smile.math.kernel.GaussianKernel Maven / Gradle / Ivy
/******************************************************************************
* Confidential Proprietary *
* (c) Copyright Haifeng Li 2011, All Rights Reserved *
******************************************************************************/
package smile.math.kernel;
import smile.math.Math;
/**
* The Gaussian Mercer Kernel. k(u, v) = e-||u-v||2 / (2 * σ2),
* where σ > 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 implements MercerKernel {
/**
* The width of the kernel.
*/
private double gamma;
/**
* Constructor.
* @param sigma the smooth/width parameter of Gaussian kernel.
*/
public GaussianKernel(double sigma) {
if (sigma <= 0)
throw new IllegalArgumentException("sigma is not positive.");
this.gamma = 0.5 / (sigma * sigma);
}
@Override
public String toString() {
return String.format("Gaussian Kernel (\u02E0 = %.4f)", Math.sqrt(0.5/gamma));
}
@Override
public double k(double[] x, double[] y) {
if (x.length != y.length)
throw new IllegalArgumentException(String.format("Arrays have different length: x[%d], y[%d]", x.length, y.length));
return Math.exp(-gamma * Math.squaredDistance(x, y));
}
}