GPy/GPy/core/transformations.py

# Copyright (c) 2012, GPy authors (see AUTHORS.txt).
# Licensed under the BSD 3-clause license (see LICENSE.txt)


import numpy as np

class transformation(object):
    def __init__(self):
        #set the domain. Suggest we use 'positive', 'bounded', etc
        self.domain = 'undefined'
    def f(self, x):
        raise NotImplementedError

    def finv(self,x):
        raise NotImplementedError

    def gradfactor(self,f):
        """ df_dx evaluated at self.f(x)=f"""
        raise NotImplementedError
    def initialize(self,f):
        """ produce a sensible initial values for f(x)"""
        raise NotImplementedError
    def __str__(self):
        raise NotImplementedError

class logexp(transformation):
    def __init__(self):
        self.domain= 'positive'
    def f(self,x):
        return np.log(1. + np.exp(x))
    def finv(self,f):
        return np.log(np.exp(f) - 1.)
    def gradfactor(self,f):
        ef = np.exp(f)
        return (ef - 1.)/ef
    def initialize(self,f):
        return np.abs(f)
    def __str__(self):
        return '(+ve)'

class exponent(transformation):
    def __init__(self):
        self.domain= 'positive'
    def f(self,x):
        return np.exp(x)
    def finv(self,x):
        return np.log(x)
    def gradfactor(self,f):
        return f
    def initialize(self,f):
        return np.abs(f)
    def __str__(self):
        return '(+ve)'

class negative_exponent(transformation):
    def __init__(self):
        self.domain= 'negative'
    def f(self,x):
        return -np.exp(x)
    def finv(self,x):
        return np.log(-x)
    def gradfactor(self,f):
        return f
    def initialize(self,f):
        return -np.abs(f)
    def __str__(self):
        return '(-ve)'

class logistic(transformation):
    def __init__(self,lower,upper):
        self.domain= 'bounded'
        assert lower < upper
        self.lower, self.upper = float(lower), float(upper)
        self.difference = self.upper - self.lower
    def f(self,x):
        return self.lower +  self.difference/(1.+np.exp(-x))
    def finv(self,f):
        return np.log(np.clip(f - self.lower, 1e-10, np.inf) / np.clip(self.upper - f, 1e-10, np.inf))
    def gradfactor(self,f):
        return (f-self.lower)*(self.upper-f)/self.difference
    def initialize(self,f):
        return self.f(f*0.)
    def __str__(self):
        return '({},{})'.format(self.lower,self.upper)