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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.rbf;

import smile.math.Math;

import java.io.Serializable;

/**
 * Gaussian RBF. φ(r) = e-0.5 * r2 / r20
 * where r0 is a scale factor. The interpolation accuracy using
 * Gaussian basis functions can be very sensitive to r0, and they
 * are often avoided for this reason. However, for smooth functions and with
 * an optimal r0, very high accuracy can be achieved. The Gaussian
 * also will extrapolate any function to zero far from the data, and it gets
 * to zero quickly.
 * 

* In general, r0 should be larger than the typical separation of * points but smaller than the "outer scale" or feature size of the function * to interplate. There can be several orders of magnitude difference between * the interpolation accuracy with a good choice for r0, versus a * poor choice, so it is definitely worth some experimentation. One way to * experiment is to construct an RBF interpolator omitting one data point * at a time and measuring the interpolation error at the omitted point. * *

References

*
    *
  1. Nabil Benoudjit and Michel Verleysen. On the kernel widths in radial-basis function networks. Neural Process, 2003.
  2. *
* * @author Haifeng Li */ public class GaussianRadialBasis implements RadialBasisFunction, Serializable { private static final long serialVersionUID = 1L; /** * The scale factor. */ private double r0; /** * Constructor. The default bandwidth is 1.0. */ public GaussianRadialBasis() { this(1.0); } /** * Constructor. * * @param scale the scale (bandwidth/sigma) parameter. */ public GaussianRadialBasis(double scale) { r0 = scale; } @Override public double f(double r) { r /= r0; return Math.exp(-0.5 * r * r); } @Override public String toString() { return String.format("Gaussian Radial Basis (r0 = %.4f)", r0); } }




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