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Merge branch 'devel' of github.com:SheffieldML/GPy into devel

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This commit is contained in:
Alan Saul 2015-06-04 16:17:55 +01:00
commit 59771c8956
5 changed files with 71 additions and 38 deletions
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1
GPy/core/gp.py
View file

@ -89,7 +89,6 @@ class GP(Model):
assert mean_function.output_dim == self.output_dim
self.link_parameter(mean_function)
#find a sensible inference method
logger.info("initializing inference method")
if inference_method is None:

43
GPy/core/parameterization/parameter_core.py
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@ -430,23 +430,38 @@ class Indexable(Nameable, Updateable):
def log_prior(self):
"""evaluate the prior"""
if self.priors.size > 0:
x = self.param_array
#py3 fix
#return reduce(lambda a, b: a + b, (p.lnpdf(x[ind]).sum() for p, ind in self.priors.iteritems()), 0)
return reduce(lambda a, b: a + b, (p.lnpdf(x[ind]).sum() for p, ind in self.priors.items()), 0)
return 0.
if self.priors.size == 0:
return 0.
x = self.param_array
#evaluate the prior log densities
log_p = reduce(lambda a, b: a + b, (p.lnpdf(x[ind]).sum() for p, ind in self.priors.items()), 0)
#account for the transformation by evaluating the log Jacobian (where things are transformed)
log_j = 0.
priored_indexes = np.hstack([i for p, i in self.priors.items()])
for c,j in self.constraints.items():
if not isinstance(c, Transformation):continue
for jj in j:
if jj in priored_indexes:
log_j += c.log_jacobian(x[jj])
return log_p + log_j
def _log_prior_gradients(self):
"""evaluate the gradients of the priors"""
if self.priors.size > 0:
x = self.param_array
ret = np.zeros(x.size)
#py3 fix
#[np.put(ret, ind, p.lnpdf_grad(x[ind])) for p, ind in self.priors.iteritems()]
[np.put(ret, ind, p.lnpdf_grad(x[ind])) for p, ind in self.priors.items()]
return ret
return 0.
if self.priors.size == 0:
return 0.
x = self.param_array
ret = np.zeros(x.size)
#compute derivate of prior density
[np.put(ret, ind, p.lnpdf_grad(x[ind])) for p, ind in self.priors.items()]
#add in jacobian derivatives if transformed
priored_indexes = np.hstack([i for p, i in self.priors.items()])
for c,j in self.constraints.items():
if not isinstance(c, Transformation):continue
for jj in j:
if jj in priored_indexes:
ret[jj] += c.log_jacobian_grad(x[jj])
return ret
#===========================================================================
# Tie parameters together

50
GPy/core/parameterization/transformations.py
View file

@ -31,6 +31,16 @@ class Transformation(object):
raise NotImplementedError
def finv(self, model_param):
raise NotImplementedError
def log_jacobian(self, model_param):
"""
compute the log of the jacobian of f, evaluated at f(x)= model_param
"""
raise NotImplementedError
def log_jacobian_grad(self, model_param):
"""
compute the drivative of the log of the jacobian of f, evaluated at f(x)= model_param
"""
raise NotImplementedError
def gradfactor(self, model_param, dL_dmodel_param):
""" df(opt_param)_dopt_param evaluated at self.f(opt_param)=model_param, times the gradient dL_dmodel_param,
@ -74,9 +84,33 @@ class Logexp(Transformation):
if np.any(f < 0.):
print("Warning: changing parameters to satisfy constraints")
return np.abs(f)
def log_jacobian(self, model_param):
return np.where(model_param>_lim_val, model_param, np.log(np.exp(model_param+1e-20) - 1.)) - model_param
def log_jacobian_grad(self, model_param):
return 1./(np.exp(model_param)-1.)
def __str__(self):
return '+ve'
class Exponent(Transformation):
domain = _POSITIVE
def f(self, x):
return np.where(x<_lim_val, np.where(x>-_lim_val, np.exp(x), np.exp(-_lim_val)), np.exp(_lim_val))
def finv(self, x):
return np.log(x)
def gradfactor(self, f, df):
return np.einsum('i,i->i', df, f)
def initialize(self, f):
if np.any(f < 0.):
print("Warning: changing parameters to satisfy constraints")
return np.abs(f)
def log_jacobian(self, model_param):
return np.log(model_param)
def log_jacobian_grad(self, model_param):
return 1./model_param
def __str__(self):
return '+ve'
class NormalTheta(Transformation):
"Do not use, not officially supported!"
@ -417,22 +451,6 @@ class LogexpClipped(Logexp):
def __str__(self):
return '+ve_c'
class Exponent(Transformation):
# TODO: can't allow this to go to zero, need to set a lower bound. Similar with negative Exponent below. See old MATLAB code.
domain = _POSITIVE
def f(self, x):
return np.where(x<_lim_val, np.where(x>-_lim_val, np.exp(x), np.exp(-_lim_val)), np.exp(_lim_val))
def finv(self, x):
return np.log(x)
def gradfactor(self, f, df):
return np.einsum('i,i->i', df, f)
def initialize(self, f):
if np.any(f < 0.):
print("Warning: changing parameters to satisfy constraints")
return np.abs(f)
def __str__(self):
return '+ve'
class NegativeExponent(Exponent):
domain = _NEGATIVE
def f(self, x):

4
GPy/core/parameterization/variational.py
View file

@ -176,11 +176,11 @@ class SpikeAndSlabPosterior(VariationalPosterior):
self.mean.fix(warning=False)
self.variance.fix(warning=False)
if group_spike:
self.gamma_group = Param("binary_prob_group",binary_prob.mean(axis=0),Logistic(1e-6,1.-1e-6))
self.gamma_group = Param("binary_prob_group",binary_prob.mean(axis=0),Logistic(1e-10,1.-1e-10))
self.gamma = Param("binary_prob",binary_prob, __fixed__)
self.link_parameters(self.gamma_group,self.gamma)
else:
self.gamma = Param("binary_prob",binary_prob,Logistic(1e-6,1.-1e-6))
self.gamma = Param("binary_prob",binary_prob,Logistic(1e-10,1.-1e-10))
self.link_parameter(self.gamma)
def propogate_val(self):

11
GPy/plotting/matplot_dep/visualize.py
View file

@ -408,12 +408,13 @@ class mocap_data_show_vpython(vpython_show):
class mocap_data_show(matplotlib_show):
"""Base class for visualizing motion capture data."""
def __init__(self, vals, axes=None, connect=None):
def __init__(self, vals, axes=None, connect=None, color='b'):
if axes==None:
fig = plt.figure()
axes = fig.add_subplot(111, projection='3d', aspect='equal')
matplotlib_show.__init__(self, vals, axes)
self.color = color
self.connect = connect
self.process_values()
self.initialize_axes()
@ -423,7 +424,7 @@ class mocap_data_show(matplotlib_show):
self.axes.figure.canvas.draw()
def draw_vertices(self):
self.points_handle = self.axes.scatter(self.vals[:, 0], self.vals[:, 1], self.vals[:, 2])
self.points_handle = self.axes.scatter(self.vals[:, 0], self.vals[:, 1], self.vals[:, 2], color=self.color)
def draw_edges(self):
self.line_handle = []
@ -442,7 +443,7 @@ class mocap_data_show(matplotlib_show):
z.append(self.vals[i, 2])
z.append(self.vals[j, 2])
z.append(np.NaN)
self.line_handle = self.axes.plot(np.array(x), np.array(y), np.array(z), 'b-')
self.line_handle = self.axes.plot(np.array(x), np.array(y), np.array(z), '-', color=self.color)
def modify(self, vals):
self.vals = vals.copy()
@ -494,7 +495,7 @@ class stick_show(mocap_data_show):
class skeleton_show(mocap_data_show):
"""data_show class for visualizing motion capture data encoded as a skeleton with angles."""
def __init__(self, vals, skel, axes=None, padding=0):
def __init__(self, vals, skel, axes=None, padding=0, color='b'):
"""data_show class for visualizing motion capture data encoded as a skeleton with angles.
:param vals: set of modeled angles to use for printing in the axis when it's first created.
:type vals: np.array
@ -506,7 +507,7 @@ class skeleton_show(mocap_data_show):
self.skel = skel
self.padding = padding
connect = skel.connection_matrix()
mocap_data_show.__init__(self, vals, axes=axes, connect=connect)
mocap_data_show.__init__(self, vals, axes=axes, connect=connect, color=color)
def process_values(self):
"""Takes a set of angles and converts them to the x,y,z coordinates in the internal prepresentation of the class, ready for plotting.