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small changes to the lengthscales such that the periodic kernels can be called as the non-periodic ones

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This commit is contained in:
Nicolas 2013-02-20 14:12:29 +00:00
parent 66f25769bc
commit 421b87a07c
3 changed files with 13 additions and 10 deletions
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7
GPy/kern/periodic_Matern32.py
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@ -21,13 +21,14 @@ class periodic_Matern32(kernpart):
""" """
def __init__(self,D=1,variance=1.,lengthscale=None,period=2*np.pi,n_freq=10,lower=0.,upper=4*np.pi): def __init__(self,D=1,variance=1.,lengthscale=None,period=2*np.pi,n_freq=10,lower=0.,upper=4*np.pi):
assert D==1 assert D==1, "Periodic kernels are only defined for D=1"
self.name = 'periodic_Mat32' self.name = 'periodic_Mat32'
self.D = D self.D = D
if lengthscale is not None: if lengthscale is not None:
assert lengthscale.shape==(self.D,) lengthscale = np.asarray(lengthscale)
assert lengthscale.size == 1, "Wrong size: only one lengthscale needed"
else: else:
lengthscale = np.ones(self.D) lengthscale = np.ones(1)
self.lower,self.upper = lower, upper self.lower,self.upper = lower, upper
self.Nparam = 3 self.Nparam = 3
self.n_freq = n_freq self.n_freq = n_freq

7
GPy/kern/periodic_Matern52.py
View file

@ -21,13 +21,14 @@ class periodic_Matern52(kernpart):
""" """
def __init__(self,D=1,variance=1.,lengthscale=None,period=2*np.pi,n_freq=10,lower=0.,upper=4*np.pi): def __init__(self,D=1,variance=1.,lengthscale=None,period=2*np.pi,n_freq=10,lower=0.,upper=4*np.pi):
assert D==1 assert D==1, "Periodic kernels are only defined for D=1"
self.name = 'periodic_Mat52' self.name = 'periodic_Mat52'
self.D = D self.D = D
if lengthscale is not None: if lengthscale is not None:
assert lengthscale.shape==(self.D,) lengthscale = np.asarray(lengthscale)
assert lengthscale.size == 1, "Wrong size: only one lengthscale needed"
else: else:
lengthscale = np.ones(self.D) lengthscale = np.ones(1)
self.lower,self.upper = lower, upper self.lower,self.upper = lower, upper
self.Nparam = 3 self.Nparam = 3
self.n_freq = n_freq self.n_freq = n_freq

9
GPy/kern/periodic_exponential.py
View file

@ -21,13 +21,14 @@ class periodic_exponential(kernpart):
""" """
def __init__(self,D=1,variance=1.,lengthscale=None,period=2*np.pi,n_freq=10,lower=0.,upper=4*np.pi): def __init__(self,D=1,variance=1.,lengthscale=None,period=2*np.pi,n_freq=10,lower=0.,upper=4*np.pi):
assert D==1 assert D==1, "Periodic kernels are only defined for D=1"
self.name = 'periodic_exp' self.name = 'periodic_exp'
self.D = D self.D = D
if lengthscale is not None: if lengthscale is not None:
assert lengthscale.shape==(self.D,) lengthscale = np.asarray(lengthscale)
assert lengthscale.size == 1, "Wrong size: only one lengthscale needed"
else: else:
lengthscale = np.ones(self.D) lengthscale = np.ones(1)
self.lower,self.upper = lower, upper self.lower,self.upper = lower, upper
self.Nparam = 3 self.Nparam = 3
self.n_freq = n_freq self.n_freq = n_freq
@ -45,7 +46,7 @@ class periodic_exponential(kernpart):
r = np.sqrt(r1**2 + r2**2) r = np.sqrt(r1**2 + r2**2)
psi = np.where(r1 != 0, (np.arctan(r2/r1) + (r1<0.)*np.pi),np.arcsin(r2)) psi = np.where(r1 != 0, (np.arctan(r2/r1) + (r1<0.)*np.pi),np.arcsin(r2))
return r,omega[:,0:1], psi return r,omega[:,0:1], psi
def _int_computation(self,r1,omega1,phi1,r2,omega2,phi2): def _int_computation(self,r1,omega1,phi1,r2,omega2,phi2):
Gint1 = 1./(omega1+omega2.T)*( np.sin((omega1+omega2.T)*self.upper+phi1+phi2.T) - np.sin((omega1+omega2.T)*self.lower+phi1+phi2.T)) + 1./(omega1-omega2.T)*( np.sin((omega1-omega2.T)*self.upper+phi1-phi2.T) - np.sin((omega1-omega2.T)*self.lower+phi1-phi2.T) ) Gint1 = 1./(omega1+omega2.T)*( np.sin((omega1+omega2.T)*self.upper+phi1+phi2.T) - np.sin((omega1+omega2.T)*self.lower+phi1+phi2.T)) + 1./(omega1-omega2.T)*( np.sin((omega1-omega2.T)*self.upper+phi1-phi2.T) - np.sin((omega1-omega2.T)*self.lower+phi1-phi2.T) )
Gint2 = 1./(omega1+omega2.T)*( np.sin((omega1+omega2.T)*self.upper+phi1+phi2.T) - np.sin((omega1+omega2.T)*self.lower+phi1+phi2.T)) + np.cos(phi1-phi2.T)*(self.upper-self.lower) Gint2 = 1./(omega1+omega2.T)*( np.sin((omega1+omega2.T)*self.upper+phi1+phi2.T) - np.sin((omega1+omega2.T)*self.lower+phi1+phi2.T)) + np.cos(phi1-phi2.T)*(self.upper-self.lower)