Merge branch 'params' of github.com:SheffieldML/GPy into params

GPy/kern/_src/ODE_UY.py

@@ -139,11 +139,11 @@ class ODE_UY(Kern):
         dVdly = 0.5/np.sqrt(ly)*np.sqrt(2*Vy)
         dVdVy = 0.5/np.sqrt(Vy)*np.sqrt(2*ly)
 
-        rd=rdist.shape[0]
-        dktheta1 = np.zeros([rd,rd])
-        dktheta2 = np.zeros([rd,rd])
-        dkUdvar = np.zeros([rd,rd])
-        dkYdvar = np.zeros([rd,rd])
+        rd=rdist.shape
+        dktheta1 = np.zeros(rd)
+        dktheta2 = np.zeros(rd)
+        dkUdvar = np.zeros(rd)
+        dkYdvar = np.zeros(rd)
 
         # dk dtheta for UU
         UUdtheta1 = lambda dist: np.exp(-lu* dist)*dist + (-dist)*np.exp(-lu* dist)*(1+lu*dist)

GPy/kern/_src/add.py

@@ -23,7 +23,7 @@ class Add(CombinationKernel):
         If a list of parts (of this kernel!) `which_parts` is given, only
         the parts of the list are taken to compute the covariance.
         """
-        assert X.shape[1] == self.input_dim
+        assert X.shape[1] > max(np.r_[self.active_dims])
         if which_parts is None:
             which_parts = self.parts
         elif not isinstance(which_parts, (list, tuple)):
@@ -33,7 +33,7 @@ class Add(CombinationKernel):
 
     @Cache_this(limit=2, force_kwargs=['which_parts'])
     def Kdiag(self, X, which_parts=None):
-        assert X.shape[1] == self.input_dim
+        assert X.shape[1] > max(np.r_[self.active_dims])
         if which_parts is None:
             which_parts = self.parts
         elif not isinstance(which_parts, (list, tuple)):
@@ -172,7 +172,7 @@ class Add(CombinationKernel):
 
     def add(self, other, name='sum'):
         if isinstance(other, Add):
-            other_params = other._parameters_.copy()
+            other_params = other._parameters_[:]
             for p in other_params:
                 other.remove_parameter(p)
             self.add_parameters(*other_params)

GPy/testing/kernel_tests.py

@@ -152,7 +152,12 @@ def check_kernel_gradient_functions(kern, X=None, X2=None, output_ind=None, verb
 
     if verbose:
         print("Checking gradients of Kdiag(X) wrt theta.")
-    result = Kern_check_dKdiag_dtheta(kern, X=X).checkgrad(verbose=verbose)
+    try:
+        result = Kern_check_dKdiag_dtheta(kern, X=X).checkgrad(verbose=verbose)
+    except NotImplementedError:
+        result=True
+        if verbose:
+            print("update_gradients_diag not implemented for " + kern.name)
     if result and verbose:
         print("Check passed.")
     if not result:
@@ -240,9 +245,22 @@ class KernelGradientTestsContinuous(unittest.TestCase):
 
     def test_Add(self):
         k = GPy.kern.Matern32(2, active_dims=[2,3]) + GPy.kern.RBF(2, active_dims=[0,4]) + GPy.kern.Linear(self.D)
+        k += GPy.kern.Matern32(2, active_dims=[2,3]) + GPy.kern.RBF(2, active_dims=[0,4]) + GPy.kern.Linear(self.D)
         k.randomize()
         self.assertTrue(check_kernel_gradient_functions(k, X=self.X, X2=self.X2, verbose=verbose))
 
+    def test_Add_dims(self):
+        k = GPy.kern.Matern32(2, active_dims=[2,self.D]) + GPy.kern.RBF(2, active_dims=[0,4]) + GPy.kern.Linear(self.D)
+        k.randomize()
+        self.assertRaises(AssertionError, k.K, self.X)
+        k = GPy.kern.Matern32(2, active_dims=[2,self.D-1]) + GPy.kern.RBF(2, active_dims=[0,4]) + GPy.kern.Linear(self.D)
+        k.randomize()
+        # assert it runs:
+        try:
+            k.K(self.X)
+        except AssertionError:
+            raise AssertionError, "k.K(X) should run on self.D-1 dimension"
+
     def test_Matern52(self):
         k = GPy.kern.Matern52(self.D)
         k.randomize()
@@ -329,17 +347,11 @@ class KernelTestsNonContinuous(unittest.TestCase):
         kern = GPy.kern.IndependentOutputs(k, -1, name='ind_split')
         self.assertTrue(check_kernel_gradient_functions(kern, X=self.X, X2=self.X2, verbose=verbose, fixed_X_dims=-1))
 
-class test_ODE_UY(unittest.TestCase):
-    def setUp(self):
-        self.k = GPy.kern.ODE_UY(2)
-        self.X = np.random.randn(50,2)
-        self.X[:,1] = np.random.randint(0,2,50)
-        i = np.argsort(X[:,1])
-        self.X = self.X[i]
-        self.Y = np.random.randn(50, 1)
-    def checkgrad(self):
-        m = GPy.models.GPRegression(X,Y,kernel=k)
-        self.assertTrue(m.checkgrad())
+    def test_ODE_UY(self):
+        kern = GPy.kern.ODE_UY(2, active_dims=[0, self.D])
+        X = self.X[self.X[:,-1]!=2]
+        X2 = self.X2[self.X2[:,-1]!=2]
+        self.assertTrue(check_kernel_gradient_functions(kern, X=X, X2=X2, verbose=verbose, fixed_X_dims=-1))
 
 
 if __name__ == "__main__":