kernel slicer

GPy/kern/_src/kernel_slice_operations.py

@@ -0,0 +1,108 @@
+'''
+Created on 11 Mar 2014
+
+@author: maxz
+'''
+from ...core.parameterization.parameterized import ParametersChangedMeta
+
+class KernCallsViaSlicerMeta(ParametersChangedMeta):
+    def __call__(self, *args, **kw):
+        instance = super(ParametersChangedMeta, self).__call__(*args, **kw)
+        instance.K = _slice_wrapper(instance, instance.K)
+        instance.Kdiag = _slice_wrapper(instance, instance.Kdiag, True)
+        instance.update_gradients_full = _slice_wrapper(instance, instance.update_gradients_full, False, True)
+        instance.update_gradients_diag = _slice_wrapper(instance, instance.update_gradients_diag, True, True)
+        instance.gradients_X = _slice_wrapper(instance, instance.gradients_X, False, True)
+        instance.gradients_X_diag = _slice_wrapper(instance, instance.gradients_X_diag, True, True)
+        instance.psi0 = _slice_wrapper(instance, instance.psi0, False, False)
+        instance.psi1 = _slice_wrapper(instance, instance.psi1, False, False)
+        instance.psi2 = _slice_wrapper(instance, instance.psi2, False, False)
+        instance.update_gradients_expectations = _slice_wrapper(instance, instance.update_gradients_expectations, psi_stat=True)
+        instance.gradients_Z_expectations = _slice_wrapper(instance, instance.gradients_Z_expectations, psi_stat_Z=True)
+        instance.gradients_qX_expectations = _slice_wrapper(instance, instance.gradients_qX_expectations, psi_stat=True)
+        instance.parameters_changed()
+        return instance
+
+def _slice_wrapper(kern, operation, diag=False, derivative=False, psi_stat=False, psi_stat_Z=False):
+    """
+    This method wraps the functions in kernel to make sure all kernels allways see their respective input dimension.
+    The different switches are:
+        diag: if X2 exists
+        derivative: if first arg is dL_dK
+        psi_stat: if first 3 args are dL_dpsi0..2
+        psi_stat_Z: if first 2 args are dL_dpsi1..2
+    """
+    if derivative:
+        if diag:
+            def x_slice_wrapper(dL_dK, X):
+                X = kern._slice_X(X) if not kern._sliced_X else X
+                kern._sliced_X += 1
+                try:
+                    ret = operation(dL_dK, X)
+                except:
+                    raise
+                finally:
+                    kern._sliced_X -= 1
+                return ret
+        else: 
+            def x_slice_wrapper(dL_dK, X, X2=None):
+                X, X2 = kern._slice_X(X) if not kern._sliced_X else X, kern._slice_X(X2) if X2 is not None and not kern._sliced_X else X2
+                kern._sliced_X += 1
+                try:
+                    ret = operation(dL_dK, X, X2)
+                except:
+                    raise
+                finally:
+                    kern._sliced_X -= 1
+                return ret
+    elif psi_stat:
+        def x_slice_wrapper(dL_dpsi0, dL_dpsi1, dL_dpsi2, Z, variational_posterior):
+            Z, variational_posterior = kern._slice_X(Z) if not kern._sliced_X else Z, kern._slice_X(variational_posterior) if not kern._sliced_X else variational_posterior
+            kern._sliced_X += 1
+            try:
+                ret = operation(dL_dpsi0, dL_dpsi1, dL_dpsi2, Z, variational_posterior)
+            except:
+                raise
+            finally:
+                kern._sliced_X -= 1
+            return ret
+    elif psi_stat_Z:
+        def x_slice_wrapper(dL_dpsi1, dL_dpsi2, Z, variational_posterior):
+            Z, variational_posterior = kern._slice_X(Z) if not kern._sliced_X else Z, kern._slice_X(variational_posterior) if not kern._sliced_X else variational_posterior
+            kern._sliced_X += 1
+            try:
+                ret = operation(dL_dpsi1, dL_dpsi2, Z, variational_posterior)
+            except:
+                raise
+            finally:
+                kern._sliced_X -= 1
+            return ret
+    else:
+        if diag:
+            def x_slice_wrapper(X, *args, **kw):
+                X = kern._slice_X(X) if not kern._sliced_X else X
+                kern._sliced_X += 1
+                try:
+                    ret = operation(X, *args, **kw)
+                except:
+                    raise
+                finally:
+                    kern._sliced_X -= 1
+                return ret
+        else: 
+            def x_slice_wrapper(X, X2=None, *args, **kw):
+                X, X2 = kern._slice_X(X) if not kern._sliced_X else X, kern._slice_X(X2) if X2 is not None and not kern._sliced_X else X2
+                kern._sliced_X += 1
+                try:
+                    ret = operation(X, X2, *args, **kw)
+                except: raise
+                finally:
+                    kern._sliced_X -= 1
+                return ret
+    x_slice_wrapper._operation = operation
+    x_slice_wrapper.__name__ = ("slicer("+operation.__name__
+                                +(","+str(bool(diag)) if diag else'')
+                                +(','+str(bool(derivative)) if derivative else '')
+                                +')')
+    x_slice_wrapper.__doc__ = "**sliced**\n" + (operation.__doc__ or "")
+    return x_slice_wrapper