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Ignore:
Timestamp:
05/31/13 17:20:17 (11 years ago)
Author:
gkronber
Message:

#1967 worked on Gaussian process evolution.

Location:
branches/HeuristicLab.Problems.GaussianProcessTuning
Files:
343 added
11 edited

Legend:

Unmodified
Added
Removed

  • branches/HeuristicLab.Problems.GaussianProcessTuning/HeuristicLab.Algorithms.DataAnalysis.Experimental/HeuristicLab.Algorithms.DataAnalysis.Experimental.csproj

    r9112 r9562  
    3030    <ErrorReport>prompt</ErrorReport>
    3131    <WarningLevel>4</WarningLevel>
     32    <AllowUnsafeBlocks>true</AllowUnsafeBlocks>
    3233  </PropertyGroup>
    3334  <PropertyGroup>
    … …  
    128129  </ItemGroup>
    129130  <ItemGroup>
     131    <Compile Include="EigenGaussianProcessModel.cs">
     132      <SubType>Code</SubType>
     133    </Compile>
     134    <Compile Include="EigenGaussianProcessRegressionModelCreator.cs">
     135      <SubType>Code</SubType>
     136    </Compile>
    130137    <Compile Include="Plugin.cs" />
    131138    <Compile Include="Properties\AssemblyInfo.cs" />
    … …  
    135142  </ItemGroup>
    136143  <ItemGroup>
     144    <ProjectReference Include="..\HeuristicLab.Eigen\HeuristicLab.Eigen.vcxproj">
     145      <Project>{2e530a92-9788-4cb8-a754-a91092e770a3}</Project>
     146      <Name>HeuristicLab.Eigen</Name>
     147    </ProjectReference>
    137148    <ProjectReference Include="..\ILNumerics.2.14.4735.573\ILNumerics.csproj">
    138149      <Project>{93b4a10e-8979-4028-8ccf-49d88d6fac0c}</Project>

  • branches/HeuristicLab.Problems.GaussianProcessTuning/HeuristicLab.Algorithms.DataAnalysis.Experimental/TunedGaussianProcessModel.cs

    r9124 r9562  
    166166          .ToArray();
    167167
    168         var cov = covarianceFunction.GetParameterizedCovarianceFunction(covarianceParameter, null);
     168        var cov = covarianceFunction.GetParameterizedCovarianceFunction(covarianceParameter, Enumerable.Range(0, x.GetLength(1)));
    169169        ILArray<double> myL = ILMath.zeros<double>(n, n);
    170170
    … …  
    301301      .Select(r => mean.Mean(newX, r))
    302302      .ToArray();
    303       var cov = covarianceFunction.GetParameterizedCovarianceFunction(covarianceParameter, null);
     303      var cov = covarianceFunction.GetParameterizedCovarianceFunction(covarianceParameter, Enumerable.Range(0, x.GetLength(1)));
    304304      for (int i = 0; i < newN; i++) {
    305305        for (int j = 0; j < n; j++) {
    … …  
    320320      var kss = new double[newN];
    321321      ILArray<double> sWKs = ILMath.zeros(n, newN);
    322       var cov = covarianceFunction.GetParameterizedCovarianceFunction(covarianceParameter, null);
     322      var cov = covarianceFunction.GetParameterizedCovarianceFunction(covarianceParameter, Enumerable.Range(0, x.GetLength(1)));
    323323
    324324      // for stddev

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

    r9112 r9562  
    3232    <ErrorReport>prompt</ErrorReport>
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    … …  
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     128      <Name>HeuristicLab.Algorithms.DataAnalysis.Experimental</Name>
     129    </ProjectReference>
     130    <ProjectReference Include="..\HeuristicLab.Eigen\HeuristicLab.Eigen.vcxproj">
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     132      <Name>HeuristicLab.Eigen</Name>
     133    </ProjectReference>
    125134    <ProjectReference Include="..\HeuristicLab.Problems.GaussianProcessTuning\GaussianProcessTuning.csproj">
    126135      <Project>{9A04599C-D608-4240-8DA6-D41F51C515A3}</Project>

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

    r9099 r9562  
    66using HeuristicLab.Problems.DataAnalysis;
    77using HeuristicLab.Random;
     8using HeuristicLabEigen;
    89using Microsoft.VisualStudio.TestTools.UnitTesting;
    910
    … …  
    8586      }
    8687    }
    87      */
     88*/
     89
     90
     91
    8892  }
    8993}

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

    r9212 r9562  
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    3030EndProject
     31Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "HeuristicLab.Eigen", "HeuristicLab.Eigen\HeuristicLab.Eigen.vcxproj", "{2E530A92-9788-4CB8-A754-A91092E770A3}"
     32EndProject
    3133Global
    3234  GlobalSection(TestCaseManagementSettings) = postSolution
    … …  
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     234    {2E530A92-9788-4CB8-A754-A91092E770A3}.Release|Mixed Platforms.ActiveCfg = Release|Win32
     235    {2E530A92-9788-4CB8-A754-A91092E770A3}.Release|Mixed Platforms.Build.0 = Release|Win32
     236    {2E530A92-9788-4CB8-A754-A91092E770A3}.Release|Win32.ActiveCfg = Release|Win32
     237    {2E530A92-9788-4CB8-A754-A91092E770A3}.Release|Win32.Build.0 = Release|Win32
     238    {2E530A92-9788-4CB8-A754-A91092E770A3}.Release|x64.ActiveCfg = Release|Win32
     239    {2E530A92-9788-4CB8-A754-A91092E770A3}.Release|x86.ActiveCfg = Release|Win32
     240    {2E530A92-9788-4CB8-A754-A91092E770A3}.Release|x86.Build.0 = Release|Win32
     241    {2E530A92-9788-4CB8-A754-A91092E770A3}.ReleaseBuild|Any CPU.ActiveCfg = Release|Win32
     242    {2E530A92-9788-4CB8-A754-A91092E770A3}.ReleaseBuild|Mixed Platforms.ActiveCfg = Release|Win32
     243    {2E530A92-9788-4CB8-A754-A91092E770A3}.ReleaseBuild|Mixed Platforms.Build.0 = Release|Win32
     244    {2E530A92-9788-4CB8-A754-A91092E770A3}.ReleaseBuild|Win32.ActiveCfg = Release|Win32
     245    {2E530A92-9788-4CB8-A754-A91092E770A3}.ReleaseBuild|Win32.Build.0 = Release|Win32
     246    {2E530A92-9788-4CB8-A754-A91092E770A3}.ReleaseBuild|x64.ActiveCfg = Release|Win32
     247    {2E530A92-9788-4CB8-A754-A91092E770A3}.ReleaseBuild|x86.ActiveCfg = Release|Win32
     248    {2E530A92-9788-4CB8-A754-A91092E770A3}.ReleaseBuild|x86.Build.0 = Release|Win32
    183249  EndGlobalSection
    184250  GlobalSection(SolutionProperties) = preSolution

  • branches/HeuristicLab.Problems.GaussianProcessTuning/HeuristicLab.Problems.GaussianProcessTuning/Evaluator.cs

    r8753 r9562  
    6565      InterpreterParameter.ActualValue.EvaluateGaussianProcessConfiguration(tree, ProblemDataParameter.ActualValue, out quality, out solution);
    6666
     67      if (double.IsInfinity(quality) || double.IsNaN(quality)) quality = 1E6; // a large value
    6768      QualityParameter.ActualValue = new DoubleValue(quality);
    6869      if (solution != null)

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

    r9338 r9562  
    160160    <None Include="Properties\AssemblyInfo.cs.frame" />
    161161  </ItemGroup>
     162  <ItemGroup>
     163    <ProjectReference Include="..\HeuristicLab.Algorithms.DataAnalysis.Experimental\HeuristicLab.Algorithms.DataAnalysis.Experimental.csproj">
     164      <Project>{6142B24E-9C86-410B-A65A-1DE65C8C2349}</Project>
     165      <Name>HeuristicLab.Algorithms.DataAnalysis.Experimental</Name>
     166    </ProjectReference>
     167  </ItemGroup>
    162168  <Import Project="$(MSBuildToolsPath)\Microsoft.CSharp.targets" />
    163169  <PropertyGroup>

  • branches/HeuristicLab.Problems.GaussianProcessTuning/HeuristicLab.Problems.GaussianProcessTuning/Grammar.cs

    r9387 r9562  
    5959      var covRQiso = new CovRQIso();
    6060      var covNN = new CovNn();
     61      var covPoly = new CovPoly();
     62      var covPPoly = new CovPiecewisePoly();
    6163      var covMatern1 = new CovMatern(1);
    6264      covMatern1.Name = "CovMatern1";
    … …  
    102104                            covMatern5,
    103105                            covNN,
     106                            covPoly,
     107                            covPPoly,
    104108                            covPeriodic,
    105109                            covPeriodic1,
    … …  
    163167                            covMatern5,
    164168                            covNN,
     169                            covPoly,
     170                            covPPoly,
    165171                            covPeriodic,
    166172                            covPeriodic1,

  • branches/HeuristicLab.Problems.GaussianProcessTuning/HeuristicLab.Problems.GaussianProcessTuning/Interpreter.cs

    r9387 r9562  
    3636      gprAlg.GaussianProcessModelCreatorParameter.Value =
    3737        gprAlg.GaussianProcessModelCreatorParameter.ValidValues.First(
    38           v => v is GaussianProcessRegressionModelCreator);
     38          v => v is EigenGaussianProcessRegressionModelCreator);
    3939      gprAlg.MinimizationIterations = 50;
    4040
    … …  
    111111      } else if (node.Symbol is CovNn) {
    112112        return new CovarianceNeuralNetwork();
     113      } else if (node.Symbol is CovPoly) {
     114        return new CovariancePolynomial();
     115      } else if (node.Symbol is CovPiecewisePoly) {
     116        return new CovariancePiecewisePolynomial();
    113117      } else if (node.Symbol is CovPeriodic) {
    114118        return new CovariancePeriodic();

  • branches/HeuristicLab.Problems.GaussianProcessTuning/HeuristicLab.Problems.GaussianProcessTuning/Symbols.cs

    r9387 r9562  
    503503  }
    504504  [StorableClass]
     505  public sealed class CovPoly : Symbol {
     506    public override int MinimumArity {
     507      get { return 0; }
     508    }
     509    public override int MaximumArity {
     510      get { return 0; }
     511    }
     512
     513    [StorableConstructor]
     514    private CovPoly(bool deserializing) : base(deserializing) { }
     515    private CovPoly(CovPoly original, Cloner cloner)
     516      : base(original, cloner) {
     517    }
     518
     519    public CovPoly()
     520      : base("CovPoly", "") {
     521    }
     522    [StorableHook(HookType.AfterDeserialization)]
     523    private void AfterDeserialization() {
     524    }
     525
     526    public override ISymbolicExpressionTreeNode CreateTreeNode() {
     527      return new CovPolyTreeNode(this);
     528    }
     529    public override IDeepCloneable Clone(Cloner cloner) {
     530      return new CovPoly(this, cloner);
     531    }
     532  }
     533  [StorableClass]
     534  public sealed class CovPiecewisePoly : Symbol {
     535    public override int MinimumArity {
     536      get { return 0; }
     537    }
     538    public override int MaximumArity {
     539      get { return 0; }
     540    }
     541
     542    [StorableConstructor]
     543    private CovPiecewisePoly(bool deserializing) : base(deserializing) { }
     544    private CovPiecewisePoly(CovPiecewisePoly original, Cloner cloner)
     545      : base(original, cloner) {
     546    }
     547
     548    public CovPiecewisePoly()
     549      : base("CovPiecewisePoly", "") {
     550    }
     551    [StorableHook(HookType.AfterDeserialization)]
     552    private void AfterDeserialization() {
     553    }
     554
     555    public override ISymbolicExpressionTreeNode CreateTreeNode() {
     556      return new CovPiecewisePolyTreeNode(this);
     557    }
     558    public override IDeepCloneable Clone(Cloner cloner) {
     559      return new CovPiecewisePoly(this, cloner);
     560    }
     561  }
     562  [StorableClass]
    505563  public sealed class CovNn : Symbol {
    506564    public override int MinimumArity {

  • branches/HeuristicLab.Problems.GaussianProcessTuning/HeuristicLab.Problems.GaussianProcessTuning/TreeNodes.cs

    r9387 r9562  
    228228  }
    229229  [StorableClass]
     230  public sealed class CovPolyTreeNode : SymbolicExpressionTreeTerminalNode {
     231    public new CovPoly Symbol { get { return (CovPoly)base.Symbol; } }
     232
     233    [StorableConstructor]
     234    private CovPolyTreeNode(bool deserializing) : base(deserializing) { }
     235    private CovPolyTreeNode(CovPolyTreeNode original, Cloner cloner)
     236      : base(original, cloner) {
     237    }
     238
     239    public CovPolyTreeNode(CovPoly symbol)
     240      : base(symbol) {
     241    }
     242
     243    [StorableHook(HookType.AfterDeserialization)]
     244    private void AfterDeserialization() {
     245    }
     246    public override IDeepCloneable Clone(Cloner cloner) {
     247      return new CovPolyTreeNode(this, cloner);
     248    }
     249  }
     250  [StorableClass]
     251  public sealed class CovPiecewisePolyTreeNode : SymbolicExpressionTreeTerminalNode {
     252    public new CovPiecewisePoly Symbol { get { return (CovPiecewisePoly)base.Symbol; } }
     253
     254    [StorableConstructor]
     255    private CovPiecewisePolyTreeNode(bool deserializing) : base(deserializing) { }
     256    private CovPiecewisePolyTreeNode(CovPiecewisePolyTreeNode original, Cloner cloner)
     257      : base(original, cloner) {
     258    }
     259
     260    public CovPiecewisePolyTreeNode(CovPiecewisePoly symbol)
     261      : base(symbol) {
     262    }
     263
     264    [StorableHook(HookType.AfterDeserialization)]
     265    private void AfterDeserialization() {
     266    }
     267    public override IDeepCloneable Clone(Cloner cloner) {
     268      return new CovPiecewisePolyTreeNode(this, cloner);
     269    }
     270  }
     271  [StorableClass]
    230272  public sealed class CovNnTreeNode : SymbolicExpressionTreeTerminalNode {
    231273    public new CovNn Symbol { get { return (CovNn)base.Symbol; } }
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