public ConvexBound UpperBound(Vector initVector, double threshold)
{
var constantPart = initVector.IndexedValues.Values.Sum();
var parameters = initVector.Map(Dimension, pi => - Math.Log(pi + 0.000000001) - 1);
var lineHalfPlane = LineHalfPlane.Create(parameters, constantPart, threshold, Dimension);
return(lineHalfPlane.ToConvexUpperBound(MonitoredFunction.Function, threshold));
}
public void DistanceOutsideTest1()
{
var a = 1;
var b = 4;
var constantPart = 2;
var threshold = 12;
var halfPlane = LineHalfPlane.Create(CreateVec(a, b), constantPart, threshold);
var closestL1 = halfPlane.ClosestPointL1(CreateVec(0, 0));
var closestL2 = halfPlane.ClosestPointL2(CreateVec(0, 0));
}
public ConvexBound UpperBound(Vector reducedVector, double threshold)
{
var exps = reducedVector.Enumerate(Dimension).Select(Math.Exp).ToVector();
var sum = exps.Sum();
Vector paramters = exps.Enumerate(Dimension).Select(exp => - exp / sum).ToVector();
double constantPart = ComputeEntropySketch(reducedVector) - paramters * reducedVector;
return(LineHalfPlane.Create(paramters, constantPart, threshold, Dimension)
.ToConvexUpperBound(MonitoredFunction.Function, threshold));
}
public ConvexBound LowerBound(Vector initialVector, double threshold)
{
if (threshold <= 0)
{
ClosestPointFromPoint closestPoint = (pt, nodeId) => double.MaxValue;
return(ConvexBoundBuilder.Create(MonitoredFunction.Function, Compute, ConvexBound.Type.LoweBound, double.NegativeInfinity)
.WithDistanceNorm(1, closestPoint)
.WithDistanceNorm(2, closestPoint)
.ToConvexBound());
}
var currentNorm = Compute(initialVector);
var newPointNorm = threshold;
var mulBy = Math.Sqrt(newPointNorm / currentNorm);
var point = initialVector * mulBy;
var constantPart = -currentNorm;
var parameters = initialVector * 2;
var lineHalfPlane = LineHalfPlane.Create(parameters, constantPart, threshold, Dimension);
return(lineHalfPlane.ToConvexLowerBound(MonitoredFunction.Function, threshold));
}