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

GPy/core/model.py

@@ -260,17 +260,18 @@ class Model(Parameterized):
         """
         positive_strings = ['variance', 'lengthscale', 'precision', 'kappa', 'sensitivity']
         # param_names = self._get_param_names()
-        for s in positive_strings:
+        
-            paramlist = self.grep_param_names(".*"+s)
+#         for s in positive_strings:
-            for param in paramlist:
+#             paramlist = self.grep_param_names(".*"+s)
-                for p in param.flattened_parameters:
+#             for param in paramlist:
-                    rav_i = set(self._raveled_index_for(p))
+#                 for p in param.flattened_parameters:
-                    for constraint in self.constraints.iter_properties():
+#                     rav_i = set(self._raveled_index_for(p))
-                        rav_i -= set(self._constraint_indices(p, constraint))
+#                     for constraint in self.constraints.iter_properties():
-                    rav_i -= set(np.nonzero(self._fixes_for(p)!=UNFIXED)[0])
+#                         rav_i -= set(self._constraint_indices(p, constraint))
-                    ind = self._backtranslate_index(p, np.array(list(rav_i), dtype=int))
+#                     rav_i -= set(np.nonzero(self._fixes_for(p)!=UNFIXED)[0])
-                    if ind.size != 0:
+#                     ind = self._backtranslate_index(p, np.array(list(rav_i), dtype=int))
-                        p[np.unravel_index(ind, p.shape)].constrain_positive()
+#                     if ind.size != 0:
+#                         p[np.unravel_index(ind, p.shape)].constrain_positive(warning=warning)
 #             if paramlist:
 #                 self.__getitem__(None, paramlist).constrain_positive(warning=warning)
 #         currently_constrained = self.all_constrained_indices()
@@ -405,8 +406,8 @@ class Model(Parameterized):
             dx = step * np.sign(np.random.uniform(-1, 1, x.size))
 
             # evaulate around the point x
-            f1, g1 = self.objective_and_gradients(x + dx)
+            f1 = self.objective_function(x + dx)
-            f2, g2 = self.objective_and_gradients(x - dx)
+            f2 = self.objective_function(x - dx)
             gradient = self.objective_function_gradients(x)
 
             numerical_gradient = (f1 - f2) / (2 * dx)
@@ -416,7 +417,7 @@ class Model(Parameterized):
         else:
             # check the gradient of each parameter individually, and do some pretty printing
             try:
-                names = self._get_param_names_transformed()
+                names = self._get_param_names()
             except NotImplementedError:
                 names = ['Variable %i' % i for i in range(len(x))]
             # Prepare for pretty-printing
@@ -430,41 +431,45 @@ class Model(Parameterized):
             header_string = map(lambda x: '|'.join(x), [header_string])
             separator = '-' * len(header_string[0])
             print '\n'.join([header_string[0], separator])
-
             if target_param is None:
                 param_list = range(len(x))
             else:
                 param_list = self._raveled_index_for(target_param)
                 if self._has_fixes():
-                    param_list = param_list[self._fixes_]
+                    param_list = np.intersect1d(param_list, np.r_[:self.size][self._fixes_], True)
-                if not np.any(param_list):
+
+                if param_list.size == 0:
                     print "No free parameters to check"
                     return
 
             gradient = self.objective_function_gradients(x)
             np.where(gradient==0, 1e-312, gradient)
-            
+            ret = True
-            for i in param_list:
+            for i, ind in enumerate(param_list):
                 xx = x.copy()
-                xx[i] += step
+                xx[ind] += step
-                f1, g1 = self.objective_and_gradients(xx)
+                f1 = self.objective_function(xx)
-                xx[i] -= 2.*step
+                xx[ind] -= 2.*step
-                f2, g2 = self.objective_and_gradients(xx)
+                f2 = self.objective_function(xx)
                 
                 numerical_gradient = (f1 - f2) / (2 * step)
-                ratio = (f1 - f2) / (2 * step * gradient[i])
+                ratio = (f1 - f2) / (2 * step * gradient[ind])
-                difference = np.abs((f1 - f2) / 2 / step - gradient[i])
+                difference = np.abs((f1 - f2) / 2 / step - gradient[ind])
 
                 if (np.abs(1. - ratio) < tolerance) or np.abs(difference) < tolerance:
-                    formatted_name = "\033[92m {0} \033[0m".format(names[i])
+                    formatted_name = "\033[92m {0} \033[0m".format(names[ind])
+                    ret &= True
                 else:
-                    formatted_name = "\033[91m {0} \033[0m".format(names[i])
+                    formatted_name = "\033[91m {0} \033[0m".format(names[ind])
+                    ret &= False
+
                 r = '%.6f' % float(ratio)
                 d = '%.6f' % float(difference)
-                g = '%.6f' % gradient[i]
+                g = '%.6f' % gradient[ind]
                 ng = '%.6f' % float(numerical_gradient)
                 grad_string = "{0:<{c0}}|{1:^{c1}}|{2:^{c2}}|{3:^{c3}}|{4:^{c4}}".format(formatted_name, r, d, g, ng, c0=cols[0] + 9, c1=cols[1], c2=cols[2], c3=cols[3], c4=cols[4])
                 print grad_string
+            return ret
         
     def input_sensitivity(self):
         """

GPy/core/parameterization/array_core.py

@@ -27,6 +27,24 @@ class ParamList(list):
         return False
     
     pass
+class C(np.ndarray):
+    __array_priority__ = 1.
+    def __new__(cls, array):
+        obj = array.view(cls)
+        return obj
+    #def __array_finalize__(self, obj):
+    #    #print 'finalize'
+    #    return obj
+    def __array_prepare__(self, out_arr, context):
+        #print 'prepare'
+        while type(out_arr) is C:
+            out_arr = out_arr.base
+        return out_arr
+    def __array_wrap__(self, out_arr, context):
+        #print 'wrap', type(self), type(out_arr), context
+        while type(out_arr) is C:
+            out_arr = out_arr.base
+        return out_arr
 
 class ObservableArray(ListArray, Observable):
     """
@@ -35,7 +53,7 @@ class ObservableArray(ListArray, Observable):
     will be called every time this array changes. The callable
     takes exactly one argument, which is this array itself.
     """
-    __array_priority__ = 0 # Never give back Param
+    __array_priority__ = -1 # Never give back ObservableArray
     def __new__(cls, input_array):
         cls.__name__ = "ObservableArray\n     "
         obj = super(ObservableArray, cls).__new__(cls, input_array).view(cls)

GPy/core/parameterization/param.py

@@ -24,8 +24,11 @@ class Param(ObservableArray, Constrainable, Gradcheckable):
     """
     Parameter object for GPy models.
 
-    :param name:        name of the parameter to be printed
+    :param str name:           name of the parameter to be printed
     :param input_array:        array which this parameter handles
+    :type input_array:         numpy.ndarray
+    :param default_constraint: The default constraint for this parameter
+    :type default_constraint:  
 
     You can add/remove constraints by calling constrain on the parameter itself, e.g:
 
@@ -40,19 +43,10 @@ class Param(ObservableArray, Constrainable, Gradcheckable):
 
     See :py:class:`GPy.core.parameterized.Parameterized` for more details on constraining etc.
 
-    This ndarray can be stored in lists and checked if it is in.
-
-    >>> import numpy as np
-    >>> x = np.random.normal(size=(10,3))
-    >>> x in [[1], x, [3]]
-    True
-
-    WARNING: This overrides the functionality of x==y!!!
-    Use numpy.equal(x,y) for element-wise equality testing.
     """
-    __array_priority__ = 0 # Never give back Param
+    __array_priority__ = -1 # Never give back Param
     _fixes_ = None
-    def __new__(cls, name, input_array, *args, **kwargs):
+    def __new__(cls, name, input_array, default_constraint=None):
         obj = numpy.atleast_1d(super(Param, cls).__new__(cls, input_array=input_array))
         obj._current_slice_ = (slice(obj.shape[0]),)
         obj._realshape_ = obj.shape
@@ -66,8 +60,8 @@ class Param(ObservableArray, Constrainable, Gradcheckable):
         obj.gradient = None
         return obj
 
-    def __init__(self, name, input_array):
+    def __init__(self, name, input_array, default_constraint=None):
-        super(Param, self).__init__(name=name)
+        super(Param, self).__init__(name=name, default_constraint=default_constraint)
 
     def __array_finalize__(self, obj):
         # see InfoArray.__array_finalize__ for comments
@@ -75,6 +69,7 @@ class Param(ObservableArray, Constrainable, Gradcheckable):
         super(Param, self).__array_finalize__(obj)
         self._direct_parent_ = getattr(obj, '_direct_parent_', None)
         self._parent_index_ = getattr(obj, '_parent_index_', None)
+        self._default_constraint_ = getattr(obj, '_default_constraint_', None)
         self._current_slice_ = getattr(obj, '_current_slice_', None)
         self._tied_to_me_ = getattr(obj, '_tied_to_me_', None)
         self._tied_to_ = getattr(obj, '_tied_to_', None)
@@ -97,6 +92,7 @@ class Param(ObservableArray, Constrainable, Gradcheckable):
                             (self.name,
                              self._direct_parent_,
                              self._parent_index_,
+                             self._default_constraint_,
                              self._current_slice_,
                              self._realshape_,
                              self._realsize_,
@@ -117,6 +113,7 @@ class Param(ObservableArray, Constrainable, Gradcheckable):
         self._realsize_ = state.pop()
         self._realshape_ = state.pop()
         self._current_slice_ = state.pop()
+        self._default_constraint_ = state.pop()
         self._parent_index_ = state.pop()
         self._direct_parent_ = state.pop()
         self.name = state.pop()

GPy/core/parameterization/parameter_core.py

@@ -91,8 +91,9 @@ class Gradcheckable(Parentable):
 
 
 class Constrainable(Nameable):
-    def __init__(self, name):
+    def __init__(self, name, default_constraint=None):
         super(Constrainable,self).__init__(name)
+        self._default_constraint_ = default_constraint
     #===========================================================================
     # Fixing Parameters:
     #===========================================================================

GPy/core/parameterization/parameterized.py

@@ -171,6 +171,8 @@ class Parameterized(Constrainable, Pickleable, Observable, Gradcheckable):
             for t, ind in param._constraints_.iteritems():
                 self.constraints.add(t, ind+self._offset_for(param))
             param._constraints_.clear()
+        if param._default_constraint_ is not None:
+            self._add_constrain(param, param._default_constraint_, False)
         if self._has_fixes() and np.all(self._fixes_): # ==UNFIXED
             self._fixes_= None
 
@@ -312,8 +314,11 @@ class Parameterized(Constrainable, Pickleable, Observable, Gradcheckable):
     #===========================================================================
     # Optimization handles:
     #===========================================================================
-    def _get_param_names_transformed(self):
+    def _get_param_names(self):
         n = numpy.array([p.name_hirarchical+'['+str(i)+']' for p in self.flattened_parameters for i in p._indices()])
+        return n
+    def _get_param_names_transformed(self):
+        n = self._get_param_names()
         if self._has_fixes():
             return n[self._fixes_]
         return n

GPy/core/svigp.py

@@ -154,13 +154,13 @@ class SVIGP(GP):
             self.psi2 = None
 
     def dL_dtheta(self):
-        dL_dtheta = self.kern.dK_dtheta(self.dL_dKmm, self.Z)
+        dL_dtheta = self.kern._param_grad_helper(self.dL_dKmm, self.Z)
         if self.has_uncertain_inputs:
             dL_dtheta += self.kern.dpsi0_dtheta(self.dL_dpsi0, self.Z, self.X_batch, self.X_variance_batch)
             dL_dtheta += self.kern.dpsi1_dtheta(self.dL_dpsi1, self.Z, self.X_batch, self.X_variance_batch)
             dL_dtheta += self.kern.dpsi2_dtheta(self.dL_dpsi2, self.Z, self.X_batch, self.X_variance_batch)
         else:
-            dL_dtheta += self.kern.dK_dtheta(self.dL_dpsi1, self.X_batch, self.Z)
+            dL_dtheta += self.kern._param_grad_helper(self.dL_dpsi1, self.X_batch, self.Z)
             dL_dtheta += self.kern.dKdiag_dtheta(self.dL_dpsi0, self.X_batch)
         return dL_dtheta
 

GPy/inference/latent_function_inference/fitc.py

@@ -1,73 +1,54 @@
 # Copyright (c) 2012, GPy authors (see AUTHORS.txt).
 # Licensed under the BSD 3-clause license (see LICENSE.txt)
 
-import numpy as np
+class VarDTC(object):
-from ...util.linalg import mdot, jitchol, chol_inv, tdot, dtrtrs
+    def __init__(self):
-from ...core import SparseGP
+        self.const_jitter = 1e-6
 
-class FITC(SparseGP):
+    def inference(self, kern, X, X_variance, Z, likelihood, Y):
-    """
 
-    Sparse FITC approximation
+        num_inducing, _ = Z.shape
+        num_data, output_dim = Y.shape
 
-    :param X: inputs
+        #make sure we're not using variational uncertain inputs
-    :type X: np.ndarray (num_data x Q)
+        assert = X_variance is None, "variational inducing inputs only for use with varDTC inference"
-    :param likelihood: a likelihood instance, containing the observed data
+        #Note: we can;t do the variational thing after making the GITC conditional approximation because K~ appears in the log determinant.
-    :type likelihood: GPy.likelihood.(Gaussian | EP)
-    :param kernel: the kernel (covariance function). See link kernels
-    :type kernel: a GPy.kern.kern instance
-    :param Z: inducing inputs (optional, see note)
-    :type Z: np.ndarray (M x Q) | None
-    :param normalize_(X|Y): whether to normalize the data before computing (predictions will be in original scales)
-    :type normalize_(X|Y): bool
 
-    """
+        #see whether we've got a different noise variance for each datum
+        sigma2 = np.squeeze(likelihood.variance)
+        het_noise = False
+        if sigma2.size <1:
+            het_noise = True
 
-    def __init__(self, X, likelihood, kernel, Z, normalize_X=False):
-        SparseGP.__init__(self, X, likelihood, kernel, Z, X_variance=None, normalize_X=False)
-        assert self.output_dim == 1, "FITC model is not defined for handling multiple outputs"
-
-    def update_likelihood_approximation(self, **kwargs):
-        """
-        Approximates a non-Gaussian likelihood using Expectation Propagation
-
-        For a Gaussian likelihood, no iteration is required:
-        this function does nothing
-        """
-        self.likelihood.restart()
-        self.likelihood.fit_FITC(self.Kmm,self.psi1,self.psi0, **kwargs)
-        self._set_params(self._get_params())
-
-    def _compute_kernel_matrices(self):
         # kernel computations, using BGPLVM notation
-        self.Kmm = self.kern.K(self.Z)
+        Kmm = kern.K(Z)
-        self.psi0 = self.kern.Kdiag(self.X)
+        Kdiag = kern.Kdiag(X)
-        self.psi1 = self.kern.K(self.Z, self.X)
+        Kmn = kern.K(X, Z)
-        self.psi2 = None
 
-    def _computations(self):
         #factor Kmm
-        self.Lm = jitchol(self.Kmm)
+        Lm = jitchol(Kmm)
-        self.Lmi,info = dtrtrs(self.Lm,np.eye(self.num_inducing),lower=1)
+        V = dtrtrs(Lm, Kmn, lower=1)
-        Lmipsi1 = np.dot(self.Lmi,self.psi1)
-        self.Qnn = np.dot(Lmipsi1.T,Lmipsi1).copy()
-        self.Diag0 = self.psi0 - np.diag(self.Qnn)
-        self.beta_star = self.likelihood.precision/(1. + self.likelihood.precision*self.Diag0[:,None]) #NOTE: beta_star contains Diag0 and the precision
-        self.V_star = self.beta_star * self.likelihood.Y
 
-        # The rather complex computations of self.A
+        #compute effective noise
-        tmp = self.psi1 * (np.sqrt(self.beta_star.flatten().reshape(1, self.num_data)))
+        g_sn2 = sigma2 + Kdiag - np.sum(V*V, 0)
-        tmp, _ = dtrtrs(self.Lm, np.asfortranarray(tmp), lower=1)
-        self.A = tdot(tmp)
 
-        # factor B
+        #compute and factor B
-        self.B = np.eye(self.num_inducing) + self.A
+        tmp = Kmn / np.sqrt(g_snd)
-        self.LB = jitchol(self.B)
+        tmp, _ = dtrtrs(Lm, tmp, lower=1)
-        self.LBi = chol_inv(self.LB)
+        A = tdot(tmp)
-        self.psi1V = np.dot(self.psi1, self.V_star)
+        B = np.eye(num_inducing) + A
+        Bi, Lb, LBi, log_det_B = pdinv(B)
 
-        Lmi_psi1V, info = dtrtrs(self.Lm, np.asfortranarray(self.psi1V), lower=1, trans=0)
+        #compute posterior parameters
-        self._LBi_Lmi_psi1V, _ = dtrtrs(self.LB, np.asfortranarray(Lmi_psi1V), lower=1, trans=0)
+        tmp, _ = dtrtrs()
+        woodbury_vec = 
+
+        
+
+
+        psi1V = np.dot(self.psi1, self.V_star)
+        Lmi_psi1V, _ = dtrtrs(Lm, self.psi1V, lower=1, trans=0)
+        LBi_Lmi_psi1V, _ = dtrtrs(LB, Lmi_psi1V, lower=1, trans=0)
 
         Kmmipsi1 = np.dot(self.Lmi.T,Lmipsi1)
         b_psi1_Ki = self.beta_star * Kmmipsi1.T
@@ -116,8 +97,8 @@ class FITC(SparseGP):
             K_pp_K = np.dot(Kmmipsi1[:,i:(i+1)],Kmmipsi1[:,i:(i+1)].T)
             _dpsi1 = (-V_n**2 - alpha_n + 2.*gamma_k - gamma_n**2) * Kmmipsi1.T[i:(i+1),:]
             _dKmm = .5*(V_n**2 + alpha_n + gamma_n**2 - 2.*gamma_k) * K_pp_K #Diag_dD_dKmm
-            self._dpsi1_dtheta += self.kern.dK_dtheta(_dpsi1,self.X[i:i+1,:],self.Z)
+            self._dpsi1_dtheta += self.kern._param_grad_helper(_dpsi1,self.X[i:i+1,:],self.Z)
-            self._dKmm_dtheta += self.kern.dK_dtheta(_dKmm,self.Z)
+            self._dKmm_dtheta += self.kern._param_grad_helper(_dKmm,self.Z)
             self._dKmm_dX += self.kern.gradients_X(_dKmm ,self.Z)
             self._dpsi1_dX += self.kern.gradients_X(_dpsi1.T,self.Z,self.X[i:i+1,:])
 
@@ -163,8 +144,8 @@ class FITC(SparseGP):
 
     def dL_dtheta(self):
         dL_dtheta = self.kern.dKdiag_dtheta(self._dL_dpsi0,self.X)
-        dL_dtheta += self.kern.dK_dtheta(self._dL_dpsi1,self.X,self.Z)
+        dL_dtheta += self.kern._param_grad_helper(self._dL_dpsi1,self.X,self.Z)
-        dL_dtheta += self.kern.dK_dtheta(self._dL_dKmm,X=self.Z)
+        dL_dtheta += self.kern._param_grad_helper(self._dL_dKmm,X=self.Z)
         dL_dtheta += self._dKmm_dtheta
         dL_dtheta += self._dpsi1_dtheta
         return dL_dtheta

GPy/kern/kern.py

@@ -8,6 +8,7 @@ from parts.prod import Prod as prod
 from parts.linear import Linear
 from parts.kernpart import Kernpart
 from ..core.parameterization import Parameterized
+from GPy.core.parameterization.param import Param
 
 class kern(Parameterized):
     def __init__(self, input_dim, parts=[], input_slices=None):
@@ -84,7 +85,7 @@ class kern(Parameterized):
 #         represents the gradient in the transformed space (i.e. that given by
 #         get_params_transformed())
 #
-#         :param g: the gradient vector for the current model, usually created by dK_dtheta
+#         :param g: the gradient vector for the current model, usually created by _param_grad_helper
 #         """
 #         x = self._get_params()
 #         [np.place(g, index, g[index] * constraint.gradfactor(x[index]))
@@ -294,7 +295,7 @@ class kern(Parameterized):
     def update_gradients_variational(self, dL_dKmm, dL_dpsi0, dL_dpsi1, dL_dpsi2, mu, S, Z):
         [p.update_gradients_variational(dL_dKmm, dL_dpsi0, dL_dpsi1, dL_dpsi2, mu, S, Z) for p in self._parameters_]
 
-    def dK_dtheta(self, dL_dK, X, X2=None):
+    def _param_grad_helper(self, dL_dK, X, X2=None):
         """
         Compute the gradient of the covariance function with respect to the parameters.
 
@@ -310,9 +311,9 @@ class kern(Parameterized):
         assert X.shape[1] == self.input_dim
         target = np.zeros(self.size)
         if X2 is None:
-            [p.dK_dtheta(dL_dK, X[:, i_s], None, target[ps]) for p, i_s, ps, in zip(self._parameters_, self.input_slices, self._param_slices_)]
+            [p._param_grad_helper(dL_dK, X[:, i_s], None, target[ps]) for p, i_s, ps, in zip(self._parameters_, self.input_slices, self._param_slices_)]
         else:
-            [p.dK_dtheta(dL_dK, X[:, i_s], X2[:, i_s], target[ps]) for p, i_s, ps, in zip(self._parameters_, self.input_slices, self._param_slices_)]
+            [p._param_grad_helper(dL_dK, X[:, i_s], X2[:, i_s], target[ps]) for p, i_s, ps, in zip(self._parameters_, self.input_slices, self._param_slices_)]
 
         return self._transform_gradients(target)
 
@@ -484,6 +485,7 @@ from GPy.core.model import Model
 class Kern_check_model(Model):
     """This is a dummy model class used as a base class for checking that the gradients of a given kernel are implemented correctly. It enables checkgradient() to be called independently on a kernel."""
     def __init__(self, kernel=None, dL_dK=None, X=None, X2=None):
+        Model.__init__(self, 'kernel_test_model')
         num_samples = 20
         num_samples2 = 10
         if kernel==None:
@@ -497,12 +499,10 @@ class Kern_check_model(Model):
                 dL_dK = np.ones((X.shape[0], X2.shape[0]))
         
         self.kernel=kernel
+        self.add_parameter(kernel)
         self.X = X
         self.X2 = X2
         self.dL_dK = dL_dK
-        #self.constrained_indices=[]
-        #self.constraints=[]
-        Model.__init__(self, 'kernel_test_model')
 
     def is_positive_definite(self):
         v = np.linalg.eig(self.kernel.K(self.X))[0]
@@ -511,15 +511,6 @@ class Kern_check_model(Model):
         else:
             return True
 
-    def _get_params(self):
-        return self.kernel._get_params()
-
-    def _get_param_names(self):
-        return self.kernel._get_param_names()
-
-    def _set_params(self, x):
-        self.kernel._set_params(x)
-
     def log_likelihood(self):
         return (self.dL_dK*self.kernel.K(self.X, self.X2)).sum()
 
@@ -532,7 +523,7 @@ class Kern_check_dK_dtheta(Kern_check_model):
         Kern_check_model.__init__(self,kernel=kernel,dL_dK=dL_dK, X=X, X2=X2)
 
     def _log_likelihood_gradients(self):
-        return self.kernel.dK_dtheta(self.dL_dK, self.X, self.X2)
+        return self.kernel._param_grad_helper(self.dL_dK, self.X, self.X2)
 
 class Kern_check_dKdiag_dtheta(Kern_check_model):
     """This class allows gradient checks of the gradient of the diagonal of a kernel with respect to the parameters."""
@@ -540,6 +531,8 @@ class Kern_check_dKdiag_dtheta(Kern_check_model):
         Kern_check_model.__init__(self,kernel=kernel,dL_dK=dL_dK, X=X, X2=None)
         if dL_dK==None:
             self.dL_dK = np.ones((self.X.shape[0]))
+    def parameters_changed(self):
+        self.kernel.update_gradients_full(self.dL_dK, self.X)        
 
     def log_likelihood(self):
         return (self.dL_dK*self.kernel.Kdiag(self.X)).sum()
@@ -551,23 +544,16 @@ class Kern_check_dK_dX(Kern_check_model):
     """This class allows gradient checks for the gradient of a kernel with respect to X. """
     def __init__(self, kernel=None, dL_dK=None, X=None, X2=None):
         Kern_check_model.__init__(self,kernel=kernel,dL_dK=dL_dK, X=X, X2=X2)
-
+        self.remove_parameter(kernel)
+        self.X = Param('X', self.X)
+        self.add_parameter(self.X)
     def _log_likelihood_gradients(self):
         return self.kernel.gradients_X(self.dL_dK, self.X, self.X2).flatten()
 
-    def _get_param_names(self):
+class Kern_check_dKdiag_dX(Kern_check_dK_dX):
-        return ['X_'  +str(i) + ','+str(j) for j in range(self.X.shape[1]) for i in range(self.X.shape[0])]
-
-    def _get_params(self):
-        return self.X.flatten()
-
-    def _set_params(self, x):
-        self.X=x.reshape(self.X.shape)
-
-class Kern_check_dKdiag_dX(Kern_check_model):
     """This class allows gradient checks for the gradient of a kernel diagonal with respect to X. """
     def __init__(self, kernel=None, dL_dK=None, X=None, X2=None):
-        Kern_check_model.__init__(self,kernel=kernel,dL_dK=dL_dK, X=X, X2=None)
+        Kern_check_dK_dX.__init__(self,kernel=kernel,dL_dK=dL_dK, X=X, X2=None)
         if dL_dK==None:
             self.dL_dK = np.ones((self.X.shape[0]))
         
@@ -577,15 +563,6 @@ class Kern_check_dKdiag_dX(Kern_check_model):
     def _log_likelihood_gradients(self):
         return self.kernel.dKdiag_dX(self.dL_dK, self.X).flatten()
 
-    def _get_param_names(self):
-        return ['X_'  +str(i) + ','+str(j) for j in range(self.X.shape[1]) for i in range(self.X.shape[0])]
-
-    def _get_params(self):
-        return self.X.flatten()
-
-    def _set_params(self, x):
-        self.X=x.reshape(self.X.shape)
-
 def kern_test(kern, X=None, X2=None, output_ind=None, verbose=False):
     """
     This function runs on kernels to check the correctness of their

GPy/kern/parts/Brownian.py

@@ -43,7 +43,7 @@ class Brownian(Kernpart):
     def Kdiag(self,X,target):
         target += self.variance*X.flatten()
 
-    def dK_dtheta(self,dL_dK,X,X2,target):
+    def _param_grad_helper(self,dL_dK,X,X2,target):
         if X2 is None:
             X2 = X
         target += np.sum(np.fmin(X,X2.T)*dL_dK)

GPy/kern/parts/Matern32.py

@@ -74,7 +74,7 @@ class Matern32(Kernpart):
         """Compute the diagonal of the covariance matrix associated to X."""
         np.add(target, self.variance, target)
 
-    def dK_dtheta(self, dL_dK, X, X2, target):
+    def _param_grad_helper(self, dL_dK, X, X2, target):
         """derivative of the covariance matrix with respect to the parameters."""
         if X2 is None: X2 = X
         dist = np.sqrt(np.sum(np.square((X[:, None, :] - X2[None, :, :]) / self.lengthscale), -1))

GPy/kern/parts/Matern52.py

@@ -74,7 +74,7 @@ class Matern52(Kernpart):
         """Compute the diagonal of the covariance matrix associated to X."""
         np.add(target,self.variance,target)
 
-    def dK_dtheta(self,dL_dK,X,X2,target):
+    def _param_grad_helper(self,dL_dK,X,X2,target):
         """derivative of the covariance matrix with respect to the parameters."""
         if X2 is None: X2 = X
         dist = np.sqrt(np.sum(np.square((X[:,None,:]-X2[None,:,:])/self.lengthscale),-1))

GPy/kern/parts/ODE_1.py

@@ -90,7 +90,7 @@ class ODE_1(Kernpart):
 
         np.add(self.varianceU*self.varianceY*(k1+k2+k3), target, target)
 
-    def dK_dtheta(self, dL_dK, X, X2, target):
+    def _param_grad_helper(self, dL_dK, X, X2, target):
         """derivative of the covariance matrix with respect to the parameters."""
         if X2 is None: X2 = X
         dist = np.abs(X - X2.T)

GPy/kern/parts/eq_ode1.py

@@ -124,7 +124,7 @@ class Eq_ode1(Kernpart):
         #target += np.diag(self.B)[np.asarray(index,dtype=np.int).flatten()]
         pass
     
-    def dK_dtheta(self,dL_dK,X,X2,target):
+    def _param_grad_helper(self,dL_dK,X,X2,target):
         
         # First extract times and indices.
         self._extract_t_indices(X, X2, dL_dK=dL_dK)

GPy/kern/parts/exponential.py

@@ -75,7 +75,7 @@ class Exponential(Kernpart):
         """Compute the diagonal of the covariance matrix associated to X."""
         np.add(target, self.variance, target)
 
-    def dK_dtheta(self, dL_dK, X, X2, target):
+    def _param_grad_helper(self, dL_dK, X, X2, target):
         """derivative of the covariance matrix with respect to the parameters."""
         if X2 is None: X2 = X
         dist = np.sqrt(np.sum(np.square((X[:, None, :] - X2[None, :, :]) / self.lengthscale), -1))

GPy/kern/parts/finite_dimensional.py

@@ -50,7 +50,7 @@ class FiniteDimensional(Kernpart):
     def Kdiag(self,X,target):
         product = np.diag(self.K(X, X))
         np.add(target,product,target)
-    def dK_dtheta(self,X,X2,target):
+    def _param_grad_helper(self,X,X2,target):
         """Return shape is NxMx(Ntheta)"""
         if X2 is None: X2 = X
         FX = np.column_stack([f(X) for f in self.F])

GPy/kern/parts/fixed.py

@@ -31,7 +31,7 @@ class Fixed(Kernpart):
     def K(self, X, X2, target):
         target += self.variance * self.fixed_K
 
-    def dK_dtheta(self, partial, X, X2, target):
+    def _param_grad_helper(self, partial, X, X2, target):
         target += (partial * self.fixed_K).sum()
 
     def gradients_X(self, partial, X, X2, target):

GPy/kern/parts/gibbs.py

@@ -85,7 +85,7 @@ class Gibbs(Kernpart):
         """Compute the diagonal of the covariance matrix for X."""
         np.add(target, self.variance, target)
 
-    def dK_dtheta(self, dL_dK, X, X2, target):
+    def _param_grad_helper(self, dL_dK, X, X2, target):
         """Derivative of the covariance with respect to the parameters."""
         self._K_computations(X, X2)
         self._dK_computations(dL_dK)

GPy/kern/parts/hetero.py

@@ -80,7 +80,7 @@ class Hetero(Kernpart):
         """Helper function for computing the diagonal elements of the covariance."""
         return self.mapping.f(X).flatten()**2
 
-    def dK_dtheta(self, dL_dK, X, X2, target):
+    def _param_grad_helper(self, dL_dK, X, X2, target):
         """Derivative of the covariance with respect to the parameters."""
         if (X2 is None) or (X2 is X):
             dL_dKdiag = dL_dK.flat[::dL_dK.shape[0]+1]

GPy/kern/parts/hierarchical.py

@@ -50,9 +50,9 @@ class Hierarchical(Kernpart):
         #X,slices = X[:,:-1],index_to_slices(X[:,-1])
         #[[self.k.Kdiag(X[s],target[s]) for s in slices_i] for slices_i in slices]
 
-    def dK_dtheta(self,dL_dK,X,X2,target):
+    def _param_grad_helper(self,dL_dK,X,X2,target):
         X, X2, slices, slices2 = self._sort_slices(X,X2)
-        [[[[k.dK_dtheta(dL_dK[s,s2],X[s],X2[s2],target[p_start:p_stop]) for s in slices_i] for s2 in slices_j] for slices_i,slices_j in zip(slices_, slices2_)] for k, p_start, p_stop, slices_, slices2_ in zip(self.parts, self.param_starts, self.param_stops, slices, slices2)]
+        [[[[k._param_grad_helper(dL_dK[s,s2],X[s],X2[s2],target[p_start:p_stop]) for s in slices_i] for s2 in slices_j] for slices_i,slices_j in zip(slices_, slices2_)] for k, p_start, p_stop, slices_, slices2_ in zip(self.parts, self.param_starts, self.param_stops, slices, slices2)]
 
 
     def gradients_X(self,dL_dK,X,X2,target):

GPy/kern/parts/independent_outputs.py

@@ -70,13 +70,13 @@ class IndependentOutputs(Kernpart):
         X,slices = X[:,:-1],index_to_slices(X[:,-1])
         [[self.k.Kdiag(X[s],target[s]) for s in slices_i] for slices_i in slices]
 
-    def dK_dtheta(self,dL_dK,X,X2,target):
+    def _param_grad_helper(self,dL_dK,X,X2,target):
         X,slices = X[:,:-1],index_to_slices(X[:,-1])
         if X2 is None:
             X2,slices2 = X,slices
         else:
             X2,slices2 = X2[:,:-1],index_to_slices(X2[:,-1])
-        [[[self.k.dK_dtheta(dL_dK[s,s2],X[s],X2[s2],target) for s in slices_i] for s2 in slices_j] for slices_i,slices_j in zip(slices,slices2)]
+        [[[self.k._param_grad_helper(dL_dK[s,s2],X[s],X2[s2],target) for s in slices_i] for s2 in slices_j] for slices_i,slices_j in zip(slices,slices2)]
 
 
     def gradients_X(self,dL_dK,X,X2,target):

GPy/kern/parts/kernpart.py

@@ -75,14 +75,14 @@ class Kernpart(Parameterized):
         raise NotImplementedError
     def Kdiag(self,X,target):
         raise NotImplementedError
-    def dK_dtheta(self,dL_dK,X,X2,target):
+    def _param_grad_helper(self,dL_dK,X,X2,target):
         raise NotImplementedError
     def dKdiag_dtheta(self,dL_dKdiag,X,target):
-        # In the base case compute this by calling dK_dtheta. Need to
+        # In the base case compute this by calling _param_grad_helper. Need to
         # override for stationary covariances (for example) to save
         # time.
         for i in range(X.shape[0]):
-            self.dK_dtheta(dL_dKdiag[i], X[i, :][None, :], X2=None, target=target)
+            self._param_grad_helper(dL_dKdiag[i], X[i, :][None, :], X2=None, target=target)
     def psi0(self,Z,mu,S,target):
         raise NotImplementedError
     def dpsi0_dtheta(self,dL_dpsi0,Z,mu,S,target):
@@ -109,8 +109,15 @@ class Kernpart(Parameterized):
         raise NotImplementedError
     def dKdiag_dX(self, dL_dK, X, target):
         raise NotImplementedError
-
+    def update_gradients_full(self, dL_dK, X):
-
+        """Set the gradients of all parameters when doing full (N) inference."""
+        raise NotImplementedError
+    def update_gradients_sparse(self, dL_dKmm, dL_dKnm, dL_dKdiag, X, Z):
+        """Set the gradients of all parameters when doing sparse (M) inference."""
+        raise NotImplementedError
+    def update_gradients_variational(self, dL_dKmm, dL_dpsi0, dL_dpsi1, dL_dpsi2, mu, S, Z):
+        """Set the gradients of all parameters when doing variational (M) inference with uncertain inputs."""
+        raise NotImplementedError
 
 class Kernpart_stationary(Kernpart):
     def __init__(self, input_dim, lengthscale=None, ARD=False):

GPy/kern/parts/linear.py

@@ -8,6 +8,7 @@ from kernpart import Kernpart
 from ...util.linalg import tdot
 from ...util.misc import fast_array_equal, param_to_array
 from ...core.parameterization import Param
+from ...core.parameterization.transformations import Logexp
 
 class Linear(Kernpart):
     """
@@ -43,8 +44,9 @@ class Linear(Kernpart):
             else:
                 variances = np.ones(self.input_dim)
         
-        self.variances = Param('variances', variances)
+        self.variances = Param('variances', variances, Logexp())
-        self.add_parameters(self.variances)
+        self.variances.gradient = np.zeros(self.variances.shape)
+        self.add_parameter(self.variances)
         self.variances.add_observer(self, self.update_variance)
 
         # initialize cache
@@ -57,41 +59,34 @@ class Linear(Kernpart):
     def on_input_change(self, X):
         self._K_computations(X, None)
 
+    def update_gradients_full(self, dL_dK, X):
+        #self.variances.gradient[:] = 0
+        self._param_grad_helper(dL_dK, X, self.variances.gradient)
+    
+    def update_gradients_sparse(self, dL_dKmm, dL_dKnm, dL_dKdiag, X, Z):
+        tmp = dL_dKdiag[:, None] * X ** 2
+        if self.ARD:
+            self.variances.gradient = tmp.sum(0)
+        else:
+            self.variances.gradient = tmp.sum()
+        self._param_grad_helper(dL_dKmm, Z, None, self.variances.gradient)
+        self._param_grad_helper(dL_dKnm, X, Z, self.variances.gradient)
+        
     def update_gradients_variational(self, dL_dKmm, dL_dpsi0, dL_dpsi1, dL_dpsi2, mu, S, Z):
         self._psi_computations(Z, mu, S)
-        
         # psi0:
         tmp = dL_dpsi0[:, None] * self.mu2_S
-        if self.ARD: self.variances.gradient = tmp.sum(0)
+        if self.ARD: self.variances.gradient[:] = tmp.sum(0)
-        else: self.variances.gradient = tmp.sum()
+        else: self.variances.gradient[:] = tmp.sum()
-
         #psi1
-        self.dK_dtheta(dL_dpsi1, mu, Z, self.variances.gradient)
+        self._param_grad_helper(dL_dpsi1, mu, Z, self.variances.gradient)
-        
+        #psi2
-        #from psi2
         tmp = dL_dpsi2[:, :, :, None] * (self.ZAinner[:, :, None, :] * (2 * Z)[None, None, :, :])
         if self.ARD: self.variances.gradient += tmp.sum(0).sum(0).sum(0)
         else: self.variances.gradient += tmp.sum()
-
         #from Kmm
         self._K_computations(Z, None)
-        self.dK_dtheta(dL_dKmm, Z, None, self.variances.gradient)
+        self._param_grad_helper(dL_dKmm, Z, None, self.variances.gradient)
-        
-        
-#     def _get_params(self):
-#         return self.variances
-# 
-#     def _set_params(self, x):
-#         assert x.size == (self.num_params)
-#         self.variances = x
-    #def parameters_changed(self):
-    #    self.variances2 = np.square(self.variances)
-# 
-#     def _get_param_names(self):
-#         if self.num_params == 1:
-#             return ['variance']
-#         else:
-#             return ['variance_%i' % i for i in range(self.variances.size)]
         
     def K(self, X, X2, target):
         if self.ARD:
@@ -109,7 +104,7 @@ class Linear(Kernpart):
     def Kdiag(self, X, target):
         np.add(target, np.sum(self.variances * np.square(X), -1), target)
 
-    def dK_dtheta(self, dL_dK, X, X2, target):
+    def _param_grad_helper(self, dL_dK, X, X2, target):
         if self.ARD:
             if X2 is None:
                 [np.add(target[i:i + 1], np.sum(dL_dK * tdot(X[:, i:i + 1])), target[i:i + 1]) for i in range(self.input_dim)]
@@ -121,13 +116,6 @@ class Linear(Kernpart):
                 self._K_computations(X, X2)
             target += np.sum(self._dot_product * dL_dK)
 
-    def dKdiag_dtheta(self, dL_dKdiag, X, target):
-        tmp = dL_dKdiag[:, None] * X ** 2
-        if self.ARD:
-            target += tmp.sum(0)
-        else:
-            target += tmp.sum()
-
     def gradients_X(self, dL_dK, X, X2, target):
         if X2 is None:
             target += 2*(((X[None,:, :] * self.variances)) * dL_dK[:, :, None]).sum(1)
@@ -145,14 +133,6 @@ class Linear(Kernpart):
         self._psi_computations(Z, mu, S)
         target += np.sum(self.variances * self.mu2_S, 1)
 
-    def dpsi0_dtheta(self, dL_dpsi0, Z, mu, S, target):
-        self._psi_computations(Z, mu, S)
-        tmp = dL_dpsi0[:, None] * self.mu2_S
-        if self.ARD:
-            target += tmp.sum(0)
-        else:
-            target += tmp.sum()
-
     def dpsi0_dmuS(self, dL_dpsi0, Z, mu, S, target_mu, target_S):
         target_mu += dL_dpsi0[:, None] * (2.0 * mu * self.variances)
         target_S += dL_dpsi0[:, None] * self.variances
@@ -161,10 +141,6 @@ class Linear(Kernpart):
         """the variance, it does nothing"""
         self._psi1 = self.K(mu, Z, target)
 
-    def dpsi1_dtheta(self, dL_dpsi1, Z, mu, S, target):
-        """the variance, it does nothing"""
-        self.dK_dtheta(dL_dpsi1, mu, Z, target)
-
     def dpsi1_dmuS(self, dL_dpsi1, Z, mu, S, target_mu, target_S):
         """Do nothing for S, it does not affect psi1"""
         self._psi_computations(Z, mu, S)
@@ -185,21 +161,13 @@ class Linear(Kernpart):
     def dpsi2_dtheta_new(self, dL_dpsi2, Z, mu, S, target):
         tmp = np.zeros((mu.shape[0], Z.shape[0]))
         self.K(mu,Z,tmp)
-        self.dK_dtheta(2.*np.sum(dL_dpsi2*tmp[:,None,:],2),mu,Z,target)
+        self._param_grad_helper(2.*np.sum(dL_dpsi2*tmp[:,None,:],2),mu,Z,target)
         result= 2.*(dL_dpsi2[:,:,:,None]*S[:,None,None,:]*self.variances*Z[None,:,None,:]*Z[None,None,:,:]).sum(0).sum(0).sum(0)
         if self.ARD:
             target += result.sum(0).sum(0).sum(0)
         else:
             target += result.sum()
 
-    def dpsi2_dtheta(self, dL_dpsi2, Z, mu, S, target):
-        self._psi_computations(Z, mu, S)
-        tmp = dL_dpsi2[:, :, :, None] * (self.ZAinner[:, :, None, :] * (2 * Z)[None, None, :, :])
-        if self.ARD:
-            target += tmp.sum(0).sum(0).sum(0)
-        else:
-            target += tmp.sum()
-
     def dpsi2_dmuS_new(self, dL_dpsi2, Z, mu, S, target_mu, target_S):
         tmp = np.zeros((mu.shape[0], Z.shape[0]))
         self.K(mu,Z,tmp)
@@ -309,11 +277,11 @@ class Linear(Kernpart):
         if not (fast_array_equal(X, self._X) and fast_array_equal(X2, self._X2)):
             self._X = X.copy()
             if X2 is None:
-                self._dot_product = tdot(X)
+                self._dot_product = tdot(param_to_array(X))
                 self._X2 = None
             else:
                 self._X2 = X2.copy()
-                self._dot_product = np.dot(X, X2.T)
+                self._dot_product = np.dot(param_to_array(X), param_to_array(X2.T))  
 
     def _psi_computations(self, Z, mu, S):
         # here are the "statistics" for psi1 and psi2

GPy/kern/parts/mlp.py

@@ -77,7 +77,7 @@ class MLP(Kernpart):
         self._K_diag_computations(X)
         target+= self.variance*self._K_diag_dvar
 
-    def dK_dtheta(self, dL_dK, X, X2, target):
+    def _param_grad_helper(self, dL_dK, X, X2, target):
         """Derivative of the covariance with respect to the parameters."""
         self._K_computations(X, X2)
         denom3 = self._K_denom*self._K_denom*self._K_denom

GPy/kern/parts/periodic_Matern32.py

@@ -112,7 +112,7 @@ class PeriodicMatern32(Kernpart):
         np.add(target,np.diag(mdot(FX,self.Gi,FX.T)),target)
 
     @silence_errors
-    def dK_dtheta(self,dL_dK,X,X2,target):
+    def _param_grad_helper(self,dL_dK,X,X2,target):
         """derivative of the covariance matrix with respect to the parameters (shape is num_data x num_inducing x num_params)"""
         if X2 is None: X2 = X
         FX  = self._cos(self.basis_alpha[None,:],self.basis_omega[None,:],self.basis_phi[None,:])(X)

GPy/kern/parts/periodic_Matern52.py

@@ -114,7 +114,7 @@ class PeriodicMatern52(Kernpart):
         np.add(target,np.diag(mdot(FX,self.Gi,FX.T)),target)
 
     @silence_errors
-    def dK_dtheta(self,dL_dK,X,X2,target):
+    def _param_grad_helper(self,dL_dK,X,X2,target):
         """derivative of the covariance matrix with respect to the parameters (shape is num_data x num_inducing x num_params)"""
         if X2 is None: X2 = X
         FX  = self._cos(self.basis_alpha[None,:],self.basis_omega[None,:],self.basis_phi[None,:])(X)

GPy/kern/parts/periodic_exponential.py

@@ -110,7 +110,7 @@ class PeriodicExponential(Kernpart):
         np.add(target,np.diag(mdot(FX,self.Gi,FX.T)),target)
 
     @silence_errors
-    def dK_dtheta(self,dL_dK,X,X2,target):
+    def _param_grad_helper(self,dL_dK,X,X2,target):
         """derivative of the covariance matrix with respect to the parameters (shape is N x num_inducing x num_params)"""
         if X2 is None: X2 = X
         FX  = self._cos(self.basis_alpha[None,:],self.basis_omega[None,:],self.basis_phi[None,:])(X)

GPy/kern/parts/poly.py

@@ -86,7 +86,7 @@ class POLY(Kernpart):
         self._K_diag_computations(X)
         target+= self.variance*self._K_diag_dvar
 
-    def dK_dtheta(self, dL_dK, X, X2, target):
+    def _param_grad_helper(self, dL_dK, X, X2, target):
         """Derivative of the covariance with respect to the parameters."""
         self._K_computations(X, X2)
         base = self.variance*self.degree*self._K_poly_arg**(self.degree-1)

GPy/kern/parts/prod.py

@@ -54,15 +54,15 @@ class Prod(Kernpart):
         self.k1.update_gradients_full(dL_dK*self._K2, X[:,self.slice1])
         self.k2.update_gradients_full(dL_dK*self._K1, X[:,self.slice2])
 
-    def dK_dtheta(self,dL_dK,X,X2,target):
+    def _param_grad_helper(self,dL_dK,X,X2,target):
         """Derivative of the covariance matrix with respect to the parameters."""
         self._K_computations(X,X2)
         if X2 is None:
-            self.k1.dK_dtheta(dL_dK*self._K2, X[:,self.slice1], None, target[:self.k1.num_params])
+            self.k1._param_grad_helper(dL_dK*self._K2, X[:,self.slice1], None, target[:self.k1.num_params])
-            self.k2.dK_dtheta(dL_dK*self._K1, X[:,self.slice2], None, target[self.k1.num_params:])
+            self.k2._param_grad_helper(dL_dK*self._K1, X[:,self.slice2], None, target[self.k1.num_params:])
         else:
-            self.k1.dK_dtheta(dL_dK*self._K2, X[:,self.slice1], X2[:,self.slice1], target[:self.k1.num_params])
+            self.k1._param_grad_helper(dL_dK*self._K2, X[:,self.slice1], X2[:,self.slice1], target[:self.k1.num_params])
-            self.k2.dK_dtheta(dL_dK*self._K1, X[:,self.slice2], X2[:,self.slice2], target[self.k1.num_params:])
+            self.k2._param_grad_helper(dL_dK*self._K1, X[:,self.slice2], X2[:,self.slice2], target[self.k1.num_params:])
 
     def Kdiag(self,X,target):
         """Compute the diagonal of the covariance matrix associated to X."""

GPy/kern/parts/prod_orthogonal.py

@@ -41,15 +41,15 @@ class prod_orthogonal(Kernpart):
         self._K_computations(X,X2)
         target += self._K1 * self._K2
 
-    def dK_dtheta(self,dL_dK,X,X2,target):
+    def _param_grad_helper(self,dL_dK,X,X2,target):
         """derivative of the covariance matrix with respect to the parameters."""
         self._K_computations(X,X2)
         if X2 is None:
-            self.k1.dK_dtheta(dL_dK*self._K2, X[:,:self.k1.input_dim], None, target[:self.k1.num_params])
+            self.k1._param_grad_helper(dL_dK*self._K2, X[:,:self.k1.input_dim], None, target[:self.k1.num_params])
-            self.k2.dK_dtheta(dL_dK*self._K1, X[:,self.k1.input_dim:], None, target[self.k1.num_params:])
+            self.k2._param_grad_helper(dL_dK*self._K1, X[:,self.k1.input_dim:], None, target[self.k1.num_params:])
         else:
-            self.k1.dK_dtheta(dL_dK*self._K2, X[:,:self.k1.input_dim], X2[:,:self.k1.input_dim], target[:self.k1.num_params])
+            self.k1._param_grad_helper(dL_dK*self._K2, X[:,:self.k1.input_dim], X2[:,:self.k1.input_dim], target[:self.k1.num_params])
-            self.k2.dK_dtheta(dL_dK*self._K1, X[:,self.k1.input_dim:], X2[:,self.k1.input_dim:], target[self.k1.num_params:])
+            self.k2._param_grad_helper(dL_dK*self._K1, X[:,self.k1.input_dim:], X2[:,self.k1.input_dim:], target[self.k1.num_params:])
 
     def Kdiag(self,X,target):
         """Compute the diagonal of the covariance matrix associated to X."""

GPy/kern/parts/rational_quadratic.py

@@ -52,7 +52,7 @@ class RationalQuadratic(Kernpart):
     def Kdiag(self,X,target):
         target += self.variance
 
-    def dK_dtheta(self,dL_dK,X,X2,target):
+    def _param_grad_helper(self,dL_dK,X,X2,target):
         if X2 is None: X2 = X
         dist2 = np.square((X-X2.T)/self.lengthscale)
 

GPy/kern/parts/rbf.py

@@ -8,6 +8,7 @@ from kernpart import Kernpart
 from ...util.linalg import tdot
 from ...util.misc import fast_array_equal, param_to_array
 from ...core.parameterization import Param
+from ...core.parameterization.transformations import Logexp
 
 class RBF(Kernpart):
     """
@@ -50,7 +51,7 @@ class RBF(Kernpart):
             else:
                 lengthscale = np.ones(self.input_dim)
 
-        self.variance = Param('variance', variance)
+        self.variance = Param('variance', variance, Logexp())
         
         self.lengthscale = Param('lengthscale', lengthscale)
         self.lengthscale.add_observer(self, self.update_lengthscale)
@@ -141,7 +142,7 @@ class RBF(Kernpart):
         d_length = self._psi1[:,:,None] * ((self._psi1_dist_sq - 1.)/(self.lengthscale*self._psi1_denom) +1./self.lengthscale)
         dpsi1_dlength = d_length * dL_dpsi1[:, :, None]
         if not self.ARD:
-            self.lengthscale.gradeint = dpsi1_dlength.sum()
+            self.lengthscale.gradient = dpsi1_dlength.sum()
         else:
             self.lengthscale.gradient = dpsi1_dlength.sum(0).sum(0)
 

GPy/kern/parts/rbf_inv.py

@@ -97,7 +97,7 @@ class RBFInv(RBF):
 #             return ['variance'] + ['inv_lengthscale%i' % i for i in range(self.inv_lengthscale.size)]
 
     # TODO: Rewrite computations so that lengthscale is not needed (but only inv. lengthscale)
-    def dK_dtheta(self, dL_dK, X, X2, target):
+    def _param_grad_helper(self, dL_dK, X, X2, target):
         self._K_computations(X, X2)
         target[0] += np.sum(self._K_dvar * dL_dK)
         if self.ARD:

GPy/kern/parts/rbfcos.py

@@ -73,7 +73,7 @@ class RBFCos(Kernpart):
     def Kdiag(self,X,target):
         np.add(target,self.variance,target)
 
-    def dK_dtheta(self,dL_dK,X,X2,target):
+    def _param_grad_helper(self,dL_dK,X,X2,target):
         self._K_computations(X,X2)
         target[0] += np.sum(dL_dK*self._dvar)
         if self.ARD:

GPy/kern/parts/spline.py

@@ -50,7 +50,7 @@ class Spline(Kernpart):
     def Kdiag(self,X,target):
         target += self.variance*X.flatten()**3/3.
 
-    def dK_dtheta(self,X,X2,target):
+    def _param_grad_helper(self,X,X2,target):
         target += 0.5*(t*s**2) - s**3/6. + (s_t)**3*theta(s_t)/6.
 
     def dKdiag_dtheta(self,X,target):

GPy/kern/parts/symmetric.py

@@ -40,7 +40,7 @@ class Symmetric(Kernpart):
         self.k.K(X,AX2,target)
         self.k.K(AX,AX2,target)
 
-    def dK_dtheta(self,dL_dK,X,X2,target):
+    def _param_grad_helper(self,dL_dK,X,X2,target):
         """derivative of the covariance matrix with respect to the parameters."""
         AX = np.dot(X,self.transform)
         if X2 is None:
@@ -48,10 +48,10 @@ class Symmetric(Kernpart):
             ZX2 = AX
         else:
             AX2 = np.dot(X2, self.transform)
-        self.k.dK_dtheta(dL_dK,X,X2,target)
+        self.k._param_grad_helper(dL_dK,X,X2,target)
-        self.k.dK_dtheta(dL_dK,AX,X2,target)
+        self.k._param_grad_helper(dL_dK,AX,X2,target)
-        self.k.dK_dtheta(dL_dK,X,AX2,target)
+        self.k._param_grad_helper(dL_dK,X,AX2,target)
-        self.k.dK_dtheta(dL_dK,AX,AX2,target)
+        self.k._param_grad_helper(dL_dK,AX,AX2,target)
 
 
     def gradients_X(self,dL_dK,X,X2,target):

GPy/kern/parts/sympykern.py

@@ -348,7 +348,7 @@ class spkern(Kernpart):
     def Kdiag(self,X,target):
         self._weave_inline(self._Kdiag_code, X, target)
 
-    def dK_dtheta(self,partial,X,Z,target):
+    def _param_grad_helper(self,partial,X,Z,target):
         if Z is None:
             self._weave_inline(self._dK_dtheta_code_X, X, target, Z, partial)
         else:

GPy/testing/kernel_tests.py

@@ -5,7 +5,7 @@ import unittest
 import numpy as np
 import GPy
 
-verbose = False
+verbose = True
 
 try:
     import sympy

GPy/testing/psi_stat_gradient_tests.py

@@ -9,42 +9,44 @@ import numpy
 import GPy
 import itertools
 from GPy.core import Model
+from GPy.core.parameterization.param import Param
+from GPy.core.parameterization.transformations import Logexp
 
 class PsiStatModel(Model):
     def __init__(self, which, X, X_variance, Z, num_inducing, kernel):
+        super(PsiStatModel, self).__init__(name='psi stat test')
         self.which = which
-        self.X = X
+        self.X = Param("X", X)
-        self.X_variance = X_variance
+        self.X_variance = Param('X_variance', X_variance, Logexp())
-        self.Z = Z
+        self.Z = Param("Z", Z)
         self.N, self.input_dim = X.shape
         self.num_inducing, input_dim = Z.shape
         assert self.input_dim == input_dim, "shape missmatch: Z:{!s} X:{!s}".format(Z.shape, X.shape)
         self.kern = kernel
-        super(PsiStatModel, self).__init__()
         self.psi_ = self.kern.__getattribute__(self.which)(self.Z, self.X, self.X_variance)
-    def _get_param_names(self):
+        self.add_parameters(self.X, self.X_variance, self.Z, self.kern)
-        Xnames = ["{}_{}_{}".format(what, i, j) for what, i, j in itertools.product(['X', 'X_variance'], range(self.N), range(self.input_dim))]
+    
-        Znames = ["Z_{}_{}".format(i, j) for i, j in itertools.product(range(self.num_inducing), range(self.input_dim))]
-        return Xnames + Znames + self.kern._get_param_names()
-    def _get_params(self):
-        return numpy.hstack([self.X.flatten(), self.X_variance.flatten(), self.Z.flatten(), self.kern._get_params()])
-    def _set_params(self, x, save_old=True, save_count=0):
-        start, end = 0, self.X.size
-        self.X = x[start:end].reshape(self.N, self.input_dim)
-        start, end = end, end + self.X_variance.size
-        self.X_variance = x[start: end].reshape(self.N, self.input_dim)
-        start, end = end, end + self.Z.size
-        self.Z = x[start: end].reshape(self.num_inducing, self.input_dim)
-        self.kern._set_params(x[end:])
     def log_likelihood(self):
         return self.kern.__getattribute__(self.which)(self.Z, self.X, self.X_variance).sum()
-    def _log_likelihood_gradients(self):
+    
+    def parameters_changed(self):
         psimu, psiS = self.kern.__getattribute__("d" + self.which + "_dmuS")(numpy.ones_like(self.psi_), self.Z, self.X, self.X_variance)
+        self.X.gradient = psimu
+        self.X_variance.gradient = psiS
         #psimu, psiS = numpy.ones(self.N * self.input_dim), numpy.ones(self.N * self.input_dim)
-        psiZ = self.kern.__getattribute__("d" + self.which + "_dZ")(numpy.ones_like(self.psi_), self.Z, self.X, self.X_variance)
+        try: psiZ = self.kern.__getattribute__("d" + self.which + "_dZ")(numpy.ones_like(self.psi_), self.Z, self.X, self.X_variance)
+        except AttributeError: psiZ = numpy.zeros_like(self.Z)
+        self.Z.gradient = psiZ
         #psiZ = numpy.ones(self.num_inducing * self.input_dim)
-        thetagrad = self.kern.__getattribute__("d" + self.which + "_dtheta")(numpy.ones_like(self.psi_), self.Z, self.X, self.X_variance).flatten()
+        N,M = self.X.shape[0], self.Z.shape[0]
-        return numpy.hstack((psimu.flatten(), psiS.flatten(), psiZ.flatten(), thetagrad))
+        dL_dpsi0, dL_dpsi1, dL_dpsi2 = numpy.zeros([N]), numpy.zeros([N,M]), numpy.zeros([N,M,M])
+        if self.which == 'psi0': dL_dpsi0 += 1
+        if self.which == 'psi1': dL_dpsi1 += 1
+        if self.which == 'psi2': dL_dpsi2 += 1
+        self.kern.update_gradients_variational(numpy.zeros([1,1]), 
+                                               dL_dpsi0, 
+                                               dL_dpsi1, 
+                                               dL_dpsi2, self.X, self.X_variance, self.Z)
 
 class DPsiStatTest(unittest.TestCase):
     input_dim = 5
@@ -57,61 +59,66 @@ class DPsiStatTest(unittest.TestCase):
     Y = X.dot(numpy.random.randn(input_dim, input_dim))
 #     kernels = [GPy.kern.linear(input_dim, ARD=True, variances=numpy.random.rand(input_dim)), GPy.kern.rbf(input_dim, ARD=True), GPy.kern.bias(input_dim)]
 
-    kernels = [GPy.kern.linear(input_dim), GPy.kern.rbf(input_dim), GPy.kern.bias(input_dim),
+    kernels = [
-               GPy.kern.linear(input_dim) + GPy.kern.bias(input_dim),
+               GPy.kern.linear(input_dim), 
-               GPy.kern.rbf(input_dim) + GPy.kern.bias(input_dim)]
+               GPy.kern.rbf(input_dim), 
+               #GPy.kern.bias(input_dim),
+               #GPy.kern.linear(input_dim) + GPy.kern.bias(input_dim),
+               #GPy.kern.rbf(input_dim) + GPy.kern.bias(input_dim)
+               ]
 
     def testPsi0(self):
         for k in self.kernels:
             m = PsiStatModel('psi0', X=self.X, X_variance=self.X_var, Z=self.Z,\
                              num_inducing=self.num_inducing, kernel=k)
-            m.ensure_default_constraints()
+            #m.ensure_default_constraints(warning=0)
             m.randomize()
-            assert m.checkgrad(), "{} x psi0".format("+".join(map(lambda x: x.name, k.parts)))
+            import ipdb;ipdb.set_trace()
+            assert m.checkgrad(), "{} x psi0".format("+".join(map(lambda x: x.name, k._parameters_)))
         
     def testPsi1(self):
         for k in self.kernels:
             m = PsiStatModel('psi1', X=self.X, X_variance=self.X_var, Z=self.Z,
                      num_inducing=self.num_inducing, kernel=k)
-            m.ensure_default_constraints()
+            m.ensure_default_constraints(warning=0)
             m.randomize()
-            assert m.checkgrad(), "{} x psi1".format("+".join(map(lambda x: x.name, k.parts)))
+            assert m.checkgrad(), "{} x psi1".format("+".join(map(lambda x: x.name, k._parameters_)))
 
     def testPsi2_lin(self):
         k = self.kernels[0]
         m = PsiStatModel('psi2', X=self.X, X_variance=self.X_var, Z=self.Z,
                  num_inducing=self.num_inducing, kernel=k)
-        m.ensure_default_constraints()
+        m.ensure_default_constraints(warning=0)
         m.randomize()
-        assert m.checkgrad(), "{} x psi2".format("+".join(map(lambda x: x.name, k.parts)))
+        assert m.checkgrad(), "{} x psi2".format("+".join(map(lambda x: x.name, k._parameters_)))
     def testPsi2_lin_bia(self):
         k = self.kernels[3]
         m = PsiStatModel('psi2', X=self.X, X_variance=self.X_var, Z=self.Z,
                      num_inducing=self.num_inducing, kernel=k)
-        m.ensure_default_constraints()
+        m.ensure_default_constraints(warning=0)
         m.randomize()
-        assert m.checkgrad(), "{} x psi2".format("+".join(map(lambda x: x.name, k.parts)))
+        assert m.checkgrad(), "{} x psi2".format("+".join(map(lambda x: x.name, k._parameters_)))
     def testPsi2_rbf(self):
         k = self.kernels[1]
         m = PsiStatModel('psi2', X=self.X, X_variance=self.X_var, Z=self.Z,
                      num_inducing=self.num_inducing, kernel=k)
-        m.ensure_default_constraints()
+        m.ensure_default_constraints(warning=0)
         m.randomize()
-        assert m.checkgrad(), "{} x psi2".format("+".join(map(lambda x: x.name, k.parts)))
+        assert m.checkgrad(), "{} x psi2".format("+".join(map(lambda x: x.name, k._parameters_)))
     def testPsi2_rbf_bia(self):
         k = self.kernels[-1]
         m = PsiStatModel('psi2', X=self.X, X_variance=self.X_var, Z=self.Z,
                      num_inducing=self.num_inducing, kernel=k)
-        m.ensure_default_constraints()
+        m.ensure_default_constraints(warning=0)
         m.randomize()
-        assert m.checkgrad(), "{} x psi2".format("+".join(map(lambda x: x.name, k.parts)))
+        assert m.checkgrad(), "{} x psi2".format("+".join(map(lambda x: x.name, k._parameters_)))
     def testPsi2_bia(self):
         k = self.kernels[2]
         m = PsiStatModel('psi2', X=self.X, X_variance=self.X_var, Z=self.Z,
                      num_inducing=self.num_inducing, kernel=k)
-        m.ensure_default_constraints()
+        m.ensure_default_constraints(warning=0)
         m.randomize()
-        assert m.checkgrad(), "{} x psi2".format("+".join(map(lambda x: x.name, k.parts)))
+        assert m.checkgrad(), "{} x psi2".format("+".join(map(lambda x: x.name, k._parameters_)))
 
 
 if __name__ == "__main__":