smile.math.kernel.GaussianKernel Maven / Gradle / Ivy
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/*******************************************************************************
* Copyright (c) 2010 Haifeng Li
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*******************************************************************************/
package smile.math.kernel;
import smile.math.Math;
/**
* The Gaussian Mercer Kernel. k(u, v) = e-||u-v||2 / (2 * σ2),
* where σ > 0 is the scale parameter of the kernel.
*
* The Gaussian kernel is a good choice for a great deal of applications,
* although sometimes it is remarked as being overused.
* @author Haifeng Li
*/
public class GaussianKernel implements MercerKernel {
private static final long serialVersionUID = 1L;
/**
* The width of the kernel.
*/
private double gamma;
/**
* Constructor.
* @param sigma the smooth/width parameter of Gaussian kernel.
*/
public GaussianKernel(double sigma) {
if (sigma <= 0)
throw new IllegalArgumentException("sigma is not positive.");
this.gamma = 0.5 / (sigma * sigma);
}
@Override
public String toString() {
return String.format("Gaussian Kernel (\u02E0 = %.4f)", Math.sqrt(0.5/gamma));
}
@Override
public double k(double[] x, double[] y) {
if (x.length != y.length)
throw new IllegalArgumentException(String.format("Arrays have different length: x[%d], y[%d]", x.length, y.length));
return Math.exp(-gamma * Math.squaredDistance(x, y));
}
}