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gradchecker now with fixed inputs

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Max Zwiessele 2014-02-10 16:42:00 +00:00
parent 9eef4ebded
commit 32491abaff
2 changed files with 10 additions and 6 deletions
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11
GPy/core/model.py
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@ -416,7 +416,7 @@ class Model(Parameterized):
else: else:
# check the gradient of each parameter individually, and do some pretty printing # check the gradient of each parameter individually, and do some pretty printing
try: try:
names = self._get_param_names_transformed() names = self._get_param_names()
except NotImplementedError: except NotImplementedError:
names = ['Variable %i' % i for i in range(len(x))] names = ['Variable %i' % i for i in range(len(x))]
# Prepare for pretty-printing # Prepare for pretty-printing
@ -436,7 +436,8 @@ class Model(Parameterized):
else: else:
param_list = self._raveled_index_for(target_param) param_list = self._raveled_index_for(target_param)
if self._has_fixes(): if self._has_fixes():
param_list = param_list[self._fixes_] param_list = np.intersect1d(param_list, np.r_[:self.size][self._fixes_], True)
if not np.any(param_list): if not np.any(param_list):
print "No free parameters to check" print "No free parameters to check"
return return
@ -444,7 +445,7 @@ class Model(Parameterized):
gradient = self.objective_function_gradients(x) gradient = self.objective_function_gradients(x)
np.where(gradient==0, 1e-312, gradient) np.where(gradient==0, 1e-312, gradient)
for i in param_list: for i, ind in enumerate(param_list):
xx = x.copy() xx = x.copy()
xx[i] += step xx[i] += step
f1, g1 = self.objective_and_gradients(xx) f1, g1 = self.objective_and_gradients(xx)
@ -456,9 +457,9 @@ class Model(Parameterized):
difference = np.abs((f1 - f2) / 2 / step - gradient[i]) difference = np.abs((f1 - f2) / 2 / step - gradient[i])
if (np.abs(1. - ratio) < tolerance) or np.abs(difference) < tolerance: if (np.abs(1. - ratio) < tolerance) or np.abs(difference) < tolerance:
formatted_name = "\033[92m {0} \033[0m".format(names[i]) formatted_name = "\033[92m {0} \033[0m".format(names[ind])
else: else:
formatted_name = "\033[91m {0} \033[0m".format(names[i]) formatted_name = "\033[91m {0} \033[0m".format(names[ind])
r = '%.6f' % float(ratio) r = '%.6f' % float(ratio)
d = '%.6f' % float(difference) d = '%.6f' % float(difference)
g = '%.6f' % gradient[i] g = '%.6f' % gradient[i]

5
GPy/core/parameterization/parameterized.py
View file

@ -312,8 +312,11 @@ class Parameterized(Constrainable, Pickleable, Observable, Gradcheckable):
#=========================================================================== #===========================================================================
# Optimization handles: # Optimization handles:
#=========================================================================== #===========================================================================
def _get_param_names_transformed(self): def _get_param_names(self):
n = numpy.array([p.name_hirarchical+'['+str(i)+']' for p in self.flattened_parameters for i in p._indices()]) n = numpy.array([p.name_hirarchical+'['+str(i)+']' for p in self.flattened_parameters for i in p._indices()])
return n
def _get_param_names_transformed(self):
n = self._get_param_names()
if self._has_fixes(): if self._has_fixes():
return n[self._fixes_] return n[self._fixes_]
return n return n