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more edits to stationary to clean up for cython

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This commit is contained in:
James Hensman 2015-04-28 11:38:33 +01:00
parent 780cf85687
commit a11cf422c2
3 changed files with 424 additions and 93 deletions
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7
GPy/kern/_src/stationary.py
View file

@ -155,7 +155,7 @@ class Stationary(Kern):
(dL_dK), compute the gradient wrt the parameters of this kernel, (dL_dK), compute the gradient wrt the parameters of this kernel,
and store in the parameters object as e.g. self.variance.gradient and store in the parameters object as e.g. self.variance.gradient
""" """
self.variance.gradient = np.einsum('ij,ij,i', self.K(X, X2), dL_dK, 1./self.variance) self.variance.gradient = np.sum(self.K(X, X2)* dL_dK)/self.variance
#now the lengthscale gradient(s) #now the lengthscale gradient(s)
dL_dr = self.dK_dr_via_X(X, X2) * dL_dK dL_dr = self.dK_dr_via_X(X, X2) * dL_dK
@ -166,7 +166,7 @@ class Stationary(Kern):
if config.getboolean('cython', 'working'): if config.getboolean('cython', 'working'):
self.lengthscale.gradient = self._lengthscale_grads_cython(tmp, X, X2) self.lengthscale.gradient = self._lengthscale_grads_cython(tmp, X, X2)
else: else:
self.lengthscale.gradient = np.array([np.einsum('ij,ij,...', tmp, np.square(X[:,q:q+1] - X2[:,q:q+1].T), -1./self.lengthscale[q]**3) for q in range(self.input_dim)]) self.lengthscale.gradient = self._lengthscale_grads_pure(tmp, X, X2)
else: else:
r = self._scaled_dist(X, X2) r = self._scaled_dist(X, X2)
self.lengthscale.gradient = -np.sum(dL_dr*r)/self.lengthscale self.lengthscale.gradient = -np.sum(dL_dr*r)/self.lengthscale
@ -181,6 +181,9 @@ class Stationary(Kern):
dist = self._scaled_dist(X, X2).copy() dist = self._scaled_dist(X, X2).copy()
return 1./np.where(dist != 0., dist, np.inf) return 1./np.where(dist != 0., dist, np.inf)
def _lengthscale_grads_pure(self, tmp, X, X2):
return -np.array([np.sum(tmp * np.square(X[:,q:q+1] - X2[:,q:q+1].T)) for q in range(self.input_dim)])/self.lengthscale**3
def _lengthscale_grads_cython(self, tmp, X, X2): def _lengthscale_grads_cython(self, tmp, X, X2):
N,M = tmp.shape N,M = tmp.shape
Q = X.shape[1] Q = X.shape[1]

497
GPy/kern/_src/stationary_cython.c
View file

@ -792,6 +792,23 @@ typedef npy_cdouble __pyx_t_5numpy_complex_t;
#define __Pyx_CLEAR(r) do { PyObject* tmp = ((PyObject*)(r)); r = NULL; __Pyx_DECREF(tmp);} while(0) #define __Pyx_CLEAR(r) do { PyObject* tmp = ((PyObject*)(r)); r = NULL; __Pyx_DECREF(tmp);} while(0)
#define __Pyx_XCLEAR(r) do { if((r) != NULL) {PyObject* tmp = ((PyObject*)(r)); r = NULL; __Pyx_DECREF(tmp);}} while(0) #define __Pyx_XCLEAR(r) do { if((r) != NULL) {PyObject* tmp = ((PyObject*)(r)); r = NULL; __Pyx_DECREF(tmp);}} while(0)
#if CYTHON_COMPILING_IN_CPYTHON
static CYTHON_INLINE PyObject* __Pyx_PyObject_GetAttrStr(PyObject* obj, PyObject* attr_name) {
PyTypeObject* tp = Py_TYPE(obj);
if (likely(tp->tp_getattro))
return tp->tp_getattro(obj, attr_name);
#if PY_MAJOR_VERSION < 3
if (likely(tp->tp_getattr))
return tp->tp_getattr(obj, PyString_AS_STRING(attr_name));
#endif
return PyObject_GetAttr(obj, attr_name);
}
#else
#define __Pyx_PyObject_GetAttrStr(o,n) PyObject_GetAttr(o,n)
#endif
static PyObject *__Pyx_GetBuiltinName(PyObject *name);
static void __Pyx_RaiseArgtupleInvalid(const char* func_name, int exact, static void __Pyx_RaiseArgtupleInvalid(const char* func_name, int exact,
Py_ssize_t num_min, Py_ssize_t num_max, Py_ssize_t num_found); Py_ssize_t num_min, Py_ssize_t num_max, Py_ssize_t num_found);
@ -811,23 +828,8 @@ static CYTHON_INLINE void __Pyx_SafeReleaseBuffer(Py_buffer* info);
static CYTHON_INLINE void __Pyx_ErrRestore(PyObject *type, PyObject *value, PyObject *tb); static CYTHON_INLINE void __Pyx_ErrRestore(PyObject *type, PyObject *value, PyObject *tb);
static CYTHON_INLINE void __Pyx_ErrFetch(PyObject **type, PyObject **value, PyObject **tb); static CYTHON_INLINE void __Pyx_ErrFetch(PyObject **type, PyObject **value, PyObject **tb);
#if CYTHON_COMPILING_IN_CPYTHON #define __Pyx_BufPtrStrided2d(type, buf, i0, s0, i1, s1) (type)((char*)buf + i0 * s0 + i1 * s1)
static CYTHON_INLINE PyObject* __Pyx_PyObject_GetAttrStr(PyObject* obj, PyObject* attr_name) { #define __Pyx_BufPtrStrided1d(type, buf, i0, s0) (type)((char*)buf + i0 * s0)
PyTypeObject* tp = Py_TYPE(obj);
if (likely(tp->tp_getattro))
return tp->tp_getattro(obj, attr_name);
#if PY_MAJOR_VERSION < 3
if (likely(tp->tp_getattr))
return tp->tp_getattr(obj, PyString_AS_STRING(attr_name));
#endif
return PyObject_GetAttr(obj, attr_name);
}
#else
#define __Pyx_PyObject_GetAttrStr(o,n) PyObject_GetAttr(o,n)
#endif
static PyObject *__Pyx_GetBuiltinName(PyObject *name);
#if CYTHON_COMPILING_IN_CPYTHON #if CYTHON_COMPILING_IN_CPYTHON
static CYTHON_INLINE PyObject* __Pyx_PyObject_Call(PyObject *func, PyObject *arg, PyObject *kw); static CYTHON_INLINE PyObject* __Pyx_PyObject_Call(PyObject *func, PyObject *arg, PyObject *kw);
#else #else
@ -890,6 +892,8 @@ static PyObject *__Pyx_Import(PyObject *name, PyObject *from_list, int level);
static CYTHON_INLINE int __Pyx_PyInt_As_int(PyObject *); static CYTHON_INLINE int __Pyx_PyInt_As_int(PyObject *);
static CYTHON_INLINE PyObject* __Pyx_PyInt_From_int(int value);
#if CYTHON_CCOMPLEX #if CYTHON_CCOMPLEX
#ifdef __cplusplus #ifdef __cplusplus
#define __Pyx_CREAL(z) ((z).real()) #define __Pyx_CREAL(z) ((z).real())
@ -988,8 +992,6 @@ static CYTHON_INLINE __pyx_t_double_complex __pyx_t_double_complex_from_parts(do
#endif #endif
#endif #endif
static CYTHON_INLINE PyObject* __Pyx_PyInt_From_int(int value);
static CYTHON_INLINE PyObject* __Pyx_PyInt_From_long(long value); static CYTHON_INLINE PyObject* __Pyx_PyInt_From_long(long value);
static CYTHON_INLINE long __Pyx_PyInt_As_long(PyObject *); static CYTHON_INLINE long __Pyx_PyInt_As_long(PyObject *);
@ -1044,11 +1046,12 @@ static __Pyx_TypeInfo __Pyx_TypeInfo_nn___pyx_t_3GPy_4kern_4_src_17stationary_cy
int __pyx_module_is_main_GPy__kern___src__stationary_cython = 0; int __pyx_module_is_main_GPy__kern___src__stationary_cython = 0;
/* Implementation of 'GPy.kern._src.stationary_cython' */ /* Implementation of 'GPy.kern._src.stationary_cython' */
static PyObject *__pyx_builtin_ValueError;
static PyObject *__pyx_builtin_range; static PyObject *__pyx_builtin_range;
static PyObject *__pyx_builtin_ValueError;
static PyObject *__pyx_builtin_RuntimeError; static PyObject *__pyx_builtin_RuntimeError;
static PyObject *__pyx_pf_3GPy_4kern_4_src_17stationary_cython_grad_X(CYTHON_UNUSED PyObject *__pyx_self, int __pyx_v_N, int __pyx_v_D, int __pyx_v_M, PyArrayObject *__pyx_v__X, PyArrayObject *__pyx_v__X2, PyArrayObject *__pyx_v__tmp, PyArrayObject *__pyx_v__grad); /* proto */ static PyObject *__pyx_pf_3GPy_4kern_4_src_17stationary_cython_grad_X(CYTHON_UNUSED PyObject *__pyx_self, int __pyx_v_N, int __pyx_v_D, int __pyx_v_M, PyArrayObject *__pyx_v__X, PyArrayObject *__pyx_v__X2, PyArrayObject *__pyx_v__tmp, PyArrayObject *__pyx_v__grad); /* proto */
static PyObject *__pyx_pf_3GPy_4kern_4_src_17stationary_cython_2lengthscale_grads(CYTHON_UNUSED PyObject *__pyx_self, int __pyx_v_N, int __pyx_v_M, int __pyx_v_Q, PyArrayObject *__pyx_v__tmp, PyArrayObject *__pyx_v__X, PyArrayObject *__pyx_v__X2, PyArrayObject *__pyx_v__grad); /* proto */ static PyObject *__pyx_pf_3GPy_4kern_4_src_17stationary_cython_2lengthscale_grads_c(CYTHON_UNUSED PyObject *__pyx_self, int __pyx_v_N, int __pyx_v_M, int __pyx_v_Q, PyArrayObject *__pyx_v__tmp, PyArrayObject *__pyx_v__X, PyArrayObject *__pyx_v__X2, PyArrayObject *__pyx_v__grad); /* proto */
static PyObject *__pyx_pf_3GPy_4kern_4_src_17stationary_cython_4lengthscale_grads(CYTHON_UNUSED PyObject *__pyx_self, int __pyx_v_N, int __pyx_v_M, int __pyx_v_Q, PyArrayObject *__pyx_v_tmp, PyArrayObject *__pyx_v_X, PyArrayObject *__pyx_v_X2, PyArrayObject *__pyx_v_grad); /* proto */
static int __pyx_pf_5numpy_7ndarray___getbuffer__(PyArrayObject *__pyx_v_self, Py_buffer *__pyx_v_info, int __pyx_v_flags); /* proto */ static int __pyx_pf_5numpy_7ndarray___getbuffer__(PyArrayObject *__pyx_v_self, Py_buffer *__pyx_v_info, int __pyx_v_flags); /* proto */
static void __pyx_pf_5numpy_7ndarray_2__releasebuffer__(PyArrayObject *__pyx_v_self, Py_buffer *__pyx_v_info); /* proto */ static void __pyx_pf_5numpy_7ndarray_2__releasebuffer__(PyArrayObject *__pyx_v_self, Py_buffer *__pyx_v_info); /* proto */
static char __pyx_k_B[] = "B"; static char __pyx_k_B[] = "B";
@ -1067,6 +1070,7 @@ static char __pyx_k_f[] = "f";
static char __pyx_k_g[] = "g"; static char __pyx_k_g[] = "g";
static char __pyx_k_h[] = "h"; static char __pyx_k_h[] = "h";
static char __pyx_k_i[] = "i"; static char __pyx_k_i[] = "i";
static char __pyx_k_j[] = "j";
static char __pyx_k_l[] = "l"; static char __pyx_k_l[] = "l";
static char __pyx_k_q[] = "q"; static char __pyx_k_q[] = "q";
static char __pyx_k_X2[] = "_X2"; static char __pyx_k_X2[] = "_X2";
@ -1089,9 +1093,10 @@ static char __pyx_k_import[] = "__import__";
static char __pyx_k_ValueError[] = "ValueError"; static char __pyx_k_ValueError[] = "ValueError";
static char __pyx_k_RuntimeError[] = "RuntimeError"; static char __pyx_k_RuntimeError[] = "RuntimeError";
static char __pyx_k_lengthscale_grads[] = "lengthscale_grads"; static char __pyx_k_lengthscale_grads[] = "lengthscale_grads";
static char __pyx_k_lengthscale_grads_c[] = "lengthscale_grads_c";
static char __pyx_k_ndarray_is_not_C_contiguous[] = "ndarray is not C contiguous"; static char __pyx_k_ndarray_is_not_C_contiguous[] = "ndarray is not C contiguous";
static char __pyx_k_Users_james_work_GPy_GPy_kern[] = "/Users/james/work/GPy/GPy/kern/_src/stationary_cython.pyx";
static char __pyx_k_GPy_kern__src_stationary_cython[] = "GPy.kern._src.stationary_cython"; static char __pyx_k_GPy_kern__src_stationary_cython[] = "GPy.kern._src.stationary_cython";
static char __pyx_k_home_james_work_GPy_GPy_kern__s[] = "/home/james/work/GPy/GPy/kern/_src/stationary_cython.pyx";
static char __pyx_k_unknown_dtype_code_in_numpy_pxd[] = "unknown dtype code in numpy.pxd (%d)"; static char __pyx_k_unknown_dtype_code_in_numpy_pxd[] = "unknown dtype code in numpy.pxd (%d)";
static char __pyx_k_Format_string_allocated_too_shor[] = "Format string allocated too short, see comment in numpy.pxd"; static char __pyx_k_Format_string_allocated_too_shor[] = "Format string allocated too short, see comment in numpy.pxd";
static char __pyx_k_Non_native_byte_order_not_suppor[] = "Non-native byte order not supported"; static char __pyx_k_Non_native_byte_order_not_suppor[] = "Non-native byte order not supported";
@ -1106,6 +1111,7 @@ static PyObject *__pyx_n_s_N;
static PyObject *__pyx_kp_u_Non_native_byte_order_not_suppor; static PyObject *__pyx_kp_u_Non_native_byte_order_not_suppor;
static PyObject *__pyx_n_s_Q; static PyObject *__pyx_n_s_Q;
static PyObject *__pyx_n_s_RuntimeError; static PyObject *__pyx_n_s_RuntimeError;
static PyObject *__pyx_kp_s_Users_james_work_GPy_GPy_kern;
static PyObject *__pyx_n_s_ValueError; static PyObject *__pyx_n_s_ValueError;
static PyObject *__pyx_n_s_X; static PyObject *__pyx_n_s_X;
static PyObject *__pyx_n_s_X2; static PyObject *__pyx_n_s_X2;
@ -1114,14 +1120,17 @@ static PyObject *__pyx_n_s_X_2;
static PyObject *__pyx_n_s_grad; static PyObject *__pyx_n_s_grad;
static PyObject *__pyx_n_s_grad_2; static PyObject *__pyx_n_s_grad_2;
static PyObject *__pyx_n_s_grad_X; static PyObject *__pyx_n_s_grad_X;
static PyObject *__pyx_kp_s_home_james_work_GPy_GPy_kern__s; static PyObject *__pyx_n_s_i;
static PyObject *__pyx_n_s_import; static PyObject *__pyx_n_s_import;
static PyObject *__pyx_n_s_j;
static PyObject *__pyx_n_s_lengthscale_grads; static PyObject *__pyx_n_s_lengthscale_grads;
static PyObject *__pyx_n_s_lengthscale_grads_c;
static PyObject *__pyx_n_s_main; static PyObject *__pyx_n_s_main;
static PyObject *__pyx_kp_u_ndarray_is_not_C_contiguous; static PyObject *__pyx_kp_u_ndarray_is_not_C_contiguous;
static PyObject *__pyx_kp_u_ndarray_is_not_Fortran_contiguou; static PyObject *__pyx_kp_u_ndarray_is_not_Fortran_contiguou;
static PyObject *__pyx_n_s_np; static PyObject *__pyx_n_s_np;
static PyObject *__pyx_n_s_numpy; static PyObject *__pyx_n_s_numpy;
static PyObject *__pyx_n_s_q;
static PyObject *__pyx_n_s_range; static PyObject *__pyx_n_s_range;
static PyObject *__pyx_n_s_test; static PyObject *__pyx_n_s_test;
static PyObject *__pyx_n_s_tmp; static PyObject *__pyx_n_s_tmp;
@ -1135,8 +1144,10 @@ static PyObject *__pyx_tuple__5;
static PyObject *__pyx_tuple__6; static PyObject *__pyx_tuple__6;
static PyObject *__pyx_tuple__7; static PyObject *__pyx_tuple__7;
static PyObject *__pyx_tuple__9; static PyObject *__pyx_tuple__9;
static PyObject *__pyx_tuple__11;
static PyObject *__pyx_codeobj__8; static PyObject *__pyx_codeobj__8;
static PyObject *__pyx_codeobj__10; static PyObject *__pyx_codeobj__10;
static PyObject *__pyx_codeobj__12;
/* "GPy/kern/_src/stationary_cython.pyx":14 /* "GPy/kern/_src/stationary_cython.pyx":14
* void _lengthscale_grads "_lengthscale_grads" (int N, int M, int Q, double* tmp, double* X, double* X2, double* grad) * void _lengthscale_grads "_lengthscale_grads" (int N, int M, int Q, double* tmp, double* X, double* X2, double* grad)
@ -1358,7 +1369,7 @@ static PyObject *__pyx_pf_3GPy_4kern_4_src_17stationary_cython_grad_X(CYTHON_UNU
* cdef double *grad = <double*> _grad.data * cdef double *grad = <double*> _grad.data
* _grad_X(N, D, M, X, X2, tmp, grad) # return nothing, work in place. # <<<<<<<<<<<<<< * _grad_X(N, D, M, X, X2, tmp, grad) # return nothing, work in place. # <<<<<<<<<<<<<<
* *
* def lengthscale_grads(int N, int M, int Q, * def lengthscale_grads_c(int N, int M, int Q,
*/ */
_grad_X(__pyx_v_N, __pyx_v_D, __pyx_v_M, __pyx_v_X, __pyx_v_X2, __pyx_v_tmp, __pyx_v_grad); _grad_X(__pyx_v_N, __pyx_v_D, __pyx_v_M, __pyx_v_X, __pyx_v_X2, __pyx_v_tmp, __pyx_v_grad);
@ -1398,15 +1409,15 @@ static PyObject *__pyx_pf_3GPy_4kern_4_src_17stationary_cython_grad_X(CYTHON_UNU
/* "GPy/kern/_src/stationary_cython.pyx":25 /* "GPy/kern/_src/stationary_cython.pyx":25
* _grad_X(N, D, M, X, X2, tmp, grad) # return nothing, work in place. * _grad_X(N, D, M, X, X2, tmp, grad) # return nothing, work in place.
* *
* def lengthscale_grads(int N, int M, int Q, # <<<<<<<<<<<<<< * def lengthscale_grads_c(int N, int M, int Q, # <<<<<<<<<<<<<<
* np.ndarray[DTYPE_t, ndim=2] _tmp, * np.ndarray[DTYPE_t, ndim=2] _tmp,
* np.ndarray[DTYPE_t, ndim=2] _X, * np.ndarray[DTYPE_t, ndim=2] _X,
*/ */
/* Python wrapper */ /* Python wrapper */
static PyObject *__pyx_pw_3GPy_4kern_4_src_17stationary_cython_3lengthscale_grads(PyObject *__pyx_self, PyObject *__pyx_args, PyObject *__pyx_kwds); /*proto*/ static PyObject *__pyx_pw_3GPy_4kern_4_src_17stationary_cython_3lengthscale_grads_c(PyObject *__pyx_self, PyObject *__pyx_args, PyObject *__pyx_kwds); /*proto*/
static PyMethodDef __pyx_mdef_3GPy_4kern_4_src_17stationary_cython_3lengthscale_grads = {"lengthscale_grads", (PyCFunction)__pyx_pw_3GPy_4kern_4_src_17stationary_cython_3lengthscale_grads, METH_VARARGS|METH_KEYWORDS, 0}; static PyMethodDef __pyx_mdef_3GPy_4kern_4_src_17stationary_cython_3lengthscale_grads_c = {"lengthscale_grads_c", (PyCFunction)__pyx_pw_3GPy_4kern_4_src_17stationary_cython_3lengthscale_grads_c, METH_VARARGS|METH_KEYWORDS, 0};
static PyObject *__pyx_pw_3GPy_4kern_4_src_17stationary_cython_3lengthscale_grads(PyObject *__pyx_self, PyObject *__pyx_args, PyObject *__pyx_kwds) { static PyObject *__pyx_pw_3GPy_4kern_4_src_17stationary_cython_3lengthscale_grads_c(PyObject *__pyx_self, PyObject *__pyx_args, PyObject *__pyx_kwds) {
int __pyx_v_N; int __pyx_v_N;
int __pyx_v_M; int __pyx_v_M;
int __pyx_v_Q; int __pyx_v_Q;
@ -1419,7 +1430,7 @@ static PyObject *__pyx_pw_3GPy_4kern_4_src_17stationary_cython_3lengthscale_grad
int __pyx_clineno = 0; int __pyx_clineno = 0;
PyObject *__pyx_r = 0; PyObject *__pyx_r = 0;
__Pyx_RefNannyDeclarations __Pyx_RefNannyDeclarations
__Pyx_RefNannySetupContext("lengthscale_grads (wrapper)", 0); __Pyx_RefNannySetupContext("lengthscale_grads_c (wrapper)", 0);
{ {
static PyObject **__pyx_pyargnames[] = {&__pyx_n_s_N,&__pyx_n_s_M,&__pyx_n_s_Q,&__pyx_n_s_tmp,&__pyx_n_s_X,&__pyx_n_s_X2,&__pyx_n_s_grad,0}; static PyObject **__pyx_pyargnames[] = {&__pyx_n_s_N,&__pyx_n_s_M,&__pyx_n_s_Q,&__pyx_n_s_tmp,&__pyx_n_s_X,&__pyx_n_s_X2,&__pyx_n_s_grad,0};
PyObject* values[7] = {0,0,0,0,0,0,0}; PyObject* values[7] = {0,0,0,0,0,0,0};
@ -1445,36 +1456,36 @@ static PyObject *__pyx_pw_3GPy_4kern_4_src_17stationary_cython_3lengthscale_grad
case 1: case 1:
if (likely((values[1] = PyDict_GetItem(__pyx_kwds, __pyx_n_s_M)) != 0)) kw_args--; if (likely((values[1] = PyDict_GetItem(__pyx_kwds, __pyx_n_s_M)) != 0)) kw_args--;
else { else {
__Pyx_RaiseArgtupleInvalid("lengthscale_grads", 1, 7, 7, 1); {__pyx_filename = __pyx_f[0]; __pyx_lineno = 25; __pyx_clineno = __LINE__; goto __pyx_L3_error;} __Pyx_RaiseArgtupleInvalid("lengthscale_grads_c", 1, 7, 7, 1); {__pyx_filename = __pyx_f[0]; __pyx_lineno = 25; __pyx_clineno = __LINE__; goto __pyx_L3_error;}
} }
case 2: case 2:
if (likely((values[2] = PyDict_GetItem(__pyx_kwds, __pyx_n_s_Q)) != 0)) kw_args--; if (likely((values[2] = PyDict_GetItem(__pyx_kwds, __pyx_n_s_Q)) != 0)) kw_args--;
else { else {
__Pyx_RaiseArgtupleInvalid("lengthscale_grads", 1, 7, 7, 2); {__pyx_filename = __pyx_f[0]; __pyx_lineno = 25; __pyx_clineno = __LINE__; goto __pyx_L3_error;} __Pyx_RaiseArgtupleInvalid("lengthscale_grads_c", 1, 7, 7, 2); {__pyx_filename = __pyx_f[0]; __pyx_lineno = 25; __pyx_clineno = __LINE__; goto __pyx_L3_error;}
} }
case 3: case 3:
if (likely((values[3] = PyDict_GetItem(__pyx_kwds, __pyx_n_s_tmp)) != 0)) kw_args--; if (likely((values[3] = PyDict_GetItem(__pyx_kwds, __pyx_n_s_tmp)) != 0)) kw_args--;
else { else {
__Pyx_RaiseArgtupleInvalid("lengthscale_grads", 1, 7, 7, 3); {__pyx_filename = __pyx_f[0]; __pyx_lineno = 25; __pyx_clineno = __LINE__; goto __pyx_L3_error;} __Pyx_RaiseArgtupleInvalid("lengthscale_grads_c", 1, 7, 7, 3); {__pyx_filename = __pyx_f[0]; __pyx_lineno = 25; __pyx_clineno = __LINE__; goto __pyx_L3_error;}
} }
case 4: case 4:
if (likely((values[4] = PyDict_GetItem(__pyx_kwds, __pyx_n_s_X)) != 0)) kw_args--; if (likely((values[4] = PyDict_GetItem(__pyx_kwds, __pyx_n_s_X)) != 0)) kw_args--;
else { else {
__Pyx_RaiseArgtupleInvalid("lengthscale_grads", 1, 7, 7, 4); {__pyx_filename = __pyx_f[0]; __pyx_lineno = 25; __pyx_clineno = __LINE__; goto __pyx_L3_error;} __Pyx_RaiseArgtupleInvalid("lengthscale_grads_c", 1, 7, 7, 4); {__pyx_filename = __pyx_f[0]; __pyx_lineno = 25; __pyx_clineno = __LINE__; goto __pyx_L3_error;}
} }
case 5: case 5:
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__pyx_tuple__11 = PyTuple_Pack(10, __pyx_n_s_N, __pyx_n_s_M, __pyx_n_s_Q, __pyx_n_s_tmp_2, __pyx_n_s_X_2, __pyx_n_s_X2_2, __pyx_n_s_grad_2, __pyx_n_s_q, __pyx_n_s_i, __pyx_n_s_j); if (unlikely(!__pyx_tuple__11)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 36; __pyx_clineno = __LINE__; goto __pyx_L1_error;}
__Pyx_GOTREF(__pyx_tuple__11);
__Pyx_GIVEREF(__pyx_tuple__11);
__pyx_codeobj__12 = (PyObject*)__Pyx_PyCode_New(7, 0, 10, 0, 0, __pyx_empty_bytes, __pyx_empty_tuple, __pyx_empty_tuple, __pyx_tuple__11, __pyx_empty_tuple, __pyx_empty_tuple, __pyx_kp_s_Users_james_work_GPy_GPy_kern, __pyx_n_s_lengthscale_grads, 36, __pyx_empty_bytes); if (unlikely(!__pyx_codeobj__12)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 36; __pyx_clineno = __LINE__; goto __pyx_L1_error;}
__Pyx_RefNannyFinishContext(); __Pyx_RefNannyFinishContext();
return 0; return 0;
__pyx_L1_error:; __pyx_L1_error:;
@ -3958,13 +4263,25 @@ PyMODINIT_FUNC PyInit_stationary_cython(void)
/* "GPy/kern/_src/stationary_cython.pyx":25 /* "GPy/kern/_src/stationary_cython.pyx":25
* _grad_X(N, D, M, X, X2, tmp, grad) # return nothing, work in place. * _grad_X(N, D, M, X, X2, tmp, grad) # return nothing, work in place.
* *
* def lengthscale_grads(int N, int M, int Q, # <<<<<<<<<<<<<< * def lengthscale_grads_c(int N, int M, int Q, # <<<<<<<<<<<<<<
* np.ndarray[DTYPE_t, ndim=2] _tmp, * np.ndarray[DTYPE_t, ndim=2] _tmp,
* np.ndarray[DTYPE_t, ndim=2] _X, * np.ndarray[DTYPE_t, ndim=2] _X,
*/ */
__pyx_t_1 = PyCFunction_NewEx(&__pyx_mdef_3GPy_4kern_4_src_17stationary_cython_3lengthscale_grads, NULL, __pyx_n_s_GPy_kern__src_stationary_cython); if (unlikely(!__pyx_t_1)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 25; __pyx_clineno = __LINE__; goto __pyx_L1_error;} __pyx_t_1 = PyCFunction_NewEx(&__pyx_mdef_3GPy_4kern_4_src_17stationary_cython_3lengthscale_grads_c, NULL, __pyx_n_s_GPy_kern__src_stationary_cython); if (unlikely(!__pyx_t_1)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 25; __pyx_clineno = __LINE__; goto __pyx_L1_error;}
__Pyx_GOTREF(__pyx_t_1); __Pyx_GOTREF(__pyx_t_1);
if (PyDict_SetItem(__pyx_d, __pyx_n_s_lengthscale_grads, __pyx_t_1) < 0) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 25; __pyx_clineno = __LINE__; goto __pyx_L1_error;} if (PyDict_SetItem(__pyx_d, __pyx_n_s_lengthscale_grads_c, __pyx_t_1) < 0) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 25; __pyx_clineno = __LINE__; goto __pyx_L1_error;}
__Pyx_DECREF(__pyx_t_1); __pyx_t_1 = 0;
/* "GPy/kern/_src/stationary_cython.pyx":36
* _lengthscale_grads(N, M, Q, tmp, X, X2, grad) # return nothing, work in place.
*
* def lengthscale_grads(int N, int M, int Q, # <<<<<<<<<<<<<<
* np.ndarray[DTYPE_t, ndim=2] tmp,
* np.ndarray[DTYPE_t, ndim=2] X,
*/
__pyx_t_1 = PyCFunction_NewEx(&__pyx_mdef_3GPy_4kern_4_src_17stationary_cython_5lengthscale_grads, NULL, __pyx_n_s_GPy_kern__src_stationary_cython); if (unlikely(!__pyx_t_1)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 36; __pyx_clineno = __LINE__; goto __pyx_L1_error;}
__Pyx_GOTREF(__pyx_t_1);
if (PyDict_SetItem(__pyx_d, __pyx_n_s_lengthscale_grads, __pyx_t_1) < 0) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 36; __pyx_clineno = __LINE__; goto __pyx_L1_error;}
__Pyx_DECREF(__pyx_t_1); __pyx_t_1 = 0; __Pyx_DECREF(__pyx_t_1); __pyx_t_1 = 0;
/* "GPy/kern/_src/stationary_cython.pyx":1 /* "GPy/kern/_src/stationary_cython.pyx":1
@ -4025,6 +4342,19 @@ end:
} }
#endif #endif
static PyObject *__Pyx_GetBuiltinName(PyObject *name) {
PyObject* result = __Pyx_PyObject_GetAttrStr(__pyx_b, name);
if (unlikely(!result)) {
PyErr_Format(PyExc_NameError,
#if PY_MAJOR_VERSION >= 3
"name '%U' is not defined", name);
#else
"name '%.200s' is not defined", PyString_AS_STRING(name));
#endif
}
return result;
}
static void __Pyx_RaiseArgtupleInvalid( static void __Pyx_RaiseArgtupleInvalid(
const char* func_name, const char* func_name,
int exact, int exact,
@ -4770,19 +5100,6 @@ static CYTHON_INLINE void __Pyx_ErrFetch(PyObject **type, PyObject **value, PyOb
#endif #endif
} }
static PyObject *__Pyx_GetBuiltinName(PyObject *name) {
PyObject* result = __Pyx_PyObject_GetAttrStr(__pyx_b, name);
if (unlikely(!result)) {
PyErr_Format(PyExc_NameError,
#if PY_MAJOR_VERSION >= 3
"name '%U' is not defined", name);
#else
"name '%.200s' is not defined", PyString_AS_STRING(name));
#endif
}
return result;
}
#if CYTHON_COMPILING_IN_CPYTHON #if CYTHON_COMPILING_IN_CPYTHON
static CYTHON_INLINE PyObject* __Pyx_PyObject_Call(PyObject *func, PyObject *arg, PyObject *kw) { static CYTHON_INLINE PyObject* __Pyx_PyObject_Call(PyObject *func, PyObject *arg, PyObject *kw) {
PyObject *result; PyObject *result;
@ -5347,6 +5664,32 @@ raise_neg_overflow:
return (int) -1; return (int) -1;
} }
static CYTHON_INLINE PyObject* __Pyx_PyInt_From_int(int value) {
const int neg_one = (int) -1, const_zero = 0;
const int is_unsigned = neg_one > const_zero;
if (is_unsigned) {
if (sizeof(int) < sizeof(long)) {
return PyInt_FromLong((long) value);
} else if (sizeof(int) <= sizeof(unsigned long)) {
return PyLong_FromUnsignedLong((unsigned long) value);
} else if (sizeof(int) <= sizeof(unsigned long long)) {
return PyLong_FromUnsignedLongLong((unsigned long long) value);
}
} else {
if (sizeof(int) <= sizeof(long)) {
return PyInt_FromLong((long) value);
} else if (sizeof(int) <= sizeof(long long)) {
return PyLong_FromLongLong((long long) value);
}
}
{
int one = 1; int little = (int)*(unsigned char *)&one;
unsigned char *bytes = (unsigned char *)&value;
return _PyLong_FromByteArray(bytes, sizeof(int),
little, !is_unsigned);
}
}
#if CYTHON_CCOMPLEX #if CYTHON_CCOMPLEX
#ifdef __cplusplus #ifdef __cplusplus
static CYTHON_INLINE __pyx_t_float_complex __pyx_t_float_complex_from_parts(float x, float y) { static CYTHON_INLINE __pyx_t_float_complex __pyx_t_float_complex_from_parts(float x, float y) {
@ -5587,32 +5930,6 @@ raise_neg_overflow:
#endif #endif
#endif #endif
static CYTHON_INLINE PyObject* __Pyx_PyInt_From_int(int value) {
const int neg_one = (int) -1, const_zero = 0;
const int is_unsigned = neg_one > const_zero;
if (is_unsigned) {
if (sizeof(int) < sizeof(long)) {
return PyInt_FromLong((long) value);
} else if (sizeof(int) <= sizeof(unsigned long)) {
return PyLong_FromUnsignedLong((unsigned long) value);
} else if (sizeof(int) <= sizeof(unsigned long long)) {
return PyLong_FromUnsignedLongLong((unsigned long long) value);
}
} else {
if (sizeof(int) <= sizeof(long)) {
return PyInt_FromLong((long) value);
} else if (sizeof(int) <= sizeof(long long)) {
return PyLong_FromLongLong((long long) value);
}
}
{
int one = 1; int little = (int)*(unsigned char *)&one;
unsigned char *bytes = (unsigned char *)&value;
return _PyLong_FromByteArray(bytes, sizeof(int),
little, !is_unsigned);
}
}
static CYTHON_INLINE PyObject* __Pyx_PyInt_From_long(long value) { static CYTHON_INLINE PyObject* __Pyx_PyInt_From_long(long value) {
const long neg_one = (long) -1, const_zero = 0; const long neg_one = (long) -1, const_zero = 0;
const int is_unsigned = neg_one > const_zero; const int is_unsigned = neg_one > const_zero;

13
GPy/kern/_src/stationary_cython.pyx
View file

@ -22,7 +22,7 @@ def grad_X(int N, int D, int M,
cdef double *grad = <double*> _grad.data cdef double *grad = <double*> _grad.data
_grad_X(N, D, M, X, X2, tmp, grad) # return nothing, work in place. _grad_X(N, D, M, X, X2, tmp, grad) # return nothing, work in place.
def lengthscale_grads(int N, int M, int Q, def lengthscale_grads_c(int N, int M, int Q,
np.ndarray[DTYPE_t, ndim=2] _tmp, np.ndarray[DTYPE_t, ndim=2] _tmp,
np.ndarray[DTYPE_t, ndim=2] _X, np.ndarray[DTYPE_t, ndim=2] _X,
np.ndarray[DTYPE_t, ndim=2] _X2, np.ndarray[DTYPE_t, ndim=2] _X2,
@ -32,3 +32,14 @@ def lengthscale_grads(int N, int M, int Q,
cdef double *X2 = <double*> _X2.data cdef double *X2 = <double*> _X2.data
cdef double *grad = <double*> _grad.data cdef double *grad = <double*> _grad.data
_lengthscale_grads(N, M, Q, tmp, X, X2, grad) # return nothing, work in place. _lengthscale_grads(N, M, Q, tmp, X, X2, grad) # return nothing, work in place.
def lengthscale_grads(int N, int M, int Q,
np.ndarray[DTYPE_t, ndim=2] tmp,
np.ndarray[DTYPE_t, ndim=2] X,
np.ndarray[DTYPE_t, ndim=2] X2,
np.ndarray[DTYPE_t, ndim=1] grad):
for q in range(Q):
for i in range(N):
for j in range(M):
grad[q] += tmp[i,j]*(X[i,q]-X2[j,q])**2