diff --git a/GPy/kern/kern.py b/GPy/kern/kern.py index 12ff74c5..2a9c3830 100644 --- a/GPy/kern/kern.py +++ b/GPy/kern/kern.py @@ -147,14 +147,6 @@ class kern(parameterised): """ K1 = self.copy() K2 = other.copy() - K1.unconstrain('') - K2.unconstrain('') - - prev_ties = K1.tied_indices + [arr + K1.Nparam for arr in K2.tied_indices] - K1.untie_everything() - K2.untie_everything() - - D = K1.D + K2.D newkernparts = [product_orthogonal(k1,k2) for k1, k2 in itertools.product(K1.parts,K2.parts)] @@ -164,9 +156,14 @@ class kern(parameterised): s1[sl1], s2[sl2] = [True], [True] slices += [s1+s2] - newkern = kern(D, newkernparts, slices) + newkern = kern(K1.D + K2.D, newkernparts, slices) + newkern._follow_constrains(K1,K2) + + return newkern - # create the ties + def _follow_constrains(self,K1,K2): + + # Build the array that allows to go from the initial indices of the param to the new ones K1_param = [] n = 0 for k1 in K1.parts: @@ -180,19 +177,40 @@ class kern(parameterised): index_param = [] for p1 in K1_param: for p2 in K2_param: - index_param += [0] + p1[1:] + p2[1:] + index_param += p1 + p2 index_param = np.array(index_param) + # Get the ties and constrains of the kernels before the multiplication + prev_ties = K1.tied_indices + [arr + K1.Nparam for arr in K2.tied_indices] + + prev_constr_pos = np.append(K1.constrained_positive_indices, K1.Nparam + K2.constrained_positive_indices) + prev_constr_neg = np.append(K1.constrained_negative_indices, K1.Nparam + K2.constrained_negative_indices) + + prev_constr_fix = K1.constrained_fixed_indices + [arr + K1.Nparam for arr in K2.constrained_fixed_indices] + prev_constr_fix_values = K1.constrained_fixed_values + K2.constrained_fixed_values + + prev_constr_bou = K1.constrained_bounded_indices + [arr + K1.Nparam for arr in K2.constrained_bounded_indices] + prev_constr_bou_low = K1.constrained_bounded_lowers + K2.constrained_bounded_lowers + prev_constr_bou_upp = K1.constrained_bounded_uppers + K2.constrained_bounded_uppers + # follow the previous ties for arr in prev_ties: for j in arr: index_param[np.where(index_param==j)[0]] = arr[0] - # tie - for i in np.unique(index_param)[1:]: - newkern.tie_param(np.where(index_param==i)[0]) - - return newkern + # ties and constrains + for i in range(K1.Nparam + K2.Nparam): + index = np.where(index_param==i)[0] + if index.size > 1: + self.tie_param(index) + for i in prev_constr_pos: + self.constrain_positive(np.where(index_param==i)[0]) + for i in prev_constr_neg: + self.constrain_neg(np.where(index_param==i)[0]) + for j, i in enumerate(prev_constr_fix): + self.constrain_fixed(np.where(index_param==i)[0],prev_constr_fix_values[j]) + for j, i in enumerate(prev_constr_bou): + self.constrain_bounded(np.where(index_param==i)[0],prev_constr_bou_low[j],prev_constr_bou_upp[j]) def _get_params(self): return np.hstack([p._get_params() for p in self.parts]) diff --git a/GPy/kern/product_orthogonal.py b/GPy/kern/product_orthogonal.py index 26456d8c..46055885 100644 --- a/GPy/kern/product_orthogonal.py +++ b/GPy/kern/product_orthogonal.py @@ -4,7 +4,7 @@ from kernpart import kernpart import numpy as np import hashlib -from scipy import integrate +#from scipy import integrate # This may not be necessary (Nicolas, 20th Feb) class product_orthogonal(kernpart): """ @@ -16,13 +16,12 @@ class product_orthogonal(kernpart): """ def __init__(self,k1,k2): - assert k1._get_param_names()[0] == 'variance' and k2._get_param_names()[0] == 'variance', "Error: The multipication of kernels is only defined when the first parameters of the kernels to multiply is the variance." self.D = k1.D + k2.D - self.Nparam = k1.Nparam + k2.Nparam - 1 + self.Nparam = k1.Nparam + k2.Nparam self.name = k1.name + '' + k2.name self.k1 = k1 self.k2 = k2 - self._set_params(np.hstack((k1._get_params()[0]*k2._get_params()[0], k1._get_params()[1:],k2._get_params()[1:]))) + self._set_params(np.hstack((k1._get_params(),k2._get_params()))) def _get_params(self): """return the value of the parameters.""" @@ -30,14 +29,14 @@ class product_orthogonal(kernpart): def _set_params(self,x): """set the value of the parameters.""" - self.k1._set_params(np.hstack((1.,x[1:self.k1.Nparam]))) - self.k2._set_params(np.hstack((1.,x[self.k1.Nparam:]))) + self.k1._set_params(x[:self.k1.Nparam]) + self.k2._set_params(x[self.k1.Nparam:]) self.params = x def _get_param_names(self): """return parameter names.""" - return ['variance']+[self.k1.name + '_' + self.k1._get_param_names()[i+1] for i in range(self.k1.Nparam-1)] + [self.k2.name + '_' + self.k2._get_param_names()[i+1] for i in range(self.k2.Nparam-1)] - + return [self.k1.name + '_' + param_name for param_name in self.k1._get_param_names()] + [self.k2.name + '_' + param_name for param_name in self.k1._get_param_names()] + def K(self,X,X2,target): """Compute the covariance matrix between X and X2.""" if X2 is None: X2 = X @@ -71,7 +70,7 @@ class product_orthogonal(kernpart): target[0] += np.sum(K1*K2*partial) target[1:self.k1.Nparam] += self.params[0]* k1_target[1:] target[self.k1.Nparam:] += self.params[0]* k2_target[1:] - + def dKdiag_dtheta(self,partial,X,target): """derivative of the diagonal of the covariance matrix with respect to the parameters.""" target[0] += 1