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Rbf inv now working

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Andreas 2013-07-16 16:22:44 +01:00
parent 26de97a5d9
commit 1c9227fd14
1 changed files with 13 additions and 12 deletions
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25
GPy/kern/parts/rbf_inv.py
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@ -95,6 +95,7 @@ class RBFInv(Kernpart):
if self.ARD: if self.ARD:
dvardLdK = self._K_dvar * dL_dK dvardLdK = self._K_dvar * dL_dK
var_len3 = self.variance / np.power(self.lengthscale, 3) var_len3 = self.variance / np.power(self.lengthscale, 3)
len2 = self.lengthscale2
if X2 is None: if X2 is None:
# save computation for the symmetrical case # save computation for the symmetrical case
dvardLdK = dvardLdK + dvardLdK.T dvardLdK = dvardLdK + dvardLdK.T
@ -108,11 +109,11 @@ class RBFInv(Kernpart):
tmp += (X(i,q)-X(j,q))*(X(i,q)-X(j,q))*dvardLdK(i,j); tmp += (X(i,q)-X(j,q))*(X(i,q)-X(j,q))*dvardLdK(i,j);
} }
} }
target(q+1) += var_len3(q)*tmp; target(q+1) += var_len3(q)*tmp*(-len2(q));
} }
""" """
num_data, num_inducing, input_dim = X.shape[0], X.shape[0], self.input_dim num_data, num_inducing, input_dim = X.shape[0], X.shape[0], self.input_dim
weave.inline(code, arg_names=['num_data','num_inducing','input_dim','X','X2','target','dvardLdK','var_len3'], type_converters=weave.converters.blitz, **self.weave_options) weave.inline(code, arg_names=['num_data','num_inducing','input_dim','X','X2','target','dvardLdK','var_len3', 'len2'], type_converters=weave.converters.blitz, **self.weave_options)
else: else:
code = """ code = """
int q,i,j; int q,i,j;
@ -124,15 +125,15 @@ class RBFInv(Kernpart):
tmp += (X(i,q)-X2(j,q))*(X(i,q)-X2(j,q))*dvardLdK(i,j); tmp += (X(i,q)-X2(j,q))*(X(i,q)-X2(j,q))*dvardLdK(i,j);
} }
} }
target(q+1) += var_len3(q)*tmp; target(q+1) += var_len3(q)*tmp*(-len2(q));
} }
""" """
num_data, num_inducing, input_dim = X.shape[0], X2.shape[0], self.input_dim num_data, num_inducing, input_dim = X.shape[0], X2.shape[0], self.input_dim
#[np.add(target[1+q:2+q],var_len3[q]*np.sum(dvardLdK*np.square(X[:,q][:,None]-X2[:,q][None,:])),target[1+q:2+q]) for q in range(self.input_dim)] #[np.add(target[1+q:2+q],var_len3[q]*np.sum(dvardLdK*np.square(X[:,q][:,None]-X2[:,q][None,:])),target[1+q:2+q]) for q in range(self.input_dim)]
weave.inline(code, arg_names=['num_data','num_inducing','input_dim','X','X2','target','dvardLdK','var_len3'], type_converters=weave.converters.blitz, **self.weave_options) weave.inline(code, arg_names=['num_data','num_inducing','input_dim','X','X2','target','dvardLdK','var_len3', 'len2'], type_converters=weave.converters.blitz, **self.weave_options)
else: else:
target[1] += (self.variance / self.lengthscale) * np.sum(self._K_dvar * self._K_dist2 * dL_dK) target[1] += (self.variance / self.lengthscale) * np.sum(self._K_dvar * self._K_dist2 * dL_dK)*(-self.lengthscale2)
target[1:self.input_dim+1]*=(-self.lengthscale2)
def dKdiag_dtheta(self, dL_dKdiag, X, target): def dKdiag_dtheta(self, dL_dKdiag, X, target):
# NB: derivative of diagonal elements wrt lengthscale is 0 # NB: derivative of diagonal elements wrt lengthscale is 0
@ -172,10 +173,10 @@ class RBFInv(Kernpart):
target[0] += np.sum(dL_dpsi1 * self._psi1 / self.variance) target[0] += np.sum(dL_dpsi1 * self._psi1 / self.variance)
dpsi1_dlength = d_length * dL_dpsi1[:, :, None] dpsi1_dlength = d_length * dL_dpsi1[:, :, None]
if not self.ARD: if not self.ARD:
target[1] += dpsi1_dlength.sum() target[1] += dpsi1_dlength.sum()*(-self.lengthscale2)
else: else:
target[1:] += dpsi1_dlength.sum(0).sum(0) target[1:] += dpsi1_dlength.sum(0).sum(0)*(-self.lengthscale2)
target[1:self.input_dim+1] *=(-self.lengthscale2) #target[1:] = target[1:]*(-self.lengthscale2)
def dpsi1_dZ(self, dL_dpsi1, Z, mu, S, target): def dpsi1_dZ(self, dL_dpsi1, Z, mu, S, target):
self._psi_computations(Z, mu, S) self._psi_computations(Z, mu, S)
@ -202,10 +203,10 @@ class RBFInv(Kernpart):
target[0] += np.sum(dL_dpsi2 * d_var) target[0] += np.sum(dL_dpsi2 * d_var)
dpsi2_dlength = d_length * dL_dpsi2[:, :, :, None] dpsi2_dlength = d_length * dL_dpsi2[:, :, :, None]
if not self.ARD: if not self.ARD:
target[1] += dpsi2_dlength.sum() target[1] += dpsi2_dlength.sum()*(-self.lengthscale2)
else: else:
target[1:] += dpsi2_dlength.sum(0).sum(0).sum(0) target[1:] += dpsi2_dlength.sum(0).sum(0).sum(0)*(-self.lengthscale2)
target[1:self.input_dim+1] *=(-self.lengthscale2) #target[1:] = target[1:]*(-self.lengthscale2)
def dpsi2_dZ(self, dL_dpsi2, Z, mu, S, target): def dpsi2_dZ(self, dL_dpsi2, Z, mu, S, target):
self._psi_computations(Z, mu, S) self._psi_computations(Z, mu, S)