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errors handled in Mat32

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Nicolas 2013-03-12 16:43:51 +00:00
parent 1dc6ee574b
commit a342dc2f23
1 changed files with 8 additions and 0 deletions
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GPy/kern/periodic_Matern32.py
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@ -1,6 +1,7 @@
from kernpart import kernpart
import numpy as np
from GPy.util.linalg import mdot, pdinv
from GPy.util.decorators import silence_errors
class periodic_Matern32(kernpart):
"""
@ -39,12 +40,16 @@ class periodic_Matern32(kernpart):
def f(x):
return alpha*np.cos(omega*x+phase)
return f
@silence_errors
def _cos_factorization(self,alpha,omega,phase):
r1 = np.sum(alpha*np.cos(phase),axis=1)[:,None]
r2 = np.sum(alpha*np.sin(phase),axis=1)[:,None]
r = np.sqrt(r1**2 + r2**2)
psi = np.where(r1 != 0, (np.arctan(r2/r1) + (r1<0.)*np.pi),np.arcsin(r2))
return r,omega[:,0:1], psi
@silence_errors
def _int_computation(self,r1,omega1,phi1,r2,omega2,phi2):
Gint1 = 1./(omega1+omega2.T)*( np.sin((omega1+omega2.T)*self.upper+phi1+phi2.T) - np.sin((omega1+omega2.T)*self.lower+phi1+phi2.T)) + 1./(omega1-omega2.T)*( np.sin((omega1-omega2.T)*self.upper+phi1-phi2.T) - np.sin((omega1-omega2.T)*self.lower+phi1-phi2.T) )
Gint2 = 1./(omega1+omega2.T)*( np.sin((omega1+omega2.T)*self.upper+phi1+phi2.T) - np.sin((omega1+omega2.T)*self.lower+phi1+phi2.T)) + np.cos(phi1-phi2.T)*(self.upper-self.lower)
@ -55,6 +60,7 @@ class periodic_Matern32(kernpart):
def _get_params(self):
"""return the value of the parameters."""
return np.hstack((self.variance,self.lengthscale,self.period))
def _set_params(self,x):
"""set the value of the parameters."""
assert x.size==3
@ -101,6 +107,7 @@ class periodic_Matern32(kernpart):
FX = self._cos(self.basis_alpha[None,:],self.basis_omega[None,:],self.basis_phi[None,:])(X)
np.add(target,np.diag(mdot(FX,self.Gi,FX.T)),target)
@silence_errors
def dK_dtheta(self,dL_dK,X,X2,target):
"""derivative of the covariance matrix with respect to the parameters (shape is NxMxNparam)"""
if X2 is None: X2 = X
@ -172,6 +179,7 @@ class periodic_Matern32(kernpart):
#np.add(target[:,:,2],dK_dper, target[:,:,2])
target[2] += np.sum(dK_dper*dL_dK)
@silence_errors
def dKdiag_dtheta(self,dL_dKdiag,X,target):
"""derivative of the diagonal covariance matrix with respect to the parameters"""
FX = self._cos(self.basis_alpha[None,:],self.basis_omega[None,:],self.basis_phi[None,:])(X)