mirror of
https://github.com/SheffieldML/GPy.git
synced 2026-06-26 15:49:40 +02:00
Merge branch 'devel' of github.com:SheffieldML/GPy into devel
This commit is contained in:
commit
7f6c9ed216
17 changed files with 52 additions and 48 deletions
|
|
@ -5,7 +5,7 @@ import numpy
|
||||||
from numpy.lib.function_base import vectorize
|
from numpy.lib.function_base import vectorize
|
||||||
from .lists_and_dicts import IntArrayDict
|
from .lists_and_dicts import IntArrayDict
|
||||||
from functools import reduce
|
from functools import reduce
|
||||||
from transformations import Transformation
|
from .transformations import Transformation
|
||||||
|
|
||||||
def extract_properties_to_index(index, props):
|
def extract_properties_to_index(index, props):
|
||||||
prop_index = dict()
|
prop_index = dict()
|
||||||
|
|
|
||||||
|
|
@ -6,10 +6,10 @@ import numpy; np = numpy
|
||||||
import itertools
|
import itertools
|
||||||
from re import compile, _pattern_type
|
from re import compile, _pattern_type
|
||||||
from .param import ParamConcatenation
|
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
|
import logging
|
||||||
from index_operations import ParameterIndexOperationsView
|
from .index_operations import ParameterIndexOperationsView
|
||||||
logger = logging.getLogger("parameters changed meta")
|
logger = logging.getLogger("parameters changed meta")
|
||||||
|
|
||||||
class ParametersChangedMeta(type):
|
class ParametersChangedMeta(type):
|
||||||
|
|
|
||||||
|
|
@ -758,12 +758,12 @@ class DGPLVM_Lamda(Prior, Parameterized):
|
||||||
self.sigma2 = sigma2
|
self.sigma2 = sigma2
|
||||||
# self.x = x
|
# self.x = x
|
||||||
self.lbl = lbl
|
self.lbl = lbl
|
||||||
self.lamda = lamda
|
self.lamda = lamda
|
||||||
self.classnum = lbl.shape[1]
|
self.classnum = lbl.shape[1]
|
||||||
self.datanum = lbl.shape[0]
|
self.datanum = lbl.shape[0]
|
||||||
self.x_shape = x_shape
|
self.x_shape = x_shape
|
||||||
self.dim = x_shape[1]
|
self.dim = x_shape[1]
|
||||||
self.lamda = Param('lamda', np.diag(lamda))
|
self.lamda = Param('lamda', np.diag(lamda))
|
||||||
self.link_parameter(self.lamda)
|
self.link_parameter(self.lamda)
|
||||||
|
|
||||||
def get_class_label(self, y):
|
def get_class_label(self, y):
|
||||||
|
|
@ -789,7 +789,7 @@ class DGPLVM_Lamda(Prior, Parameterized):
|
||||||
M_i = np.zeros((self.classnum, self.dim))
|
M_i = np.zeros((self.classnum, self.dim))
|
||||||
for i in cls:
|
for i in cls:
|
||||||
# Mean of each class
|
# Mean of each class
|
||||||
class_i = cls[i]
|
class_i = cls[i]
|
||||||
M_i[i] = np.mean(class_i, axis=0)
|
M_i[i] = np.mean(class_i, axis=0)
|
||||||
return M_i
|
return M_i
|
||||||
|
|
||||||
|
|
@ -899,8 +899,8 @@ class DGPLVM_Lamda(Prior, Parameterized):
|
||||||
#!!!!!!!!!!!!!!!!!!!!!!!!!!!
|
#!!!!!!!!!!!!!!!!!!!!!!!!!!!
|
||||||
#self.lamda.values[:] = self.lamda.values/self.lamda.values.sum()
|
#self.lamda.values[:] = self.lamda.values/self.lamda.values.sum()
|
||||||
|
|
||||||
xprime = x.dot(np.diagflat(self.lamda))
|
xprime = x.dot(np.diagflat(self.lamda))
|
||||||
x = xprime
|
x = xprime
|
||||||
# print x
|
# print x
|
||||||
cls = self.compute_cls(x)
|
cls = self.compute_cls(x)
|
||||||
M_0 = np.mean(x, axis=0)
|
M_0 = np.mean(x, axis=0)
|
||||||
|
|
@ -910,14 +910,14 @@ class DGPLVM_Lamda(Prior, Parameterized):
|
||||||
# Sb_inv_N = np.linalg.inv(Sb + np.eye(Sb.shape[0]) * (np.diag(Sb).min() * 0.1))
|
# Sb_inv_N = np.linalg.inv(Sb + np.eye(Sb.shape[0]) * (np.diag(Sb).min() * 0.1))
|
||||||
#Sb_inv_N = np.linalg.inv(Sb+np.eye(Sb.shape[0])*0.1)
|
#Sb_inv_N = np.linalg.inv(Sb+np.eye(Sb.shape[0])*0.1)
|
||||||
#Sb_inv_N = pdinv(Sb+ np.eye(Sb.shape[0]) * (np.diag(Sb).min() * 0.1))[0]
|
#Sb_inv_N = pdinv(Sb+ np.eye(Sb.shape[0]) * (np.diag(Sb).min() * 0.1))[0]
|
||||||
Sb_inv_N = pdinv(Sb + np.eye(Sb.shape[0])*0.1)[0]
|
Sb_inv_N = pdinv(Sb + np.eye(Sb.shape[0])*0.1)[0]
|
||||||
return (-1 / self.sigma2) * np.trace(Sb_inv_N.dot(Sw))
|
return (-1 / self.sigma2) * np.trace(Sb_inv_N.dot(Sw))
|
||||||
|
|
||||||
# This function calculates derivative of the log of prior function
|
# This function calculates derivative of the log of prior function
|
||||||
def lnpdf_grad(self, x):
|
def lnpdf_grad(self, x):
|
||||||
x = x.reshape(self.x_shape)
|
x = x.reshape(self.x_shape)
|
||||||
xprime = x.dot(np.diagflat(self.lamda))
|
xprime = x.dot(np.diagflat(self.lamda))
|
||||||
x = xprime
|
x = xprime
|
||||||
# print x
|
# print x
|
||||||
cls = self.compute_cls(x)
|
cls = self.compute_cls(x)
|
||||||
M_0 = np.mean(x, axis=0)
|
M_0 = np.mean(x, axis=0)
|
||||||
|
|
@ -934,7 +934,7 @@ class DGPLVM_Lamda(Prior, Parameterized):
|
||||||
# Sb_inv_N = np.linalg.inv(Sb + np.eye(Sb.shape[0]) * (np.diag(Sb).min() * 0.1))
|
# Sb_inv_N = np.linalg.inv(Sb + np.eye(Sb.shape[0]) * (np.diag(Sb).min() * 0.1))
|
||||||
#Sb_inv_N = np.linalg.inv(Sb+np.eye(Sb.shape[0])*0.1)
|
#Sb_inv_N = np.linalg.inv(Sb+np.eye(Sb.shape[0])*0.1)
|
||||||
#Sb_inv_N = pdinv(Sb+ np.eye(Sb.shape[0]) * (np.diag(Sb).min() * 0.1))[0]
|
#Sb_inv_N = pdinv(Sb+ np.eye(Sb.shape[0]) * (np.diag(Sb).min() * 0.1))[0]
|
||||||
Sb_inv_N = pdinv(Sb + np.eye(Sb.shape[0])*0.1)[0]
|
Sb_inv_N = pdinv(Sb + np.eye(Sb.shape[0])*0.1)[0]
|
||||||
Sb_inv_N_trans = np.transpose(Sb_inv_N)
|
Sb_inv_N_trans = np.transpose(Sb_inv_N)
|
||||||
Sb_inv_N_trans_minus = -1 * Sb_inv_N_trans
|
Sb_inv_N_trans_minus = -1 * Sb_inv_N_trans
|
||||||
Sw_trans = np.transpose(Sw)
|
Sw_trans = np.transpose(Sw)
|
||||||
|
|
@ -951,14 +951,14 @@ class DGPLVM_Lamda(Prior, Parameterized):
|
||||||
# Because of the GPy we need to transpose our matrix so that it gets the same shape as out matrix (denominator layout!!!)
|
# Because of the GPy we need to transpose our matrix so that it gets the same shape as out matrix (denominator layout!!!)
|
||||||
DPxprim_Dx = DPxprim_Dx.T
|
DPxprim_Dx = DPxprim_Dx.T
|
||||||
|
|
||||||
DPxprim_Dlamda = DPx_Dx.dot(x)
|
DPxprim_Dlamda = DPx_Dx.dot(x)
|
||||||
|
|
||||||
# Because of the GPy we need to transpose our matrix so that it gets the same shape as out matrix (denominator layout!!!)
|
# Because of the GPy we need to transpose our matrix so that it gets the same shape as out matrix (denominator layout!!!)
|
||||||
DPxprim_Dlamda = DPxprim_Dlamda.T
|
DPxprim_Dlamda = DPxprim_Dlamda.T
|
||||||
|
|
||||||
self.lamda.gradient = np.diag(DPxprim_Dlamda)
|
self.lamda.gradient = np.diag(DPxprim_Dlamda)
|
||||||
# print DPxprim_Dx
|
# print DPxprim_Dx
|
||||||
return DPxprim_Dx
|
return DPxprim_Dx
|
||||||
|
|
||||||
|
|
||||||
# def frb(self, x):
|
# def frb(self, x):
|
||||||
|
|
@ -1139,8 +1139,8 @@ class DGPLVM_T(Prior):
|
||||||
# This function calculates log of our prior
|
# This function calculates log of our prior
|
||||||
def lnpdf(self, x):
|
def lnpdf(self, x):
|
||||||
x = x.reshape(self.x_shape)
|
x = x.reshape(self.x_shape)
|
||||||
xprim = x.dot(self.vec)
|
xprim = x.dot(self.vec)
|
||||||
x = xprim
|
x = xprim
|
||||||
# print x
|
# print x
|
||||||
cls = self.compute_cls(x)
|
cls = self.compute_cls(x)
|
||||||
M_0 = np.mean(x, axis=0)
|
M_0 = np.mean(x, axis=0)
|
||||||
|
|
@ -1156,11 +1156,11 @@ class DGPLVM_T(Prior):
|
||||||
|
|
||||||
# This function calculates derivative of the log of prior function
|
# This function calculates derivative of the log of prior function
|
||||||
def lnpdf_grad(self, x):
|
def lnpdf_grad(self, x):
|
||||||
x = x.reshape(self.x_shape)
|
x = x.reshape(self.x_shape)
|
||||||
xprim = x.dot(self.vec)
|
xprim = x.dot(self.vec)
|
||||||
x = xprim
|
x = xprim
|
||||||
# print x
|
# print x
|
||||||
cls = self.compute_cls(x)
|
cls = self.compute_cls(x)
|
||||||
M_0 = np.mean(x, axis=0)
|
M_0 = np.mean(x, axis=0)
|
||||||
M_i = self.compute_Mi(cls)
|
M_i = self.compute_Mi(cls)
|
||||||
Sb = self.compute_Sb(cls, M_i, M_0)
|
Sb = self.compute_Sb(cls, M_i, M_0)
|
||||||
|
|
|
||||||
|
|
@ -35,12 +35,12 @@ class Transformation(object):
|
||||||
"""
|
"""
|
||||||
compute the log of the jacobian of f, evaluated at f(x)= model_param
|
compute the log of the jacobian of f, evaluated at f(x)= model_param
|
||||||
"""
|
"""
|
||||||
raise NotImplementedError
|
raise NotImplementedError
|
||||||
def log_jacobian_grad(self, model_param):
|
def log_jacobian_grad(self, model_param):
|
||||||
"""
|
"""
|
||||||
compute the drivative of the log of the jacobian of f, evaluated at f(x)= model_param
|
compute the drivative of the log of the jacobian of f, evaluated at f(x)= model_param
|
||||||
"""
|
"""
|
||||||
raise NotImplementedError
|
raise NotImplementedError
|
||||||
def gradfactor(self, model_param, dL_dmodel_param):
|
def gradfactor(self, model_param, dL_dmodel_param):
|
||||||
""" df(opt_param)_dopt_param evaluated at self.f(opt_param)=model_param, times the gradient dL_dmodel_param,
|
""" df(opt_param)_dopt_param evaluated at self.f(opt_param)=model_param, times the gradient dL_dmodel_param,
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -142,7 +142,7 @@ class opt_lbfgsb(Optimizer):
|
||||||
|
|
||||||
#a more helpful error message is available in opt_result in the Error case
|
#a more helpful error message is available in opt_result in the Error case
|
||||||
if opt_result[2]['warnflag']==2:
|
if opt_result[2]['warnflag']==2:
|
||||||
self.status = 'Error' + opt_result[2]['task']
|
self.status = 'Error' + str(opt_result[2]['task'])
|
||||||
|
|
||||||
class opt_simplex(Optimizer):
|
class opt_simplex(Optimizer):
|
||||||
def __init__(self, *args, **kwargs):
|
def __init__(self, *args, **kwargs):
|
||||||
|
|
|
||||||
|
|
@ -19,5 +19,5 @@ from ._src.splitKern import SplitKern,DEtime
|
||||||
from ._src.splitKern import DEtime as DiffGenomeKern
|
from ._src.splitKern import DEtime as DiffGenomeKern
|
||||||
|
|
||||||
|
|
||||||
from _src.basis_funcs import LinearSlopeBasisFuncKernel, BasisFuncKernel, ChangePointBasisFuncKernel, DomainKernel
|
from ._src.basis_funcs import LinearSlopeBasisFuncKernel, BasisFuncKernel, ChangePointBasisFuncKernel, DomainKernel
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -6,7 +6,7 @@ import numpy as np
|
||||||
from ...core.parameterization import Param
|
from ...core.parameterization import Param
|
||||||
from ...core.parameterization.transformations import Logexp
|
from ...core.parameterization.transformations import Logexp
|
||||||
from ...util.config import config # for assesing whether to use cython
|
from ...util.config import config # for assesing whether to use cython
|
||||||
import coregionalize_cython
|
from . import coregionalize_cython
|
||||||
|
|
||||||
class Coregionalize(Kern):
|
class Coregionalize(Kern):
|
||||||
"""
|
"""
|
||||||
|
|
|
||||||
|
|
@ -105,7 +105,7 @@ class IndependentOutputs(CombinationKernel):
|
||||||
if X2 is None:
|
if X2 is None:
|
||||||
# TODO: make use of index_to_slices
|
# TODO: make use of index_to_slices
|
||||||
# FIXME: Broken as X is already sliced out
|
# FIXME: Broken as X is already sliced out
|
||||||
print "Warning, gradients_X may not be working, I believe X has already been sliced out by the slicer!"
|
print("Warning, gradients_X may not be working, I believe X has already been sliced out by the slicer!")
|
||||||
values = np.unique(X[:,self.index_dim])
|
values = np.unique(X[:,self.index_dim])
|
||||||
slices = [X[:,self.index_dim]==i for i in values]
|
slices = [X[:,self.index_dim]==i for i in values]
|
||||||
[target.__setitem__(s, kern.gradients_X(dL_dK[s,s],X[s],None))
|
[target.__setitem__(s, kern.gradients_X(dL_dK[s,s],X[s],None))
|
||||||
|
|
|
||||||
|
|
@ -13,7 +13,7 @@ from ...util.config import config # for assesing whether to use cython
|
||||||
from ...util.caching import Cache_this
|
from ...util.caching import Cache_this
|
||||||
|
|
||||||
try:
|
try:
|
||||||
import stationary_cython
|
from . import stationary_cython
|
||||||
except ImportError:
|
except ImportError:
|
||||||
print('warning in sationary: failed to import cython module: falling back to numpy')
|
print('warning in sationary: failed to import cython module: falling back to numpy')
|
||||||
config.set('cython', 'working', 'false')
|
config.set('cython', 'working', 'false')
|
||||||
|
|
|
||||||
|
|
@ -3,7 +3,7 @@
|
||||||
|
|
||||||
import numpy as np
|
import numpy as np
|
||||||
from .. import kern
|
from .. import kern
|
||||||
from bayesian_gplvm import BayesianGPLVM
|
from .bayesian_gplvm import BayesianGPLVM
|
||||||
from ..core.parameterization.variational import NormalPosterior, NormalPrior
|
from ..core.parameterization.variational import NormalPosterior, NormalPrior
|
||||||
|
|
||||||
class DPBayesianGPLVM(BayesianGPLVM):
|
class DPBayesianGPLVM(BayesianGPLVM):
|
||||||
|
|
@ -15,5 +15,5 @@ class DPBayesianGPLVM(BayesianGPLVM):
|
||||||
name='bayesian gplvm', mpi_comm=None, normalizer=None,
|
name='bayesian gplvm', mpi_comm=None, normalizer=None,
|
||||||
missing_data=False, stochastic=False, batchsize=1):
|
missing_data=False, stochastic=False, batchsize=1):
|
||||||
super(DPBayesianGPLVM,self).__init__(Y=Y, input_dim=input_dim, X=X, X_variance=X_variance, init=init, num_inducing=num_inducing, Z=Z, kernel=kernel, inference_method=inference_method, likelihood=likelihood, mpi_comm=mpi_comm, normalizer=normalizer, missing_data=missing_data, stochastic=stochastic, batchsize=batchsize, name='dp bayesian gplvm')
|
super(DPBayesianGPLVM,self).__init__(Y=Y, input_dim=input_dim, X=X, X_variance=X_variance, init=init, num_inducing=num_inducing, Z=Z, kernel=kernel, inference_method=inference_method, likelihood=likelihood, mpi_comm=mpi_comm, normalizer=normalizer, missing_data=missing_data, stochastic=stochastic, batchsize=batchsize, name='dp bayesian gplvm')
|
||||||
self.X.mean.set_prior(X_prior)
|
self.X.mean.set_prior(X_prior)
|
||||||
self.link_parameter(X_prior)
|
self.link_parameter(X_prior)
|
||||||
|
|
|
||||||
|
|
@ -31,7 +31,7 @@ class GPRegression(GP):
|
||||||
if kernel is None:
|
if kernel is None:
|
||||||
kernel = kern.RBF(X.shape[1])
|
kernel = kern.RBF(X.shape[1])
|
||||||
|
|
||||||
likelihood = likelihoods.Gaussian(variance=noise_var)
|
likelihood = likelihoods.Gaussian(variance=noise_var)
|
||||||
|
|
||||||
super(GPRegression, self).__init__(X, Y, kernel, likelihood, name='GP regression', Y_metadata=Y_metadata, normalizer=normalizer)
|
super(GPRegression, self).__init__(X, Y, kernel, likelihood, name='GP regression', Y_metadata=Y_metadata, normalizer=normalizer)
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -228,14 +228,14 @@ class HessianChecker(GradientChecker):
|
||||||
|
|
||||||
if verbose:
|
if verbose:
|
||||||
if block_indices:
|
if block_indices:
|
||||||
print "\nBlock {}".format(block_indices)
|
print("\nBlock {}".format(block_indices))
|
||||||
else:
|
else:
|
||||||
print "\nAll blocks"
|
print("\nAll blocks")
|
||||||
|
|
||||||
header = ['Checked', 'Max-Ratio', 'Min-Ratio', 'Min-Difference', 'Max-Difference']
|
header = ['Checked', 'Max-Ratio', 'Min-Ratio', 'Min-Difference', 'Max-Difference']
|
||||||
header_string = map(lambda x: ' | '.join(header), [header])
|
header_string = map(lambda x: ' | '.join(header), [header])
|
||||||
separator = '-' * len(header_string[0])
|
separator = '-' * len(header_string[0])
|
||||||
print '\n'.join([header_string[0], separator])
|
print('\n'.join([header_string[0], separator]))
|
||||||
min_r = '%.6f' % float(numpy.min(ratio))
|
min_r = '%.6f' % float(numpy.min(ratio))
|
||||||
max_r = '%.6f' % float(numpy.max(ratio))
|
max_r = '%.6f' % float(numpy.max(ratio))
|
||||||
max_d = '%.6f' % float(numpy.max(difference))
|
max_d = '%.6f' % float(numpy.max(difference))
|
||||||
|
|
@ -248,7 +248,7 @@ class HessianChecker(GradientChecker):
|
||||||
checked = "\033[91m False \033[0m"
|
checked = "\033[91m False \033[0m"
|
||||||
|
|
||||||
grad_string = "{} | {} | {} | {} | {} ".format(checked, cols[0], cols[1], cols[2], cols[3])
|
grad_string = "{} | {} | {} | {} | {} ".format(checked, cols[0], cols[1], cols[2], cols[3])
|
||||||
print grad_string
|
print(grad_string)
|
||||||
|
|
||||||
if plot:
|
if plot:
|
||||||
import pylab as pb
|
import pylab as pb
|
||||||
|
|
@ -348,7 +348,7 @@ class SkewChecker(HessianChecker):
|
||||||
numeric_hess_partial = nd.Jacobian(self._df, vectorized=True)
|
numeric_hess_partial = nd.Jacobian(self._df, vectorized=True)
|
||||||
numeric_hess = numeric_hess_partial(x)
|
numeric_hess = numeric_hess_partial(x)
|
||||||
|
|
||||||
print "Done making numerical hessian"
|
print("Done making numerical hessian")
|
||||||
if analytic_hess.dtype is np.dtype('object'):
|
if analytic_hess.dtype is np.dtype('object'):
|
||||||
#Blockify numeric_hess aswell
|
#Blockify numeric_hess aswell
|
||||||
blocksizes, pagesizes = get_block_shapes_3d(analytic_hess)
|
blocksizes, pagesizes = get_block_shapes_3d(analytic_hess)
|
||||||
|
|
@ -365,7 +365,7 @@ class SkewChecker(HessianChecker):
|
||||||
#Unless super_plot is set, just plot the first one
|
#Unless super_plot is set, just plot the first one
|
||||||
p = True if (plot and block_ind == numeric_hess.shape[2]-1) or super_plot else False
|
p = True if (plot and block_ind == numeric_hess.shape[2]-1) or super_plot else False
|
||||||
if verbose:
|
if verbose:
|
||||||
print "Checking derivative of hessian wrt parameter number {}".format(block_ind)
|
print("Checking derivative of hessian wrt parameter number {}".format(block_ind))
|
||||||
check_passed[block_ind] = self.checkgrad_block(analytic_hess[:,:,block_ind], numeric_hess[:,:,block_ind], verbose=verbose, step=step, tolerance=tolerance, block_indices=block_indices, plot=p)
|
check_passed[block_ind] = self.checkgrad_block(analytic_hess[:,:,block_ind], numeric_hess[:,:,block_ind], verbose=verbose, step=step, tolerance=tolerance, block_indices=block_indices, plot=p)
|
||||||
|
|
||||||
current_index += current_size
|
current_index += current_size
|
||||||
|
|
|
||||||
|
|
@ -49,7 +49,7 @@ class LinkFunctionTests(np.testing.TestCase):
|
||||||
self.assertTrue(grad3.checkgrad(verbose=True))
|
self.assertTrue(grad3.checkgrad(verbose=True))
|
||||||
|
|
||||||
if test_lim:
|
if test_lim:
|
||||||
print "Testing limits"
|
print("Testing limits")
|
||||||
#Remove some otherwise we are too close to the limit for gradcheck to work effectively
|
#Remove some otherwise we are too close to the limit for gradcheck to work effectively
|
||||||
lim_of_inf = lim_of_inf - 1e-4
|
lim_of_inf = lim_of_inf - 1e-4
|
||||||
grad = GradientChecker(link_func.transf, link_func.dtransf_df, x0=lim_of_inf)
|
grad = GradientChecker(link_func.transf, link_func.dtransf_df, x0=lim_of_inf)
|
||||||
|
|
|
||||||
|
|
@ -100,10 +100,10 @@ def block_dot(A, B, diagonal=False):
|
||||||
Dshape = D.shape
|
Dshape = D.shape
|
||||||
if diagonal and (len(Cshape) == 1 or len(Dshape) == 1\
|
if diagonal and (len(Cshape) == 1 or len(Dshape) == 1\
|
||||||
or C.shape[0] != C.shape[1] or D.shape[0] != D.shape[1]):
|
or C.shape[0] != C.shape[1] or D.shape[0] != D.shape[1]):
|
||||||
print "Broadcasting, C: {} D:{}".format(C.shape, D.shape)
|
print("Broadcasting, C: {} D:{}".format(C.shape, D.shape))
|
||||||
return C*D
|
return C*D
|
||||||
else:
|
else:
|
||||||
print "Dotting, C: {} C:{}".format(C.shape, D.shape)
|
print("Dotting, C: {} C:{}".format(C.shape, D.shape))
|
||||||
return np.dot(C,D)
|
return np.dot(C,D)
|
||||||
dot = np.vectorize(f, otypes = [np.object])
|
dot = np.vectorize(f, otypes = [np.object])
|
||||||
return dot(A,B)
|
return dot(A,B)
|
||||||
|
|
|
||||||
|
|
@ -5,7 +5,7 @@ import numpy as np
|
||||||
from . import linalg
|
from . import linalg
|
||||||
from .config import config
|
from .config import config
|
||||||
|
|
||||||
import choleskies_cython
|
from . import choleskies_cython
|
||||||
|
|
||||||
def safe_root(N):
|
def safe_root(N):
|
||||||
i = np.sqrt(N)
|
i = np.sqrt(N)
|
||||||
|
|
@ -59,12 +59,12 @@ def _backprop_gradient_pure(dL, L):
|
||||||
"""
|
"""
|
||||||
dL_dK = np.tril(dL).copy()
|
dL_dK = np.tril(dL).copy()
|
||||||
N = L.shape[0]
|
N = L.shape[0]
|
||||||
for k in xrange(N - 1, -1, -1):
|
for k in range(N - 1, -1, -1):
|
||||||
for j in xrange(k + 1, N):
|
for j in range(k + 1, N):
|
||||||
for i in xrange(j, N):
|
for i in range(j, N):
|
||||||
dL_dK[i, k] -= dL_dK[i, j] * L[j, k]
|
dL_dK[i, k] -= dL_dK[i, j] * L[j, k]
|
||||||
dL_dK[j, k] -= dL_dK[i, j] * L[i, k]
|
dL_dK[j, k] -= dL_dK[i, j] * L[i, k]
|
||||||
for j in xrange(k + 1, N):
|
for j in range(k + 1, N):
|
||||||
dL_dK[j, k] /= L[k, k]
|
dL_dK[j, k] /= L[k, k]
|
||||||
dL_dK[k, k] -= L[j, k] * dL_dK[j, k]
|
dL_dK[k, k] -= L[j, k] * dL_dK[j, k]
|
||||||
dL_dK[k, k] /= (2 * L[k, k])
|
dL_dK[k, k] /= (2 * L[k, k])
|
||||||
|
|
|
||||||
|
|
@ -15,7 +15,7 @@ import warnings
|
||||||
import os
|
import os
|
||||||
from .config import config
|
from .config import config
|
||||||
import logging
|
import logging
|
||||||
import linalg_cython
|
from . import linalg_cython
|
||||||
|
|
||||||
|
|
||||||
_scipyversion = np.float64((scipy.__version__).split('.')[:2])
|
_scipyversion = np.float64((scipy.__version__).split('.')[:2])
|
||||||
|
|
|
||||||
|
|
@ -13,7 +13,6 @@ Continuous integration status: ![CI status](https://travis-ci.org/SheffieldML/GP
|
||||||
### Python 3 Compatibility
|
### Python 3 Compatibility
|
||||||
Work is underway to make GPy run on Python 3.
|
Work is underway to make GPy run on Python 3.
|
||||||
|
|
||||||
* Python 2.x compatibility is currently broken in this fork
|
|
||||||
* All tests in the testsuite now run on Python3.
|
* All tests in the testsuite now run on Python3.
|
||||||
|
|
||||||
To see this for yourself, in Ubuntu 14.04, you can do
|
To see this for yourself, in Ubuntu 14.04, you can do
|
||||||
|
|
@ -21,12 +20,17 @@ To see this for yourself, in Ubuntu 14.04, you can do
|
||||||
git clone https://github.com/mikecroucher/GPy.git
|
git clone https://github.com/mikecroucher/GPy.git
|
||||||
cd GPy
|
cd GPy
|
||||||
git checkout devel
|
git checkout devel
|
||||||
|
python3 setup.py build_ext --inplace
|
||||||
nosetests3 GPy/testing
|
nosetests3 GPy/testing
|
||||||
|
|
||||||
nosetests3 is Ubuntu's way of reffering to the Python 3 version of nosetests. You install it with
|
nosetests3 is Ubuntu's way of reffering to the Python 3 version of nosetests. You install it with
|
||||||
|
|
||||||
sudo apt-get install python3-nose
|
sudo apt-get install python3-nose
|
||||||
|
|
||||||
|
The command `python3 setup.py build_ext --inplace` builds the Cython extensions. IF it doesn't work, you may need to install this:
|
||||||
|
|
||||||
|
sudo apt-get install python3-dev
|
||||||
|
|
||||||
* Test coverage is less than 100% so it is expected that there is still more work to be done. We need more tests and examples to try out.
|
* Test coverage is less than 100% so it is expected that there is still more work to be done. We need more tests and examples to try out.
|
||||||
* All weave functions not covered by the test suite are *simply commented out*. Can add equivalents later as test functions become available
|
* All weave functions not covered by the test suite are *simply commented out*. Can add equivalents later as test functions become available
|
||||||
* A set of benchmarks would be useful!
|
* A set of benchmarks would be useful!
|
||||||
|
|
|
||||||
Loading…
Add table
Add a link
Reference in a new issue