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debugging the coregionalisation kern

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This commit is contained in:
James Hensman 2013-03-07 13:49:54 +00:00
parent d00d10952c
commit 9a97ad7348
2 changed files with 16 additions and 15 deletions
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22
GPy/kern/coregionalise.py
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@ -4,6 +4,7 @@
from kernpart import kernpart
import numpy as np
from GPy.util.linalg import mdot, pdinv
import pdb
class coregionalise(kernpart):
"""
@ -37,7 +38,6 @@ class coregionalise(kernpart):
self.B = np.dot(self.W,self.W.T) + np.diag(self.kappa)
def _get_param_names(self):
return sum([['W%i_%i'%(i,j) for j in range(self.R)] for i in range(self.Nout)],[]) + ['kappa_%i'%i for i in range(self.Nout)]
def K(self,index,index2,target):
@ -46,7 +46,8 @@ class coregionalise(kernpart):
index2 = index
else:
index2 = np.asarray(index2,dtype=np.int)
ii,jj = np.meshgrid(index2,index)
ii,jj = np.meshgrid(index,index2)
ii,jj = ii.T, jj.T
target += self.B[ii,jj]
def Kdiag(self,index,target):
@ -58,19 +59,22 @@ class coregionalise(kernpart):
index2 = index
else:
index2 = np.asarray(index2,dtype=np.int)
ii,jj = np.meshgrid(index2,index)
PK = np.zeros((self.R,self.R))
ii,jj = np.meshgrid(index,index2)
ii,jj = ii.T, jj.T
partial_small = np.zeros_like(self.B)
for i in range(self.Nout):
for j in range(self.Nout):
partial_small[i,j] = np.sum(partial[(ii==i)*(jj==j)])
dkappa = np.diag(partial_small)
for j in range(i,self.Nout):
tmp = np.sum(partial[(ii==i)*(jj==j)])
partial_small[i,j] = tmp
partial_small[j,i] = tmp
dkappa = np.diag(partial_small)
dW = 2.*(self.W[:,None,:]*partial_small[:,:,None]).sum(0)
target += np.hstack([dW.flatten(),dkappa])
def dKdiag_dtheta_foo(self,partial,index,target):
def dKdiag_dtheta(self,partial,index,target):
index = np.asarray(index,dtype=np.int).flatten()
partial_small = np.zeros(self.Nout)
for i in range(self.Nout):
@ -82,7 +86,5 @@ class coregionalise(kernpart):
def dK_dX(self,partial,X,X2,target):
pass
def dKdiag_dtheta(self,partial,index,target):
self.dK_dtheta(np.diag(partial),index,index,target)