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Nparam changes to num_params
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10 changed files with 14 additions and 14 deletions
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@ -126,7 +126,7 @@ class FITC(SparseGP):
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self._dpsi1_dX += self.kern.dK_dX(_dpsi1.T,self.Z,self.X[i:i+1,:])
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self._dpsi1_dX += self.kern.dK_dX(_dpsi1.T,self.Z,self.X[i:i+1,:])
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# the partial derivative vector for the likelihood
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# the partial derivative vector for the likelihood
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if self.likelihood.Nparams == 0:
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if self.likelihood.num_params == 0:
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# save computation here.
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# save computation here.
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self.partial_for_likelihood = None
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self.partial_for_likelihood = None
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elif self.likelihood.is_heteroscedastic:
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elif self.likelihood.is_heteroscedastic:
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@ -156,7 +156,7 @@ class SparseGP(GPBase):
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# the partial derivative vector for the likelihood
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# the partial derivative vector for the likelihood
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if self.likelihood.Nparams == 0:
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if self.likelihood.num_params == 0:
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# save computation here.
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# save computation here.
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self.partial_for_likelihood = None
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self.partial_for_likelihood = None
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elif self.likelihood.is_heteroscedastic:
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elif self.likelihood.is_heteroscedastic:
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@ -113,7 +113,7 @@ class PeriodicMatern32(Kernpart):
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@silence_errors
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@silence_errors
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def dK_dtheta(self,dL_dK,X,X2,target):
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def dK_dtheta(self,dL_dK,X,X2,target):
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"""derivative of the covariance matrix with respect to the parameters (shape is Nxnum_inducingxNparam)"""
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"""derivative of the covariance matrix with respect to the parameters (shape is num_data x num_inducing x num_params)"""
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if X2 is None: X2 = X
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if X2 is None: X2 = X
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FX = self._cos(self.basis_alpha[None,:],self.basis_omega[None,:],self.basis_phi[None,:])(X)
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FX = self._cos(self.basis_alpha[None,:],self.basis_omega[None,:],self.basis_phi[None,:])(X)
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FX2 = self._cos(self.basis_alpha[None,:],self.basis_omega[None,:],self.basis_phi[None,:])(X2)
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FX2 = self._cos(self.basis_alpha[None,:],self.basis_omega[None,:],self.basis_phi[None,:])(X2)
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@ -115,7 +115,7 @@ class PeriodicMatern52(Kernpart):
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@silence_errors
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@silence_errors
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def dK_dtheta(self,dL_dK,X,X2,target):
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def dK_dtheta(self,dL_dK,X,X2,target):
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"""derivative of the covariance matrix with respect to the parameters (shape is Nxnum_inducingxNparam)"""
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"""derivative of the covariance matrix with respect to the parameters (shape is num_data x num_inducing x num_params)"""
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if X2 is None: X2 = X
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if X2 is None: X2 = X
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FX = self._cos(self.basis_alpha[None,:],self.basis_omega[None,:],self.basis_phi[None,:])(X)
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FX = self._cos(self.basis_alpha[None,:],self.basis_omega[None,:],self.basis_phi[None,:])(X)
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FX2 = self._cos(self.basis_alpha[None,:],self.basis_omega[None,:],self.basis_phi[None,:])(X2)
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FX2 = self._cos(self.basis_alpha[None,:],self.basis_omega[None,:],self.basis_phi[None,:])(X2)
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@ -111,7 +111,7 @@ class PeriodicExponential(Kernpart):
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@silence_errors
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@silence_errors
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def dK_dtheta(self,dL_dK,X,X2,target):
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def dK_dtheta(self,dL_dK,X,X2,target):
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"""derivative of the covariance matrix with respect to the parameters (shape is Nxnum_inducingxNparam)"""
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"""derivative of the covariance matrix with respect to the parameters (shape is N x num_inducing x num_params)"""
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if X2 is None: X2 = X
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if X2 is None: X2 = X
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FX = self._cos(self.basis_alpha[None,:],self.basis_omega[None,:],self.basis_phi[None,:])(X)
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FX = self._cos(self.basis_alpha[None,:],self.basis_omega[None,:],self.basis_phi[None,:])(X)
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FX2 = self._cos(self.basis_alpha[None,:],self.basis_omega[None,:],self.basis_phi[None,:])(X2)
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FX2 = self._cos(self.basis_alpha[None,:],self.basis_omega[None,:],self.basis_phi[None,:])(X2)
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@ -18,7 +18,7 @@ class EP(likelihood):
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self.data = data
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self.data = data
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self.num_data, self.output_dim = self.data.shape
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self.num_data, self.output_dim = self.data.shape
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self.is_heteroscedastic = True
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self.is_heteroscedastic = True
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self.Nparams = 0
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self.num_params = 0
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self._transf_data = self.noise_model._preprocess_values(data)
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self._transf_data = self.noise_model._preprocess_values(data)
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#Initial values - Likelihood approximation parameters:
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#Initial values - Likelihood approximation parameters:
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@ -31,7 +31,7 @@ class EP_Mixed_Noise(likelihood):
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self.data = np.vstack(data_list)
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self.data = np.vstack(data_list)
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self.N, self.output_dim = self.data.shape
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self.N, self.output_dim = self.data.shape
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self.is_heteroscedastic = True
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self.is_heteroscedastic = True
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self.Nparams = 0#FIXME
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self.num_params = 0#FIXME
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self._transf_data = np.vstack([noise_model._preprocess_values(data) for noise_model,data in zip(noise_model_list,data_list)])
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self._transf_data = np.vstack([noise_model._preprocess_values(data) for noise_model,data in zip(noise_model_list,data_list)])
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#TODO non-gaussian index
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#TODO non-gaussian index
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@ -15,7 +15,7 @@ class Gaussian(likelihood):
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"""
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"""
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def __init__(self, data, variance=1., normalize=False):
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def __init__(self, data, variance=1., normalize=False):
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self.is_heteroscedastic = False
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self.is_heteroscedastic = False
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self.Nparams = 1
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self.num_params = 1
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self.Z = 0. # a correction factor which accounts for the approximation made
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self.Z = 0. # a correction factor which accounts for the approximation made
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N, self.output_dim = data.shape
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N, self.output_dim = data.shape
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@ -23,14 +23,14 @@ class Gaussian_Mixed_Noise(likelihood):
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:type normalize: False|True
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:type normalize: False|True
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"""
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"""
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def __init__(self, data_list, noise_params=None, normalize=True):
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def __init__(self, data_list, noise_params=None, normalize=True):
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self.Nparams = len(data_list)
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self.num_params = len(data_list)
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self.n_list = [data.size for data in data_list]
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self.n_list = [data.size for data in data_list]
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self.index = np.vstack([np.repeat(i,n)[:,None] for i,n in zip(range(self.Nparams),self.n_list)])
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self.index = np.vstack([np.repeat(i,n)[:,None] for i,n in zip(range(self.num_params),self.n_list)])
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if noise_params is None:
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if noise_params is None:
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noise_params = [1.] * self.Nparams
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noise_params = [1.] * self.num_params
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else:
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else:
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assert self.Nparams == len(noise_params), 'Number of noise parameters does not match the number of noise models.'
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assert self.num_params == len(noise_params), 'Number of noise parameters does not match the number of noise models.'
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self.noise_model_list = [Gaussian(Y,variance=v,normalize = normalize) for Y,v in zip(data_list,noise_params)]
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self.noise_model_list = [Gaussian(Y,variance=v,normalize = normalize) for Y,v in zip(data_list,noise_params)]
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self.n_params = [noise_model._get_params().size for noise_model in self.noise_model_list]
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self.n_params = [noise_model._get_params().size for noise_model in self.noise_model_list]
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@ -211,8 +211,8 @@ class MRD(Model):
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# g.Z = Z.reshape(self.num_inducing, self.input_dim)
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# g.Z = Z.reshape(self.num_inducing, self.input_dim)
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#
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#
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# def _set_kern_params(self, g, p):
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# def _set_kern_params(self, g, p):
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# g.kern._set_params(p[:g.kern.Nparam])
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# g.kern._set_params(p[:g.kern.num_params])
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# g.likelihood._set_params(p[g.kern.Nparam:])
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# g.likelihood._set_params(p[g.kern.num_params:])
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def _set_params(self, x):
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def _set_params(self, x):
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start = 0; end = self.NQ
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start = 0; end = self.NQ
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