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gradcheck fixes are not easy

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Max Zwiessele 2014-02-13 21:14:08 +00:00
parent c78ddde6de
commit 9af4c34f90
4 changed files with 42 additions and 29 deletions
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47
GPy/core/model.py
View file

@ -411,12 +411,21 @@ class Model(Parameterized):
f2 = self.objective_function(x - dx) f2 = self.objective_function(x - dx)
gradient = self.objective_function_gradients(x) gradient = self.objective_function_gradients(x)
param_list = self._raveled_index_for(target_param) if target_param is None:
transformed_index = range(len(x))
else:
transformed_index = self._raveled_index_for(target_param)
if self._has_fixes(): if self._has_fixes():
param_list = np.intersect1d(np.r_[:self.size][self._fixes_], param_list, True) indices = np.r_[:self.size]
which = (transformed_index[:,None]==indices[self._fixes_]).nonzero()[0]
indices -= (~self._fixes_).cumsum()
transformed_index = indices[which]
if transformed_index.size == 0:
print "No free parameters to check"
return
gradient = gradient[transformed_index]
numerical_gradient = (f1 - f2) / (2 * dx) numerical_gradient = (f1 - f2) / (2 * dx)
global_ratio = (f1 - f2) / (2 * np.dot(dx, np.where(gradient == 0, 1e-32, gradient))) global_ratio = (f1 - f2) / (2 * np.dot(dx, np.where(gradient == 0, 1e-32, gradient)))
@ -439,40 +448,46 @@ class Model(Parameterized):
separator = '-' * len(header_string[0]) separator = '-' * len(header_string[0])
print '\n'.join([header_string[0], separator]) print '\n'.join([header_string[0], separator])
if target_param is None: if target_param is None:
param_list = range(len(x)) param_index = range(len(x))
transformed_index = param_index
else: else:
param_list = self._raveled_index_for(target_param) param_index = self._raveled_index_for(target_param)
if self._has_fixes(): if self._has_fixes():
param_list = np.intersect1d(np.r_[:self.size][self._fixes_], param_list, True) indices = np.r_[:self.size]
which = (param_index[:,None]==indices[self._fixes_][None,:]).nonzero()
transformed_index = (indices-(~self._fixes_).cumsum())[which[1]]
param_index = indices[which[0]]
print param_index, transformed_index
else:
transformed_index = param_index
if param_list.size == 0: if param_index.size == 0:
print "No free parameters to check" print "No free parameters to check"
return return
gradient = self.objective_function_gradients(x) gradient = self.objective_function_gradients(x)
np.where(gradient == 0, 1e-312, gradient) np.where(gradient == 0, 1e-312, gradient)
ret = True ret = True
for i, ind in enumerate(param_list): for nind, xind in itertools.izip(param_index, transformed_index):
xx = x.copy() xx = x.copy()
xx[ind] += step xx[xind] += step
f1 = self.objective_function(xx) f1 = self.objective_function(xx)
xx[ind] -= 2.*step xx[xind] -= 2.*step
f2 = self.objective_function(xx) f2 = self.objective_function(xx)
print ind
numerical_gradient = (f1 - f2) / (2 * step) numerical_gradient = (f1 - f2) / (2 * step)
ratio = (f1 - f2) / (2 * step * gradient[ind]) ratio = (f1 - f2) / (2 * step * gradient[xind])
difference = np.abs((f1 - f2) / 2 / step - gradient[ind]) difference = np.abs((f1 - f2) / 2 / step - gradient[xind])
if (np.abs(1. - ratio) < tolerance) or np.abs(difference) < tolerance: if (np.abs(1. - ratio) < tolerance) or np.abs(difference) < tolerance:
formatted_name = "\033[92m {0} \033[0m".format(names[ind]) formatted_name = "\033[92m {0} \033[0m".format(names[nind])
ret &= True ret &= True
else: else:
formatted_name = "\033[91m {0} \033[0m".format(names[ind]) formatted_name = "\033[91m {0} \033[0m".format(names[nind])
ret &= False ret &= False
r = '%.6f' % float(ratio) r = '%.6f' % float(ratio)
d = '%.6f' % float(difference) d = '%.6f' % float(difference)
g = '%.6f' % gradient[ind] g = '%.6f' % gradient[xind]
ng = '%.6f' % float(numerical_gradient) ng = '%.6f' % float(numerical_gradient)
grad_string = "{0:<{c0}}|{1:^{c1}}|{2:^{c2}}|{3:^{c3}}|{4:^{c4}}".format(formatted_name, r, d, g, ng, c0=cols[0] + 9, c1=cols[1], c2=cols[2], c3=cols[3], c4=cols[4]) grad_string = "{0:<{c0}}|{1:^{c1}}|{2:^{c2}}|{3:^{c3}}|{4:^{c4}}".format(formatted_name, r, d, g, ng, c0=cols[0] + 9, c1=cols[1], c2=cols[2], c3=cols[3], c4=cols[4])
print grad_string print grad_string

2
GPy/core/parameterization/param.py
View file

@ -348,7 +348,7 @@ class Param(ObservableArray, Constrainable, Gradcheckable, Indexable, Parameteri
def _description_str(self): def _description_str(self):
if self.size <= 1: return ["%f" % self] if self.size <= 1: return ["%f" % self]
else: return [str(self.shape)] else: return [str(self.shape)]
def _parameter_names(self, add_name): def parameter_names(self, add_name=False):
return [self.name] return [self.name]
@property @property
def flattened_parameters(self): def flattened_parameters(self):

8
GPy/core/parameterization/parameter_core.py
View file

@ -25,8 +25,10 @@ class Parameterizable(object):
from GPy.core.parameterization.array_core import ParamList from GPy.core.parameterization.array_core import ParamList
_parameters_ = ParamList() _parameters_ = ParamList()
def parameter_names(self): def parameter_names(self, add_name=False):
return [p.name for p in self._parameters_] if add_name:
return [adjust_name_for_printing(self.name) + "." + xi for x in self._parameters_ for xi in x.parameter_names(add_name=True)]
return [xi for x in self._parameters_ for xi in x.parameter_names(add_name=True)]
def parameters_changed(self): def parameters_changed(self):
""" """
@ -209,7 +211,7 @@ class Constrainable(Nameable, Indexable, Parameterizable):
reconstrained = self.unconstrain() reconstrained = self.unconstrain()
self.constraints.add(transform, self._raveled_index()) self.constraints.add(transform, self._raveled_index())
if warning and reconstrained.size > 0: if warning and reconstrained.size > 0:
print "WARNING: reconstraining parameters {}".format(self.parameter_names) print "WARNING: reconstraining parameters {}".format(self.parameter_names() or self.name)
if update: if update:
self._highest_parent_.parameters_changed() self._highest_parent_.parameters_changed()

8
GPy/core/parameterization/parameterized.py
View file

@ -434,11 +434,7 @@ class Parameterized(Constrainable, Pickleable, Observable, Gradcheckable):
return self._direct_parent_.hirarchy_name() + adjust_name_for_printing(self.name) return self._direct_parent_.hirarchy_name() + adjust_name_for_printing(self.name)
else: else:
return adjust_name_for_printing(self.name) return adjust_name_for_printing(self.name)
def _parameter_names(self, add_name=False): #parameter_names = property(parameter_names, doc="Names for all parameters handled by this parameterization object -- will add hirarchy name entries for printing")
if add_name:
return [adjust_name_for_printing(self.name) + "." + xi for x in self._parameters_ for xi in x._parameter_names(add_name=True)]
return [xi for x in self._parameters_ for xi in x._parameter_names(add_name=True)]
parameter_names = property(_parameter_names, doc="Names for all parameters handled by this parameterization object -- will add hirarchy name entries for printing")
def _collect_gradient(self, target): def _collect_gradient(self, target):
[p._collect_gradient(target[s]) for p, s in itertools.izip(self._parameters_, self._param_slices_)] [p._collect_gradient(target[s]) for p, s in itertools.izip(self._parameters_, self._param_slices_)]
@property @property
@ -468,7 +464,7 @@ class Parameterized(Constrainable, Pickleable, Observable, Gradcheckable):
name = adjust_name_for_printing(self.name) + "." name = adjust_name_for_printing(self.name) + "."
constrs = self._constraints_str; ts = self._ties_str constrs = self._constraints_str; ts = self._ties_str
desc = self._description_str; names = self.parameter_names desc = self._description_str; names = self.parameter_names()
nl = max([len(str(x)) for x in names + [name]]) nl = max([len(str(x)) for x in names + [name]])
sl = max([len(str(x)) for x in desc + ["Value"]]) sl = max([len(str(x)) for x in desc + ["Value"]])
cl = max([len(str(x)) if x else 0 for x in constrs + ["Constraint"]]) cl = max([len(str(x)) if x else 0 for x in constrs + ["Constraint"]])