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[parameterized] bugfix: downstream parameters did not get constraint update on add_parameter

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mzwiessele 2014-06-30 09:20:56 -07:00
parent cbcb0a9b99
commit 8ef16f5529
3 changed files with 45 additions and 14 deletions
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5
GPy/core/parameterization/parameter_core.py
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@ -835,6 +835,11 @@ class OptimizationHandlable(Indexable):
1.) connect param_array of children to self.param_array
2.) tell all children to propagate further
"""
if self.param_array.size != self.size:
self._param_array_ = np.empty(self.size, dtype=np.float64)
if self.gradient.size != self.size:
self._gradient_array_ = np.empty(self.size, dtype=np.float64)
pi_old_size = 0
for pi in self.parameters:
pislice = slice(pi_old_size, pi_old_size + pi.size)

27
GPy/core/parameterization/parameterized.py
View file

@ -124,16 +124,20 @@ class Parameterized(Parameterizable):
param.traverse_parents(visit, self)
param._parent_.remove_parameter(param)
# make sure the size is set
if index is None: start = self.size
else: start = sum(p.size for p in self.parameters[:index])
self.constraints.shift_right(start, param.size)
self.priors.shift_right(start, param.size)
self.constraints.update(param.constraints, self.size)
self.priors.update(param.priors, self.size)
if index is None: self.parameters.append(param)
else: self.parameters.insert(index, param)
if index is None:
start = sum(p.size for p in self.parameters)
self.constraints.shift_right(start, param.size)
self.priors.shift_right(start, param.size)
self.constraints.update(param.constraints, self.size)
self.priors.update(param.priors, self.size)
self.parameters.append(param)
else:
start = sum(p.size for p in self.parameters[:index])
self.constraints.shift_right(start, param.size)
self.priors.shift_right(start, param.size)
self.constraints.update(param.constraints, start)
self.priors.update(param.priors, start)
self.parameters.insert(index, param)
param.add_observer(self, self._pass_through_notify_observers, -np.inf)
@ -143,6 +147,7 @@ class Parameterized(Parameterizable):
parent = parent._parent_
self._connect_parameters()
self._notify_parent_change()
self._highest_parent_._connect_parameters(ignore_added_names=_ignore_added_names)
self._highest_parent_._notify_parent_change()
@ -197,7 +202,7 @@ class Parameterized(Parameterizable):
# no parameters for this class
return
if self.param_array.size != self.size:
self.param_array = np.empty(self.size, dtype=np.float64)
self._param_array_ = np.empty(self.size, dtype=np.float64)
if self.gradient.size != self.size:
self._gradient_array_ = np.empty(self.size, dtype=np.float64)

23
GPy/testing/parameterized_tests.py
View file

@ -8,6 +8,7 @@ import GPy
import numpy as np
from GPy.core.parameterization.parameter_core import HierarchyError
from GPy.core.parameterization.observable_array import ObsAr
from GPy.core.parameterization.transformations import NegativeLogexp
class ArrayCoreTest(unittest.TestCase):
def setUp(self):
@ -38,10 +39,25 @@ class ParameterizedTest(unittest.TestCase):
self.test1.kern = self.rbf+self.white
self.test1.add_parameter(self.test1.kern)
self.test1.add_parameter(self.param, 0)
# print self.test1:
#=============================================================================
# test_model. | Value | Constraint | Prior | Tied to
# param | (25L, 2L) | {0.0,1.0} | |
# add.rbf.variance | 1.0 | 0.0,1.0 +ve | |
# add.rbf.lengthscale | 1.0 | 0.0,1.0 +ve | |
# add.white.variance | 1.0 | 0.0,1.0 +ve | |
#=============================================================================
x = np.linspace(-2,6,4)[:,None]
y = np.sin(x)
self.testmodel = GPy.models.GPRegression(x,y)
# print self.testmodel:
#=============================================================================
# GP_regression. | Value | Constraint | Prior | Tied to
# rbf.variance | 1.0 | +ve | |
# rbf.lengthscale | 1.0 | +ve | |
# Gaussian_noise.variance | 1.0 | +ve | |
#=============================================================================
def test_add_parameter(self):
self.assertEquals(self.rbf._parent_index_, 0)
@ -142,7 +158,12 @@ class ParameterizedTest(unittest.TestCase):
self.testmodel.randomize()
self.assertEqual(val, self.testmodel.kern.lengthscale)
def test_add_parameter_in_hierarchy(self):
from GPy.core import Param
self.test1.kern.rbf.add_parameter(Param("NEW", np.random.rand(2), NegativeLogexp()), 1)
self.assertListEqual(self.test1.constraints[NegativeLogexp()].tolist(), range(self.param.size+1, self.param.size+1 + 2))
self.assertListEqual(self.test1.constraints[GPy.transformations.Logistic(0,1)].tolist(), range(self.param.size))
self.assertListEqual(self.test1.constraints[GPy.transformations.Logexp(0,1)].tolist(), np.r_[50, 53:55].tolist())
def test_regular_expression_misc(self):
self.testmodel.kern.lengthscale.fix()