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massive merge of the debug branch

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This commit is contained in:
Nicolo Fusi 2013-01-30 15:30:54 +00:00
commit 8a3e10700d
13 changed files with 327 additions and 109 deletions
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29
GPy/kern/rbf.py
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@ -26,6 +26,7 @@ class rbf(kernpart):
:type ARD: Boolean
:rtype: kernel object
.. Note: for rbf with different lengthscale on each dimension, see rbf_ARD
"""
def __init__(self,D,variance=1.,lengthscale=None,ARD=False):
@ -118,9 +119,9 @@ class rbf(kernpart):
target += self.variance
def dpsi0_dtheta(self,partial,Z,mu,S,target):
target[0] += 1.
target[0] += np.sum(partial)
def dpsi0_dmuS(self,Z,mu,S,target_mu,target_S):
def dpsi0_dmuS(self,partial,Z,mu,S,target_mu,target_S):
pass
def psi1(self,Z,mu,S,target):
@ -136,13 +137,15 @@ class rbf(kernpart):
def dpsi1_dZ(self,partial,Z,mu,S,target):
self._psi_computations(Z,mu,S)
target += np.sum(partial[:,:,None]*-self._psi1[:,:,None]*self._psi1_dist/self.lengthscale2/self._psi1_denom,0)
denominator = (self.lengthscale2*(self._psi1_denom))
dpsi1_dZ = - self._psi1[:,:,None] * ((self._psi1_dist/denominator))
target += np.sum(partial.T[:,:,None] * dpsi1_dZ, 0)
def dpsi1_dmuS(self,partial,Z,mu,S,target_mu,target_S):
self._psi_computations(Z,mu,S)
tmp = self._psi1[:,:,None]/self.lengthscale2/self._psi1_denom
target_mu += np.sum(partial*tmp*self._psi1_dist,1)
target_S += np.sum(partial*0.5*tmp*(self._psi1_dist_sq-1),1)
target_mu += np.sum(partial.T[:, :, None]*tmp*self._psi1_dist,1)
target_S += np.sum(partial.T[:, :, None]*0.5*tmp*(self._psi1_dist_sq-1),1)
def psi2(self,Z,mu,S,target):
self._psi_computations(Z,mu,S)
@ -155,20 +158,21 @@ class rbf(kernpart):
d_length = self._psi2[:,:,:,None]*(0.5*self._psi2_Zdist_sq*self._psi2_denom + 2.*self._psi2_mudist_sq + 2.*S[:,None,None,:]/self.lengthscale2)/(self.lengthscale*self._psi2_denom)
d_length = d_length.sum(0)
target[0] += np.sum(partial*d_var)
target[1:] += (d_length*partial[:,:,None]).sum(0).sum(0)
target[1] += np.sum(d_length*partial[:,:,None])
def dpsi2_dZ(self,partial,Z,mu,S,target):
"""Returns shape N,M,M,Q"""
self._psi_computations(Z,mu,S)
dZ = self._psi2[:,:,:,None]/self.lengthscale2*(-0.5*self._psi2_Zdist + self._psi2_mudist/self._psi2_denom)
target += np.sum(partial[None,:,:,None]*dZ,0).sum(1)
term1 = 0.5*self._psi2_Zdist/self.lengthscale2 # M, M, Q
term2 = self._psi2_mudist/self._psi2_denom/self.lengthscale2 # N, M, M, Q
dZ = self._psi2[:,:,:,None] * (term1[None] + term2)
target += (partial[None,:,:,None]*dZ).sum(0).sum(0)
def dpsi2_dmuS(self,Z,mu,S,target_mu,target_S):
def dpsi2_dmuS(self,partial,Z,mu,S,target_mu,target_S):
"""Think N,M,M,Q """
self._psi_computations(Z,mu,S)
tmp = self._psi2[:,:,:,None]/self.lengthscale2/self._psi2_denom
target_mu += (partial*-tmp*2.*self._psi2_mudist).sum(1).sum(1)
target_S += (partial*tmp*(2.*self._psi2_mudist_sq-1)).sum(1).sum(1)
target_mu += (partial[None,:,:,None]*-tmp*2.*self._psi2_mudist).sum(1).sum(1)
target_S += (partial[None,:,:,None]*tmp*(2.*self._psi2_mudist_sq-1)).sum(1).sum(1)
def _psi_computations(self,Z,mu,S):
#here are the "statistics" for psi1 and psi2
@ -198,3 +202,4 @@ class rbf(kernpart):
self._psi2 = np.square(self.variance)*np.exp(self._psi2_exponent) # N,M,M
self._Z, self._mu, self._S = Z, mu,S