Combination Kernel for add and prod

GPy/kern/_src/add.py

@@ -5,40 +5,19 @@ import numpy as np
 import itertools
 from ...core.parameterization import Parameterized
 from ...util.caching import Cache_this
-from kern import Kern
+from kern import CombinationKernel
 
-class Add(Kern):
+class Add(CombinationKernel):
-    def __init__(self, subkerns, tensor):
-        assert all([isinstance(k, Kern) for k in subkerns])
-        if tensor:
-            input_dim  = sum([k.input_dim for k in subkerns])
-            self.input_slices = []
-            n = 0
-            for k in subkerns:
-                self.input_slices.append(slice(n, n+k.input_dim))
-                n += k.input_dim
-        else:
-            assert all([k.input_dim == subkerns[0].input_dim for k in subkerns])
-            input_dim = subkerns[0].input_dim
-            self.input_slices = [slice(None) for k in subkerns]
-        super(Add, self).__init__(input_dim, 'add')
-        self.add_parameters(*subkerns)
-
-    @property
-    def parts(self):
-        return self._parameters_
-
-    def K(self, X, X2=None):
     """
-        Compute the kernel function.
+    Add given list of kernels together.
-
+    propagates gradients thorugh.
-        :param X: the first set of inputs to the kernel
-        :param X2: (optional) the second set of arguments to the kernel. If X2
-                   is None, this is passed throgh to the 'part' object, which
-                   handLes this as X2 == X.
     """
+    def __init__(self, subkerns, name='add'):
+        super(Add, self).__init__(subkerns, name)
+
+    @Cache_this(limit=2, force_kwargs=['which_parts'])
+    def K(self, X, X2=None, which_parts=None):
         assert X.shape[1] == self.input_dim
-        which_parts=None
         if which_parts is None:
             which_parts = self.parts
         elif not isinstance(which_parts, (list, tuple)):
@@ -46,12 +25,6 @@ class Add(Kern):
             which_parts = [which_parts]
         return sum([p.K(X, X2) for p in which_parts])
 
-    def update_gradients_full(self, dL_dK, X, X2=None):
-        [p.update_gradients_full(dL_dK, X, X2) for p in self.parts]
-
-    def update_gradients_diag(self, dL_dK, X):
-        [p.update_gradients_diag(dL_dK, X) for p in self.parts]
-
     def gradients_X(self, dL_dK, X, X2=None):
         """Compute the gradient of the objective function with respect to X.
 
@@ -67,8 +40,8 @@ class Add(Kern):
             target[:, p.active_dims] += p.gradients_X(dL_dK, X, X2)
         return target
 
-    def Kdiag(self, X):
+    @Cache_this(limit=2, force_kwargs=['which_parts'])
-        which_parts=None
+    def Kdiag(self, X, which_parts=None):
         assert X.shape[1] == self.input_dim
         if which_parts is None:
             which_parts = self.parts

GPy/kern/_src/kern.py

@@ -2,6 +2,7 @@
 # Licensed under the BSD 3-clause license (see LICENSE.txt)
 
 import sys
+import numpy as np
 from ...core.parameterization.parameterized import ParametersChangedMeta, Parameterized
 from ...util.caching import Cache_this
 
@@ -14,6 +15,9 @@ class KernCallsViaSlicerMeta(ParametersChangedMeta):
         instance.update_gradients_diag = instance._slice_wrapper(instance.update_gradients_diag, True, True)
         instance.gradients_X = instance._slice_wrapper(instance.gradients_X, False, True)
         instance.gradients_X_diag = instance._slice_wrapper(instance.gradients_X_diag, True, True)
+        instance.psi0 = instance._slice_wrapper(instance.psi0, False, False)
+        instance.psi1 = instance._slice_wrapper(instance.psi1, False, False)
+        instance.psi2 = instance._slice_wrapper(instance.psi2, False, False)
         return instance
 
 class Kern(Parameterized):
@@ -38,7 +42,7 @@ class Kern(Parameterized):
         self._sliced_X = False
         self._sliced_X2 = False
 
-    @Cache_this(limit=10, ignore_args = (0,))
+    @Cache_this(limit=10)#, ignore_args = (0,))
     def _slice_X(self, X):
         return X[:, self.active_dims]
 
@@ -56,7 +60,8 @@ class Kern(Parameterized):
                     self._sliced_X = True
                     try:
                         ret = operation(dL_dK, X, *args, **kw)
-                    except: raise
+                    except:
+                        raise
                     finally:
                         self._sliced_X = False
                     return ret
@@ -67,7 +72,8 @@ class Kern(Parameterized):
                     self._sliced_X2 = True
                     try:
                         ret = operation(dL_dK, X, X2, *args, **kw)
-                    except: raise
+                    except:
+                        raise
                     finally:
                         self._sliced_X = False
                         self._sliced_X2 = False
@@ -79,7 +85,8 @@ class Kern(Parameterized):
                     self._sliced_X = True
                     try:
                         ret = operation(X, *args, **kw)
-                    except: raise
+                    except:
+                        raise
                     finally:
                         self._sliced_X = False
                     return ret
@@ -100,10 +107,18 @@ class Kern(Parameterized):
                                     +(","+str(bool(diag)) if diag else'')
                                     +(','+str(bool(derivative)) if derivative else '')
                                     +')')
-        x_slice_wrapper.__doc__ = "**sliced**\n\n" + (operation.__doc__ or "")
+        x_slice_wrapper.__doc__ = "**sliced**\n" + (operation.__doc__ or "")
         return x_slice_wrapper
     
     def K(self, X, X2):
+        """
+        Compute the kernel function.
+
+        :param X: the first set of inputs to the kernel
+        :param X2: (optional) the second set of arguments to the kernel. If X2
+                   is None, this is passed throgh to the 'part' object, which
+                   handLes this as X2 == X.
+        """
         raise NotImplementedError
     def Kdiag(self, X):
         raise NotImplementedError
@@ -179,17 +194,10 @@ class Kern(Parameterized):
         """ Overloading of the '+' operator. for more control, see self.add """
         return self.add(other)
 
-    def add(self, other, tensor=False):
+    def add(self, other, name='add'):
         """
         Add another kernel to this one.
 
-        If Tensor is False, both kernels are defined on the same _space_. then
-        the created kernel will have the same number of inputs as self and
-        other (which must be the same).
-
-        If Tensor is True, then the dimensions are stacked 'horizontally', so
-        that the resulting kernel has self.input_dim + other.input_dim
-
         :param other: the other kernel to be added
         :type other: GPy.kern
 
@@ -197,23 +205,23 @@ class Kern(Parameterized):
         assert isinstance(other, Kern), "only kernels can be added to kernels..."
         from add import Add
         kernels = []
-        if not tensor and isinstance(self, Add): kernels.extend(self._parameters_)
+        if isinstance(self, Add): kernels.extend(self._parameters_)
         else: kernels.append(self)
-        if not tensor and isinstance(other, Add): kernels.extend(other._parameters_)
+        if isinstance(other, Add): kernels.extend(other._parameters_)
         else: kernels.append(other)
-        return Add(kernels, tensor)
+        return Add(kernels, name=name)
 
     def __mul__(self, other):
         """ Here we overload the '*' operator. See self.prod for more information"""
         return self.prod(other)
 
-    def __pow__(self, other):
+    #def __pow__(self, other):
-        """
+    #    """
-        Shortcut for tensor `prod`.
+    #    Shortcut for tensor `prod`.
-        """
+    #    """
-        return self.prod(other, tensor=True)
+    #    return self.prod(other, tensor=True)
 
-    def prod(self, other, tensor=False, name=None):
+    def prod(self, other, name=None):
         """
         Multiply two kernels (either on the same space, or on the tensor
         product of the input space).
@@ -226,4 +234,27 @@ class Kern(Parameterized):
         """
         assert isinstance(other, Kern), "only kernels can be added to kernels..."
         from prod import Prod
-        return Prod(self, other, tensor, name)
+        kernels = []
+        if isinstance(self, Prod): kernels.extend(self._parameters_)
+        else: kernels.append(self)
+        if isinstance(other, Prod): kernels.extend(other._parameters_)
+        else: kernels.append(other)
+        return Prod(self, other, name)
+
+
+class CombinationKernel(Kern):
+    def __init__(self, kernels, name):
+        assert all([isinstance(k, Kern) for k in kernels])
+        input_dim = reduce(np.union1d, (np.r_[x.active_dims] for x in kernels))
+        super(CombinationKernel, self).__init__(input_dim, name)
+        self.add_parameters(*kernels)
+
+    @property
+    def parts(self):
+        return self._parameters_
+
+    def update_gradients_full(self, dL_dK, X, X2=None):
+        [p.update_gradients_full(dL_dK, X, X2) for p in self.parts]
+
+    def update_gradients_diag(self, dL_dK, X):
+        [p.update_gradients_diag(dL_dK, X) for p in self.parts]

GPy/kern/_src/prod.py

@@ -1,10 +1,12 @@
 # Copyright (c) 2012, GPy authors (see AUTHORS.txt).
 # Licensed under the BSD 3-clause license (see LICENSE.txt)
 
-from kern import Kern
 import numpy as np
+from kern import CombinationKernel
+from ...util.caching import Cache_this
+import itertools
 
-class Prod(Kern):
+class Prod(CombinationKernel):
     """
     Computes the product of 2 kernels
 
@@ -15,33 +17,30 @@ class Prod(Kern):
     :rtype: kernel object
 
     """
-    def __init__(self, k1, k2, tensor=False,name=None):
+    def __init__(self, kernels, name='prod'):
-        if tensor:
+        super(Prod, self).__init__(kernels, name)
-            name = k1.name + '_xx_' + k2.name if name is None else name
-            super(Prod, self).__init__(k1.input_dim + k2.input_dim, name)
-            self.slice1 = slice(0,k1.input_dim)
-            self.slice2 = slice(k1.input_dim,k1.input_dim+k2.input_dim)
-        else:
-            assert k1.input_dim == k2.input_dim, "Error: The input spaces of the kernels to multiply don't have the same dimension."
-            name = k1.name + '_x_' + k2.name if name is None else name
-            super(Prod, self).__init__(k1.input_dim, name)
-            self.slice1 = slice(0, self.input_dim)
-            self.slice2 = slice(0, self.input_dim)
-        self.k1 = k1
-        self.k2 = k2
-        self.add_parameters(self.k1, self.k2)
 
-    def K(self, X, X2=None):
+    @Cache_this(limit=2, force_kwargs=['which_parts'])
-        if X2 is None:
+    def K(self, X, X2=None, which_parts=None):
-            return self.k1.K(X[:,self.slice1], None) * self.k2.K(X[:,self.slice2], None)
+        assert X.shape[1] == self.input_dim
-        else:
+        if which_parts is None:
-            return self.k1.K(X[:,self.slice1], X2[:,self.slice1]) * self.k2.K(X[:,self.slice2], X2[:,self.slice2])
+            which_parts = self.parts
+        elif not isinstance(which_parts, (list, tuple)):
+            # if only one part is given
+            which_parts = [which_parts]
+        return reduce(np.multiply, (p.K(X, X2) for p in which_parts))
 
-    def Kdiag(self, X):
+    @Cache_this(limit=2, force_kwargs=['which_parts'])
-        return self.k1.Kdiag(X[:,self.slice1]) * self.k2.Kdiag(X[:,self.slice2])
+    def Kdiag(self, X, which_parts=None):
+        assert X.shape[1] == self.input_dim
+        if which_parts is None:
+            which_parts = self.parts
+        return reduce(np.multiply, (p.Kdiag(X) for p in which_parts))
 
     def update_gradients_full(self, dL_dK, X):
-        self.k1.update_gradients_full(dL_dK*self.k2.K(X[:,self.slice2]), X[:,self.slice1])
+        for k1,k2 in itertools.combinations(self.parts, 2):
+            k1._sliced_X = k1._sliced_X2 = k2._sliced_X = k2._sliced_X2 = True
+            k1.update_gradients_full(dL_dK*k2.K(X, X)
             self.k2.update_gradients_full(dL_dK*self.k1.K(X[:,self.slice1]), X[:,self.slice2])
 
     def gradients_X(self, dL_dK, X, X2=None):