis.GaussianProcessRegression/GaussianProcessSEIso2dim.cs (added)
• HeuristicLab.Problems.Instances.DataAnalysis.GaussianProcessRegression/GaussianProcessSEIsoDependentNoise.cs (modified) (1 diff)
• HeuristicLab.Problems.Instances.DataAnalysis.GaussianProcessRegression/HeuristicLab.Problems.Instances.DataAnalysis.GaussianProcessRegression-3.3.csproj (added)
• HeuristicLab.Problems.Instances.DataAnalysis.GaussianProcessRegression/HeuristicLab.snk (added)
• HeuristicLab.Problems.Instances.DataAnalysis.GaussianProcessRegression/Plugin.cs.frame (added)
• HeuristicLab.Problems.Instances.DataAnalysis.GaussianProcessRegression/Properties (added)
• HeuristicLab.Problems.Instances.DataAnalysis.GaussianProcessRegression/Properties/AssemblyInfo.cs.frame (added)
• HeuristicLab.Problems.Instances.DataAnalysis.GaussianProcessRegression/Util.cs (modified) (1 diff)
• HeuristicLab.Problems.Instances.DataAnalysis.GaussianProcessRegression/VariousInstanceProvider.cs (modified) (2 diffs)

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

@@ -34 +34 @@
   </PropertyGroup>
   <ItemGroup>
+    <Reference Include="HeuristicLab.Algorithms.DataAnalysis-3.4">
+      <HintPath>..\..\..\trunk\sources\bin\HeuristicLab.Algorithms.DataAnalysis-3.4.dll</HintPath>
+    </Reference>
     <Reference Include="HeuristicLab.Algorithms.GeneticAlgorithm-3.3">
       <HintPath>..\..\..\trunk\sources\bin\HeuristicLab.Algorithms.GeneticAlgorithm-3.3.dll</HintPath>

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

@@ -31 +31 @@
       for (int i = 0; i < 1000; i++) {
         var t = HeuristicLab.Encodings.SymbolicExpressionTreeEncoding.ProbabilisticTreeCreator.Create(r, g, 50, 7);
-        Console.WriteLine(interpreter.EvaluateGaussianProcessConfiguration(t, problemData));
+        double negLogLikelihood;
+        HeuristicLab.Algorithms.DataAnalysis.IGaussianProcessSolution solution;
+        interpreter.EvaluateGaussianProcessConfiguration(t, problemData, out negLogLikelihood, out solution);
+        Console.WriteLine();
       }
     }

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

@@ -1 +1 @@
 
-Microsoft Visual Studio Solution File, Format Version 11.00
-# Visual Studio 2010
+Microsoft Visual Studio Solution File, Format Version 12.00
+# Visual Studio 2012
 Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "HeuristicLab.Problems.GaussianProcessTuning", "HeuristicLab.Problems.GaussianProcessTuning\HeuristicLab.Problems.GaussianProcessTuning.csproj", "{9A04599C-D608-4240-8DA6-D41F51C515A3}"
+  ProjectSection(ProjectDependencies) = postProject
+    {94C7714E-29D4-4D6D-B213-2C18D627AB75} = {94C7714E-29D4-4D6D-B213-2C18D627AB75}
+  EndProjectSection
 EndProject
 Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "HeuristicLab.Problems.GaussianProcessTuning.Tests", "HeuristicLab.Problems.GaussianProcessTuning.Tests\HeuristicLab.Problems.GaussianProcessTuning.Tests.csproj", "{98C8AD2B-B035-4863-A01E-B659465FF6B2}"
+  ProjectSection(ProjectDependencies) = postProject
+    {94C7714E-29D4-4D6D-B213-2C18D627AB75} = {94C7714E-29D4-4D6D-B213-2C18D627AB75}
+  EndProjectSection
 EndProject
 Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "Solution Items", "Solution Items", "{3768D612-38EB-47D8-9E79-75D8E5AB00A8}"
@@ -13 +19 @@
   EndProjectSection
 EndProject
+Project("{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}"
+EndProject
 Global
   GlobalSection(TestCaseManagementSettings) = postSolution
@@ -19 +27 @@
   GlobalSection(SolutionConfigurationPlatforms) = preSolution
     Debug|Any CPU = Debug|Any CPU
+    Debug|x64 = Debug|x64
+    Debug|x86 = Debug|x86
     Release|Any CPU = Release|Any CPU
+    Release|x64 = Release|x64
+    Release|x86 = Release|x86
   EndGlobalSection
   GlobalSection(ProjectConfigurationPlatforms) = postSolution
     {9A04599C-D608-4240-8DA6-D41F51C515A3}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
     {9A04599C-D608-4240-8DA6-D41F51C515A3}.Debug|Any CPU.Build.0 = Debug|Any CPU
+    {9A04599C-D608-4240-8DA6-D41F51C515A3}.Debug|x64.ActiveCfg = Debug|Any CPU
+    {9A04599C-D608-4240-8DA6-D41F51C515A3}.Debug|x86.ActiveCfg = Debug|Any CPU
     {9A04599C-D608-4240-8DA6-D41F51C515A3}.Release|Any CPU.ActiveCfg = Release|Any CPU
     {9A04599C-D608-4240-8DA6-D41F51C515A3}.Release|Any CPU.Build.0 = Release|Any CPU
+    {9A04599C-D608-4240-8DA6-D41F51C515A3}.Release|x64.ActiveCfg = Release|Any CPU
+    {9A04599C-D608-4240-8DA6-D41F51C515A3}.Release|x86.ActiveCfg = Release|Any CPU
     {98C8AD2B-B035-4863-A01E-B659465FF6B2}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
     {98C8AD2B-B035-4863-A01E-B659465FF6B2}.Debug|Any CPU.Build.0 = Debug|Any CPU
+    {98C8AD2B-B035-4863-A01E-B659465FF6B2}.Debug|x64.ActiveCfg = Debug|Any CPU
+    {98C8AD2B-B035-4863-A01E-B659465FF6B2}.Debug|x86.ActiveCfg = Debug|Any CPU
     {98C8AD2B-B035-4863-A01E-B659465FF6B2}.Release|Any CPU.ActiveCfg = Release|Any CPU
     {98C8AD2B-B035-4863-A01E-B659465FF6B2}.Release|Any CPU.Build.0 = Release|Any CPU
+    {98C8AD2B-B035-4863-A01E-B659465FF6B2}.Release|x64.ActiveCfg = Release|Any CPU
+    {98C8AD2B-B035-4863-A01E-B659465FF6B2}.Release|x86.ActiveCfg = Release|Any CPU
+    {94C7714E-29D4-4D6D-B213-2C18D627AB75}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+    {94C7714E-29D4-4D6D-B213-2C18D627AB75}.Debug|Any CPU.Build.0 = Debug|Any CPU
+    {94C7714E-29D4-4D6D-B213-2C18D627AB75}.Debug|x64.ActiveCfg = Debug|x64
+    {94C7714E-29D4-4D6D-B213-2C18D627AB75}.Debug|x64.Build.0 = Debug|x64
+    {94C7714E-29D4-4D6D-B213-2C18D627AB75}.Debug|x86.ActiveCfg = Debug|x86
+    {94C7714E-29D4-4D6D-B213-2C18D627AB75}.Debug|x86.Build.0 = Debug|x86
+    {94C7714E-29D4-4D6D-B213-2C18D627AB75}.Release|Any CPU.ActiveCfg = Release|Any CPU
+    {94C7714E-29D4-4D6D-B213-2C18D627AB75}.Release|Any CPU.Build.0 = Release|Any CPU
+    {94C7714E-29D4-4D6D-B213-2C18D627AB75}.Release|x64.ActiveCfg = Release|x64
+    {94C7714E-29D4-4D6D-B213-2C18D627AB75}.Release|x64.Build.0 = Release|x64
+    {94C7714E-29D4-4D6D-B213-2C18D627AB75}.Release|x86.ActiveCfg = Release|x86
+    {94C7714E-29D4-4D6D-B213-2C18D627AB75}.Release|x86.Build.0 = Release|x86
   EndGlobalSection
   GlobalSection(SolutionProperties) = preSolution

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

@@ -48 +48 @@
     protected override List<List<double>> GenerateValues() {
       var mt = new MersenneTwister(31415);
-      var normalRand = new NormalDistributedRandom(mt, 1, 1);
 
       List<List<double>> data = new List<List<double>>();
       for (int i = 0; i < AllowedInputVariables.Count(); i++) {
-        data.Add(ValueGenerator.GenerateUniformDistributedValues(TestPartitionEnd, -10, 10).ToList());
+        data.Add(ValueGenerator.GenerateUniformDistributedValues(TestPartitionEnd, -1, 1).ToList());
       }
 
 
-      var hyp = (from i in Enumerable.Range(0, 12) // for each CovSEiso
-                 from j in Enumerable.Range(0, 2)  // for each parameter (length, scale)
-                 select normalRand.NextDouble())
-                 .Concat(new double[] { -5.0 }); // noise
+      var hyp = new double[]
+        {
+          0.0, 0.0,
+          0.0, 0.0,
+          0.0, 0.0,
+          0.0, 0.0,
+          0.0, 0.0,
+          0.0, 0.0,
+          0.0, 0.0,
+          0.0, 0.0,
+          0.0, 0.0,
+          0.0, 0.0,
+          0.0, 0.0,
+          0.0, 0.0,
+          0.0, 0.0,
+          0.0, 0.0,
+          0.0, 0.0,
+          -5.0 // noise
+        };
+        
 
       var covarianceFunction = new CovarianceSum();

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

@@ -60 +60 @@
       covarianceFunction.Terms.Add(prod);
       covarianceFunction.Terms.Add(new CovarianceNoise());
-      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)) });
+      var hyp = new double[]
+        {
+          Math.Log(0.1), Math.Log(Math.Sqrt(1)), // SE iso
+          Math.Log(0.5), Math.Log(Math.Sqrt(1)), // SE iso for noise
+          Math.Log(Math.Sqrt(0.1)), // dependent noise
+          Math.Log(Math.Sqrt(0.01)) // noise
+        };
+      covarianceFunction.SetParameter(hyp);
 
       var mt = new MersenneTwister(31415);

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

@@ -34 +34 @@
     public static List<double> SampleGaussianProcess(IRandom random, ICovarianceFunction covFunction, List<List<double>> data) {
 
-      double[,] x = new double[data[0].Count, 1];
+      double[,] x = new double[data[0].Count, data.Count];
       for (int i = 0; i < x.GetLength(0); i++)
         for (int j = 0; j < x.GetLength(1); j++)

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

@@ -24 +24 @@
 
 namespace HeuristicLab.Problems.Instances.DataAnalysis {
-  public class VariousInstanceProvider : ArtificialRegressionInstanceProvider {
+  public class InstanceProvider : ArtificialRegressionInstanceProvider {
     public override string Name {
-      get { return "Various Benchmark Problems"; }
+      get { return "GPR Benchmark Problems"; }
     }
     public override string Description {
@@ -40 +40 @@
     public override IEnumerable<IDataDescriptor> GetDataDescriptors() {
       List<IDataDescriptor> descriptorList = new List<IDataDescriptor>();
-      descriptorList.Add(new BreimanOne());
-      descriptorList.Add(new FriedmanOne());
-      descriptorList.Add(new FriedmanTwo());
-      descriptorList.Add(new PolyTen());
       descriptorList.Add(new GaussianProcessPolyTen());
       descriptorList.Add(new GaussianProcessSEIso());
+      descriptorList.Add(new GaussianProcessSEIso2dim());
       descriptorList.Add(new GaussianProcessSEIsoDependentNoise());
-      descriptorList.Add(new SpatialCoevolution());
       return descriptorList;
     }