mirror of
https://github.com/SheffieldML/GPy.git
synced 2026-05-08 11:32:39 +02:00
Fixed an import
This commit is contained in:
commit
70189a387b
33 changed files with 100 additions and 77 deletions
1
.gitignore
vendored
1
.gitignore
vendored
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@ -9,7 +9,6 @@
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dist
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build
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eggs
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parts
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bin
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var
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sdist
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@ -1,8 +1,7 @@
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# Copyright (c) 2012, GPy authors (see AUTHORS.txt).
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# Licensed under the BSD 3-clause license (see LICENSE.txt)
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from constructors import rbf, Matern32, Matern52, exponential, linear, white, bias, finite_dimensional, spline, Brownian, periodic_exponential, periodic_Matern32, periodic_Matern52, prod, symmetric, Coregionalise, rational_quadratic, Fixed, rbfcos, IndependentOutputs
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from constructors import *
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try:
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from constructors import rbf_sympy, sympykern # these depend on sympy
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except:
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@ -1,33 +1,9 @@
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# Copyright (c) 2012, GPy authors (see AUTHORS.txt).
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# Licensed under the BSD 3-clause license (see LICENSE.txt)
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import numpy as np
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from kern import kern
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from rbf import rbf as rbfpart
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from white import white as whitepart
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from linear import linear as linearpart
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from exponential import exponential as exponentialpart
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from Matern32 import Matern32 as Matern32part
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from Matern52 import Matern52 as Matern52part
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from bias import bias as biaspart
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from fixed import Fixed as fixedpart
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from finite_dimensional import finite_dimensional as finite_dimensionalpart
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from spline import spline as splinepart
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from Brownian import Brownian as Brownianpart
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from periodic_exponential import periodic_exponential as periodic_exponentialpart
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from periodic_Matern32 import periodic_Matern32 as periodic_Matern32part
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from periodic_Matern52 import periodic_Matern52 as periodic_Matern52part
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from prod import prod as prodpart
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from symmetric import symmetric as symmetric_part
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from coregionalise import Coregionalise as coregionalise_part
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from rational_quadratic import rational_quadratic as rational_quadraticpart
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from rbfcos import rbfcos as rbfcospart
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from independent_outputs import IndependentOutputs as independent_output_part
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#TODO these s=constructors are not as clean as we'd like. Tidy the code up
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#using meta-classes to make the objects construct properly wthout them.
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import parts
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def rbf(input_dim,variance=1., lengthscale=None,ARD=False):
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"""
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@ -42,7 +18,7 @@ def rbf(input_dim,variance=1., lengthscale=None,ARD=False):
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:param ARD: Auto Relevance Determination (one lengthscale per dimension)
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:type ARD: Boolean
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"""
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part = rbfpart(input_dim,variance,lengthscale,ARD)
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part = parts.rbf.RBF(input_dim,variance,lengthscale,ARD)
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return kern(input_dim, [part])
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def linear(input_dim,variances=None,ARD=False):
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@ -55,7 +31,7 @@ def linear(input_dim,variances=None,ARD=False):
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variances (np.ndarray)
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ARD (boolean)
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"""
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part = linearpart(input_dim,variances,ARD)
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part = parts.linear.Linear(input_dim,variances,ARD)
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return kern(input_dim, [part])
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def white(input_dim,variance=1.):
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@ -67,7 +43,7 @@ def white(input_dim,variance=1.):
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input_dimD (int), obligatory
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variance (float)
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"""
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part = whitepart(input_dim,variance)
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part = parts.white.White(input_dim,variance)
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return kern(input_dim, [part])
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def exponential(input_dim,variance=1., lengthscale=None, ARD=False):
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@ -83,7 +59,7 @@ def exponential(input_dim,variance=1., lengthscale=None, ARD=False):
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:param ARD: Auto Relevance Determination (one lengthscale per dimension)
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:type ARD: Boolean
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"""
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part = exponentialpart(input_dim,variance, lengthscale, ARD)
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part = parts.exponential.Exponential(input_dim,variance, lengthscale, ARD)
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return kern(input_dim, [part])
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def Matern32(input_dim,variance=1., lengthscale=None, ARD=False):
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@ -99,7 +75,7 @@ def Matern32(input_dim,variance=1., lengthscale=None, ARD=False):
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:param ARD: Auto Relevance Determination (one lengthscale per dimension)
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:type ARD: Boolean
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"""
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part = Matern32part(input_dim,variance, lengthscale, ARD)
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part = parts.Matern32.Matern32(input_dim,variance, lengthscale, ARD)
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return kern(input_dim, [part])
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def Matern52(input_dim, variance=1., lengthscale=None, ARD=False):
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@ -115,7 +91,7 @@ def Matern52(input_dim, variance=1., lengthscale=None, ARD=False):
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:param ARD: Auto Relevance Determination (one lengthscale per dimension)
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:type ARD: Boolean
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"""
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part = Matern52part(input_dim, variance, lengthscale, ARD)
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part = parts.Matern52.Matern52(input_dim, variance, lengthscale, ARD)
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return kern(input_dim, [part])
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def bias(input_dim, variance=1.):
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@ -127,7 +103,7 @@ def bias(input_dim, variance=1.):
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input_dim (int), obligatory
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variance (float)
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"""
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part = biaspart(input_dim, variance)
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part = parts.bias.Bias(input_dim, variance)
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return kern(input_dim, [part])
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def finite_dimensional(input_dim, F, G, variances=1., weights=None):
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@ -138,7 +114,7 @@ def finite_dimensional(input_dim, F, G, variances=1., weights=None):
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G: np.array with shape (n,n) - the Gram matrix associated to F
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variances : np.ndarray with shape (n,)
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"""
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part = finite_dimensionalpart(input_dim, F, G, variances, weights)
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part = parts.finite_dimensional.FiniteDimensional(input_dim, F, G, variances, weights)
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return kern(input_dim, [part])
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def spline(input_dim, variance=1.):
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@ -150,7 +126,7 @@ def spline(input_dim, variance=1.):
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:param variance: the variance of the kernel
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:type variance: float
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"""
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part = splinepart(input_dim, variance)
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part = parts.spline.Spline(input_dim, variance)
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return kern(input_dim, [part])
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def Brownian(input_dim, variance=1.):
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@ -162,7 +138,7 @@ def Brownian(input_dim, variance=1.):
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:param variance: the variance of the kernel
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:type variance: float
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"""
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part = Brownianpart(input_dim, variance)
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part = parts.Brownian.Brownian(input_dim, variance)
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return kern(input_dim, [part])
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try:
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@ -215,7 +191,7 @@ def periodic_exponential(input_dim=1, variance=1., lengthscale=None, period=2 *
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:param n_freq: the number of frequencies considered for the periodic subspace
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:type n_freq: int
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"""
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part = periodic_exponentialpart(input_dim, variance, lengthscale, period, n_freq, lower, upper)
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part = parts.periodic_exponential.PeriodicExponential(input_dim, variance, lengthscale, period, n_freq, lower, upper)
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return kern(input_dim, [part])
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def periodic_Matern32(input_dim, variance=1., lengthscale=None, period=2 * np.pi, n_freq=10, lower=0., upper=4 * np.pi):
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@ -233,7 +209,7 @@ def periodic_Matern32(input_dim, variance=1., lengthscale=None, period=2 * np.pi
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:param n_freq: the number of frequencies considered for the periodic subspace
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:type n_freq: int
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"""
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part = periodic_Matern32part(input_dim, variance, lengthscale, period, n_freq, lower, upper)
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part = parts.periodic_Matern32.PeriodicMatern32(input_dim, variance, lengthscale, period, n_freq, lower, upper)
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return kern(input_dim, [part])
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def periodic_Matern52(input_dim, variance=1., lengthscale=None, period=2 * np.pi, n_freq=10, lower=0., upper=4 * np.pi):
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@ -251,7 +227,7 @@ def periodic_Matern52(input_dim, variance=1., lengthscale=None, period=2 * np.pi
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:param n_freq: the number of frequencies considered for the periodic subspace
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:type n_freq: int
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"""
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part = periodic_Matern52part(input_dim, variance, lengthscale, period, n_freq, lower, upper)
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part = parts.periodic_Matern52part(input_dim, variance, lengthscale, period, n_freq, lower, upper)
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return kern(input_dim, [part])
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def prod(k1,k2,tensor=False):
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@ -262,7 +238,7 @@ def prod(k1,k2,tensor=False):
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:type k1, k2: kernpart
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:rtype: kernel object
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"""
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part = prodpart(k1,k2,tensor)
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part = parts.prodpart(k1,k2,tensor)
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return kern(part.input_dim, [part])
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def symmetric(k):
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@ -270,11 +246,11 @@ def symmetric(k):
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Construct a symmetrical kernel from an existing kernel
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"""
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k_ = k.copy()
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k_.parts = [symmetric_part(p) for p in k.parts]
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k_.parts = [symmetric.Symmetric(p) for p in k.parts]
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return k_
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def Coregionalise(Nout,R=1, W=None, kappa=None):
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p = coregionalise_part(Nout,R,W,kappa)
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def coregionalise(Nout,R=1, W=None, kappa=None):
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p = parts.coregionalise.Coregionalise(Nout,R,W,kappa)
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return kern(1,[p])
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@ -291,10 +267,10 @@ def rational_quadratic(input_dim, variance=1., lengthscale=1., power=1.):
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:rtype: kern object
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"""
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part = rational_quadraticpart(input_dim, variance, lengthscale, power)
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part = parts.rational_quadratic.RationalQuadratic(input_dim, variance, lengthscale, power)
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return kern(input_dim, [part])
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def Fixed(input_dim, K, variance=1.):
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def fixed(input_dim, K, variance=1.):
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"""
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Construct a Fixed effect kernel.
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@ -304,23 +280,21 @@ def Fixed(input_dim, K, variance=1.):
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K (np.array), obligatory
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variance (float)
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"""
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part = fixedpart(input_dim, K, variance)
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part = parts.fixed.Fixed(input_dim, K, variance)
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return kern(input_dim, [part])
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def rbfcos(input_dim, variance=1., frequencies=None, bandwidths=None, ARD=False):
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"""
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construct a rbfcos kernel
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"""
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part = rbfcospart(input_dim, variance, frequencies, bandwidths, ARD)
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part = parts.rbfcos.RBFCos(input_dim, variance, frequencies, bandwidths, ARD)
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return kern(input_dim, [part])
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def IndependentOutputs(k):
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def independent_outputs(k):
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"""
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Construct a kernel with independent outputs from an existing kernel
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"""
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for sl in k.input_slices:
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assert (sl.start is None) and (sl.stop is None), "cannot adjust input slices! (TODO)"
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parts = [independent_output_part(p) for p in k.parts]
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parts = [independent_outputs.IndependentOutputs(p) for p in k.parts]
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return kern(k.input_dim+1,parts)
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@ -1,13 +1,12 @@
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# Copyright (c) 2012, GPy authors (see AUTHORS.txt).
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# Licensed under the BSD 3-clause license (see LICENSE.txt)
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import numpy as np
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import pylab as pb
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from ..core.parameterised import Parameterised
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from kernpart import Kernpart
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from parts.kernpart import Kernpart
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import itertools
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from prod import prod
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from parts.prod import Prod as prod
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class kern(Parameterised):
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def __init__(self, input_dim, parts=[], input_slices=None):
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21
GPy/kern/parts/__init__.py
Normal file
21
GPy/kern/parts/__init__.py
Normal file
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@ -0,0 +1,21 @@
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import bias
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import Brownian
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import coregionalise
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import exponential
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import finite_dimensional
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import fixed
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import independent_outputs
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import linear
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import Matern32
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import Matern52
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import periodic_exponential
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import periodic_Matern32
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import periodic_Matern52
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import prod_orthogonal
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import prod
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import rational_quadratic
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import rbfcos
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import rbf
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import spline
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import symmetric
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import white
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@ -6,7 +6,7 @@ from kernpart import Kernpart
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import numpy as np
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import hashlib
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class bias(Kernpart):
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class Bias(Kernpart):
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def __init__(self,input_dim,variance=1.):
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"""
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:param input_dim: the number of input dimensions
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@ -6,7 +6,7 @@ from kernpart import Kernpart
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import numpy as np
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from scipy import integrate
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class exponential(Kernpart):
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class Exponential(Kernpart):
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"""
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Exponential kernel (aka Ornstein-Uhlenbeck or Matern 1/2)
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@ -4,9 +4,9 @@
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from kernpart import Kernpart
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import numpy as np
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from ..util.linalg import pdinv,mdot
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from ...util.linalg import pdinv,mdot
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class finite_dimensional(Kernpart):
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class FiniteDimensional(Kernpart):
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def __init__(self, input_dim, F, G, variance=1., weights=None):
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"""
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Argumnents
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@ -4,10 +4,10 @@
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from kernpart import Kernpart
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import numpy as np
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from ..util.linalg import tdot
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from ...util.linalg import tdot
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from scipy import weave
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class linear(Kernpart):
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class Linear(Kernpart):
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"""
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Linear kernel
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@ -7,7 +7,7 @@ import numpy as np
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from GPy.util.linalg import mdot
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from GPy.util.decorators import silence_errors
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class periodic_Matern32(Kernpart):
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class PeriodicMatern32(Kernpart):
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"""
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Kernel of the periodic subspace (up to a given frequency) of a Matern 3/2 RKHS. Only defined for input_dim=1.
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@ -7,7 +7,7 @@ import numpy as np
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from GPy.util.linalg import mdot
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from GPy.util.decorators import silence_errors
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class periodic_Matern52(Kernpart):
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class PeriodicMatern52(Kernpart):
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"""
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Kernel of the periodic subspace (up to a given frequency) of a Matern 5/2 RKHS. Only defined for input_dim=1.
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@ -7,7 +7,7 @@ import numpy as np
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from GPy.util.linalg import mdot
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from GPy.util.decorators import silence_errors
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class periodic_exponential(Kernpart):
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class PeriodicExponential(Kernpart):
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"""
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Kernel of the periodic subspace (up to a given frequency) of a exponential (Matern 1/2) RKHS. Only defined for input_dim=1.
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@ -5,7 +5,7 @@ from kernpart import Kernpart
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import numpy as np
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import hashlib
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class prod(Kernpart):
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class Prod(Kernpart):
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"""
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Computes the product of 2 kernels
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@ -5,7 +5,7 @@
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from kernpart import Kernpart
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import numpy as np
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class rational_quadratic(Kernpart):
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class RationalQuadratic(Kernpart):
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"""
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rational quadratic kernel
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@ -6,9 +6,9 @@ from kernpart import Kernpart
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import numpy as np
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import hashlib
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from scipy import weave
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from ..util.linalg import tdot
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from ...util.linalg import tdot
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class rbf(Kernpart):
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class RBF(Kernpart):
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"""
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Radial Basis Function kernel, aka squared-exponential, exponentiated quadratic or Gaussian kernel:
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@ -6,7 +6,7 @@
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from kernpart import Kernpart
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import numpy as np
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class rbfcos(Kernpart):
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class RBFCos(Kernpart):
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def __init__(self,input_dim,variance=1.,frequencies=None,bandwidths=None,ARD=False):
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self.input_dim = input_dim
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self.name = 'rbfcos'
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@ -9,7 +9,7 @@ def theta(x):
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"""Heaviside step function"""
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return np.where(x>=0.,1.,0.)
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class spline(Kernpart):
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class Spline(Kernpart):
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"""
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Spline kernel
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@ -4,7 +4,7 @@
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from kernpart import Kernpart
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import numpy as np
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class symmetric(Kernpart):
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class Symmetric(Kernpart):
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"""
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Symmetrical kernels
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@ -1,10 +1,10 @@
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# Copyright (c) 2012, GPy authors (see AUTHORS.txt).
|
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# Licensed under the BSD 3-clause license (see LICENSE.txt)
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|
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|
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from kernpart import Kernpart
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import numpy as np
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class white(Kernpart):
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class White(Kernpart):
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"""
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White noise kernel.
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@ -2,13 +2,14 @@ import numpy as np
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from likelihood import likelihood
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from ..util.linalg import jitchol
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class Gaussian(likelihood):
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"""
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Likelihood class for doing Expectation propagation
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:param Y: observed output (Nx1 numpy.darray)
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||||
..Note:: Y values allowed depend on the likelihood_function used
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:param variance :
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||||
:param variance :
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||||
:param normalize: whether to normalize the data before computing (predictions will be in original scales)
|
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:type normalize: False|True
|
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"""
|
||||
|
|
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|||
|
|
@ -21,7 +21,7 @@ class KernelTests(unittest.TestCase):
|
|||
"""
|
||||
X = np.random.rand(30, 4)
|
||||
K = np.dot(X, X.T)
|
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kernel = GPy.kern.Fixed(4, K)
|
||||
kernel = GPy.kern.fixed(4, K)
|
||||
Y = np.ones((30,1))
|
||||
m = GPy.models.GPRegression(X,Y,kernel=kernel)
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self.assertTrue(m.checkgrad())
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|
|
@ -36,7 +36,7 @@ class KernelTests(unittest.TestCase):
|
|||
Y = np.vstack((Y1,Y2))
|
||||
|
||||
k1 = GPy.kern.rbf(1) + GPy.kern.bias(1)
|
||||
k2 = GPy.kern.Coregionalise(2,1)
|
||||
k2 = GPy.kern.coregionalise(2,1)
|
||||
k = k1.prod(k2,tensor=True)
|
||||
m = GPy.models.GPRegression(X,Y,kernel=k)
|
||||
self.assertTrue(m.checkgrad())
|
||||
|
|
|
|||
|
|
@ -70,6 +70,36 @@ def align_subplots(N,M,xlim=None, ylim=None):
|
|||
else:
|
||||
removeUpperTicks()
|
||||
|
||||
def align_subplot_array(axes,xlim=None, ylim=None):
|
||||
"""make all of the axes in the array hae the same limits, turn off unnecessary ticks
|
||||
|
||||
use pb.subplots() to get an array of axes
|
||||
"""
|
||||
#find sensible xlim,ylim
|
||||
if xlim is None:
|
||||
xlim = [np.inf,-np.inf]
|
||||
for ax in axes.flatten():
|
||||
xlim[0] = min(xlim[0],ax.get_xlim()[0])
|
||||
xlim[1] = max(xlim[1],ax.get_xlim()[1])
|
||||
if ylim is None:
|
||||
ylim = [np.inf,-np.inf]
|
||||
for ax in axes.flatten():
|
||||
ylim[0] = min(ylim[0],ax.get_ylim()[0])
|
||||
ylim[1] = max(ylim[1],ax.get_ylim()[1])
|
||||
|
||||
N,M = axes.shape
|
||||
for i,ax in enumerate(axes.flatten()):
|
||||
ax.set_xlim(xlim)
|
||||
ax.set_ylim(ylim)
|
||||
if (i)%M:
|
||||
ax.set_yticks([])
|
||||
else:
|
||||
removeRightTicks(ax)
|
||||
if i<(M*(N-1)):
|
||||
ax.set_xticks([])
|
||||
else:
|
||||
removeUpperTicks(ax)
|
||||
|
||||
def x_frame1D(X,plot_limits=None,resolution=None):
|
||||
"""
|
||||
Internal helper function for making plots, returns a set of input values to plot as well as lower and upper limits
|
||||
|
|
|
|||
Loading…
Add table
Add a link
Reference in a new issue