// Catalano Statistics Library
// The Catalano Framework
//
// Copyright © Diego Catalano, 2012-2016
// diego.catalano at live.com
//
// Copyright © César Souza, 2009-2013
// cesarsouza at gmail.com
//
// This library is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 2.1 of the License, or (at your option) any later version.
//
// This library is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
// Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License along with this library; if not, write to the Free Software
// Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
//
package Catalano.Statistics.Kernels;
/**
* Cauchy Kernel.
*
* The Cauchy kernel comes from the Cauchy distribution (Basak, 2008). It is a
* long-tailed kernel and can be used to give long-range influence and sensitivity
* over the high dimension space.
*
* @author Diego Catalano
*/
public class Cauchy implements IMercerKernel {
private double sigma;
/**
* Get the kernel's sigma value.
* @return Sigma value.
*/
public double getSigma() {
return sigma;
}
/**
* Sets the kernel's sigma value.
* @param sigma Sigma value.
*/
public void setSigma(double sigma) {
this.sigma = sigma;
}
/**
* Constructs a new Cauchy Kernel.
* Default sigma = 1.
*/
public Cauchy(){
this.sigma = 1;
}
/**
* Constructs a new Cauchy Kernel.
* @param sigma The value for sigma.
*/
public Cauchy(double sigma) {
this.sigma = sigma;
}
@Override
public double Function(double[] x, double[] y) {
// Optimization in case x and y are
// exactly the same object reference.
if (x == y) return 1.0;
double norm = 0.0, d;
for (int i = 0; i < x.length; i++)
{
d = x[i] - y[i];
norm += d * d;
}
return (1.0 / (1.0 + norm / sigma));
}
}
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