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kern constructors now have input_dim instead of D
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1 changed files with 57 additions and 57 deletions
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@ -29,7 +29,7 @@ from independent_outputs import IndependentOutputs as independent_output_part
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#using meta-classes to make the objects construct properly wthout them.
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def rbf(D,variance=1., lengthscale=None,ARD=False):
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def rbf(input_dim,variance=1., lengthscale=None,ARD=False):
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"""
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Construct an RBF kernel
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@ -42,10 +42,10 @@ def rbf(D,variance=1., lengthscale=None,ARD=False):
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:param ARD: Auto Relevance Determination (one lengthscale per dimension)
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:type ARD: Boolean
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"""
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part = rbfpart(D,variance,lengthscale,ARD)
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return kern(D, [part])
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part = rbfpart(input_dim,variance,lengthscale,ARD)
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return kern(input_dim, [part])
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def linear(D,variances=None,ARD=False):
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def linear(input_dim,variances=None,ARD=False):
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"""
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Construct a linear kernel.
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@ -55,10 +55,10 @@ def linear(D,variances=None,ARD=False):
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variances (np.ndarray)
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ARD (boolean)
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"""
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part = linearpart(D,variances,ARD)
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return kern(D, [part])
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part = linearpart(input_dim,variances,ARD)
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return kern(input_dim, [part])
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def white(D,variance=1.):
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def white(input_dim,variance=1.):
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"""
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Construct a white kernel.
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@ -67,10 +67,10 @@ def white(D,variance=1.):
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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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return kern(D, [part])
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part = whitepart(input_dim,variance)
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return kern(input_dim, [part])
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def exponential(D,variance=1., lengthscale=None, ARD=False):
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def exponential(input_dim,variance=1., lengthscale=None, ARD=False):
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"""
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Construct an exponential kernel
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@ -83,10 +83,10 @@ def exponential(D,variance=1., lengthscale=None, ARD=False):
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:param ARD: Auto Relevance Determination (one lengthscale per dimension)
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:type ARD: Boolean
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"""
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part = exponentialpart(D,variance, lengthscale, ARD)
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return kern(D, [part])
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part = exponentialpart(input_dim,variance, lengthscale, ARD)
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return kern(input_dim, [part])
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def Matern32(D,variance=1., lengthscale=None, ARD=False):
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def Matern32(input_dim,variance=1., lengthscale=None, ARD=False):
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"""
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Construct a Matern 3/2 kernel.
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@ -99,10 +99,10 @@ def Matern32(D,variance=1., lengthscale=None, ARD=False):
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:param ARD: Auto Relevance Determination (one lengthscale per dimension)
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:type ARD: Boolean
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"""
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part = Matern32part(D,variance, lengthscale, ARD)
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return kern(D, [part])
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part = Matern32part(input_dim,variance, lengthscale, ARD)
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return kern(input_dim, [part])
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def Matern52(D,variance=1., lengthscale=None, ARD=False):
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def Matern52(input_dim, variance=1., lengthscale=None, ARD=False):
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"""
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Construct a Matern 5/2 kernel.
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@ -115,10 +115,10 @@ def Matern52(D,variance=1., lengthscale=None, ARD=False):
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:param ARD: Auto Relevance Determination (one lengthscale per dimension)
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:type ARD: Boolean
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"""
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part = Matern52part(D,variance, lengthscale, ARD)
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return kern(D, [part])
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part = Matern52part(input_dim, variance, lengthscale, ARD)
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return kern(input_dim, [part])
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def bias(D,variance=1.):
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def bias(input_dim, variance=1.):
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"""
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Construct a bias kernel.
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@ -127,10 +127,10 @@ def bias(D,variance=1.):
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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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return kern(D, [part])
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part = biaspart(input_dim, variance)
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return kern(input_dim, [part])
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def finite_dimensional(D,F,G,variances=1.,weights=None):
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def finite_dimensional(input_dim, F, G, variances=1., weights=None):
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"""
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Construct a finite dimensional kernel.
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input_dim: int - the number of input dimensions
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@ -138,10 +138,10 @@ def finite_dimensional(D,F,G,variances=1.,weights=None):
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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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"""
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part = finite_dimensionalpart(D,F,G,variances,weights)
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return kern(D, [part])
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part = finite_dimensionalpart(input_dim, F, G, variances, weights)
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return kern(input_dim, [part])
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def spline(D,variance=1.):
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def spline(input_dim, variance=1.):
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"""
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Construct a spline kernel.
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@ -150,10 +150,10 @@ def spline(D,variance=1.):
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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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part = splinepart(D,variance)
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return kern(D, [part])
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part = splinepart(input_dim, variance)
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return kern(input_dim, [part])
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def Brownian(D,variance=1.):
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def Brownian(input_dim, variance=1.):
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"""
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Construct a Brownian motion kernel.
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@ -162,8 +162,8 @@ def Brownian(D,variance=1.):
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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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part = Brownianpart(D,variance)
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return kern(D, [part])
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part = Brownianpart(input_dim, variance)
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return kern(input_dim, [part])
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try:
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import sympy as sp
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@ -174,33 +174,33 @@ except ImportError:
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sympy_available = False
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if sympy_available:
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def rbf_sympy(D,ARD=False,variance=1., lengthscale=1.):
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def rbf_sympy(input_dim, ARD=False, variance=1., lengthscale=1.):
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"""
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Radial Basis Function covariance.
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"""
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X = [sp.var('x%i'%i) for i in range(D)]
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Z = [sp.var('z%i'%i) for i in range(D)]
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X = [sp.var('x%i' % i) for i in range(input_dim)]
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Z = [sp.var('z%i' % i) for i in range(input_dim)]
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rbf_variance = sp.var('rbf_variance',positive=True)
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if ARD:
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rbf_lengthscales = [sp.var('rbf_lengthscale_%i'%i,positive=True) for i in range(D)]
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dist_string = ' + '.join(['(x%i-z%i)**2/rbf_lengthscale_%i**2'%(i,i,i) for i in range(D)])
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rbf_lengthscales = [sp.var('rbf_lengthscale_%i' % i, positive=True) for i in range(input_dim)]
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dist_string = ' + '.join(['(x%i-z%i)**2/rbf_lengthscale_%i**2' % (i, i, i) for i in range(input_dim)])
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dist = parse_expr(dist_string)
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f = rbf_variance*sp.exp(-dist/2.)
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else:
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rbf_lengthscale = sp.var('rbf_lengthscale',positive=True)
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dist_string = ' + '.join(['(x%i-z%i)**2'%(i,i) for i in range(D)])
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dist_string = ' + '.join(['(x%i-z%i)**2' % (i, i) for i in range(input_dim)])
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dist = parse_expr(dist_string)
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f = rbf_variance*sp.exp(-dist/(2*rbf_lengthscale**2))
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return kern(D,[spkern(D,f)])
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return kern(input_dim, [spkern(input_dim, f)])
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def sympykern(D,k):
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def sympykern(input_dim, k):
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"""
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A kernel from a symbolic sympy representation
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"""
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return kern(D,[spkern(D,k)])
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return kern(input_dim, [spkern(input_dim, k)])
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del sympy_available
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def periodic_exponential(D=1,variance=1., lengthscale=None, period=2*np.pi,n_freq=10,lower=0.,upper=4*np.pi):
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def periodic_exponential(input_dim=1, variance=1., lengthscale=None, period=2 * np.pi, n_freq=10, lower=0., upper=4 * np.pi):
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"""
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Construct an periodic exponential kernel
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@ -215,10 +215,10 @@ def periodic_exponential(D=1,variance=1., lengthscale=None, period=2*np.pi,n_fre
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:param n_freq: the number of frequencies considered for the periodic subspace
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:type n_freq: int
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"""
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part = periodic_exponentialpart(D,variance, lengthscale, period, n_freq, lower, upper)
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return kern(D, [part])
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part = periodic_exponentialpart(input_dim, variance, lengthscale, period, n_freq, lower, upper)
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return kern(input_dim, [part])
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def periodic_Matern32(D,variance=1., lengthscale=None, period=2*np.pi,n_freq=10,lower=0.,upper=4*np.pi):
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def periodic_Matern32(input_dim, variance=1., lengthscale=None, period=2 * np.pi, n_freq=10, lower=0., upper=4 * np.pi):
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"""
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Construct a periodic Matern 3/2 kernel.
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@ -233,10 +233,10 @@ def periodic_Matern32(D,variance=1., lengthscale=None, period=2*np.pi,n_freq=10,
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:param n_freq: the number of frequencies considered for the periodic subspace
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:type n_freq: int
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"""
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part = periodic_Matern32part(D,variance, lengthscale, period, n_freq, lower, upper)
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return kern(D, [part])
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part = periodic_Matern32part(input_dim, variance, lengthscale, period, n_freq, lower, upper)
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return kern(input_dim, [part])
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def periodic_Matern52(D,variance=1., lengthscale=None, period=2*np.pi,n_freq=10,lower=0.,upper=4*np.pi):
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def periodic_Matern52(input_dim, variance=1., lengthscale=None, period=2 * np.pi, n_freq=10, lower=0., upper=4 * np.pi):
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"""
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Construct a periodic Matern 5/2 kernel.
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@ -251,8 +251,8 @@ def periodic_Matern52(D,variance=1., lengthscale=None, period=2*np.pi,n_freq=10,
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:param n_freq: the number of frequencies considered for the periodic subspace
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:type n_freq: int
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"""
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part = periodic_Matern52part(D,variance, lengthscale, period, n_freq, lower, upper)
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return kern(D, [part])
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part = periodic_Matern52part(input_dim, variance, lengthscale, period, n_freq, lower, upper)
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return kern(input_dim, [part])
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def prod(k1,k2,tensor=False):
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"""
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@ -278,7 +278,7 @@ def Coregionalise(Nout,R=1, W=None, kappa=None):
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return kern(1,[p])
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def rational_quadratic(D,variance=1., lengthscale=1., power=1.):
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def rational_quadratic(input_dim, variance=1., lengthscale=1., power=1.):
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"""
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Construct rational quadratic kernel.
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@ -291,10 +291,10 @@ def rational_quadratic(D,variance=1., lengthscale=1., power=1.):
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:rtype: kern object
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"""
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part = rational_quadraticpart(D,variance, lengthscale, power)
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return kern(D, [part])
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part = rational_quadraticpart(input_dim, variance, lengthscale, power)
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return kern(input_dim, [part])
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def Fixed(D, K, variance=1.):
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def Fixed(input_dim, K, variance=1.):
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"""
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Construct a Fixed effect kernel.
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@ -304,15 +304,15 @@ def Fixed(D, K, variance=1.):
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K (np.array), obligatory
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variance (float)
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"""
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part = fixedpart(D, K, variance)
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return kern(D, [part])
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part = fixedpart(input_dim, K, variance)
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return kern(input_dim, [part])
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def rbfcos(D,variance=1.,frequencies=None,bandwidths=None,ARD=False):
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def rbfcos(input_dim, variance=1., frequencies=None, bandwidths=None, ARD=False):
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"""
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construct a rbfcos kernel
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"""
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part = rbfcospart(D,variance,frequencies,bandwidths,ARD)
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return kern(D,[part])
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part = rbfcospart(input_dim, variance, frequencies, bandwidths, ARD)
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return kern(input_dim, [part])
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def IndependentOutputs(k):
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"""
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