SingleGP.cpp

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/*
 * SingleGP.cpp
 *
 *  Created on: Feb 10, 2010
 *      Author: sturm
 */


#include "gaussian_process/SingleGP.h"

namespace gaussian_process {

#define sqr(a) ((a)*(a))

SingleGP::SingleGP(CovFuncND initialCovFunc,double initialSigmaNoise)
:
        initialCovFunc(initialCovFunc), initialSigmaNoise(initialSigmaNoise),
        covFunc(initialCovFunc), sigmaNoise(initialSigmaNoise),
        GP(&covFunc, &sigmaNoise)
{
        GP.m_dataPoints = &dataPoints;
        GP.m_t = &targetPoints;
        GP.m_numDataPoints = 0;

}

SingleGP::~SingleGP() {
        GP.m_dataPoints = NULL;
        GP.m_t = NULL;
}

void SingleGP::Reset() {
        dataPoints.clear();
        targetPoints.clear();
        covFunc = initialCovFunc;
        sigmaNoise = initialSigmaNoise;
        GP.m_numDataPoints = 0;
}

void SingleGP::SetData(TVector<TDoubleVector> &dataPoints,TVector<double> &targetPoints) {
        this->dataPoints = dataPoints;
        this->targetPoints = targetPoints;
        GP.m_numDataPoints = dataPoints.size();
        GP.m_dataPoints = &this->dataPoints;
        GP.m_t = &this->targetPoints;
        BuildGP();
}

void SingleGP::BuildGP() {
        if(GP.m_numDataPoints ==0) {
                return;
        }

        if(dataPoints[0].size() == 0) {
                double sum = 0;
                for(unsigned int i=0;i<dataPoints.size();i++) {
                        sum += targetPoints[i];
                }
                mean = sum/dataPoints.size();

                sum = 0;
                for(unsigned int i=0;i<dataPoints.size();i++) {
                        sum += sqr(targetPoints[i]-mean);
                }
                var = sum/dataPoints.size();
                sum = 0;
                return;
        } else {
                GP.buildGP(true);       // build iCov and targets
        }
}

void SingleGP::OptimizeGP() {
        if(GP.m_numDataPoints ==0) return;

        if(dataPoints[0].size() != 0) {

                if(!GP.minimizeGSL(100)) {
                        covFunc = initialCovFunc;
                        sigmaNoise = initialSigmaNoise;
//                      cout << "minimize failed, resetting values"<<endl;
                } else {
                        return; // done!
                }

        }
        BuildGP();
}

void SingleGP::Evaluate(TDoubleVector data, double &targetMean, double &targetVar) {
        targetMean = NAN;
        targetVar = NAN;
        if(GP.m_numDataPoints ==0) return;

        if(dataPoints[0].size() == 0) {
                targetMean = mean;
                targetVar = var;
        } else {
                //cout << "datapoitns="<<GP.m_numDataPoints<<endl;
                GP.evalGP(data, targetMean, targetVar);
        }
}

double SingleGP::GetDataLikelihood() {
        if(GP.m_numDataPoints ==0) return(NAN);

        if(dataPoints[0].size() == 0) {
                return(NAN);
        }

        return(GP.getDataLikelihood());
}

}

#include "gaussian_process/gpRegression.hxx"