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Merge branch 'devel' of github.com:/sheffieldml/GPy into devel

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This commit is contained in:
James Hensman 2015-04-30 17:25:56 +01:00
commit ad92e5cd9b
3 changed files with 21 additions and 2 deletions
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2
GPy/kern/_src/basis_funcs.py
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@ -121,7 +121,7 @@ class LinearSlopeBasisFuncKernel(BasisFuncKernel):
class ChangePointBasisFuncKernel(BasisFuncKernel):
def __init__(self, input_dim, changepoint, variance=1., active_dims=None, ARD=False, name='changepoint'):
self.changepoint = changepoint
self.changepoint = np.array(changepoint)
super(ChangePointBasisFuncKernel, self).__init__(input_dim, variance, active_dims, ARD, name)
@Cache_this(limit=3, ignore_args=())

8
GPy/testing/linalg_test.py
View file

@ -50,3 +50,11 @@ class LinalgTests(np.testing.TestCase):
pure = np.einsum('ijk,jlk->il', A, B)
quick = GPy.util.linalg.ijk_jlk_to_il(A,B)
np.testing.assert_allclose(pure, quick)
def test_einsum_ijk_ljk_to_ilk(self):
A = np.random.randn(150, 20, 5)
B = np.random.randn(150, 20, 5)
#B = A.copy()
pure = np.einsum('ijk,ljk->ilk', A, B)
quick = GPy.util.linalg.ijk_ljk_to_ilk(A,B)
np.testing.assert_allclose(pure, quick)

13
GPy/util/linalg.py
View file

@ -463,5 +463,16 @@ def ijk_jlk_to_il(A, B):
Faster version of einsum einsum('ijk,jlk->il', A,B)
"""
res = np.zeros((A.shape[0], B.shape[1]))
[np.add(np.dot(A[:,:,k], B[:,:,k]), res, res) for k in range(B.shape[-1])]
[np.add(np.dot(A[:,:,k], B[:,:,k]), res, out=res) for k in range(B.shape[-1])]
return res
def ijk_ljk_to_ilk(A, B):
"""
Faster version of einsum np.einsum('ijk,ljk->ilk', A, B)
I.e A.dot(B.T) for every dimension
"""
res = np.zeros((A.shape[-1], A.shape[0], B.shape[0]))
[np.dot(A[:,:,i], B[:,:,i].T, out=res[i,:,:]) for i in range(A.shape[-1])]
res = res.swapaxes(0, 2).swapaxes(0,1)
return res