[Poly] added bias and scale

GPy/kern/src/poly.py

@@ -5,32 +5,49 @@ import numpy as np
 from .kern import Kern
 from ...core.parameterization import Param
 from paramz.transformations import Logexp
+from paramz.caching import Cache_this
 
 class Poly(Kern):
     """
     Polynomial kernel
     """
 
-    def __init__(self, input_dim, variance=1., order=3., active_dims=None, name='poly'):
+    def __init__(self, input_dim, variance=1., scale=1., bias=1., order=3., active_dims=None, name='poly'):
         super(Poly, self).__init__(input_dim, active_dims, name)
         self.variance = Param('variance', variance, Logexp())
-        self.link_parameter(self.variance)
+        self.scale = Param('scale', scale, Logexp())
+        self.bias = Param('bias', bias, Logexp())
+
+        self.link_parameters(self.variance, self.scale, self.bias)
+        assert order >= 1, 'The order of the polynomial has to be at least 1.'
         self.order=order
 
-    def K(self, X, X2=None):
-        return (self._dot_product(X, X2) + 1.)**self.order * self.variance
 
-    def _dot_product(self, X, X2=None):
+    def K(self, X, X2=None):
+        _, _, B = self._AB(X, X2)
+        return B * self.variance
+
+    #@Cache_this(limit=2)
+    def _AB(self, X, X2=None):
         if X2 is None:
-            return np.dot(X, X.T)
+            dot_prod = np.dot(X, X.T)
         else:
-            return np.dot(X, X2.T)
+            dot_prod = np.dot(X, X2.T)
+        A = (self.scale * dot_prod) + self.bias
+        B = A ** self.order
+        return dot_prod, A, B
 
     def Kdiag(self, X):
-        return self.variance*(np.square(X).sum(1) + 1.)**self.order
+        return self.K(X).diagonal()#self.variance*(np.square(X).sum(1) + 1.)**self.order
 
     def update_gradients_full(self, dL_dK, X, X2=None):
-        self.variance.gradient = np.sum(dL_dK * (self._dot_product(X, X2) + 1.)**self.order)
+        dot_prod, A, B = self._AB(X, X2)
+        dK_dA = self.variance * self.order * A ** (self.order-1.)
+        dL_dA = dL_dK * (dK_dA)
+        self.scale.gradient = (dL_dA * dot_prod).sum()
+        self.bias.gradient = dL_dA.sum()
+        self.variance.gradient = np.sum(dL_dK * B)
+        #import ipdb;ipdb.set_trace()
 
     def update_gradients_diag(self, dL_dKdiag, X):
         raise NotImplementedError

GPy/testing/kernel_tests.py

@@ -324,6 +324,11 @@ class KernelGradientTestsContinuous(unittest.TestCase):
         k.randomize()
         self.assertTrue(check_kernel_gradient_functions(k, X=self.X, X2=self.X2, verbose=verbose))
 
+    def test_Poly(self):
+        k = GPy.kern.Poly(self.D, order=5)
+        k.randomize()
+        self.assertTrue(check_kernel_gradient_functions(k, X=self.X, X2=self.X2, verbose=verbose))
+
     def test_standard_periodic(self):
         k = GPy.kern.StdPeriodic(self.D, self.D-1)
         k.randomize()