
smile.math.kernel.PearsonKernel 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;
import java.io.Serial;
/**
* Pearson VII universal kernel. The Pearson VII function
* is often used for curve fitting of X-ray diffraction
* scans and single bands in infrared spectra.
*
* References
*
* - B. Üstün, W.J. Melssen, and L. Buydens. Facilitating the Application of Support Vector Regression by Using a Universal Pearson VII Function Based Kernel, 2006.
*
*
* @author Diego Catalano
*/
public class PearsonKernel implements MercerKernel {
@Serial
private static final long serialVersionUID = 2L;
/** The tailing factor of the peak. */
private final double omega;
/** Pearson width. */
private final double sigma;
/** The coefficient 4 * (2 ^ (1/omega) - 1) / (sigma^2). */
private final double C;
/** The lower bound of sigma. */
private final double lo;
/** The upper bound of sigma. */
private final double hi;
/**
* Constructor.
* @param sigma Pearson width.
* @param omega The tailing factor of the peak.
*/
public PearsonKernel(double sigma, double omega) {
this(sigma, omega, 1E-5, 1E5);
}
/**
* Constructor.
* @param sigma Pearson width.
* @param omega The tailing factor of the peak. The tailing factor is
* fixed during hyperparameter tuning.
* @param lo The lower bound of length scale for hyperparameter tuning.
* @param hi The upper bound of length scale for hyperparameter tuning.
*/
public PearsonKernel(double sigma, double omega, double lo, double hi) {
this.omega = omega;
this.sigma = sigma;
this.C = 4.0 * (Math.pow(2.0, 1.0 / omega) - 1.0) / (sigma * sigma);
this.lo = lo;
this.hi = hi;
}
/**
* Returns Pearson width.
* @return Pearson width.
*/
public double sigma() {
return sigma;
}
/**
* Returns the tailing factor of the peak.
* @return the tailing factor of the peak.
*/
public double omega() {
return omega;
}
@Override
public String toString() {
return String.format("PearsonKernel(%.4f, %.4f)", sigma, omega);
}
@Override
public double k(double[] x, double[] y) {
double d = MathEx.squaredDistance(x, y);
return Math.pow(1.0 + C * d, -omega);
}
@Override
public double[] kg(double[] x, double[] y) {
double d = MathEx.squaredDistance(x, y);
double[] g = new double[2];
g[0] = Math.pow(1.0 + C * d, -omega);
g[1] = -2 * C * d * Math.pow(1.0 + C * d, -omega-1) / sigma;
return g;
}
@Override
public PearsonKernel of(double[] params) {
return new PearsonKernel(params[0], omega, 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 };
}
}
© 2015 - 2025 Weber Informatics LLC | Privacy Policy