Added mlp mapping (with possibility of having multiple layers).

GPy/mappings/__init__.py

@@ -1,7 +1,7 @@
 # Copyright (c) 2013, GPy authors (see AUTHORS.txt).
 # Licensed under the BSD 3-clause license (see LICENSE.txt)
 
-from kernel_mapping import Kernel
-from linear_mapping import Linear
-#from mlp_mapping import MLP
-#from rbf_mapping import RBF
+#from kernel import Kernel
+from linear import Linear
+from mlp import MLP
+#from rbf import RBF

GPy/mappings/kernel.py

@@ -2,8 +2,8 @@
 # Licensed under the BSD 3-clause license (see LICENSE.txt)
 
 import numpy as np
-from ..core import Mapping
-from .. import kern
+from ..core.mapping import Mapping
+from ..kern.kern import kern
 
 class Kernel(Mapping):
     """
@@ -42,7 +42,7 @@ class Kernel(Mapping):
 
     def _set_params(self, x):
         self.A = x[:self.num_data * self.output_dim].reshape(self.num_data, self.output_dim).copy()
-        self.bias = x[self.num_data*self.output_dim:]
+        self.bias = x[self.num_data*self.output_dim:].copy()
         
     def randomize(self):
         self.A = np.random.randn(self.num_data, self.output_dim)/np.sqrt(self.num_data+1)

GPy/mappings/linear.py

@@ -2,8 +2,7 @@
 # Licensed under the BSD 3-clause license (see LICENSE.txt)
 
 import numpy as np
-from ..core import Mapping
-from .. import kern
+from ..core.mapping import Mapping
 
 class Linear(Mapping):
     """
@@ -35,7 +34,7 @@ class Linear(Mapping):
 
     def _set_params(self, x):
         self.W = x[:self.input_dim * self.output_dim].reshape(self.input_dim, self.output_dim).copy()
-        self.bias = x[self.input_dim*self.output_dim:]
+        self.bias = x[self.input_dim*self.output_dim:].copy()
     def randomize(self):
         self.W = np.random.randn(self.input_dim, self.output_dim)/np.sqrt(self.input_dim + 1)
         self.bias = np.random.randn(self.output_dim)/np.sqrt(self.input_dim + 1)

GPy/mappings/mlp.py

@@ -0,0 +1,126 @@
+# Copyright (c) 2013, GPy authors (see AUTHORS.txt).
+# Licensed under the BSD 3-clause license (see LICENSE.txt)
+
+import numpy as np
+from ..core.mapping import Mapping
+
+class MLP(Mapping):
+    """
+    Mapping based on a multi-layer perceptron neural network model.
+
+    .. math::
+
+       f(\mathbf{x}*) = \mathbf{W}^0\boldsymbol{\phi}(\mathbf{W}^1\mathbf{x}+\mathb{b}^1)^* + \mathbf{b}^0
+
+    where
+    ..math::
+      \phi(\cdot) = \text{tanh}(\cdot)
+
+    :param X: input observations
+    :type X: ndarray
+    :param output_dim: dimension of output.
+    :type output_dim: int
+    :param hidden_dim: dimension of hidden layer. If it is an int, there is one hidden layer of the given dimension. If it is a list of ints there are as manny hidden layers as the length of the list, each with the given number of hidden nodes in it.
+    :type hidden_dim: int or list of ints. 
+    """
+
+    def __init__(self, input_dim=1, output_dim=1, hidden_dim=3):
+        Mapping.__init__(self, input_dim=input_dim, output_dim=output_dim)
+        if isinstance(hidden_dim, int):
+            hidden_dim = [hidden_dim]
+        self.hidden_dim = hidden_dim
+        self.activation = [None]*len(self.hidden_dim)
+        self.W = []
+        self._dL_dW = []
+        self.bias = []
+        self._dL_dbias = []
+        self.W.append(np.zeros((self.input_dim, self.hidden_dim[0])))
+        self._dL_dW.append(np.zeros((self.input_dim, self.hidden_dim[0])))
+        self.bias.append(np.zeros(self.hidden_dim[0]))
+        self._dL_dbias.append(np.zeros(self.hidden_dim[0]))
+        self.num_params = self.hidden_dim[0]*(self.input_dim+1)
+        for h1, h0 in zip(hidden_dim[1:], hidden_dim[0:-1]):
+            self.W.append(np.zeros((h0, h1)))
+            self._dL_dW.append(np.zeros((h0, h1)))
+            self.bias.append(np.zeros(h1))
+            self._dL_dbias.append(np.zeros(h1))
+            self.num_params += h1*(h0+1)
+        self.W.append(np.zeros((self.hidden_dim[-1], self.output_dim)))
+        self._dL_dW.append(np.zeros((self.hidden_dim[-1], self.output_dim)))
+        self.bias.append(np.zeros(self.output_dim))
+        self._dL_dbias.append(np.zeros(self.output_dim))
+        self.num_params += self.output_dim*(self.hidden_dim[-1]+1)
+        self.randomize()
+
+    def _get_param_names(self):
+        return sum([['W%i_%i_%i' % (i, n, d)  for n in range(self.W[i].shape[0]) for d in range(self.W[i].shape[1])] + ['bias%i_%i' % (i, d) for d in range(self.W[i].shape[1])] for i in range(len(self.W))], [])
+
+    def _get_params(self):
+        param = np.array([])
+        for W, bias in zip(self.W, self.bias):
+            param = np.hstack((param, W.flatten(), bias))
+        return param
+    
+    def _set_params(self, x):
+        start = 0
+        for W, bias in zip(self.W, self.bias):
+            end = W.shape[0]*W.shape[1]+start
+            W[:] = x[start:end].reshape(W.shape[0], W.shape[1]).copy()
+            start = end
+            end = W.shape[1]+end
+            bias[:] = x[start:end].copy()
+            start = end
+
+    def randomize(self):
+        for W, bias in zip(self.W, self.bias):
+            W[:] = np.random.randn(W.shape[0], W.shape[1])/np.sqrt(W.shape[0]+1)
+            bias[:] = np.random.randn(W.shape[1])/np.sqrt(W.shape[0]+1)
+
+    def f(self, X):
+        self._f_computations(X)
+        return np.dot(np.tanh(self.activation[-1]), self.W[-1]) + self.bias[-1]
+
+    def _f_computations(self, X):
+        W = self.W[0]
+        bias = self.bias[0]
+        self.activation[0] = np.dot(X,W) + bias
+        for W, bias, index in zip(self.W[1:-1], self.bias[1:-1], range(1, len(self.activation))):
+            self.activation[index] = np.dot(np.tanh(self.activation[index-1]), W)+bias
+
+    def df_dtheta(self, dL_df, X):
+        self._df_computations(dL_df, X)
+        for gW, gbias in zip(self._dL_dW, self._dL_dbias):
+            g = np.hstack((g, gW.flatten(), gbias))
+        return g
+
+    def _df_computations(self, dL_df, X):
+        self._f_computations(X)
+        a0 = self.activation[-1]
+        W = self.W[-1]
+        self._dL_dW[-1] = (dL_df[:, :, None]*np.tanh(a0[:, None, :])).sum(0).T
+        dL_dta=(dL_df[:, None, :]*W[None, :, :]).sum(2)
+        self._dL_dbias[-1] = (dL_df.sum(0))
+        for dL_dW, dL_dbias, W, bias, a0, a1 in zip(self._dL_dW[-2:0:-1],
+                                                    self._dL_dbias[-2:0:-1],
+                                                    self.W[-2:0:-1],
+                                                    self.bias[-2:0:-1],
+                                                    self.activation[-2::-1],
+                                                    self.activation[-1:0:-1]):
+            ta = np.tanh(a1)
+            dL_da = dL_dta*(1-ta*ta)
+            dL_dW[:] = (dL_da[:, :, None]*np.tanh(a0[:, None, :])).sum(0).T
+            dL_dbias[:] = (dL_da.sum(0))
+            dL_dta = (dL_da[:, None, :]*W[None, :, :]).sum(2)
+        ta = np.tanh(self.activation[0])
+        dL_da = dL_dta*(1-ta*ta)
+        W = self.W[0]
+        self._dL_dW[0] = (dL_da[:, :, None]*X[:, None, :]).sum(0).T
+        self._dL_dbias[0] = (dL_da.sum(0))
+        self._dL_dX = (dL_da[:, None, :]*W[None, :, :]).sum(2)
+        g = np.array([])
+
+        
+    def df_dX(self, dL_df, X):
+        self._df_computations(dL_df, X)
+        return self._dL_dX
+