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rbf with new parameter structure

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This commit is contained in:
Max Zwiessele 2014-02-26 12:32:06 +00:00
parent 8a94d544e9
commit 95960c33c8
1 changed files with 36 additions and 41 deletions
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77
GPy/kern/_src/rbf.py
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@ -4,11 +4,7 @@
import numpy as np
from scipy import weave
from kern import Kern
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
from ...util.misc import param_to_array
from stationary import Stationary
class RBF(Stationary):
@ -66,7 +62,7 @@ class RBF(Stationary):
#from psi2
S = variational_posterior.variance
denom, Zdist, Zdist_sq, mudist, mudist_sq, psi2 = self._psi2computations(Z, variational_posterior)
d_length = 2.*psi2[:, :, :, None] * (Zdist_sq[None, :,:,:] * denom[:,None,None,:] + mudist_sq + S[:, None, None, :] / l2) / (self.lengthscale * denom[:,None,None,:])
d_length = 2.*psi2[:, :, :, None] * (Zdist_sq[None, :,:,:] * denom + mudist_sq + S[:, None, None, :] / l2) / (self.lengthscale * denom)
#TODO: combine denom and l2 as denom_l2??
#TODO: tidy the above!
#TODO: tensordot below?
@ -91,7 +87,7 @@ class RBF(Stationary):
#psi2
denom, Zdist, Zdist_sq, mudist, mudist_sq, psi2 = self._psi2computations(Z, variational_posterior)
term1 = Zdist / l2 # M, M, Q
term2 = mudist / denom[:,None,None,:] / l2 # N, M, M, Q
term2 = mudist / denom / l2 # N, M, M, Q
dZ = psi2[:, :, :, None] * (term1[None, :, :, :] + term2) #N,M,M,Q
grad += 2*(dL_dpsi2[:, :, :, None] * dZ).sum(0).sum(0)
@ -106,7 +102,7 @@ class RBF(Stationary):
grad_S = np.sum(dL_dpsi1[:, :, None] * 0.5 * tmp * (dist_sq - 1), 1)
#psi2
denom, Zdist, Zdist_sq, mudist, mudist_sq, psi2 = self._psi2computations(Z, variational_posterior)
tmp = psi2[:, :, :, None] / l2 / denom[:,None,None,:]
tmp = psi2[:, :, :, None] / l2 / denom
grad_mu += -2.*(dL_dpsi2[:, :, :, None] * tmp * mudist).sum(1).sum(1)
grad_S += (dL_dpsi2[:, :, :, None] * tmp * (2.*mudist_sq - 1)).sum(1).sum(1)
@ -198,51 +194,50 @@ class RBF(Stationary):
#allocate memory for the things we want to compute
mudist = np.empty((N, M, M, Q))
mudist_sq = np.empty((N, M, M, Q))
exponent = np.zeros((N,M,M))
psi2 = np.empty((N, M, M))
l2 = self.lengthscale **2
denom = 2.*S / l2 + 1. # N,Q
half_log_denom = 0.5 * np.log(denom)
denom_l2 = denom*l2 # TODO: Max and James: divide??
denom = (2.*S[:,None,None,:] / l2) + 1. # N,Q
half_log_denom = 0.5 * np.log(denom[:,0,0,:])
denom_l2 = denom[:,0,0,:]*l2
variance_sq = float(np.square(self.variance))
code = """
double tmp;
double exponent;
double tmp, exponent_tmp;
#pragma omp parallel for private(tmp, exponentgg)
for (int n=0; n<N; n++){
for (int m=0; m<M; m++){
for (int mm=0; mm<(m+1); mm++){
exponent = 0;
for (int q=0; q<Q; q++){
//compute mudist
tmp = mu(n,q) - Zhat(m,mm,q);
mudist(n,m,mm,q) = tmp;
mudist(n,mm,m,q) = tmp;
//#pragma omp parallel for private(tmp, exponent_tmp)
for (int n=0; n<N; n++)
{
for (int m=0; m<M; m++)
{
for (int mm=0; mm<(m+1); mm++)
{
exponent_tmp = 0.0;
for (int q=0; q<Q; q++)
{
//compute mudist
tmp = mu(n,q) - Zhat(m,mm,q);
mudist(n,m,mm,q) = tmp;
mudist(n,mm,m,q) = tmp;
//now mudist_sq
tmp = tmp*tmp/denom_l2(n,q);
mudist_sq(n,m,mm,q) = tmp;
mudist_sq(n,mm,m,q) = tmp;
//now mudist_sq
tmp = tmp*tmp/denom_l2(n,q);
mudist_sq(n,m,mm,q) = tmp;
mudist_sq(n,mm,m,q) = tmp;
//now exponent
tmp = -Zdist_sq(m,mm,q) - tmp - half_log_denom(n,q);
exponent += tmp;
if (m !=mm){
exponent += tmp;
}
//compute psi2 by exponentiating
tmp = variance_sq*exp(exponent);
psi2(n,m,mm) = tmp;
psi2(n,mm,m) = tmp;
}
//now exponent
tmp = -Zdist_sq(m,mm,q) - tmp - half_log_denom(n,q);
exponent_tmp += tmp;
}
//compute psi2 by exponontiating
psi2(n,m,mm) = variance_sq * exp(exponent_tmp);
psi2(n,mm,m) = psi2(n,m,mm);
}
}
}
"""
support_code = """
#include <omp.h>
#include <math.h>