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fixed bug, replaced for loops with einsum

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alessandratosi 2016-05-27 19:06:28 +01:00
parent 17bfccb457
commit 64f2af719a
1 changed files with 14 additions and 40 deletions
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54
GPy/kern/src/stationary.py
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@ -237,56 +237,30 @@ class Stationary(Kern):
# d2K_dXdX2 = dK_dr*d2r_dXdX2 + d2K_drdr * dr_dX * dr_dX2: # d2K_dXdX2 = dK_dr*d2r_dXdX2 + d2K_drdr * dr_dX * dr_dX2:
invdist = self._inv_dist(X, X2) invdist = self._inv_dist(X, X2)
invdist2 = invdist**2 invdist2 = invdist**2
dL_dr = self.dK_dr_via_X(X, X2) * dL_dK # we perform this product later dL_dr = self.dK_dr_via_X(X, X2) #* dL_dK # we perform this product later
tmp1 = dL_dr * invdist tmp1 = dL_dr * invdist
dL_drdr = self.dK2_drdr_via_X(X, X2) * dL_dK # we perofrm this product later dL_drdr = self.dK2_drdr_via_X(X, X2) #* dL_dK # we perofrm this product later
tmp2 = dL_drdr tmp2 = dL_drdr*invdist2
l2 = np.ones(X.shape[1])*self.lengthscale**2 #np.multiply(np.ones(X.shape[1]) ,self.lengthscale**2) l2 = np.ones(X.shape[1])*self.lengthscale**2 #np.multiply(np.ones(X.shape[1]) ,self.lengthscale**2)
tmp1[invdist2==0.] -= self.variance if X2 is None:
X2 = X
tmp3 = (tmp1 - tmp2)*invdist2 tmp1 -= np.eye(X.shape[0])*self.variance
else:
#tmp3 = (tmp1 - tmp2)*invdist2 tmp1[invdist2==0.] -= self.variance
#tmp3 = tmp3
# This is not quite right yet, I need the maths to fully understand what is going on....
#else:
if cov: # full covariance if cov: # full covariance
if X2 is None: grad = np.empty((X.shape[0], X2.shape[0], X2.shape[1], X.shape[1]), dtype=np.float64)
#tmp3 = tmp3+tmp3.T dist = X[:,None,:] - X2[None,:,:]
dist = X[:,None,:] - X[None,:,:]
#dist = dist+dist.swapaxes(0,1)
else:
dist = X[:,None,:] - X2[None,:,:]
dist = (dist[:,:,:,None]*dist[:,:,None,:]) dist = (dist[:,:,:,None]*dist[:,:,None,:])
I = np.ones((X.shape[0], X2.shape[0], X2.shape[1], X.shape[1]))*np.eye((X2.shape[1]))
t2 = (tmp3[:,:,None,None]*dist)/l2[None,None,:,None] grad = (np.einsum('kl,klij->klij',dL_dK*(tmp1*invdist2 - tmp2), dist) /l2[None,None,:,None] - np.einsum('kl,klij->klij',dL_dK*tmp1, I))/l2[None,None,None,:]
t2.T[np.diag_indices(self.input_dim)] -= tmp1.T[None,:,:] else: # Diagonal covariance, old code
grad = t2/l2[None,None,None,:]
#grad_old = np.empty((X.shape[0], X2.shape[0], X2.shape[1], X.shape[1]), dtype=np.float64)
#for q in range(self.input_dim):
# tmpdist = (X[:,[q]]-X2[:,[q]].T)
# for r in range(self.input_dim):
# tmpdist2 = tmpdist*(X[:,[r]]-X2[:,[r]].T) # Introduce temporary distance
# if r==q:
# grad_old[:, :, q, r] = ((tmp3 * tmpdist2)/l2[r] - tmp1)/l2[q]
# else:
# grad_old[:, :, q, r] = (((tmp3 * tmpdist2)/l2[r])/l2[q])
#import ipdb;ipdb.set_trace()
if X2 is None:
grad += tmp1[:,:,None,None]
else:
# Diagonal covariance, old code
grad = np.empty((X.shape[0], X2.shape[0], X.shape[1]), dtype=np.float64) grad = np.empty((X.shape[0], X2.shape[0], X.shape[1]), dtype=np.float64)
#grad = np.empty(X.shape, dtype=np.float64) #grad = np.empty(X.shape, dtype=np.float64)
for q in range(self.input_dim): for q in range(self.input_dim):
tmpdist2 = (X[:,[q]]-X2[:,[q]].T) ** 2 tmpdist2 = (X[:,[q]]-X2[:,[q]].T) ** 2
grad[:, :, q] = ((np.multiply((tmp1*invdist2 - tmp2),tmpdist2)/l2[q] - tmp1)/l2[q]) grad[:, :, q] = np.multiply(dL_dK,(np.multiply((tmp1*invdist2 - tmp2),tmpdist2)/l2[q] - tmp1)/l2[q])
#grad[:, :, q] = ((tmp1*invdist2 - tmp2)*tmpdist2/l2[q] - tmp1)/l2[q] #grad[:, :, q] = ((tmp1*invdist2 - tmp2)*tmpdist2/l2[q] - tmp1)/l2[q]
#grad[:, :, q] = ((tmp1*(((tmpdist2)*invdist2/l2[q])-1)) - (tmp2*(tmpdist2))/l2[q])/l2[q] #grad[:, :, q] = ((tmp1*(((tmpdist2)*invdist2/l2[q])-1)) - (tmp2*(tmpdist2))/l2[q])/l2[q]
#np.sum(((tmp1*(((tmpdist2)*invdist2/l2[q])-1)) - (tmp2*(tmpdist2))/l2[q])/l2[q], axis=1, out=grad[:,q]) #np.sum(((tmp1*(((tmpdist2)*invdist2/l2[q])-1)) - (tmp2*(tmpdist2))/l2[q])/l2[q], axis=1, out=grad[:,q])