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Ongoing changes to symbolic.

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Neil Lawrence 2014-04-08 06:09:30 +01:00
parent 9b5a1edb23
commit 41ef7f4c72
8 changed files with 77 additions and 166 deletions
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29
GPy/likelihoods/symbolic.py
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@ -117,21 +117,30 @@ if sympy_available:
# generate the code for the pdf and derivatives
self._gen_code()
def list_functions(self):
"""Return a list of all symbolic functions in the model and their names."""
def _gen_code(self):
"""Generate the code from the symbolic parts that will be used for likleihod computation."""
# TODO: Check here whether theano is available and set up
# functions accordingly.
self._log_pdf_function = lambdify(self.arg_list, self._sym_log_pdf, self.func_modules)
# compute code for derivatives
self._derivative_code = {key: lambdify(self.arg_list, self._log_pdf_derivatives[key], self.func_modules) for key in self._log_pdf_derivatives.keys()}
self._second_derivative_code = {key: lambdify(self.arg_list, self._log_pdf_second_derivatives[key], self.func_modules) for key in self._log_pdf_second_derivatives.keys()}
self._third_derivative_code = {key: lambdify(self.arg_list, self._log_pdf_third_derivatives[key], self.func_modules) for key in self._log_pdf_third_derivatives.keys()}
symbolic_functions = [self._sym_log_pdf]
deriv_list = [self._log_pdf_derivatives, self._log_pdf_second_derivatives, self._log_pdf_third_derivatives]
symbolic_functions += [deriv[key] for key in sorted(deriv.keys()) for deriv in deriv_list]
if self.missing_data:
self._missing_derivative_code = {key: lambdify(self.arg_list, self._missing_log_pdf_derivatives[key], self.func_modules) for key in self._missing_log_pdf_derivatives.keys()}
self._missing_second_derivative_code = {key: lambdify(self.arg_list, self._missing_log_pdf_second_derivatives[key], self.func_modules) for key in self._missing_log_pdf_second_derivatives.keys()}
self._missing_third_derivative_code = {key: lambdify(self.arg_list, self._missing_log_pdf_third_derivatives[key], self.func_modules) for key in self._missing_log_pdf_third_derivatives.keys()}
symbolic_functions+=[self._sym_missing_log_pdf]
deriv_list = [self._missing_log_pdf_derivatives, self._missing_log_pdf_second_derivatives, self._missing_log_pdf_third_derivatives]
symbolic_functions += [deriv[key] for key in sorted(deriv.keys()) for deriv in deriv_list]
# self._log_pdf_function = lambdify(self.arg_list, self._sym_log_pdf, self.func_modules)
# # compute code for derivatives
# self._derivative_code = {key: lambdify(self.arg_list, self._log_pdf_derivatives[key], self.func_modules) for key in self._log_pdf_derivatives.keys()}
# self._second_derivative_code = {key: lambdify(self.arg_list, self._log_pdf_second_derivatives[key], self.func_modules) for key in self._log_pdf_second_derivatives.keys()}
# self._third_derivative_code = {key: lambdify(self.arg_list, self._log_pdf_third_derivatives[key], self.func_modules) for key in self._log_pdf_third_derivatives.keys()}
# if self.missing_data:
# self._missing_derivative_code = {key: lambdify(self.arg_list, self._missing_log_pdf_derivatives[key], self.func_modules) for key in self._missing_log_pdf_derivatives.keys()}
# self._missing_second_derivative_code = {key: lambdify(self.arg_list, self._missing_log_pdf_second_derivatives[key], self.func_modules) for key in self._missing_log_pdf_second_derivatives.keys()}
# self._missing_third_derivative_code = {key: lambdify(self.arg_list, self._missing_log_pdf_third_derivatives[key], self.func_modules) for key in self._missing_log_pdf_third_derivatives.keys()}
# TODO: compute EP code parts based on logZ. We need dlogZ/dmu, d2logZ/dmu2 and dlogZ/dtheta