gradcheck fixes are not easy

GPy/core/model.py

@@ -411,12 +411,21 @@ class Model(Parameterized):
             f2 = self.objective_function(x - dx)
             gradient = self.objective_function_gradients(x)
             
-            param_list = self._raveled_index_for(target_param)
+            if target_param is None:
-            if self._has_fixes():
+                transformed_index = range(len(x))
-                param_list = np.intersect1d(np.r_[:self.size][self._fixes_], param_list, True)
+            else:
-            
+                transformed_index = self._raveled_index_for(target_param)
-            
+                if self._has_fixes():
+                    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)
             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])
             print '\n'.join([header_string[0], separator])
             if target_param is None:
-                param_list = range(len(x))
+                param_index = range(len(x))
+                transformed_index = param_index
             else:
-                param_list = self._raveled_index_for(target_param)
+                param_index = self._raveled_index_for(target_param)
                 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()
-                if param_list.size == 0:
+                    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_index.size == 0:
                     print "No free parameters to check"
                     return
 
             gradient = self.objective_function_gradients(x)
             np.where(gradient == 0, 1e-312, gradient)
             ret = True
-            for i, ind in enumerate(param_list):
+            for nind, xind in itertools.izip(param_index, transformed_index):
                 xx = x.copy()
-                xx[ind] += step
+                xx[xind] += step
                 f1 = self.objective_function(xx)
-                xx[ind] -= 2.*step
+                xx[xind] -= 2.*step
                 f2 = self.objective_function(xx)
-                print ind
                 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:
-                    formatted_name = "\033[92m {0} \033[0m".format(names[ind])
+                    formatted_name = "\033[92m {0} \033[0m".format(names[nind])
                     ret &= True
                 else:
-                    formatted_name = "\033[91m {0} \033[0m".format(names[ind])
+                    formatted_name = "\033[91m {0} \033[0m".format(names[nind])
                     ret &= False
 
                 r = '%.6f' % float(ratio)
                 d = '%.6f' % float(difference)
-                g = '%.6f' % gradient[ind]
+                g = '%.6f' % gradient[xind]
                 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])
                 print grad_string

GPy/core/parameterization/param.py

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

GPy/core/parameterization/parameter_core.py

@@ -25,8 +25,10 @@ class Parameterizable(object):
         from GPy.core.parameterization.array_core import 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):
         """
@@ -209,7 +211,7 @@ class Constrainable(Nameable, Indexable, Parameterizable):
         reconstrained = self.unconstrain()
         self.constraints.add(transform, self._raveled_index())
         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:
             self._highest_parent_.parameters_changed()
 

GPy/core/parameterization/parameterized.py

@@ -434,11 +434,7 @@ class Parameterized(Constrainable, Pickleable, Observable, Gradcheckable):
             return self._direct_parent_.hirarchy_name() + adjust_name_for_printing(self.name)
         else:
             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):
         [p._collect_gradient(target[s]) for p, s in itertools.izip(self._parameters_, self._param_slices_)]
     @property
@@ -468,7 +464,7 @@ class Parameterized(Constrainable, Pickleable, Observable, Gradcheckable):
 
         name = adjust_name_for_printing(self.name) + "."
         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]])
         sl = max([len(str(x)) for x in desc + ["Value"]])
         cl = max([len(str(x)) if x else 0 for x in constrs + ["Constraint"]])