Fix merge conflicts

This commit is contained in:
Mike Croucher 2015-04-01 13:03:48 +01:00
commit 5c653fa4b0
39 changed files with 631 additions and 259 deletions

View file

@ -6,6 +6,9 @@ import sys
from .. import kern
from .model import Model
from .parameterization import ObsAr
from .model import Model
from .mapping import Mapping
from .parameterization import ObsAr
from .. import likelihoods
from ..inference.latent_function_inference import exact_gaussian_inference, expectation_propagation
from .parameterization.variational import VariationalPosterior
@ -34,7 +37,7 @@ class GP(Model):
"""
def __init__(self, X, Y, kernel, likelihood, inference_method=None, name='gp', Y_metadata=None, normalizer=False):
def __init__(self, X, Y, kernel, likelihood, mean_function=None, inference_method=None, name='gp', Y_metadata=None, normalizer=False):
super(GP, self).__init__(name)
assert X.ndim == 2
@ -75,6 +78,15 @@ class GP(Model):
assert isinstance(likelihood, likelihoods.Likelihood)
self.likelihood = likelihood
#handle the mean function
self.mean_function = mean_function
if mean_function is not None:
assert isinstance(self.mean_function, Mapping)
assert mean_function.input_dim == self.input_dim
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:
@ -153,9 +165,11 @@ class GP(Model):
This method is not designed to be called manually, the framework is set up to automatically call this method upon changes to parameters, if you call
this method yourself, there may be unexpected consequences.
"""
self.posterior, self._log_marginal_likelihood, self.grad_dict = self.inference_method.inference(self.kern, self.X, self.likelihood, self.Y_normalized, self.Y_metadata)
self.posterior, self._log_marginal_likelihood, self.grad_dict = self.inference_method.inference(self.kern, self.X, self.likelihood, self.Y_normalized, self.mean_function, self.Y_metadata)
self.likelihood.update_gradients(self.grad_dict['dL_dthetaL'])
self.kern.update_gradients_full(self.grad_dict['dL_dK'], self.X)
if self.mean_function is not None:
self.mean_function.update_gradients(self.grad_dict['dL_dm'], self.X)
def log_likelihood(self):
"""
@ -192,6 +206,10 @@ class GP(Model):
#force mu to be a column vector
if len(mu.shape)==1: mu = mu[:,None]
#add the mean function in
if not self.mean_function is None:
mu += self.mean_function.f(_Xnew)
return mu, var
def predict(self, Xnew, full_cov=False, Y_metadata=None, kern=None):
@ -241,12 +259,14 @@ class GP(Model):
def predictive_gradients(self, Xnew):
"""
Compute the derivatives of the latent function with respect to X*
Compute the derivatives of the predicted latent function with respect to X*
Given a set of points at which to predict X* (size [N*,Q]), compute the
derivatives of the mean and variance. Resulting arrays are sized:
dmu_dX* -- [N*, Q ,D], where D is the number of output in this GP (usually one).
Note that this is not the same as computing the mean and variance of the derivative of the function!
dv_dX* -- [N*, Q], (since all outputs have the same variance)
:param X: The points at which to get the predictive gradients
:type X: np.ndarray (Xnew x self.input_dim)