
smile.math.kernel.GaussianKernel 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 smile.math.MathEx;
/**
* 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 GaussianKernel extends Gaussian implements MercerKernel {
/**
* Constructor.
* @param sigma The length scale of kernel.
*/
public GaussianKernel(double sigma) {
this(sigma, 1E-05, 1E5);
}
/**
* 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 GaussianKernel(double sigma, double lo, double hi) {
super(sigma, lo, hi);
}
@Override
public double k(double[] x, double[] y) {
return k(MathEx.distance(x, y));
}
@Override
public double[] kg(double[] x, double[] y) {
return kg(MathEx.distance(x, y));
}
@Override
public GaussianKernel of(double[] params) {
return new GaussianKernel(params[0], lo, hi);
}
@Override
public double[] hyperparameters() {
return new double[] { sigma };
}
@Override
public double[] lo() {
return new double[] { lo };
}
@Override
public double[] hi() {
return new double[] { hi };
}
}