Merge pull request #585 from puffin444/master

Gaussian Process Regression Framework.
shogun-toolbox · Jun 20, 2012 · 5609bab · 5609bab
2 parents c000355 + 694d9c8
commit 5609bab
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Showing 18 changed files with 1,341 additions and 210 deletions.
diff --git a/src/shogun/kernel/GaussianKernel.cpp b/src/shogun/kernel/GaussianKernel.cpp
@@ -121,10 +121,37 @@ void CGaussianKernel::precompute_squared()
 		precompute_squared_helper(sq_rhs, (CDotFeatures*) rhs);
 }
 
+SGMatrix<float64_t> CGaussianKernel::get_parameter_gradient(const char* param_name)
+{
+
+	if(strcmp(param_name, "width") == 0)
+	{
+		SGMatrix<float64_t> derivative = SGMatrix<float64_t>(num_lhs, num_rhs);
+		for(int j = 0; j < num_lhs; j++)
+		{
+			for(int k = 0; k < num_rhs; k++)
+			{
+				float64_t element = sq_lhs[j]+sq_rhs[k]-2*CDotKernel::compute(j,k);
+				derivative(j,k) = exp(-element/width)*element/(width*width);
+			}
+		}
+
+		return derivative;
+	}
+
+	else
+	{
+		SG_ERROR("Gradient calculation not implemented for parameter %s.",
+			param_name);
+		SG_ERROR("Returning Empty Matrix\n");
+		return SGMatrix<float64_t>(0,0);
+	}
+}
+
 void CGaussianKernel::init()
 {
 	set_width(1.0);
-	set_compact_enabled(false);
+	set_compact_enabled(false);	
 	sq_lhs=NULL;
 	sq_rhs=NULL;
 	SG_ADD(&width, "width", "Kernel width.", MS_AVAILABLE);

diff --git a/src/shogun/kernel/GaussianKernel.h b/src/shogun/kernel/GaussianKernel.h
@@ -126,6 +126,14 @@ class CGaussianKernel: public CDotKernel
 		{
 			return m_compact;
 		}
+
+		/** return derivative with respect to specified parameter
+		 * 
+		 * @param name of parameter
+		 * @return gradient with respect to parameter
+		 */
+		virtual SGMatrix<float64_t> get_parameter_gradient(const char* param_name);
+
 
 	protected:
 		/** compute kernel function for features a and b

diff --git a/src/shogun/kernel/Kernel.cpp b/src/shogun/kernel/Kernel.cpp
@@ -945,3 +945,9 @@ void CKernel::init()
 
 	set_normalizer(new CIdentityKernelNormalizer());
 }
+
+SGMatrix<float64_t> CKernel::get_parameter_gradient(const char* param_name)
+{
+	SG_ERROR("Derivative with respect to parameter %s not implemented in kernel (%s).",
+			param_name, get_name());
+}
diff --git a/src/shogun/kernel/Kernel.h b/src/shogun/kernel/Kernel.h
@@ -759,6 +759,12 @@ class CKernel : public CSGObject
 		 */
 		virtual void set_subkernel_weights(SGVector<float64_t> weights);
 
+		/** get kernel derivative with respect to parameters
+		 *
+		 * @param name of parameter used to take derivative
+		 * @return kernel gradient with respect to parameter  
+		 */
+		virtual SGMatrix<float64_t> get_parameter_gradient(const char* param_name);
 	protected:
 		/** set property
 		 *