use super::{CovGrad, CovGradError, Kernel, KernelError};
use nalgebra::base::constraint::{SameNumberOfColumns, ShapeConstraint};
use nalgebra::base::storage::Storage;
use nalgebra::{dvector, DMatrix, DVector, Dim, Matrix};
use std::f64;
#[cfg(feature = "serde1")]
use serde::{Deserialize, Serialize};
#[derive(Clone, Debug, PartialEq)]
#[cfg_attr(feature = "serde1", derive(Serialize, Deserialize))]
#[cfg_attr(feature = "serde1", serde(rename_all = "snake_case"))]
pub struct ConstantKernel {
scale: f64,
}
impl ConstantKernel {
pub fn new(value: f64) -> Result<Self, KernelError> {
if value <= 0.0 {
Err(KernelError::ParameterOutOfBounds {
name: "value".to_string(),
given: value,
bounds: (0.0, std::f64::INFINITY),
})
} else {
Ok(Self { scale: value })
}
}
pub fn new_unchecked(scale: f64) -> Self {
Self { scale }
}
}
impl Default for ConstantKernel {
fn default() -> Self {
Self { scale: 1.0 }
}
}
impl std::convert::TryFrom<f64> for ConstantKernel {
type Error = KernelError;
fn try_from(value: f64) -> Result<Self, Self::Error> {
Self::new(value)
}
}
impl Kernel for ConstantKernel {
fn n_parameters(&self) -> usize {
1
}
fn covariance<R1, R2, C1, C2, S1, S2>(
&self,
x1: &Matrix<f64, R1, C1, S1>,
x2: &Matrix<f64, R2, C2, S2>,
) -> DMatrix<f64>
where
R1: Dim,
R2: Dim,
C1: Dim,
C2: Dim,
S1: Storage<f64, R1, C1>,
S2: Storage<f64, R2, C2>,
ShapeConstraint: SameNumberOfColumns<C1, C2>,
{
DMatrix::from_element(x1.nrows(), x2.nrows(), self.scale)
}
fn is_stationary(&self) -> bool {
true
}
fn diag<R, C, S>(&self, x: &Matrix<f64, R, C, S>) -> DVector<f64>
where
R: Dim,
C: Dim,
S: Storage<f64, R, C>,
{
DVector::from_element(x.nrows(), self.scale)
}
fn parameters(&self) -> DVector<f64> {
dvector![self.scale.ln()]
}
fn reparameterize(&self, param_vec: &[f64]) -> Result<Self, KernelError> {
match param_vec {
[] => Err(KernelError::MissingParameters(1)),
[value] => Self::new(value.exp()),
_ => Err(KernelError::ExtraniousParameters(param_vec.len() - 1)),
}
}
fn covariance_with_gradient<R, C, S>(
&self,
x: &Matrix<f64, R, C, S>,
) -> Result<(DMatrix<f64>, CovGrad), CovGradError>
where
R: Dim,
C: Dim,
S: Storage<f64, R, C>,
{
let cov = self.covariance(x, x);
let grad = CovGrad::new_unchecked(&[DMatrix::from_element(
x.nrows(),
x.nrows(),
self.scale,
)]);
Ok((cov, grad))
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn constant_kernel() {
let kernel = ConstantKernel::new(3.0).unwrap();
assert::close(kernel.parameters()[0], 3.0_f64.ln(), 1E-10);
assert!(kernel.parameters().relative_eq(
&dvector![3.0_f64.ln()],
1E-8,
1E-8,
));
let x = DMatrix::from_column_slice(2, 2, &[1.0, 3.0, 2.0, 4.0]);
let y = DMatrix::from_column_slice(2, 2, &[5.0, 6.0, 7.0, 8.0]);
let (cov, grad) = kernel.covariance_with_gradient(&x).unwrap();
let expected_cov = DMatrix::from_row_slice(2, 2, &[3.0, 3.0, 3.0, 3.0]);
let expected_grad =
CovGrad::from_row_slices(2, 1, &[3.0, 3.0, 3.0, 3.0]).unwrap();
assert!(cov.relative_eq(&expected_cov, 1E-8, 1E-8));
assert!(grad.relative_eq(&expected_grad, 1E-8, 1E-8));
let cov = kernel.covariance(&x, &y);
let expected_cov = DMatrix::from_row_slice(2, 2, &[3.0, 3.0, 3.0, 3.0]);
assert!(cov.relative_eq(&expected_cov, 1E-8, 1E-8));
}
}