#[derive(Clone, Debug, PartialEq)]
#[cfg_attr(
feature = "serde",
derive(Serialize, Deserialize),
serde(crate = "serde_crate")
)]
pub struct RationalQuadratic {
pub variance: f64,
pub lengthscales: Vec<f64>,
pub power: f64,
}
impl RationalQuadratic {
pub fn new(variance: f64, lengthscales: Vec<f64>, power: f64) -> RationalQuadratic {
RationalQuadratic {
power,
variance,
lengthscales,
}
}
pub fn non_ard(power: f64, variance: f64, lengthscale: f64) -> RationalQuadratic {
RationalQuadratic::new(variance, vec![lengthscale], power)
}
fn kernel_stationary(&self, r: f64) -> f64 {
self.variance * (-self.power * (r * r / 2.0).ln_1p()).exp()
}
}
impl Default for RationalQuadratic {
fn default() -> RationalQuadratic { RationalQuadratic::non_ard(1.0, 1.0, 2.0) }
}
impl super::Kernel<f64> for RationalQuadratic {
fn kernel(&self, x: f64, y: f64) -> f64 {
self.kernel_stationary((x - y).abs() / self.lengthscales[0])
}
}
impl super::Kernel<&[f64]> for RationalQuadratic {
fn kernel(&self, x: &[f64], y: &[f64]) -> f64 {
let x = x
.into_iter()
.zip(y.into_iter())
.map(|(x, y)| x - y)
.zip(self.lengthscales.iter())
.map(|(d, l)| d / l)
.fold(0.0, |acc, z| acc + z * z)
.sqrt();
self.kernel_stationary(x)
}
}
impl super::Kernel<&Vec<f64>> for RationalQuadratic {
fn kernel(&self, x: &Vec<f64>, y: &Vec<f64>) -> f64 {
super::Kernel::<&[f64]>::kernel(self, x, y)
}
}