io.citrine.lolo.stats.functions.Friedman.scala Maven / Gradle / Ivy

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package io.citrine.lolo.stats.functions

/**
  * Created by maxhutch on 1/5/17.
  */
object Friedman {

  /**
    * Test function on X \in [0,1]^5 by Friedman and Silverman (1989)
    *
    * From:
    * Friedman, Jerome H., and Bernard W. Silverman. "Flexible parsimonious smoothing and additive modeling."
    * Technometrics 31, no. 1 (1989): 3-21.
    *
    * @param x input vector of length 5 or more
    * @return test function(x)
    */
  def friedmanSilverman(x: Seq[Double]): Double = {
    val x_pad = x.padTo(5, 0.0)
    0.1 * Math.exp(4.0 * x_pad(0)) + 4.0 / (1 + Math.exp(-20.0 * (x_pad(1) - 0.5))) + 3.0 * x_pad(2) + 2.0 * x_pad(
      3
    ) + x_pad(4)
  }

  /**
    * Test function on X \in [0,1]^5 by Friedman, Grosse, and Stuetzle (1983)
    *
    * From:
    * Friedman, Jerome H., Eric Grosse, and Werner Stuetzle. "Multidimensional additive spline approximation."
    * SIAM Journal on Scientific and Statistical Computing 4, no. 2 (1983): 291-301.
    *
    * @param x input vector of length 5 or more
    * @return test function(x)
    */
  def friedmanGrosseSilverman(x: Seq[Double]): Double = {
    val x_pad = x.padTo(5, 0.0)
    10.0 * Math.sin(Math.PI * x_pad(0) * x_pad(1)) + 20.0 * Math.pow(x_pad(2) - 0.5, 2) + 10.0 * x_pad(3) + 5.0 * x_pad(
      4
    )
  }
}