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6 changed files with 21 additions and 24 deletions
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@ -346,7 +346,7 @@ def symmetric(k):
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k_.parts = [symmetric.Symmetric(p) for p in k.parts]
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return k_
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def coregionalise(num_outputs,W_columns=1, W=None, kappa=None):
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def coregionalize(num_outputs,W_columns=1, W=None, kappa=None):
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"""
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Coregionlization matrix B, of the form:
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.. math::
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@ -369,7 +369,7 @@ def coregionalise(num_outputs,W_columns=1, W=None, kappa=None):
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:rtype: kernel object
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"""
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p = parts.coregionalise.Coregionalise(num_outputs,W_columns,W,kappa)
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p = parts.coregionalize.Coregionalize(num_outputs,W_columns,W,kappa)
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return kern(1,[p])
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@ -448,11 +448,11 @@ def build_lcm(input_dim, num_outputs, kernel_list = [], W_columns=1,W=None,kappa
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k.input_dim = input_dim
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warnings.warn("kernel's input dimension overwritten to fit input_dim parameter.")
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k_coreg = coregionalise(num_outputs,W_columns,W,kappa)
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k_coreg = coregionalize(num_outputs,W_columns,W,kappa)
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kernel = kernel_list[0]**k_coreg.copy()
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for k in kernel_list[1:]:
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k_coreg = coregionalise(num_outputs,W_columns,W,kappa)
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k_coreg = coregionalize(num_outputs,W_columns,W,kappa)
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kernel += k**k_coreg.copy()
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return kernel
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@ -7,30 +7,31 @@ from GPy.util.linalg import mdot, pdinv
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import pdb
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from scipy import weave
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class Coregionalise(Kernpart):
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class Coregionalize(Kernpart):
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"""
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Kernel for intrinsic/linear coregionalization models
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Covariance function for intrinsic/linear coregionalization models
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This kernel has the form
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This covariance has the form
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.. math::
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\mathbf{B} = \mathbf{W}\mathbf{W}^\top + kappa \mathbf{I}
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An intrinsic/linear coregionalization kernel of the form
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An intrinsic/linear coregionalization covariance function of the form
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.. math::
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k_2(x, y)=\mathbf{B} k(x, y)
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it is obtainded as the tensor product between a kernel k(x,y) and B.
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it is obtained as the tensor product between a covariance function
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k(x,y) and B.
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:param num_outputs: number of outputs to coregionalize
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:type num_outputs: int
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:param W_columns: number of columns of the W matrix (this parameter is ignored if parameter W is not None)
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:type W_colunns: int
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:param W: a low rank matrix that determines the correlations between the different outputs, together with kappa it forms the coregionalisation matrix B
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:param W: a low rank matrix that determines the correlations between the different outputs, together with kappa it forms the coregionalization matrix B
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:type W: numpy array of dimensionality (num_outpus, W_columns)
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:param kappa: a vector which allows the outputs to behave independently
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:type kappa: numpy array of dimensionality (num_outputs,)
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.. Note: see coregionalisation examples in GPy.examples.regression for some usage.
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.. Note: see coregionalization examples in GPy.examples.regression for some usage.
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"""
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def __init__(self,num_outputs,W_columns=1, W=None, kappa=None):
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self.input_dim = 1
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