Changeset 8932 for trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4

Timestamp:

11/20/12 13:24:25 (12 years ago)

Author:

gkronber

Message:

#1902 fixed handling of columnIndices and inverseLength in ARD covariance functions.

Location:

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions

Files:

• CovarianceLinearArd.cs (modified) (1 diff)
• CovarianceRationalQuadraticArd.cs (modified) (1 diff)
• CovarianceSquaredExponentialArd.cs (modified) (1 diff)

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovarianceLinearArd.cs

@@ -99 +99 @@
       if (columnIndices == null) columnIndices = Enumerable.Range(0, x.GetLength(1));
 
-      foreach (int k in columnIndices) {
-        yield return -2.0 * x[i, k] * x[j, k] * inverseLength[k] * inverseLength[k];
+      foreach (int columnIndex in columnIndices) {
+        yield return -2.0 * x[i, columnIndex] * x[j, columnIndex] * inverseLength[columnIndex] * inverseLength[columnIndex];
       }
     }

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovarianceRationalQuadraticArd.cs

@@ -143 +143 @@
 
     public IEnumerable<double> GetGradient(double[,] x, int i, int j, IEnumerable<int> columnIndices) {
+      if (columnIndices == null) columnIndices = Enumerable.Range(0, x.GetLength(1));
       double d = i == j
                    ? 0.0
                    : Util.SqrDist(x, i, j, inverseLength, columnIndices);
       double b = 1 + 0.5 * d / shape;
-      for (int k = 0; k < inverseLength.Length; k++) {
-        yield return sf2 * Math.Pow(b, -shape - 1) * Util.SqrDist(x[i, k] * inverseLength[k], x[j, k] * inverseLength[k]);
+      foreach (var columnIndex in columnIndices) {
+        yield return sf2 * Math.Pow(b, -shape - 1) * Util.SqrDist(x[i, columnIndex] * inverseLength[columnIndex], x[j, columnIndex] * inverseLength[columnIndex]);
       }
       yield return 2 * sf2 * Math.Pow(b, -shape);

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovarianceSquaredExponentialArd.cs

@@ -118 +118 @@
 
     public IEnumerable<double> GetGradient(double[,] x, int i, int j, IEnumerable<int> columnIndices) {
+      if (columnIndices == null) columnIndices = Enumerable.Range(0, x.GetLength(1));
       double d = i == j
                    ? 0.0
                    : Util.SqrDist(x, i, j, inverseLength, columnIndices);
 
-      for (int ii = 0; ii < inverseLength.Length; ii++) {
-        double sqrDist = Util.SqrDist(x[i, ii] * inverseLength[ii], x[j, ii] * inverseLength[ii]);
+      foreach (var columnIndex in columnIndices) {
+        double sqrDist = Util.SqrDist(x[i, columnIndex] * inverseLength[columnIndex], x[j, columnIndex] * inverseLength[columnIndex]);
         yield return sf2 * Math.Exp(-d / 2.0) * sqrDist;
       }
+
       yield return 2.0 * sf2 * Math.Exp(-d / 2.0);
     }