
smile.math.kernel.Gaussian Maven / Gradle / Ivy
/*
* Copyright (c) 2010-2021 Haifeng Li. All rights reserved.
*
* Smile is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Smile is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with Smile. If not, see .
*/
package smile.math.kernel;
import java.io.Serial;
/**
* Gaussian kernel, also referred as RBF kernel or squared exponential kernel.
*
* k(u, v) = exp(-||u-v||2 / 2σ2)
*
* where σ {@code > 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 Gaussian implements IsotropicKernel {
@Serial
private static final long serialVersionUID = 2L;
/** The length scale of the kernel. */
final double sigma;
/** The lower bound of length scale for hyperparameter tuning. */
final double lo;
/** The upper bound of length scale for hyperparameter tuning. */
final double hi;
/**
* Constructor.
* @param sigma The length scale of kernel.
* @param lo The lower bound of length scale for hyperparameter tuning.
* @param hi The upper bound of length scale for hyperparameter tuning.
*/
public Gaussian(double sigma, double lo, double hi) {
if (sigma <= 0) {
throw new IllegalArgumentException("sigma is not positive: " + sigma);
}
this.sigma = sigma;
this.lo = lo;
this.hi = hi;
}
/**
* Returns the length scale of kernel.
* @return the length scale of kernel.
*/
public double scale() {
return sigma;
}
@Override
public String toString() {
return String.format("GaussianKernel(%.4f)", sigma);
}
@Override
public double k(double dist) {
double d = dist / sigma;
return Math.exp(-0.5 * d * d);
}
@Override
public double[] kg(double dist) {
double[] g = new double[2];
double d = dist / sigma;
double k = Math.exp(-0.5 * d * d);
g[0] = k;
g[1] = k * d * d / sigma;
return g;
}
}