/*
* Apache License
* Version 2.0, January 2004
* http://www.apache.org/licenses/
*
* Copyright 2013 Aurelian Tutuianu
* Copyright 2014 Aurelian Tutuianu
* Copyright 2015 Aurelian Tutuianu
* Copyright 2016 Aurelian Tutuianu
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*
*/
package rapaio.ml.classifier.svm.kernel;
import rapaio.data.Frame;
import static rapaio.sys.WS.formatFlex;
/**
* The GaussianPdf kernel is an example of radial basis function kernel.
* <p>
* k(x, y) = \exp\left(-\frac{ \lVert x-y \rVert ^2}{2\sigma^2}\right)
* <p>
* Alternatively, it could also be implemented using
* <p>
* k(x, y) = \exp\left(- \gamma \lVert x-y \rVert ^2 )
* <p>
* The adjustable parameter sigma plays a major role in the performance of
* the kernel, and should be carefully tuned to the problem at hand. If
* overestimated, the exponential will behave almost linearly and the
* higher-dimensional projection will start to lose its non-linear power.
* In the other hand, if underestimated, the function will lack regularization
* and the decision boundary will be highly sensitive to noise in training data.
* <p>
* Created by <a href="mailto:padreati@yahoo.com">Aurelian Tutuianu</a> at 1/16/15.
*/
public class RBFKernel extends AbstractKernel {
private static final long serialVersionUID = -2105174939802643460L;
private final double sigma;
private final double factor;
public RBFKernel(double sigma) {
this.sigma = sigma;
this.factor = 1.0 / (2.0 * sigma * sigma);
}
@Override
public double eval(Frame df1, int row1, Frame df2, int row2) {
double value = deltaDotProd(df1, row1, df2, row2);
return 1.0 / Math.pow(Math.E, factor * value * value);
}
@Override
public Kernel newInstance() {
return new RBFKernel(sigma);
}
@Override
public String name() {
return "RBF(sigma=" + formatFlex(sigma) + ")";
}
}