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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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@ -4,14 +4,13 @@ Created on 10 Apr 2013
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@author: Max Zwiessele
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'''
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from GPy.core import model
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from GPy.models.Bayesian_GPLVM import Bayesian_GPLVM
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from GPy.core import sparse_GP
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from GPy.core import SparseGP
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from GPy.util.linalg import PCA
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from scipy import linalg
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import numpy
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import itertools
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import pylab
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from GPy.kern.kern import kern
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from GPy.models.bayesian_gplvm import BayesianGPLVM
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class MRD(model):
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"""
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@ -38,7 +37,7 @@ class MRD(model):
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*concat: PCA on concatenated outputs
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*single: PCA on each output
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*random: random
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:param M:
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:param num_inducing:
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number of inducing inputs to use
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:param Z:
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initial inducing inputs
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@ -62,22 +61,22 @@ class MRD(model):
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assert not ('kernel' in kw), "pass kernels through `kernels` argument"
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self.input_dim = input_dim
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self.M = M
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self.num_inducing = M
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self._debug = _debug
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self._init = True
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X = self._init_X(initx, likelihood_or_Y_list)
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Z = self._init_Z(initz, X)
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self.bgplvms = [Bayesian_GPLVM(l, input_dim=input_dim, kernel=k, X=X, Z=Z, M=self.M, **kw) for l, k in zip(likelihood_or_Y_list, kernels)]
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self.bgplvms = [BayesianGPLVM(l, input_dim=input_dim, kernel=k, X=X, Z=Z, M=self.num_inducing, **kw) for l, k in zip(likelihood_or_Y_list, kernels)]
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del self._init
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self.gref = self.bgplvms[0]
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nparams = numpy.array([0] + [sparse_GP._get_params(g).size - g.Z.size for g in self.bgplvms])
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nparams = numpy.array([0] + [SparseGP._get_params(g).size - g.Z.size for g in self.bgplvms])
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self.nparams = nparams.cumsum()
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self.N = self.gref.N
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self.NQ = self.N * self.input_dim
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self.MQ = self.M * self.input_dim
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self.MQ = self.num_inducing * self.input_dim
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model.__init__(self) # @UndefinedVariable
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self._set_params(self._get_params())
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@ -151,7 +150,7 @@ class MRD(model):
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itertools.izip(ns,
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itertools.repeat(name)))
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return list(itertools.chain(n1var, *(map_names(\
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sparse_GP._get_param_names(g)[self.MQ:], n) \
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SparseGP._get_param_names(g)[self.MQ:], n) \
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for g, n in zip(self.bgplvms, self.names))))
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def _get_params(self):
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@ -165,14 +164,14 @@ class MRD(model):
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X = self.gref.X.ravel()
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X_var = self.gref.X_variance.ravel()
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Z = self.gref.Z.ravel()
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thetas = [sparse_GP._get_params(g)[g.Z.size:] for g in self.bgplvms]
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thetas = [SparseGP._get_params(g)[g.Z.size:] for g in self.bgplvms]
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params = numpy.hstack([X, X_var, Z, numpy.hstack(thetas)])
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return params
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# def _set_var_params(self, g, X, X_var, Z):
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# g.X = X.reshape(self.N, self.input_dim)
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# g.X_variance = X_var.reshape(self.N, self.input_dim)
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# g.Z = Z.reshape(self.M, self.input_dim)
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# g.Z = Z.reshape(self.num_inducing, self.input_dim)
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#
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# def _set_kern_params(self, g, p):
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# g.kern._set_params(p[:g.kern.Nparam])
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@ -206,7 +205,7 @@ class MRD(model):
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def log_likelihood(self):
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ll = -self.gref.KL_divergence()
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for g in self.bgplvms:
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ll += sparse_GP.log_likelihood(g)
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ll += SparseGP.log_likelihood(g)
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return ll
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def _log_likelihood_gradients(self):
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@ -215,7 +214,7 @@ class MRD(model):
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dLdmu -= dKLmu
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dLdS -= dKLdS
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dLdmuS = numpy.hstack((dLdmu.flatten(), dLdS.flatten())).flatten()
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dldzt1 = reduce(lambda a, b: a + b, (sparse_GP._log_likelihood_gradients(g)[:self.MQ] for g in self.bgplvms))
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dldzt1 = reduce(lambda a, b: a + b, (SparseGP._log_likelihood_gradients(g)[:self.MQ] for g in self.bgplvms))
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return numpy.hstack((dLdmuS,
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dldzt1,
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@ -250,9 +249,9 @@ class MRD(model):
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if X is None:
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X = self.X
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if init in "permute":
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Z = numpy.random.permutation(X.copy())[:self.M]
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Z = numpy.random.permutation(X.copy())[:self.num_inducing]
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elif init in "random":
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Z = numpy.random.randn(self.M, self.input_dim) * X.var()
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Z = numpy.random.randn(self.num_inducing, self.input_dim) * X.var()
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self.Z = Z
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return Z
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