evelinag / ariadne Goto Github PK

// Generate gaussian process
// start with covariance function. Define params first
float lengthscale = 0.5F;
float signalVariance = 0.3F;
float noiseVariance = 0.5F;

// Setup kernel fuction
Ariadne.Kernels.SquaredExp.SquaredExp kernelFunction = new Ariadne.Kernels.SquaredExp.SquaredExp(lengthscale, signalVariance, noiseVariance);
// Use kernel function to spawn process
Ariadne.GaussianProcess.GaussianProcess<double> gaussianProcess = kernelFunction.GaussianProcess();

// Points is an object I am unpacking values into these items from
double[] pointTimes = new double[points.Count];
double[] xPoints = new double[points.Count];
// unpacking of values into above variables occurs here

// Generate Observation sets
int SIZE = 45000;  // Testing variable to help isolate around when the bug occurs
Ariadne.GaussianProcess.Observation<double> xObservations = new Ariadne.GaussianProcess.Observation<double>(pointTimes[0..SIZE], xPoints[0..SIZE]);
Ariadne.GaussianProcess.Observation<double> yObservations = new Ariadne.GaussianProcess.Observation<double>(pointTimes[0..SIZE], yPoints[0..SIZE]);

// Turn into enumeratble objects (required for function signature)
List<Ariadne.GaussianProcess.Observation<double>> xEnumerable = new List<Ariadne.GaussianProcess.Observation<double>>
{
     xObservations
};

// Attempt predictions
// TIMESTAMPS is pre-defined, and is the set of locations I am attempting to get predictions for, and is 10 locations
Tuple<double[], double[]> xResults = gaussianProcess.Predict(xEnumerable, TIMESTAMPS);  // IndexOutOfBounds error occurs here