
smile.math.kernel.IsotropicKernel 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.Function;
import smile.math.blas.UPLO;
import smile.math.matrix.Matrix;
/**
* Isotropic kernel. If the kernel is a function only of the distance
* |x − y|
, it is called isotropic. It is thus invariant
* to all rigid motions.
*
* @author Haifeng Li
*/
public interface IsotropicKernel extends Function {
@Override
default double f(double dist) {
return k(dist);
}
/**
* Computes the isotropic kernel function.
* @param dist The distance.
* @return the kernel value.
*/
double k(double dist);
/**
* Computes the isotropic kernel function and its gradient over hyperparameters.
* @param dist The distance.
* @return the kernel value and gradient.
*/
double[] kg(double dist);
/**
* Computes the kernel function.
* This is simply for Scala convenience.
* @param dist The distance.
* @return the kernel value.
*/
default double apply(double dist) {
return k(dist);
}
/**
* Computes the kernel matrix.
*
* @param pdist The pairwise distance matrix.
* @return The kernel matrix.
*/
default Matrix K(Matrix pdist) {
if (pdist.nrow() != pdist.ncol()) {
throw new IllegalArgumentException(String.format("pdist is not square: %d x %d", pdist.nrow(), pdist.ncol()));
}
int n = pdist.nrow();
Matrix K = new Matrix(n, n);
for (int j = 0; j < n; j++) {
K.set(j, j, k(pdist.get(j, j)));
for (int i = j+1; i < n; i++) {
double k = k(pdist.get(i, j));
K.set(i, j, k);
K.set(j, i, k);
}
}
K.uplo(UPLO.LOWER);
return K;
}
/**
* Computes the kernel and gradient matrices.
*
* @param pdist The pairwise distance matrix.
* @return the kernel and gradient matrices.
*/
default Matrix[] KG(Matrix pdist) {
if (pdist.nrow() != pdist.ncol()) {
throw new IllegalArgumentException(String.format("pdist is not square: %d x %d", pdist.nrow(), pdist.ncol()));
}
int n = pdist.nrow();
int m = kg(pdist.get(0, 0)).length;
Matrix[] K = new Matrix[m];
for (int i = 0; i < m; i++) {
K[i] = new Matrix(n, n);
K[i].uplo(UPLO.LOWER);
}
for (int j = 0; j < n; j++) {
double[] kg = kg(pdist.get(j, j));
for (int l = 0; l < m; l++) {
K[l].set(j, j, kg[l]);
}
for (int i = j+1; i < n; i++) {
kg = kg(pdist.get(i, j));
for (int l = 0; l < m; l++) {
K[l].set(i, j, kg[l]);
K[l].set(j, i, kg[l]);
}
}
}
return K;
}
}
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