some gplvm related fixes

This commit is contained in:
James Hensman 2014-01-24 16:37:20 +00:00
parent a71bbc0d21
commit 563fbd257b
6 changed files with 19 additions and 26 deletions

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@ -154,7 +154,7 @@ class Param(ObservableArray, Constrainable):
def _parameters_(self): def _parameters_(self):
return [] return []
def _collect_gradient(self, target): def _collect_gradient(self, target):
target[:] = self.gradient target[:] = self.gradient.flat
#=========================================================================== #===========================================================================
# Fixing Parameters: # Fixing Parameters:
#=========================================================================== #===========================================================================

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@ -347,11 +347,11 @@ class kern(Parameterized):
def update_gradients_full(self, dL_dK, X): def update_gradients_full(self, dL_dK, X):
[p.update_gradients_full(dL_dK, X) for p in self._parameters_] [p.update_gradients_full(dL_dK, X) for p in self._parameters_]
pass
def update_gradients_sparse(self, dL_dKmm, dL_dKnm, dL_dKdiag, X, Z): def update_gradients_sparse(self, dL_dKmm, dL_dKnm, dL_dKdiag, X, Z):
pass raise NotImplementedError
def update_gradients_variational(self, dL_dKmm, dL_dpsi0, dL_dpsi1, dL_dpsi2, mu, S, Z): def update_gradients_variational(self, dL_dKmm, dL_dpsi0, dL_dpsi1, dL_dpsi2, mu, S, Z):
pass raise NotImplementedError
def dK_dtheta(self, dL_dK, X, X2=None): def dK_dtheta(self, dL_dK, X, X2=None):
""" """
@ -375,7 +375,7 @@ class kern(Parameterized):
return self._transform_gradients(target) return self._transform_gradients(target)
def dK_dX(self, dL_dK, X, X2=None): def gradients_X(self, dL_dK, X, X2=None):
"""Compute the gradient of the objective function with respect to X. """Compute the gradient of the objective function with respect to X.
:param dL_dK: An array of gradients of the objective function with respect to the covariance function. :param dL_dK: An array of gradients of the objective function with respect to the covariance function.
@ -387,9 +387,9 @@ class kern(Parameterized):
target = np.zeros_like(X) target = np.zeros_like(X)
if X2 is None: if X2 is None:
[p.dK_dX(dL_dK, X[:, i_s], None, target[:, i_s]) for p, i_s in zip(self._parameters_, self.input_slices)] [p.gradients_X(dL_dK, X[:, i_s], None, target[:, i_s]) for p, i_s in zip(self._parameters_, self.input_slices)]
else: else:
[p.dK_dX(dL_dK, X[:, i_s], X2[:, i_s], target[:, i_s]) for p, i_s in zip(self._parameters_, self.input_slices)] [p.gradients_X(dL_dK, X[:, i_s], X2[:, i_s], target[:, i_s]) for p, i_s in zip(self._parameters_, self.input_slices)]
return target return target
def Kdiag(self, X, which_parts='all'): def Kdiag(self, X, which_parts='all'):

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@ -16,17 +16,6 @@ class Bias(Kernpart):
super(Bias, self).__init__(input_dim, name) super(Bias, self).__init__(input_dim, name)
self.variance = Param("variance", variance) self.variance = Param("variance", variance)
self.add_parameter(self.variance) self.add_parameter(self.variance)
#self._set_params(np.array([variance]).flatten())
# def _get_params(self):
# return self.variance
#
# def _set_params(self,x):
# assert x.shape==(1,)
# self.variance = x
#
# def _get_param_names(self):
# return ['variance']
def K(self,X,X2,target): def K(self,X,X2,target):
target += self.variance target += self.variance
@ -34,18 +23,21 @@ class Bias(Kernpart):
def Kdiag(self,X,target): def Kdiag(self,X,target):
target += self.variance target += self.variance
def dK_dtheta(self,dL_dKdiag,X,X2,target): #def dK_dtheta(self,dL_dKdiag,X,X2,target):
target += dL_dKdiag.sum() #target += dL_dKdiag.sum()
def update_gradients_full(self, dL_dK, X):
self.variance.gradient = dL_dK.sum()
def dKdiag_dtheta(self,dL_dKdiag,X,target): def dKdiag_dtheta(self,dL_dKdiag,X,target):
target += dL_dKdiag.sum() target += dL_dKdiag.sum()
def dK_dX(self, dL_dK,X, X2, target): def gradients_X(self, dL_dK,X, X2, target):
pass pass
def dKdiag_dX(self,dL_dKdiag,X,target): def dKdiag_dX(self,dL_dKdiag,X,target):
pass pass
#---------------------------------------# #---------------------------------------#
# PSI statistics # # PSI statistics #
#---------------------------------------# #---------------------------------------#

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@ -161,7 +161,7 @@ class RBF(Kernpart):
else: else:
self.lengthscale.gradient += (self.variance / self.lengthscale) * np.sum(self._K_dvar * self._K_dist2 * dL_dK) self.lengthscale.gradient += (self.variance / self.lengthscale) * np.sum(self._K_dvar * self._K_dist2 * dL_dK)
def _gradients_X(self, dL_dK, X, X2, target): def gradients_X(self, dL_dK, X, X2, target):
#if self._X is None or X.base is not self._X.base or X2 is not None: #if self._X is None or X.base is not self._X.base or X2 is not None:
self._K_computations(X, X2) self._K_computations(X, X2)
if X2 is None: if X2 is None:
@ -260,7 +260,7 @@ class RBF(Kernpart):
} }
""" """
num_data, num_inducing, input_dim = X.shape[0], X.shape[0], self.input_dim num_data, num_inducing, input_dim = X.shape[0], X.shape[0], self.input_dim
X = param_to_array(X) X, dvardLdK = param_to_array(X, dvardLdK)
weave.inline(code, arg_names=['num_data', 'num_inducing', 'input_dim', 'X', 'target', 'dvardLdK', 'var_len3'], type_converters=weave.converters.blitz, **self.weave_options) weave.inline(code, arg_names=['num_data', 'num_inducing', 'input_dim', 'X', 'target', 'dvardLdK', 'var_len3'], type_converters=weave.converters.blitz, **self.weave_options)
else: else:
code = """ code = """
@ -277,7 +277,7 @@ class RBF(Kernpart):
} }
""" """
num_data, num_inducing, input_dim = X.shape[0], X2.shape[0], self.input_dim num_data, num_inducing, input_dim = X.shape[0], X2.shape[0], self.input_dim
X, X2 = param_to_array(X, X2) X, X2, dvardLdK = param_to_array(X, X2, dvardLdK)
weave.inline(code, arg_names=['num_data', 'num_inducing', 'input_dim', 'X', 'X2', 'target', 'dvardLdK', 'var_len3'], type_converters=weave.converters.blitz, **self.weave_options) weave.inline(code, arg_names=['num_data', 'num_inducing', 'input_dim', 'X', 'X2', 'target', 'dvardLdK', 'var_len3'], type_converters=weave.converters.blitz, **self.weave_options)
return target return target

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@ -36,7 +36,7 @@ class GPLVM(GP):
super(GPLVM, self).__init__(X, Y, kernel, likelihood, name='GPLVM') super(GPLVM, self).__init__(X, Y, kernel, likelihood, name='GPLVM')
self.X = Param('X', X) self.X = Param('X', X)
self.add_parameter(self.X, ndex=0) self.add_parameter(self.X, index=0)
def initialise_latent(self, init, input_dim, Y): def initialise_latent(self, init, input_dim, Y):
Xr = np.random.randn(Y.shape[0], input_dim) Xr = np.random.randn(Y.shape[0], input_dim)

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@ -2,6 +2,7 @@ import pylab as pb
import numpy as np import numpy as np
from .. import util from .. import util
from GPy.util.latent_space_visualizations.controllers.imshow_controller import ImshowController from GPy.util.latent_space_visualizations.controllers.imshow_controller import ImshowController
from misc import param_to_array
import itertools import itertools
def most_significant_input_dimensions(model, which_indices): def most_significant_input_dimensions(model, which_indices):
@ -74,7 +75,7 @@ def plot_latent(model, labels=None, which_indices=None,
index = np.nonzero(labels == ul)[0] index = np.nonzero(labels == ul)[0]
if model.input_dim == 1: if model.input_dim == 1:
x = model.X[index, input_1] x = param_to_array(model.X)[index, input_1]
y = np.zeros(index.size) y = np.zeros(index.size)
else: else:
x = model.X[index, input_1] x = model.X[index, input_1]