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implemented psi2 'cross terms' for rbfXbias

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James Hensman 2013-03-11 14:28:20 +00:00
parent 87d6420ecb
commit 9b11424f1f
1 changed files with 13 additions and 9 deletions
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22
GPy/kern/kern.py
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@ -389,6 +389,11 @@ class kern(parameterised):
target += p1.variance*(p2._psi1[:,:,None]+p2._psi1[:,None,:])
elif p2.name=='bias' and p1.name=='rbf':
target += p2.variance*(p1._psi1[:,:,None]+p1._psi1[:,None,:])
#linear X bias
elif p1.name=='bias' and p2.name=='linear':
raise NotImplementedError
elif p2.name=='bias' and p1.name=='linear':
raise NotImplementedError
#rbf X linear
elif p1.name=='linear' and p2.name=='rbf':
raise NotImplementedError #TODO
@ -396,7 +401,6 @@ class kern(parameterised):
raise NotImplementedError #TODO
else:
raise NotImplementedError, "psi2 cannot be computed for this kernel"
return target
def dpsi2_dtheta(self,dL_dpsi2,Z,mu,S,slices1=None,slices2=None):
@ -417,11 +421,11 @@ class kern(parameterised):
pass
#rbf X bias
elif p1.name=='bias' and p2.name=='rbf':
p2.dpsi1_dtheta(dL_dpsi2.sum(1)*p1.variance,Z,mu,S,target[ps2])
p1.dpsi1_dtheta(dL_dpsi2.sum(1)*p2._psi1,Z,mu,S,target[ps1])
p2.dpsi1_dtheta(dL_dpsi2.sum(1)*p1.variance*2.,Z,mu,S,target[ps2])
p1.dpsi1_dtheta(dL_dpsi2.sum(1)*p2._psi1*2.,Z,mu,S,target[ps1])
elif p2.name=='bias' and p1.name=='rbf':
p1.dpsi1_dtheta(dL_dpsi2.sum(1)*p2.variance,Z,mu,S,target[ps1])
p2.dpsi1_dtheta(dL_dpsi2.sum(1)*p1._psi1,Z,mu,S,target[ps2])
p1.dpsi1_dtheta(dL_dpsi2.sum(1)*p2.variance*2.,Z,mu,S,target[ps1])
p2.dpsi1_dtheta(dL_dpsi2.sum(1)*p1._psi1*2.,Z,mu,S,target[ps2])
#rbf X linear
elif p1.name=='linear' and p2.name=='rbf':
raise NotImplementedError #TODO
@ -444,9 +448,9 @@ class kern(parameterised):
pass
#rbf X bias
elif p1.name=='bias' and p2.name=='rbf':
p2.dpsi1_dX(dL_dpsi2.sum(1)*p1.variance,Z,mu,S,target)
p2.dpsi1_dX(dL_dpsi2.sum(1).T*p1.variance,Z,mu,S,target)
elif p2.name=='bias' and p1.name=='rbf':
p1.dpsi1_dZ(dL_dpsi2.sum(2)*p2.variance,Z,mu,S,target)
p1.dpsi1_dZ(dL_dpsi2.sum(1).T*p2.variance,Z,mu,S,target)
#rbf X linear
elif p1.name=='linear' and p2.name=='rbf':
raise NotImplementedError #TODO
@ -471,9 +475,9 @@ class kern(parameterised):
pass
#rbf X bias
elif p1.name=='bias' and p2.name=='rbf':
p2.dpsi1_dmuS(partial.sum(1)*p1.variance,Z,mu,S,target_mu,target_S)
p2.dpsi1_dmuS(dL_dpsi2.sum(1).T*p1.variance*2.,Z,mu,S,target_mu,target_S)
elif p2.name=='bias' and p1.name=='rbf':
p1.dpsi1_dmuS(partial.sum(2)*p2.variance,Z,mu,S,target_mu,target_S)
p1.dpsi1_dmuS(dL_dpsi2.sum(1).T*p2.variance*2.,Z,mu,S,target_mu,target_S)
#rbf X linear
elif p1.name=='linear' and p2.name=='rbf':
raise NotImplementedError #TODO