Changeset 9543

Timestamp:

05/27/13 19:43:08 (11 years ago)

Author:

gkronber

Message:

#2059: fixed problem in piecewise polynomial covariance function in combination with dimension masking

File:

• trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovariancePiecewisePolynomial.cs (modified) (2 diffs)

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

@@ -140 +140 @@
       var cov = new ParameterizedCovarianceFunction();
       cov.Covariance = (x, i, j) => {
-        double k = Math.Sqrt(Util.SqrDist(x, i, x, j, 1.0 / length));
+        double k = Math.Sqrt(Util.SqrDist(x, i, x, j, 1.0 / length, columnIndices));
         return scale * Math.Pow(Math.Max(1 - k, 0), exp + v) * f(k);
       };
       cov.CrossCovariance = (x, xt, i, j) => {
-        double k = Math.Sqrt(Util.SqrDist(x, i, xt, j, 1.0 / length));
+        double k = Math.Sqrt(Util.SqrDist(x, i, xt, j, 1.0 / length, columnIndices));
         return scale * Math.Pow(Math.Max(1 - k, 0), exp + v) * f(k);
       };
@@ -152 +152 @@
 
     private static IEnumerable<double> GetGradient(double[,] x, int i, int j, double length, double scale, int v, double exp, Func<double, double> f, Func<double, double> df, IEnumerable<int> columnIndices) {
-      double k = Math.Sqrt(Util.SqrDist(x, i, x, j, 1.0 / length));
+      double k = Math.Sqrt(Util.SqrDist(x, i, x, j, 1.0 / length, columnIndices));
       yield return scale * Math.Pow(Math.Max(1.0 - k, 0), exp + v - 1) * k * ((exp + v) * f(k) - Math.Max(1 - k, 0) * df(k));
       yield return 2.0 * scale * Math.Pow(Math.Max(1 - k, 0), exp + v) * f(k);