Class KernelFunction

Base class for all kernel functions

Inheritance

Object

KernelFunction

ARD

LinearKernel

NNKernel

SquaredExponential

SummationKernel

WhiteNoise

Implements

IKernelFunctionWithParams

IKernelFunction

Inherited Members

Object.Equals(Object)

Object.Equals(Object, Object)

Object.GetHashCode()

Object.GetType()

Object.MemberwiseClone()

Object.ReferenceEquals(Object, Object)

Object.ToString()

Namespace: Microsoft.ML.Probabilistic.Distributions.Kernels

Assembly: Microsoft.ML.Probabilistic.dll

Syntax

[Serializable]
public abstract class KernelFunction : IKernelFunctionWithParams, IKernelFunction

Constructors

KernelFunction()

Default constructor

Declaration

protected KernelFunction()

KernelFunction(IList<String>)

Protected constructor - derived classes pass down their list of hyper-parameter names

Declaration

protected KernelFunction(IList<string> hyperNames)

Parameters

Type	Name	Description
IList<String>	hyperNames

KernelFunction(IList<String>, Double[])

Declaration

[Construction(new string[]{"thetaNames", "thetaValues"})]
protected KernelFunction(IList<string> hyperNames, double[] values)

Parameters

Type	Name	Description
IList<String>	hyperNames
Double[]	values

Fields

thetaName2Index

Dictionary that allows look-up of index from hype-parameter name

Declaration

protected Dictionary<string, int> thetaName2Index

Field Value

Type	Description
Dictionary<String, Int32>

thetaNames

Hyper-parameter names

Declaration

protected IList<string> thetaNames

Field Value

Type	Description
IList<String>

thetaValues

Hyper-parameter values

Declaration

protected double[] thetaValues

Field Value

Type	Description
Double[]

Properties

HyperNames

Sets the names of the hyper-parameters. Note that this destroys any values

Declaration

public virtual IList<string> HyperNames { set; }

Property Value

Type	Description
IList<String>

Item[Int32]

Sets or gets a log hyper-parameter by index

Declaration

public virtual double this[int index] { get; set; }

Parameters

Type	Name	Description
Int32	index	Index of the log hyper-parameter

Property Value

Type	Description
Double	The log hyper-parameter value

Item[String]

Sets or gets hyper-parameter by name. This indexer is not over-rideable

Declaration

public virtual double this[string name] { get; set; }

Parameters

Type	Name	Description
String	name	Mame of the hyper-parameter

Property Value

Type	Description
Double	The hyper-parameter value

ThetaCount

Hyper-parameter count

Declaration

public virtual int ThetaCount { get; }

Property Value

Type	Description
Int32

TypeVersion

The static version for the derived class

Declaration

public abstract int TypeVersion { get; }

Property Value

Type	Description
Int32

Methods

Cholesky(IKernelFunction, Dictionary<Int32, Vector>)

Cholesky of Kernel matrix

Declaration

public static LowerTriangularMatrix Cholesky(IKernelFunction kf, Dictionary<int, Vector> xData)

Parameters

Type	Name	Description
IKernelFunction	kf	Kernel function
Dictionary<Int32, Vector>	xData	Data with which to build the matrix

Returns

Type	Description
LowerTriangularMatrix

EvaluateX(Vector)

Evaluates the kernel for a single vector

Declaration

public virtual double EvaluateX(Vector x)

Parameters

Type	Name	Description
Vector	x	Vector

Returns

Type	Description
Double

EvaluateX(Vector, ref Vector)

Evaluates the kernel for a single vector, and optionally, returns the derivatives with respect to the parameters

Declaration

public virtual double EvaluateX(Vector x, ref Vector logThetaDeriv)

Parameters

Type	Name	Description
Vector	x	Vector
Vector	logThetaDeriv	Derivative of the kernel value with respect to the log hyper-parameters

Returns

Type	Description
Double

EvaluateX(Vector, ref Vector, ref Vector)

Evaluates the kernel for a single vector, and optionally, returns the derivatives with respect to the vector and with respect to the parameters

Declaration

public abstract double EvaluateX(Vector x, ref Vector xDeriv, ref Vector logThetaDeriv)

Parameters

Type	Name	Description
Vector	x	Vector
Vector	xDeriv	Derivative of the kernel value with respect to x
Vector	logThetaDeriv	Derivative of the kernel value with respect to the log hyper-parameters

Returns

Type	Description
Double

EvaluateX1X2(Vector, Vector)

Evaluates the kernel for a pair of vectors

Declaration

public virtual double EvaluateX1X2(Vector x1, Vector x2)

Parameters

Type	Name	Description
Vector	x1	First vector
Vector	x2	Second vector

Returns

Type	Description
Double

EvaluateX1X2(Vector, Vector, ref Vector)

Evaluates the kernel for a pair of vectors and, optionally, returns derivatives with respect to the parameters

Declaration

public virtual double EvaluateX1X2(Vector x1, Vector x2, ref Vector logThetaDeriv)

Parameters

Type	Name	Description
Vector	x1	First vector
Vector	x2	Second vector
Vector	logThetaDeriv	Derivative of the kernel value with respect to the log hyper-parameters

Returns

Type	Description
Double

EvaluateX1X2(Vector, Vector, ref Vector, ref Vector)

Evaluates the kernel for a pair of vectors and, optionally, returns derivatives with respect to each vector, and with respect to the parameters

Declaration

public abstract double EvaluateX1X2(Vector x1, Vector x2, ref Vector x1Deriv, ref Vector logThetaDeriv)

Parameters

Type	Name	Description
Vector	x1	First vector
Vector	x2	Second vector
Vector	x1Deriv	Derivative of the kernel value with respect to x1 input vector
Vector	logThetaDeriv	Derivative of the kernel value with respect to the log hyper-parameters

Returns

Type	Description
Double

IndexToName(Int32)

Gets the index of a specified hyperparameter name

Declaration

public virtual string IndexToName(int thetaIndex)

Parameters

Type	Name	Description
Int32	thetaIndex	The hyper-parameter index

Returns

Type	Description
String	The index

NameToIndex(String)

Gets the index of a specified hyperparameter name

Declaration

public virtual int NameToIndex(string thetaName)

Parameters

Type	Name	Description
String	thetaName	The hyper-parameter name

Returns

Type	Description
Int32	The index

Read(StreamReader)

Read the parameters in from a stream

Declaration

public virtual void Read(StreamReader sr)

Parameters

Type	Name	Description
StreamReader	sr	Stream reader

Write(StreamWriter)

Writes the parameters out to a stream

Declaration

public virtual void Write(StreamWriter sw)

Parameters

Type	Name	Description
StreamWriter	sw	Stream writer

Implements

IKernelFunctionWithParams

IKernelFunction