diff --git a/GPy/core/transformations.py b/GPy/core/transformations.py new file mode 100644 index 00000000..ff7c1d68 --- /dev/null +++ b/GPy/core/transformations.py @@ -0,0 +1,86 @@ +# Copyright (c) 2012, GPy authors (see AUTHORS.txt). +# Licensed under the BSD 3-clause license (see LICENSE.txt) + + +import numpy as np + +class transformation(object): + def __init__(self): + #set the domain. Suggest we use 'positive', 'bounded', etc + self.domain = 'undefined' + def f(self, x): + raise NotImplementedError + + def finv(self,x): + raise NotImplementedError + + def gradfactor(self,f): + """ df_dx evaluated at self.f(x)=f""" + raise NotImplementedError + def initialize(self,f): + """ produce a sensible initial values for f(x)""" + raise NotImplementedError + def __str__(self): + raise NotImplementedError + +class logexp(transformation): + def __init__(self): + self.domain= 'positive' + def f(self,x): + return np.log(1. + np.exp(x)) + def finv(self,f): + return np.log(np.exp(f) - 1.) + def gradfactor(self,f): + ef = np.exp(f) + return (ef - 1.)/ef + def initialize(self,f): + return np.abs(f) + def __str__(self): + return '(+ve)' + +class exponent(transformation): + def __init__(self): + self.domain= 'positive' + def f(self,x): + return np.exp(x) + def finv(self,x): + return np.log(x) + def gradfactor(self,f): + return f + def initialize(self,f): + return np.abs(f) + def __str__(self): + return '(+ve)' + +class negative_exponent(transformation): + def __init__(self): + self.domain= 'negative' + def f(self,x): + return -np.exp(self.x) + def finv(self,x): + return np.log(-x) + def gradfactor(self,f): + return f + def initialize(self,f): + return -np.abs(f) + def __str__(self): + return '(-ve)' + + +class logistic(transformation): + def __init__(self,lower,upper): + self.domain= 'bounded' + assert lower < upper + self.lower, self.upper = float(lower), float(upper) + self.difference = self.upper - self.lower + def f(self,x): + return self.lower + self.difference/(1.+np.exp(-x)) + def finv(self,f): + return np.log(np.clip(f - self.lower, 1e-10, np.inf) / np.clip(self.upper - f, 1e-10, np.inf)) + def gradfactor(self,f): + return (f-self.lower)*(self.upper-f)/self.difference + def initialize(self,f): + return self.f(f*0.) + def __str__(self): + return '({},{})'.format(self.lower,self.upper) +