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some eidts to choleskies.pyx

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This commit is contained in:
James Hensman 2015-04-27 20:53:36 +01:00
parent 5edf464efa
commit 59cf0b3c9a
9 changed files with 6944 additions and 131 deletions
Download patch file Download diff file Expand all files Collapse all files

2
GPy/core/parameterization/index_operations.py
View file

@ -6,7 +6,6 @@ from numpy.lib.function_base import vectorize
from .lists_and_dicts import IntArrayDict
from functools import reduce
from transformations import Transformation
from priors import Prior
def extract_properties_to_index(index, props):
prop_index = dict()
@ -146,7 +145,6 @@ class ParameterIndexOperations(object):
return prop_index
def add(self, prop, indices):
#assert isinstance(prop, (Transformation, Prior)), "invalid key"
self._properties[prop] = combine_indices(self._properties[prop], indices)
def remove(self, prop, indices):

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

@ -6,10 +6,10 @@ import numpy; np = numpy
import itertools
from re import compile, _pattern_type
from .param import ParamConcatenation
from .parameter_core import HierarchyError, Parameterizable, adjust_name_for_printing
from parameter_core import HierarchyError, Parameterizable, adjust_name_for_printing
import logging
from GPy.core.parameterization.index_operations import ParameterIndexOperationsView
from index_operations import ParameterIndexOperationsView
logger = logging.getLogger("parameters changed meta")
class ParametersChangedMeta(type):

2
GPy/core/parameterization/priors.py
View file

@ -730,7 +730,7 @@ class DGPLVM(Prior):
# ******************************************
from parameterized import Parameterized
from .. import Parameterized
from .. import Param
class DGPLVM_Lamda(Prior, Parameterized):
"""

3
GPy/defaults.cfg
View file

@ -25,3 +25,6 @@ MKL = False
[weave]
#if true, try to use weave, and fall back to numpy. if false, just use numpy.
working = True
[cython]
working = True

6582
GPy/kern/_src/coregionalize_cython.c Normal file
View file

File diff suppressed because it is too large Load diff

469
GPy/util/choleskies_cython.c
View file

@ -831,15 +831,14 @@ static CYTHON_INLINE PyObject* __Pyx_PyObject_CallOneArg(PyObject *func, PyObjec
static CYTHON_INLINE int __Pyx_TypeTest(PyObject *obj, PyTypeObject *type);
static void __Pyx_RaiseBufferIndexError(int axis);
#define __Pyx_BufPtrStrided2d(type, buf, i0, s0, i1, s1) (type)((char*)buf + i0 * s0 + i1 * s1)
static CYTHON_INLINE void __Pyx_ErrRestore(PyObject *type, PyObject *value, PyObject *tb);
static CYTHON_INLINE void __Pyx_ErrFetch(PyObject **type, PyObject **value, PyObject **tb);
static CYTHON_INLINE long __Pyx_div_long(long, long); /* proto */
static void __Pyx_RaiseBufferIndexError(int axis);
#define __Pyx_BufPtrStrided3d(type, buf, i0, s0, i1, s1, i2, s2) (type)((char*)buf + i0 * s0 + i1 * s1 + i2 * s2)
#define __Pyx_BufPtrStrided2d(type, buf, i0, s0, i1, s1) (type)((char*)buf + i0 * s0 + i1 * s1)
static void __Pyx_Raise(PyObject *type, PyObject *value, PyObject *tb, PyObject *cause);
static CYTHON_INLINE void __Pyx_RaiseTooManyValuesError(Py_ssize_t expected);
@ -1089,6 +1088,7 @@ static char __pyx_k_count[] = "count";
static char __pyx_k_empty[] = "empty";
static char __pyx_k_numpy[] = "numpy";
static char __pyx_k_range[] = "range";
static char __pyx_k_zeros[] = "zeros";
static char __pyx_k_import[] = "__import__";
static char __pyx_k_linalg[] = "linalg";
static char __pyx_k_ValueError[] = "ValueError";
@ -1097,7 +1097,7 @@ static char __pyx_k_flat_to_triang[] = "flat_to_triang";
static char __pyx_k_triang_to_flat[] = "triang_to_flat";
static char __pyx_k_GPy_util_choleskies_cython[] = "GPy.util.choleskies_cython";
static char __pyx_k_ndarray_is_not_C_contiguous[] = "ndarray is not C contiguous";
static char __pyx_k_home_james_work_GPy_GPy_util_ch[] = "/home/james/work/GPy/GPy/util/choleskies_cython.pyx";
static char __pyx_k_Users_james_work_GPy_GPy_util_c[] = "/Users/james/work/GPy/GPy/util/choleskies_cython.pyx";
static char __pyx_k_unknown_dtype_code_in_numpy_pxd[] = "unknown dtype code in numpy.pxd (%d)";
static char __pyx_k_Format_string_allocated_too_shor[] = "Format string allocated too short, see comment in numpy.pxd";
static char __pyx_k_Non_native_byte_order_not_suppor[] = "Non-native byte order not supported";
@ -1112,6 +1112,7 @@ static PyObject *__pyx_n_s_M;
static PyObject *__pyx_n_s_N;
static PyObject *__pyx_kp_u_Non_native_byte_order_not_suppor;
static PyObject *__pyx_n_s_RuntimeError;
static PyObject *__pyx_kp_s_Users_james_work_GPy_GPy_util_c;
static PyObject *__pyx_n_s_ValueError;
static PyObject *__pyx_n_s__7;
static PyObject *__pyx_n_s_count;
@ -1119,7 +1120,6 @@ static PyObject *__pyx_n_s_d;
static PyObject *__pyx_n_s_empty;
static PyObject *__pyx_n_s_flat;
static PyObject *__pyx_n_s_flat_to_triang;
static PyObject *__pyx_kp_s_home_james_work_GPy_GPy_util_ch;
static PyObject *__pyx_n_s_import;
static PyObject *__pyx_n_s_linalg;
static PyObject *__pyx_n_s_m;
@ -1134,6 +1134,8 @@ static PyObject *__pyx_n_s_ret;
static PyObject *__pyx_n_s_test;
static PyObject *__pyx_n_s_triang_to_flat;
static PyObject *__pyx_kp_u_unknown_dtype_code_in_numpy_pxd;
static PyObject *__pyx_n_s_zeros;
static PyObject *__pyx_int_1;
static PyObject *__pyx_tuple_;
static PyObject *__pyx_tuple__2;
static PyObject *__pyx_tuple__3;
@ -1148,7 +1150,7 @@ static PyObject *__pyx_codeobj__11;
/* "GPy/util/choleskies_cython.pyx":8
* from . import linalg
*
* def flat_to_triang(np.ndarray[double, ndim=3] flat, int M): # <<<<<<<<<<<<<<
* def flat_to_triang(np.ndarray[double, ndim=2] flat, int M): # <<<<<<<<<<<<<<
* """take a matrix N x D and return a M X M x D array where
*
*/
@ -1227,8 +1229,8 @@ static PyObject *__pyx_pf_3GPy_4util_17choleskies_cython_flat_to_triang(CYTHON_U
int __pyx_v_count;
PyArrayObject *__pyx_v_ret = 0;
int __pyx_v_d;
int __pyx_v_m;
int __pyx_v_mm;
PyObject *__pyx_v_m = NULL;
PyObject *__pyx_v_mm = NULL;
__Pyx_LocalBuf_ND __pyx_pybuffernd_flat;
__Pyx_Buffer __pyx_pybuffer_flat;
__Pyx_LocalBuf_ND __pyx_pybuffernd_ret;
@ -1244,10 +1246,13 @@ static PyObject *__pyx_pf_3GPy_4util_17choleskies_cython_flat_to_triang(CYTHON_U
PyArrayObject *__pyx_t_7 = NULL;
int __pyx_t_8;
int __pyx_t_9;
int __pyx_t_10;
int __pyx_t_11;
int __pyx_t_12;
int __pyx_t_13;
Py_ssize_t __pyx_t_10;
PyObject *(*__pyx_t_11)(PyObject *);
Py_ssize_t __pyx_t_12;
PyObject *(*__pyx_t_13)(PyObject *);
int __pyx_t_14;
int __pyx_t_15;
int __pyx_t_16;
int __pyx_lineno = 0;
const char *__pyx_filename = NULL;
int __pyx_clineno = 0;
@ -1262,9 +1267,9 @@ static PyObject *__pyx_pf_3GPy_4util_17choleskies_cython_flat_to_triang(CYTHON_U
__pyx_pybuffernd_flat.rcbuffer = &__pyx_pybuffer_flat;
{
__Pyx_BufFmt_StackElem __pyx_stack[1];
if (unlikely(__Pyx_GetBufferAndValidate(&__pyx_pybuffernd_flat.rcbuffer->pybuffer, (PyObject*)__pyx_v_flat, &__Pyx_TypeInfo_double, PyBUF_FORMAT| PyBUF_STRIDES, 3, 0, __pyx_stack) == -1)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 8; __pyx_clineno = __LINE__; goto __pyx_L1_error;}
if (unlikely(__Pyx_GetBufferAndValidate(&__pyx_pybuffernd_flat.rcbuffer->pybuffer, (PyObject*)__pyx_v_flat, &__Pyx_TypeInfo_double, PyBUF_FORMAT| PyBUF_STRIDES, 2, 0, __pyx_stack) == -1)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 8; __pyx_clineno = __LINE__; goto __pyx_L1_error;}
}
__pyx_pybuffernd_flat.diminfo[0].strides = __pyx_pybuffernd_flat.rcbuffer->pybuffer.strides[0]; __pyx_pybuffernd_flat.diminfo[0].shape = __pyx_pybuffernd_flat.rcbuffer->pybuffer.shape[0]; __pyx_pybuffernd_flat.diminfo[1].strides = __pyx_pybuffernd_flat.rcbuffer->pybuffer.strides[1]; __pyx_pybuffernd_flat.diminfo[1].shape = __pyx_pybuffernd_flat.rcbuffer->pybuffer.shape[1]; __pyx_pybuffernd_flat.diminfo[2].strides = __pyx_pybuffernd_flat.rcbuffer->pybuffer.strides[2]; __pyx_pybuffernd_flat.diminfo[2].shape = __pyx_pybuffernd_flat.rcbuffer->pybuffer.shape[2];
__pyx_pybuffernd_flat.diminfo[0].strides = __pyx_pybuffernd_flat.rcbuffer->pybuffer.strides[0]; __pyx_pybuffernd_flat.diminfo[0].shape = __pyx_pybuffernd_flat.rcbuffer->pybuffer.shape[0]; __pyx_pybuffernd_flat.diminfo[1].strides = __pyx_pybuffernd_flat.rcbuffer->pybuffer.strides[1]; __pyx_pybuffernd_flat.diminfo[1].shape = __pyx_pybuffernd_flat.rcbuffer->pybuffer.shape[1];
/* "GPy/util/choleskies_cython.pyx":16
* This is the weave implementation
@ -1280,7 +1285,7 @@ static PyObject *__pyx_pf_3GPy_4util_17choleskies_cython_flat_to_triang(CYTHON_U
* cdef int N = flat.shape[0]
* cdef int D = flat.shape[1] # <<<<<<<<<<<<<<
* cdef int count = 0
* cdef np.ndarray[double, ndim=2] ret = np.empty((M, M, D))
* cdef np.ndarray[double, ndim=3] ret = np.zeros((M, M, D))
*/
__pyx_v_D = (__pyx_v_flat->dimensions[1]);
@ -1288,7 +1293,7 @@ static PyObject *__pyx_pf_3GPy_4util_17choleskies_cython_flat_to_triang(CYTHON_U
* cdef int N = flat.shape[0]
* cdef int D = flat.shape[1]
* cdef int count = 0 # <<<<<<<<<<<<<<
* cdef np.ndarray[double, ndim=2] ret = np.empty((M, M, D))
* cdef np.ndarray[double, ndim=3] ret = np.zeros((M, M, D))
* for d in range(D):
*/
__pyx_v_count = 0;
@ -1296,13 +1301,13 @@ static PyObject *__pyx_pf_3GPy_4util_17choleskies_cython_flat_to_triang(CYTHON_U
/* "GPy/util/choleskies_cython.pyx":19
* cdef int D = flat.shape[1]
* cdef int count = 0
* cdef np.ndarray[double, ndim=2] ret = np.empty((M, M, D)) # <<<<<<<<<<<<<<
* cdef np.ndarray[double, ndim=3] ret = np.zeros((M, M, D)) # <<<<<<<<<<<<<<
* for d in range(D):
* count = 0
*/
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__Pyx_GOTREF(__pyx_t_2);
__pyx_t_3 = __Pyx_PyObject_GetAttrStr(__pyx_t_2, __pyx_n_s_empty); if (unlikely(!__pyx_t_3)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 19; __pyx_clineno = __LINE__; goto __pyx_L1_error;}
__pyx_t_3 = __Pyx_PyObject_GetAttrStr(__pyx_t_2, __pyx_n_s_zeros); if (unlikely(!__pyx_t_3)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 19; __pyx_clineno = __LINE__; goto __pyx_L1_error;}
__Pyx_GOTREF(__pyx_t_3);
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@ -1352,10 +1357,10 @@ static PyObject *__pyx_pf_3GPy_4util_17choleskies_cython_flat_to_triang(CYTHON_U
__pyx_t_7 = ((PyArrayObject *)__pyx_t_1);
{
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@ -1364,7 +1369,7 @@ static PyObject *__pyx_pf_3GPy_4util_17choleskies_cython_flat_to_triang(CYTHON_U
/* "GPy/util/choleskies_cython.pyx":20
* cdef int count = 0
* cdef np.ndarray[double, ndim=2] ret = np.empty((M, M, D))
* cdef np.ndarray[double, ndim=3] ret = np.zeros((M, M, D))
* for d in range(D): # <<<<<<<<<<<<<<
* count = 0
* for m in range(M):
@ -1374,11 +1379,11 @@ static PyObject *__pyx_pf_3GPy_4util_17choleskies_cython_flat_to_triang(CYTHON_U
__pyx_v_d = __pyx_t_9;
/* "GPy/util/choleskies_cython.pyx":21
* cdef np.ndarray[double, ndim=2] ret = np.empty((M, M, D))
* cdef np.ndarray[double, ndim=3] ret = np.zeros((M, M, D))
* for d in range(D):
* count = 0 # <<<<<<<<<<<<<<
* for m in range(M):
* for mm in range(m):
* for mm in range(m+1):
*/
__pyx_v_count = 0;
@ -1386,77 +1391,187 @@ static PyObject *__pyx_pf_3GPy_4util_17choleskies_cython_flat_to_triang(CYTHON_U
* for d in range(D):
* count = 0
* for m in range(M): # <<<<<<<<<<<<<<
* for mm in range(m):
* for mm in range(m+1):
* ret[m, mm, d] = flat[count,d]
*/
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/* "GPy/util/choleskies_cython.pyx":23
* count = 0
* for m in range(M):
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* for mm in range(m+1): # <<<<<<<<<<<<<<
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* count += 1
*/
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@ -4130,7 +4359,7 @@ PyMODINIT_FUNC PyInit_choleskies_cython(void)
*
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*
* def flat_to_triang(np.ndarray[double, ndim=3] flat, int M):
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@ -4149,7 +4378,7 @@ PyMODINIT_FUNC PyInit_choleskies_cython(void)
/* "GPy/util/choleskies_cython.pyx":8
* from . import linalg
*
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* def flat_to_triang(np.ndarray[double, ndim=2] flat, int M): # <<<<<<<<<<<<<<
* """take a matrix N x D and return a M X M x D array where
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@ -5053,6 +5282,11 @@ static CYTHON_INLINE int __Pyx_TypeTest(PyObject *obj, PyTypeObject *type) {
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static void __Pyx_RaiseBufferIndexError(int axis) {
PyErr_Format(PyExc_IndexError,
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}
static CYTHON_INLINE void __Pyx_ErrRestore(PyObject *type, PyObject *value, PyObject *tb) {
#if CYTHON_COMPILING_IN_CPYTHON
PyObject *tmp_type, *tmp_value, *tmp_tb;
@ -5091,11 +5325,6 @@ static CYTHON_INLINE long __Pyx_div_long(long a, long b) {
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static void __Pyx_RaiseBufferIndexError(int axis) {
PyErr_Format(PyExc_IndexError,
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static void __Pyx_Raise(PyObject *type, PyObject *value, PyObject *tb,
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8
GPy/util/choleskies_cython.pyx
View file

@ -5,7 +5,7 @@ cimport numpy as np
from . import linalg
def flat_to_triang(np.ndarray[double, ndim=3] flat, int M):
def flat_to_triang(np.ndarray[double, ndim=2] flat, int M):
"""take a matrix N x D and return a M X M x D array where
N = M(M+1)/2
@ -16,11 +16,11 @@ def flat_to_triang(np.ndarray[double, ndim=3] flat, int M):
cdef int N = flat.shape[0]
cdef int D = flat.shape[1]
cdef int count = 0
cdef np.ndarray[double, ndim=2] ret = np.empty((M, M, D))
cdef np.ndarray[double, ndim=3] ret = np.zeros((M, M, D))
for d in range(D):
count = 0
for m in range(M):
for mm in range(m):
for mm in range(m+1):
ret[m, mm, d] = flat[count,d]
count += 1
return ret
@ -34,7 +34,7 @@ def triang_to_flat(np.ndarray[double, ndim=3] L):
for d in range(D):
count = 0
for m in range(M):
for mm in range(m):
for mm in range(m+1):
flat[count,d] = L[m, mm, d]
count += 1
return flat

2
GPy/util/warping_functions.py
View file

@ -2,7 +2,7 @@
# Licensed under the BSD 3-clause license (see LICENSE.txt)
import numpy as np
from GPy.core.parameterization import Parameterized, Param
from ..core.parameterization import Parameterized, Param
from ..core.parameterization.transformations import Logexp
class WarpingFunction(Parameterized):

3
setup.py
View file

@ -11,7 +11,8 @@ version = '0.6.1'
def read(fname):
return open(os.path.join(os.path.dirname(__file__), fname)).read()
compile_flags = ["-march=native", '-fopenmp', '-O3', ]
#compile_flags = ["-march=native", '-fopenmp', '-O3', ]
compile_flags = [ '-fopenmp', '-O3', ]
ext_mods = [Extension(name='GPy.kern._src.stationary_cython',
sources=['GPy/kern/_src/stationary_cython.c','GPy/kern/_src/stationary_utils.c'],