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

Browse source 
Conflicts:
	GPy/core/parameterization/param.py
	GPy/core/parameterization/parameter_core.py
	GPy/core/parameterization/parameterized.py
This commit is contained in:
Max Zwiessele 2014-02-10 15:21:09 +00:00
commit 6a068775f5
10 changed files with 404 additions and 301 deletions
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59
GPy/models/gradient_checker.py
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@ -1,9 +1,10 @@
# ## Copyright (c) 2012, GPy authors (see AUTHORS.txt).
# Licensed under the BSD 3-clause license (see LICENSE.txt)
from GPy.core.model import Model
from ..core.model import Model
import itertools
import numpy
from ..core.parameterization import Param
def get_shape(x):
if isinstance(x, numpy.ndarray):
@ -24,42 +25,42 @@ class GradientChecker(Model):
"""
:param f: Function to check gradient for
:param df: Gradient of function to check
:param x0:
:param x0:
Initial guess for inputs x (if it has a shape (a,b) this will be reflected in the parameter names).
Can be a list of arrays, if takes a list of arrays. This list will be passed
Can be a list of arrays, if takes a list of arrays. This list will be passed
to f and df in the same order as given here.
If only one argument, make sure not to pass a list!!!
:type x0: [array-like] | array-like | float | int
:param names:
Names to print, when performing gradcheck. If a list was passed to x0
a list of names with the same length is expected.
:param args: Arguments passed as f(x, *args, **kwargs) and df(x, *args, **kwargs)
Examples:
---------
from GPy.models import GradientChecker
N, M, Q = 10, 5, 3
Sinusoid:
X = numpy.random.rand(N, Q)
grad = GradientChecker(numpy.sin,numpy.cos,X,'x')
grad.checkgrad(verbose=1)
Using GPy:
X, Z = numpy.random.randn(N,Q), numpy.random.randn(M,Q)
kern = GPy.kern.linear(Q, ARD=True) + GPy.kern.rbf(Q, ARD=True)
grad = GradientChecker(kern.K,
grad = GradientChecker(kern.K,
lambda x: 2*kern.dK_dX(numpy.ones((1,1)), x),
x0 = X.copy(),
names='X')
names='X')
grad.checkgrad(verbose=1)
grad.randomize()
grad.checkgrad(verbose=1)
grad.checkgrad(verbose=1)
"""
Model.__init__(self)
Model.__init__(self, 'GradientChecker')
if isinstance(x0, (list, tuple)) and names is None:
self.shapes = [get_shape(xi) for xi in x0]
self.names = ['X{i}'.format(i=i) for i in range(len(x0))]
@ -72,8 +73,10 @@ class GradientChecker(Model):
else:
self.names = names
self.shapes = [get_shape(x0)]
for name, xi in zip(self.names, at_least_one_element(x0)):
self.__setattr__(name, xi)
self.__setattr__(name, Param(name, xi))
self.add_parameter(self.__getattribute__(name))
# self._param_names = []
# for name, shape in zip(self.names, self.shapes):
# self._param_names.extend(map(lambda nameshape: ('_'.join(nameshape)).strip('_'), itertools.izip(itertools.repeat(name), itertools.imap(lambda t: '_'.join(map(str, t)), itertools.product(*map(lambda xi: range(xi), shape))))))
@ -93,20 +96,18 @@ class GradientChecker(Model):
def _log_likelihood_gradients(self):
return numpy.atleast_1d(self.df(*self._get_x(), **self.kwargs)).flatten()
#def _get_params(self):
#return numpy.atleast_1d(numpy.hstack(map(lambda name: flatten_if_needed(self.__getattribute__(name)), self.names)))
def _get_params(self):
return numpy.atleast_1d(numpy.hstack(map(lambda name: flatten_if_needed(self.__getattribute__(name)), self.names)))
#def _set_params(self, x):
#current_index = 0
#for name, shape in zip(self.names, self.shapes):
#current_size = numpy.prod(shape)
#self.__setattr__(name, x[current_index:current_index + current_size].reshape(shape))
#current_index += current_size
def _set_params(self, x):
current_index = 0
for name, shape in zip(self.names, self.shapes):
current_size = numpy.prod(shape)
self.__setattr__(name, x[current_index:current_index + current_size].reshape(shape))
current_index += current_size
def _get_param_names(self):
_param_names = []
for name, shape in zip(self.names, self.shapes):
_param_names.extend(map(lambda nameshape: ('_'.join(nameshape)).strip('_'), itertools.izip(itertools.repeat(name), itertools.imap(lambda t: '_'.join(map(str, t)), itertools.product(*map(lambda xi: range(xi), shape))))))
return _param_names
#def _get_param_names(self):
#_param_names = []
#for name, shape in zip(self.names, self.shapes):
#_param_names.extend(map(lambda nameshape: ('_'.join(nameshape)).strip('_'), itertools.izip(itertools.repeat(name), itertools.imap(lambda t: '_'.join(map(str, t)), itertools.product(*map(lambda xi: range(xi), shape))))))
#return _param_names