Other local changes.

This commit is contained in:
Neil Lawrence 2013-09-16 11:32:03 +01:00
parent 6d5d4da133
commit 336fe164fa
6 changed files with 21 additions and 24 deletions

View file

@ -346,7 +346,7 @@ def symmetric(k):
k_.parts = [symmetric.Symmetric(p) for p in k.parts]
return k_
def coregionalise(num_outputs,W_columns=1, W=None, kappa=None):
def coregionalize(num_outputs,W_columns=1, W=None, kappa=None):
"""
Coregionlization matrix B, of the form:
.. math::
@ -369,7 +369,7 @@ def coregionalise(num_outputs,W_columns=1, W=None, kappa=None):
:rtype: kernel object
"""
p = parts.coregionalise.Coregionalise(num_outputs,W_columns,W,kappa)
p = parts.coregionalize.Coregionalize(num_outputs,W_columns,W,kappa)
return kern(1,[p])
@ -448,11 +448,11 @@ def build_lcm(input_dim, num_outputs, kernel_list = [], W_columns=1,W=None,kappa
k.input_dim = input_dim
warnings.warn("kernel's input dimension overwritten to fit input_dim parameter.")
k_coreg = coregionalise(num_outputs,W_columns,W,kappa)
k_coreg = coregionalize(num_outputs,W_columns,W,kappa)
kernel = kernel_list[0]**k_coreg.copy()
for k in kernel_list[1:]:
k_coreg = coregionalise(num_outputs,W_columns,W,kappa)
k_coreg = coregionalize(num_outputs,W_columns,W,kappa)
kernel += k**k_coreg.copy()
return kernel

View file

@ -7,30 +7,31 @@ from GPy.util.linalg import mdot, pdinv
import pdb
from scipy import weave
class Coregionalise(Kernpart):
class Coregionalize(Kernpart):
"""
Kernel for intrinsic/linear coregionalization models
Covariance function for intrinsic/linear coregionalization models
This kernel has the form
This covariance has the form
.. math::
\mathbf{B} = \mathbf{W}\mathbf{W}^\top + kappa \mathbf{I}
An intrinsic/linear coregionalization kernel of the form
An intrinsic/linear coregionalization covariance function of the form
.. math::
k_2(x, y)=\mathbf{B} k(x, y)
it is obtainded as the tensor product between a kernel k(x,y) and B.
it is obtained as the tensor product between a covariance function
k(x,y) and B.
:param num_outputs: number of outputs to coregionalize
:type num_outputs: int
:param W_columns: number of columns of the W matrix (this parameter is ignored if parameter W is not None)
:type W_colunns: int
:param W: a low rank matrix that determines the correlations between the different outputs, together with kappa it forms the coregionalisation matrix B
:param W: a low rank matrix that determines the correlations between the different outputs, together with kappa it forms the coregionalization matrix B
:type W: numpy array of dimensionality (num_outpus, W_columns)
:param kappa: a vector which allows the outputs to behave independently
:type kappa: numpy array of dimensionality (num_outputs,)
.. Note: see coregionalisation examples in GPy.examples.regression for some usage.
.. Note: see coregionalization examples in GPy.examples.regression for some usage.
"""
def __init__(self,num_outputs,W_columns=1, W=None, kappa=None):
self.input_dim = 1