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added domains in transformatins and priors

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Max Zwiessele 2013-06-04 16:49:42 +01:00
parent f403e5b0b7
commit 3fceef9d67
2 changed files with 10 additions and 13 deletions
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2
GPy/core/priors.py
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@ -6,8 +6,10 @@ import numpy as np
import pylab as pb import pylab as pb
from scipy.special import gammaln, digamma from scipy.special import gammaln, digamma
from ..util.linalg import pdinv from ..util.linalg import pdinv
from GPy.core.domains import UNDEFINED
class prior: class prior:
domain = UNDEFINED
def pdf(self,x): def pdf(self,x):
return np.exp(self.lnpdf(x)) return np.exp(self.lnpdf(x))

21
GPy/core/transformations.py
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@ -3,11 +3,10 @@
import numpy as np import numpy as np
from GPy.core.domains import UNDEFINED, POSITIVE, NEGATIVE, BOUNDED
class transformation(object): class transformation(object):
def __init__(self): domain = UNDEFINED
# set the domain. Suggest we use 'positive', 'bounded', etc
self.domain = 'undefined'
def f(self, x): def f(self, x):
raise NotImplementedError raise NotImplementedError
@ -24,8 +23,7 @@ class transformation(object):
raise NotImplementedError raise NotImplementedError
class logexp(transformation): class logexp(transformation):
def __init__(self): domain = POSITIVE
self.domain = 'positive'
def f(self, x): def f(self, x):
return np.log(1. + np.exp(x)) return np.log(1. + np.exp(x))
def finv(self, f): def finv(self, f):
@ -43,8 +41,8 @@ class logexp_clipped(transformation):
min_bound = 1e-10 min_bound = 1e-10
log_max_bound = np.log(max_bound) log_max_bound = np.log(max_bound)
log_min_bound = np.log(min_bound) log_min_bound = np.log(min_bound)
domain = POSITIVE
def __init__(self, lower=1e-6): def __init__(self, lower=1e-6):
self.domain = 'positive'
self.lower = lower self.lower = lower
def f(self, x): def f(self, x):
exp = np.exp(np.clip(x, self.log_min_bound, self.log_max_bound)) exp = np.exp(np.clip(x, self.log_min_bound, self.log_max_bound))
@ -66,8 +64,7 @@ class logexp_clipped(transformation):
return '(+ve_c)' return '(+ve_c)'
class exponent(transformation): class exponent(transformation):
def __init__(self): domain = POSITIVE
self.domain = 'positive'
def f(self, x): def f(self, x):
return np.exp(x) return np.exp(x)
def finv(self, x): def finv(self, x):
@ -82,8 +79,7 @@ class exponent(transformation):
return '(+ve)' return '(+ve)'
class negative_exponent(transformation): class negative_exponent(transformation):
def __init__(self): domain = NEGATIVE
self.domain = 'negative'
def f(self, x): def f(self, x):
return -np.exp(x) return -np.exp(x)
def finv(self, x): def finv(self, x):
@ -98,8 +94,7 @@ class negative_exponent(transformation):
return '(-ve)' return '(-ve)'
class square(transformation): class square(transformation):
def __init__(self): domain = POSITIVE
self.domain = 'positive'
def f(self, x): def f(self, x):
return x ** 2 return x ** 2
def finv(self, x): def finv(self, x):
@ -112,8 +107,8 @@ class square(transformation):
return '(+sq)' return '(+sq)'
class logistic(transformation): class logistic(transformation):
domain = BOUNDED
def __init__(self, lower, upper): def __init__(self, lower, upper):
self.domain = 'bounded'
assert lower < upper assert lower < upper
self.lower, self.upper = float(lower), float(upper) self.lower, self.upper = float(lower), float(upper)
self.difference = self.upper - self.lower self.difference = self.upper - self.lower