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REFACTORING: model names, lowercase, classes uppercase
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50 changed files with 436 additions and 3307 deletions
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@ -21,7 +21,7 @@ from periodic_Matern32 import periodic_Matern32 as periodic_Matern32part
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from periodic_Matern52 import periodic_Matern52 as periodic_Matern52part
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from prod import prod as prodpart
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from symmetric import symmetric as symmetric_part
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from coregionalise import coregionalise as coregionalise_part
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from coregionalise import Coregionalise as coregionalise_part
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from rational_quadratic import rational_quadratic as rational_quadraticpart
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from rbfcos import rbfcos as rbfcospart
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from independent_outputs import independent_outputs as independent_output_part
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@ -33,8 +33,8 @@ def rbf(D,variance=1., lengthscale=None,ARD=False):
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"""
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Construct an RBF kernel
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:param D: dimensionality of the kernel, obligatory
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:type D: int
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:param input_dim: dimensionality of the kernel, obligatory
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:type input_dim: int
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:param variance: the variance of the kernel
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:type variance: float
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:param lengthscale: the lengthscale of the kernel
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@ -51,7 +51,7 @@ def linear(D,variances=None,ARD=False):
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Arguments
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---------
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D (int), obligatory
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input_dimD (int), obligatory
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variances (np.ndarray)
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ARD (boolean)
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"""
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@ -64,7 +64,7 @@ def white(D,variance=1.):
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Arguments
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---------
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D (int), obligatory
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input_dimD (int), obligatory
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variance (float)
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"""
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part = whitepart(D,variance)
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@ -74,8 +74,8 @@ def exponential(D,variance=1., lengthscale=None, ARD=False):
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"""
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Construct an exponential kernel
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:param D: dimensionality of the kernel, obligatory
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:type D: int
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:param input_dim: dimensionality of the kernel, obligatory
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:type input_dim: int
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:param variance: the variance of the kernel
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:type variance: float
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:param lengthscale: the lengthscale of the kernel
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@ -90,8 +90,8 @@ def Matern32(D,variance=1., lengthscale=None, ARD=False):
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"""
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Construct a Matern 3/2 kernel.
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:param D: dimensionality of the kernel, obligatory
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:type D: int
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:param input_dim: dimensionality of the kernel, obligatory
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:type input_dim: int
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:param variance: the variance of the kernel
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:type variance: float
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:param lengthscale: the lengthscale of the kernel
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@ -106,8 +106,8 @@ def Matern52(D,variance=1., lengthscale=None, ARD=False):
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"""
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Construct a Matern 5/2 kernel.
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:param D: dimensionality of the kernel, obligatory
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:type D: int
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:param input_dim: dimensionality of the kernel, obligatory
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:type input_dim: int
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:param variance: the variance of the kernel
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:type variance: float
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:param lengthscale: the lengthscale of the kernel
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@ -124,7 +124,7 @@ def bias(D,variance=1.):
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Arguments
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---------
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D (int), obligatory
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input_dim (int), obligatory
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variance (float)
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"""
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part = biaspart(D,variance)
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@ -133,7 +133,7 @@ def bias(D,variance=1.):
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def finite_dimensional(D,F,G,variances=1.,weights=None):
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"""
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Construct a finite dimensional kernel.
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D: int - the number of input dimensions
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input_dim: int - the number of input dimensions
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F: np.array of functions with shape (n,) - the n basis functions
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G: np.array with shape (n,n) - the Gram matrix associated to F
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variances : np.ndarray with shape (n,)
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@ -145,8 +145,8 @@ def spline(D,variance=1.):
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"""
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Construct a spline kernel.
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:param D: Dimensionality of the kernel
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:type D: int
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:param input_dim: Dimensionality of the kernel
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:type input_dim: int
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:param variance: the variance of the kernel
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:type variance: float
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"""
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@ -157,8 +157,8 @@ def Brownian(D,variance=1.):
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"""
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Construct a Brownian motion kernel.
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:param D: Dimensionality of the kernel
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:type D: int
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:param input_dim: Dimensionality of the kernel
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:type input_dim: int
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:param variance: the variance of the kernel
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:type variance: float
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"""
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@ -204,8 +204,8 @@ def periodic_exponential(D=1,variance=1., lengthscale=None, period=2*np.pi,n_fre
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"""
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Construct an periodic exponential kernel
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:param D: dimensionality, only defined for D=1
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:type D: int
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:param input_dim: dimensionality, only defined for input_dim=1
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:type input_dim: int
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:param variance: the variance of the kernel
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:type variance: float
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:param lengthscale: the lengthscale of the kernel
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@ -222,8 +222,8 @@ def periodic_Matern32(D,variance=1., lengthscale=None, period=2*np.pi,n_freq=10,
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"""
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Construct a periodic Matern 3/2 kernel.
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:param D: dimensionality, only defined for D=1
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:type D: int
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:param input_dim: dimensionality, only defined for input_dim=1
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:type input_dim: int
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:param variance: the variance of the kernel
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:type variance: float
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:param lengthscale: the lengthscale of the kernel
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@ -240,8 +240,8 @@ def periodic_Matern52(D,variance=1., lengthscale=None, period=2*np.pi,n_freq=10,
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"""
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Construct a periodic Matern 5/2 kernel.
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:param D: dimensionality, only defined for D=1
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:type D: int
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:param input_dim: dimensionality, only defined for input_dim=1
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:type input_dim: int
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:param variance: the variance of the kernel
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:type variance: float
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:param lengthscale: the lengthscale of the kernel
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@ -256,14 +256,14 @@ def periodic_Matern52(D,variance=1., lengthscale=None, period=2*np.pi,n_freq=10,
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def prod(k1,k2,tensor=False):
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"""
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Construct a product kernel over D from two kernels over D
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Construct a product kernel over input_dim from two kernels over input_dim
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:param k1, k2: the kernels to multiply
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:type k1, k2: kernpart
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:rtype: kernel object
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"""
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part = prodpart(k1,k2,tensor)
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return kern(part.D, [part])
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return kern(part.input_dim, [part])
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def symmetric(k):
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"""
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@ -273,7 +273,7 @@ def symmetric(k):
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k_.parts = [symmetric_part(p) for p in k.parts]
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return k_
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def coregionalise(Nout,R=1, W=None, kappa=None):
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def Coregionalise(Nout,R=1, W=None, kappa=None):
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p = coregionalise_part(Nout,R,W,kappa)
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return kern(1,[p])
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@ -282,8 +282,8 @@ def rational_quadratic(D,variance=1., lengthscale=1., power=1.):
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"""
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Construct rational quadratic kernel.
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:param D: the number of input dimensions
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:type D: int (D=1 is the only value currently supported)
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:param input_dim: the number of input dimensions
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:type input_dim: int (input_dim=1 is the only value currently supported)
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:param variance: the variance :math:`\sigma^2`
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:type variance: float
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:param lengthscale: the lengthscale :math:`\ell`
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@ -300,7 +300,7 @@ def fixed(D, K, variance=1.):
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Arguments
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---------
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D (int), obligatory
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input_dim (int), obligatory
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K (np.array), obligatory
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variance (float)
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"""
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@ -321,6 +321,6 @@ def independent_outputs(k):
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for sl in k.input_slices:
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assert (sl.start is None) and (sl.stop is None), "cannot adjust input slices! (TODO)"
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parts = [independent_output_part(p) for p in k.parts]
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return kern(k.D+1,parts)
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return kern(k.input_dim+1,parts)
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