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From Andreas Niekler <>
Subject Re: [math] Usage of DifferentiableMultivariateRealFunction
Date Mon, 14 May 2012 12:11:49 GMT

after reading a lot through the tutorial this is the code that i came up 
with regarding the implementation of a gaussian process regression 
optimisation (File appended):

initCovarianceAndGradients(): initialisation of matrices and 
calculations which are needed by both marginal likelihood calculation 
and gradient calculation:

Within this function i calculate some things globally which are strongly 
reused by the value() and gradient() functions. What i do not really 
understand is the passing of the double[] argument to the value() 
function and the value() function of the gradient() method. Are those 
methods called by the optimizer with the updated parameters? If this is 
the case i have to recalculate the global calculations with each call to 
the value() and gradient() methods.

Thanks for clarification

Am 14.05.2012 12:53, schrieb Gilles Sadowski:
> Hello.
>>> thanks for the reply. But i wonder what is the input for value and gradient.
>>> in DifferentiableMultivariateRealFunction this needs to be a double array
>>> but what needs to be provided there? The parameters for the function to
>>> optimize?
>>> Thank you very much again
>>> Andreas
>> Do please have a look to the examples, as your question (and my
>> answer) is too vague if not supported by proper code. I guess the
>> answer to your question is 'yes', the double[] array is indeed the set
>> of parameters, but again, do check the examples, I would not like to
>> be misguiding you. Besides the user guide which should provide you
>> with the answer, have a look to this implementation [1], line 153. In
>> this implementation, x[i] and y[i] are the data points, yhat[i] are
>> the model predictions, and a[] are the parameters. You should be able
>> to find your way with this example.
> I've also just added another bit of code show-casing the usage of the
> "non-linear least-squares" optimizers (svn revision 1338144).
> Best regards,
> Gilles
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Dipl.-Ing. (FH) Andreas Niekler
Mitarbeiter und Promovend
Bereich Multimedia-Produktionssysteme und -technologien

Hochschule für Technik, Wirtschaft und Kultur Leipzig
Fachbereich Medien

Gustav-Freytag-Straße 40
04277 Leipzig

Telefon: +49 0341 30 76 2378


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