Changeset 9360 for trunk/sources/HeuristicLab.Tests/HeuristicLab.Algorithms.DataAnalysis-3.4/GaussianProcessFunctionsTest.cs

Timestamp:

04/15/13 15:07:16 (11 years ago)

Author:

gkronber

Message:

#1902: implemented neural network covariance function plus test case (comparison with GPML) for Gaussian processes

File:

• trunk/sources/HeuristicLab.Tests/HeuristicLab.Algorithms.DataAnalysis-3.4/GaussianProcessFunctionsTest.cs (modified) (1 diff)

trunk/sources/HeuristicLab.Tests/HeuristicLab.Algorithms.DataAnalysis-3.4/GaussianProcessFunctionsTest.cs

@@ -264 +264 @@
 
     [TestMethod]
+    public void CovNnTest() {
+      TestCovarianceFunction(new CovarianceNeuralNetwork(), 0,
+        new double[,]
+          {
+{    0.5930,    0.5896,    0.7951,    0.5808,    0.7787,    0.6411,    0.6672,    0.6814,    0.6297,    0.7338},
+{    0.5214,    0.5987,    0.6763,    0.5053,    0.7289,    0.6077,    0.5909,    0.6230,    0.5621,    0.6472},
+{    0.7299,    0.7305,    0.8081,    0.6837,    0.7039,    0.7994,    0.7756,    0.6668,    0.7145,    0.7665},
+{    0.6399,    0.5347,    0.7261,    0.6044,    0.5836,    0.6549,    0.7250,    0.6815,    0.6720,    0.6819},
+{    0.6627,    0.5300,    0.7045,    0.6665,    0.5340,    0.5659,    0.6509,    0.6692,    0.6600,    0.6747},
+{    0.6151,    0.5719,    0.6465,    0.5881,    0.5593,    0.6189,    0.6585,    0.6397,    0.6364,    0.6382},
+{    0.5978,    0.6929,    0.7292,    0.5719,    0.8209,    0.6695,    0.6469,    0.5966,    0.6160,    0.7203},
+{    0.6944,    0.7128,    0.8241,    0.6566,    0.8002,    0.7548,    0.7503,    0.6494,    0.6961,    0.7875},
+{    0.6443,    0.6893,    0.8074,    0.6258,    0.8018,    0.7049,    0.6885,    0.6633,    0.6530,    0.7602},
+{    0.4829,    0.5970,    0.6259,    0.4461,    0.6737,    0.6484,    0.5912,    0.6067,    0.5329,    0.5928},
+          },
+        new double[][,]
+          {
+            new double[,] {
+{   -0.5669,   -0.5220,   -0.3879,   -0.4304,   -0.4540,   -0.4460,   -0.4901,   -0.4465,   -0.5095,   -0.4340},
+{   -0.5220,   -0.5969,   -0.3884,   -0.3843,   -0.4499,   -0.4737,   -0.4843,   -0.3961,   -0.5133,   -0.5540},
+{   -0.3879,   -0.3884,   -0.5554,   -0.4160,   -0.4600,   -0.4671,   -0.4056,   -0.4603,   -0.4637,   -0.3810},
+{   -0.4304,   -0.3843,   -0.4160,   -0.5895,   -0.4728,   -0.5384,   -0.3884,   -0.4288,   -0.3748,   -0.3672},
+{   -0.4540,   -0.4499,   -0.4600,   -0.4728,   -0.5977,   -0.5296,   -0.3758,   -0.3954,   -0.4610,   -0.4165},
+{   -0.4460,   -0.4737,   -0.4671,   -0.5384,   -0.5296,   -0.5987,   -0.4280,   -0.4285,   -0.4369,   -0.4802},
+{   -0.4901,   -0.4843,   -0.4056,   -0.3884,   -0.3758,   -0.4280,   -0.5731,   -0.5003,   -0.4920,   -0.4043},
+{   -0.4465,   -0.3961,   -0.4603,   -0.4288,   -0.3954,   -0.4285,   -0.5003,   -0.5362,   -0.4621,   -0.3360},
+{   -0.5095,   -0.5133,   -0.4637,   -0.3748,   -0.4610,   -0.4369,   -0.4920,   -0.4621,   -0.5614,   -0.4463},
+{   -0.4340,   -0.5540,   -0.3810,   -0.3672,   -0.4165,   -0.4802,   -0.4043,   -0.3360,   -0.4463,   -0.5987},
+            },
+            new double[,] {
+{    1.6963,    1.4541,    1.3587,    1.3199,    1.3084,    1.1825,    1.5272,    1.5553,    1.6096,    1.2526},
+{    1.4541,    1.4500,    1.2006,    1.0794,    1.1704,    1.1251,    1.3601,    1.2650,    1.4540,    1.3576},
+{    1.3587,    1.2006,    1.7563,    1.3216,    1.3536,    1.2537,    1.3780,    1.6296,    1.5559,    1.1618},
+{    1.3199,    1.0794,    1.3216,    1.5376,    1.2625,    1.2852,    1.2016,    1.4015,    1.2051,    1.0222},
+{    1.3084,    1.1704,    1.3536,    1.2625,    1.4362,    1.2215,    1.1132,    1.2541,    1.3394,    1.0837},
+{    1.1825,    1.1251,    1.2537,    1.2852,    1.2215,    1.2511,    1.1282,    1.2125,    1.1771,    1.1218},
+{    1.5272,    1.3601,    1.3780,    1.2016,    1.1132,    1.1282,    1.6603,    1.6427,    1.5504,    1.1677},
+{    1.5553,    1.2650,    1.6296,    1.4015,    1.2541,    1.2125,    1.6427,    1.8427,    1.6113,    1.0910},
+{    1.6096,    1.4540,    1.5559,    1.2051,    1.3394,    1.1771,    1.5504,    1.6113,    1.7261,    1.2950},
+{    1.2526,    1.3576,    1.1618,    1.0222,    1.0837,    1.1218,    1.1677,    1.0910,    1.2950,    1.4153},
+          }
+          }
+      );
+      TestCovarianceFunction(new CovarianceNeuralNetwork(), 1,
+         new double[,]
+           {
+{    1.4436,    1.4866,    2.0692,    1.4105,    2.1077,    1.7712,    1.6764,    1.6030,    1.4898,    1.7857},
+{    1.1652,    1.3662,    1.6384,    1.1271,    1.8076,    1.5312,    1.3659,    1.3446,    1.2210,    1.4545},
+{    1.7710,    1.8348,    2.1497,    1.6684,    1.9875,    2.1872,    1.9499,    1.6132,    1.7025,    1.8978},
+{    1.4480,    1.2766,    1.8006,    1.3710,    1.5424,    1.6920,    1.6866,    1.5035,    1.4784,    1.5742},
+{    1.4350,    1.2175,    1.6874,    1.4354,    1.3683,    1.4290,    1.4793,    1.4231,    1.3994,    1.4995},
+{    1.2557,    1.2181,    1.4634,    1.2013,    1.3324,    1.4450,    1.3951,    1.2781,    1.2662,    1.3344},
+{    1.4328,    1.6864,    1.8991,    1.3709,    2.1658,    1.8123,    1.6081,    1.4065,    1.4398,    1.7323},
+{    1.7618,    1.8647,    2.2657,    1.6713,    2.2933,    2.1661,    1.9689,    1.6354,    1.7276,    2.0126},
+{    1.5724,    1.7252,    2.1209,    1.5259,    2.1852,    1.9465,    1.7436,    1.5858,    1.5568,    1.8614},
+{    1.0716,    1.3447,    1.5116,    0.9906,    1.6687,    1.5994,    1.3485,    1.2963,    1.1483,    1.3287},
+           },
+         new double[][,]
+          {
+            new double[,] {
+{   -3.1708,   -2.6488,   -2.6475,   -2.4774,   -2.4067,   -2.1099,   -2.8841,   -3.0223,   -3.0526,   -2.3041},
+{   -2.6488,   -2.5111,   -2.2570,   -1.9637,   -2.0708,   -1.9172,   -2.4814,   -2.3998,   -2.6632,   -2.3537},
+{   -2.6475,   -2.2570,   -3.3336,   -2.5066,   -2.5075,   -2.2490,   -2.6640,   -3.1778,   -2.9977,   -2.1743},
+{   -2.4774,   -1.9637,   -2.5066,   -2.7415,   -2.2591,   -2.2029,   -2.2607,   -2.6778,   -2.2936,   -1.8530},
+{   -2.4067,   -2.0708,   -2.5075,   -2.2591,   -2.4753,   -2.0592,   -2.0638,   -2.3743,   -2.4708,   -1.9151},
+{   -2.1099,   -1.9172,   -2.2490,   -2.2029,   -2.0592,   -2.0176,   -2.0074,   -2.2134,   -2.1126,   -1.8976},
+{   -2.8841,   -2.4814,   -2.6640,   -2.2607,   -2.0638,   -2.0074,   -3.0726,   -3.1450,   -2.9374,   -2.1472},
+{   -3.0223,   -2.3998,   -3.1778,   -2.6778,   -2.3743,   -2.2134,   -3.1450,   -3.5652,   -3.1314,   -2.0795},
+{   -3.0526,   -2.6632,   -2.9977,   -2.2936,   -2.4708,   -2.1126,   -2.9374,   -3.1314,   -3.2519,   -2.3870},
+{   -2.3041,   -2.3537,   -2.1743,   -1.8530,   -1.9151,   -1.8976,   -2.1472,   -2.0795,   -2.3870,   -2.4217},
+            },
+            new double[,] {
+{    4.3303,    3.4649,    3.7030,    3.3026,    3.1505,    2.6912,    3.9244,    4.3025,    4.2082,    3.0090},
+{    3.4649,    3.1323,    3.0110,    2.5036,    2.5893,    2.3340,    3.2266,    3.2706,    3.5078,    2.9242},
+{    3.7030,    3.0110,    4.6774,    3.3899,    3.3261,    2.9053,    3.6926,    4.5813,    4.1997,    2.8855},
+{    3.3026,    2.5036,    3.3899,    3.5200,    2.8645,    2.7165,    2.9968,    3.6979,    3.0870,    2.3508},
+{    3.1505,    2.5893,    3.3261,    2.8645,    3.0745,    2.4980,    2.6901,    3.2286,    3.2548,    2.3841},
+{    2.6912,    2.3340,    2.9053,    2.7165,    2.4980,    2.3825,    2.5425,    2.9255,    2.7134,    2.2974},
+{    3.9244,    3.2266,    3.6926,    2.9968,    2.6901,    2.5425,    4.1329,    4.4278,    4.0227,    2.7860},
+{    4.3025,    3.2706,    4.5813,    3.6979,    3.2286,    2.9255,    4.4278,    5.2237,    4.4826,    2.8275},
+{    4.2082,    3.5078,    4.1997,    3.0870,    3.2548,    2.7134,    4.0227,    4.4826,    4.4998,    3.1361},
+{    3.0090,    2.9242,    2.8855,    2.3508,    2.3841,    2.2974,    2.7860,    2.8275,    3.1361,    2.9891},
+            },
+          }
+       );
+    }
+
+
+    [TestMethod]
     public void CovRQIsoTest() {
       TestCovarianceFunction(new CovarianceRationalQuadraticIso(), 0,