diff --git a/GPy/kern/parts/ODE_1.py b/GPy/kern/parts/ODE_1.py index 416278e3..8c5f123f 100644 --- a/GPy/kern/parts/ODE_1.py +++ b/GPy/kern/parts/ODE_1.py @@ -137,7 +137,11 @@ class ODE_1(Kernpart): k2 = (np.exp(-lu*dist)*(ly-2*lu+lu*ly*dist-lu**2*dist) + np.exp(-ly*dist)*(2*lu-ly) ) / (ly-lu)**2 k3 = np.exp(-lu*dist) * ( (1+lu*dist)/(lu+ly) + (lu)/(lu+ly)**2 ) dkdvar = k1+k2+k3 - + + #target[0] dk dvarU + #target[1] dk dvarY + #target[2] dk d theta1 + #target[3] dk d theta2 target[0] += np.sum(self.varianceY*dkdvar * dL_dK) target[1] += np.sum(self.varianceU*dkdvar * dL_dK) target[2] += np.sum(dktheta1*(-np.sqrt(3)*self.lengthscaleU**(-2)) * dL_dK) diff --git a/GPy/kern/parts/ODE_UY.py b/GPy/kern/parts/ODE_UY.py index 8e0096d2..bb736cc5 100644 --- a/GPy/kern/parts/ODE_UY.py +++ b/GPy/kern/parts/ODE_UY.py @@ -95,6 +95,8 @@ class ODE_UY(Kernpart): def K(self, X, X2, target): """Compute the covariance matrix between X and X2.""" + # model : a * dy/dt + b * y = U + #lu=sqrt(3)/theta1 ly=1/theta2 theta2= a/b :thetay sigma2=1/(2ab) :sigmay X,slices = X[:,:-1],index_to_slices(X[:,-1]) if X2 is None: @@ -187,6 +189,13 @@ class ODE_UY(Kernpart): if X2 is None: X2 = X dist = np.abs(X - X2.T) + 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]) + + ly=1/self.lengthscaleY lu=np.sqrt(3)/self.lengthscaleU #ly=self.lengthscaleY @@ -230,6 +239,25 @@ class ODE_UY(Kernpart): k3 = lambda dist: np.exp(-lu*dist) * ( (1+lu*dist)/(lu+ly) + (lu)/(lu+ly)**2 ) dkdvar = k1+k2+k3 + + for i, s1 in enumerate(slices): + for j, s2 in enumerate(slices2): + for ss1 in s1: + for ss2 in s2: + if i==0 and j==0: + #target[ss1,ss2] = kuu(np.abs(rdist[ss1,ss2])) + elif i==0 and j==1: + #target[ss1,ss2] = np.where( rdist[ss1,ss2]>0 , kuyp(np.abs(rdist[ss1,ss2])), kuyn(np.abs(rdist[s1[0],s2[0]]) ) ) + elif i==1 and j==1: + #target[ss1,ss2] = kyy(np.abs(rdist[ss1,ss2])) + else: + #target[ss1,ss2] = np.where( rdist[ss1,ss2]>0 , kyup(np.abs(rdist[ss1,ss2])), kyun(np.abs(rdist[s1[0],s2[0]]) ) ) + + + + + + target[0] += np.sum(self.varianceY*dkdvar * dL_dK) target[1] += np.sum(self.varianceU*dkdvar * dL_dK) target[2] += np.sum(dktheta1*(-np.sqrt(3)*self.lengthscaleU**(-2)) * dL_dK)