private GaussianProcessHyperparameterInitializer(GaussianProcessHyperparameterInitializer original, Cloner cloner) : base(original, cloner) { }
private GaussianProcessHyperparameterInitializer(GaussianProcessHyperparameterInitializer original, Cloner cloner) : base(original, cloner)
{
}
protected GaussianProcessBase(IDataAnalysisProblem problem)
: base() {
Problem = problem;
Parameters.Add(new ValueParameter<IMeanFunction>(MeanFunctionParameterName, "The mean function to use.", new MeanConst()));
Parameters.Add(new ValueParameter<ICovarianceFunction>(CovarianceFunctionParameterName, "The covariance function to use.", new CovarianceSquaredExponentialIso()));
Parameters.Add(new ValueParameter<IntValue>(MinimizationIterationsParameterName, "The number of iterations for likelihood optimization with LM-BFGS.", new IntValue(20)));
Parameters.Add(new ValueParameter<IntValue>(SeedParameterName, "The random seed used to initialize the new pseudo random number generator.", new IntValue(0)));
Parameters.Add(new ValueParameter<BoolValue>(SetSeedRandomlyParameterName, "True if the random seed should be set to a random value, otherwise false.", new BoolValue(true)));
Parameters.Add(new ValueParameter<BoolValue>(ApproximateGradientsParameterName, "Indicates that gradients should not be approximated (necessary for LM-BFGS).", new BoolValue(false)));
Parameters[ApproximateGradientsParameterName].Hidden = true; // should not be changed
Parameters.Add(new FixedValueParameter<BoolValue>(ScaleInputValuesParameterName,
"Determines if the input variable values are scaled to the range [0..1] for training.", new BoolValue(true)));
Parameters[ScaleInputValuesParameterName].Hidden = true;
// necessary for BFGS
Parameters.Add(new ValueParameter<BoolValue>("Maximization", new BoolValue(false)));
Parameters["Maximization"].Hidden = true;
var randomCreator = new HeuristicLab.Random.RandomCreator();
var gpInitializer = new GaussianProcessHyperparameterInitializer();
var bfgsInitializer = new LbfgsInitializer();
var makeStep = new LbfgsMakeStep();
var branch = new ConditionalBranch();
var modelCreator = new Placeholder();
var updateResults = new LbfgsUpdateResults();
var analyzer = new LbfgsAnalyzer();
var finalModelCreator = new Placeholder();
var finalAnalyzer = new LbfgsAnalyzer();
var solutionCreator = new Placeholder();
OperatorGraph.InitialOperator = randomCreator;
randomCreator.SeedParameter.ActualName = SeedParameterName;
randomCreator.SeedParameter.Value = null;
randomCreator.SetSeedRandomlyParameter.ActualName = SetSeedRandomlyParameterName;
randomCreator.SetSeedRandomlyParameter.Value = null;
randomCreator.Successor = gpInitializer;
gpInitializer.CovarianceFunctionParameter.ActualName = CovarianceFunctionParameterName;
gpInitializer.MeanFunctionParameter.ActualName = MeanFunctionParameterName;
gpInitializer.ProblemDataParameter.ActualName = Problem.ProblemDataParameter.Name;
gpInitializer.HyperparameterParameter.ActualName = HyperparameterParameterName;
gpInitializer.RandomParameter.ActualName = randomCreator.RandomParameter.Name;
gpInitializer.Successor = bfgsInitializer;
bfgsInitializer.IterationsParameter.ActualName = MinimizationIterationsParameterName;
bfgsInitializer.PointParameter.ActualName = HyperparameterParameterName;
bfgsInitializer.ApproximateGradientsParameter.ActualName = ApproximateGradientsParameterName;
bfgsInitializer.Successor = makeStep;
makeStep.StateParameter.ActualName = bfgsInitializer.StateParameter.Name;
makeStep.PointParameter.ActualName = HyperparameterParameterName;
makeStep.Successor = branch;
branch.ConditionParameter.ActualName = makeStep.TerminationCriterionParameter.Name;
branch.FalseBranch = modelCreator;
branch.TrueBranch = finalModelCreator;
modelCreator.OperatorParameter.ActualName = ModelCreatorParameterName;
modelCreator.Successor = updateResults;
updateResults.StateParameter.ActualName = bfgsInitializer.StateParameter.Name;
updateResults.QualityParameter.ActualName = NegativeLogLikelihoodParameterName;
updateResults.QualityGradientsParameter.ActualName = HyperparameterGradientsParameterName;
updateResults.ApproximateGradientsParameter.ActualName = ApproximateGradientsParameterName;
updateResults.Successor = analyzer;
analyzer.QualityParameter.ActualName = NegativeLogLikelihoodParameterName;
analyzer.PointParameter.ActualName = HyperparameterParameterName;
analyzer.QualityGradientsParameter.ActualName = HyperparameterGradientsParameterName;
analyzer.StateParameter.ActualName = bfgsInitializer.StateParameter.Name;
analyzer.PointsTableParameter.ActualName = "Hyperparameter table";
analyzer.QualityGradientsTableParameter.ActualName = "Gradients table";
analyzer.QualitiesTableParameter.ActualName = "Negative log likelihood table";
analyzer.Successor = makeStep;
finalModelCreator.OperatorParameter.ActualName = ModelCreatorParameterName;
finalModelCreator.Successor = finalAnalyzer;
finalAnalyzer.QualityParameter.ActualName = NegativeLogLikelihoodParameterName;
finalAnalyzer.PointParameter.ActualName = HyperparameterParameterName;
finalAnalyzer.QualityGradientsParameter.ActualName = HyperparameterGradientsParameterName;
finalAnalyzer.PointsTableParameter.ActualName = analyzer.PointsTableParameter.ActualName;
finalAnalyzer.QualityGradientsTableParameter.ActualName = analyzer.QualityGradientsTableParameter.ActualName;
finalAnalyzer.QualitiesTableParameter.ActualName = analyzer.QualitiesTableParameter.ActualName;
finalAnalyzer.Successor = solutionCreator;
solutionCreator.OperatorParameter.ActualName = SolutionCreatorParameterName;
}
protected GaussianProcessBase(IDataAnalysisProblem problem)
: base()
{
Problem = problem;
Parameters.Add(new ValueParameter <IMeanFunction>(MeanFunctionParameterName, "The mean function to use.", new MeanConst()));
Parameters.Add(new ValueParameter <ICovarianceFunction>(CovarianceFunctionParameterName, "The covariance function to use.", new CovarianceSquaredExponentialIso()));
Parameters.Add(new ValueParameter <IntValue>(MinimizationIterationsParameterName, "The number of iterations for likelihood optimization with LM-BFGS.", new IntValue(20)));
Parameters.Add(new ValueParameter <IntValue>(SeedParameterName, "The random seed used to initialize the new pseudo random number generator.", new IntValue(0)));
Parameters.Add(new ValueParameter <BoolValue>(SetSeedRandomlyParameterName, "True if the random seed should be set to a random value, otherwise false.", new BoolValue(true)));
Parameters.Add(new ValueParameter <BoolValue>(ApproximateGradientsParameterName, "Indicates that gradients should not be approximated (necessary for LM-BFGS).", new BoolValue(false)));
Parameters[ApproximateGradientsParameterName].Hidden = true; // should not be changed
Parameters.Add(new FixedValueParameter <BoolValue>(ScaleInputValuesParameterName,
"Determines if the input variable values are scaled to the range [0..1] for training.", new BoolValue(true)));
Parameters[ScaleInputValuesParameterName].Hidden = true;
// necessary for BFGS
Parameters.Add(new FixedValueParameter <BoolValue>("Maximization (BFGS)", new BoolValue(false)));
Parameters["Maximization (BFGS)"].Hidden = true;
var randomCreator = new HeuristicLab.Random.RandomCreator();
var gpInitializer = new GaussianProcessHyperparameterInitializer();
var bfgsInitializer = new LbfgsInitializer();
var makeStep = new LbfgsMakeStep();
var branch = new ConditionalBranch();
var modelCreator = new Placeholder();
var updateResults = new LbfgsUpdateResults();
var analyzer = new LbfgsAnalyzer();
var finalModelCreator = new Placeholder();
var finalAnalyzer = new LbfgsAnalyzer();
var solutionCreator = new Placeholder();
OperatorGraph.InitialOperator = randomCreator;
randomCreator.SeedParameter.ActualName = SeedParameterName;
randomCreator.SeedParameter.Value = null;
randomCreator.SetSeedRandomlyParameter.ActualName = SetSeedRandomlyParameterName;
randomCreator.SetSeedRandomlyParameter.Value = null;
randomCreator.Successor = gpInitializer;
gpInitializer.CovarianceFunctionParameter.ActualName = CovarianceFunctionParameterName;
gpInitializer.MeanFunctionParameter.ActualName = MeanFunctionParameterName;
gpInitializer.ProblemDataParameter.ActualName = Problem.ProblemDataParameter.Name;
gpInitializer.HyperparameterParameter.ActualName = HyperparameterParameterName;
gpInitializer.RandomParameter.ActualName = randomCreator.RandomParameter.Name;
gpInitializer.Successor = bfgsInitializer;
bfgsInitializer.IterationsParameter.ActualName = MinimizationIterationsParameterName;
bfgsInitializer.PointParameter.ActualName = HyperparameterParameterName;
bfgsInitializer.ApproximateGradientsParameter.ActualName = ApproximateGradientsParameterName;
bfgsInitializer.Successor = makeStep;
makeStep.StateParameter.ActualName = bfgsInitializer.StateParameter.Name;
makeStep.PointParameter.ActualName = HyperparameterParameterName;
makeStep.Successor = branch;
branch.ConditionParameter.ActualName = makeStep.TerminationCriterionParameter.Name;
branch.FalseBranch = modelCreator;
branch.TrueBranch = finalModelCreator;
modelCreator.OperatorParameter.ActualName = ModelCreatorParameterName;
modelCreator.Successor = updateResults;
updateResults.MaximizationParameter.ActualName = "Maximization (BFGS)";
updateResults.StateParameter.ActualName = bfgsInitializer.StateParameter.Name;
updateResults.QualityParameter.ActualName = NegativeLogLikelihoodParameterName;
updateResults.QualityGradientsParameter.ActualName = HyperparameterGradientsParameterName;
updateResults.ApproximateGradientsParameter.ActualName = ApproximateGradientsParameterName;
updateResults.Successor = analyzer;
analyzer.QualityParameter.ActualName = NegativeLogLikelihoodParameterName;
analyzer.PointParameter.ActualName = HyperparameterParameterName;
analyzer.QualityGradientsParameter.ActualName = HyperparameterGradientsParameterName;
analyzer.StateParameter.ActualName = bfgsInitializer.StateParameter.Name;
analyzer.PointsTableParameter.ActualName = "Hyperparameter table";
analyzer.QualityGradientsTableParameter.ActualName = "Gradients table";
analyzer.QualitiesTableParameter.ActualName = "Negative log likelihood table";
analyzer.Successor = makeStep;
finalModelCreator.OperatorParameter.ActualName = ModelCreatorParameterName;
finalModelCreator.Successor = finalAnalyzer;
finalAnalyzer.QualityParameter.ActualName = NegativeLogLikelihoodParameterName;
finalAnalyzer.PointParameter.ActualName = HyperparameterParameterName;
finalAnalyzer.QualityGradientsParameter.ActualName = HyperparameterGradientsParameterName;
finalAnalyzer.PointsTableParameter.ActualName = analyzer.PointsTableParameter.ActualName;
finalAnalyzer.QualityGradientsTableParameter.ActualName = analyzer.QualityGradientsTableParameter.ActualName;
finalAnalyzer.QualitiesTableParameter.ActualName = analyzer.QualitiesTableParameter.ActualName;
finalAnalyzer.Successor = solutionCreator;
solutionCreator.OperatorParameter.ActualName = SolutionCreatorParameterName;
}