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Speeding up FITC
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Ricardo
parent
47a7df9756
commit
adc3a7522a
1 changed files with 62 additions and 78 deletions
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@ -86,105 +86,89 @@ class FITC(sparse_GP):
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gamma_3 = self.V_star * mdot(self.V_star.T,pHip*self.beta_star).T
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self._dL_dpsi0 = .5 * self.V_star**2 #dA_psi0????
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self._dL_dpsi0 += -0.5 * self.beta_star#dA_dpsi0
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self._dL_dpsi0 += .5 *alpha #dC_dpsi0
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self._dL_dpsi0 += 0.5*mdot(self.beta_star*pHip,self.V_star)**2 - self.V_star * mdot(self.V_star.T,pHip*self.beta_star).T #dD_dpsi0
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dL_dpsi0 = -0.5 * self.beta_star#dA_dpsi0
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dL_dpsi0 += .5 *alpha #dC_dpsi0
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dL_dpsi0 += 0.5*mdot(self.beta_star*pHip,self.V_star)**2 - self.V_star * mdot(self.V_star.T,pHip*self.beta_star).T #dD_dpsi0
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dA_dpsi1 = b_psi1_Ki
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dC_dpsi1 = -np.dot(psi1beta.T,LBL_inv)
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dD_dpsi1 = gamma_1
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dD_dpsi1 += -mdot(psi1beta.T,Hi,self.psi1,gamma_1)
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#dL_dpsi1 = b_psi1_Ki #dA_dpsi1
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#dL_dpsi1 += -np.dot(psi1beta.T,LBL_inv) #dC_dpsi1
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#dL_dpsi1 += gamma_1 - mdot(psi1beta.T,Hi,self.psi1,gamma_1) #dD_dpsi1
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dL_dKmm = -0.5 * np.dot(Kmmipsi1,b_psi1_Ki) #dA_dKmm
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dL_dKmm += -.5*Kmmi + .5*LBL_inv + mdot(LBL_inv,psi1beta,Kmmipsi1.T) #dC_dKmm
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dL_dKmm += -.5 * mdot(Hi,self.psi1,gamma_1) #dD_dKmm
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dA_dpsi0 = .5 * self.V_star**2
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dA_dpsi0_theta = self.kern.dKdiag_dtheta(dA_dpsi0,X=self.X)
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dA_dpsi1_theta = 0
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dA_dpsi1_X = 0
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dA_dKmm_theta = 0
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dA_dKmm_X = 0
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_dC_dpsi1_dtheta = 0
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_dC_dpsi1_dX = 0
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_dC_dKmm_dtheta = 0
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_dC_dKmm_dX = 0
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_dD_dpsi1_dtheta_1 = 0
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_dD_dpsi1_dX_1 = 0
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_dD_dKmm_dtheta_1 = 0
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_dD_dKmm_dX_1 = 0
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_dD_dpsi1_dtheta_2 = 0
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_dD_dpsi1_dX_2 = 0
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_dD_dKmm_dtheta_2 = 0
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_dD_dKmm_dX_2 = 0
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self._dL_dpsi1 = b_psi1_Ki.copy() #dA_dpsi1
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self._dL_dpsi1 += -np.dot(psi1beta.T,LBL_inv) #dC_dpsi1
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self._dL_dpsi1 += gamma_1 - mdot(psi1beta.T,Hi,self.psi1,gamma_1) #dD_dpsi1
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self._dL_dKmm = -0.5 * np.dot(Kmmipsi1,b_psi1_Ki) #dA_dKmm
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self._dL_dKmm += -.5*Kmmi + .5*LBL_inv + mdot(LBL_inv,psi1beta,Kmmipsi1.T) #dC_dKmm
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self._dL_dKmm += -.5 * mdot(Hi,self.psi1,gamma_1) #dD_dKmm
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_dpsi1_dtheta = 0
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_dpsi1_dX = 0
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_dKmm_dtheta = 0
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_dKmm_dX = 0
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for psi1_n,V_n,X_n,alpha_n,gamma_n,gamma_k in zip(self.psi1.T,self.V_star,self.X,alpha,gamma_2,gamma_3):
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psin_K = np.dot(psi1_n[None,:],Kmmi)
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_dA_dpsi1 = -V_n**2 * np.dot(psi1_n[None,:],Kmmi)
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_dC_dpsi1 = - alpha_n * np.dot(psi1_n[None,:],Kmmi)
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_dD_dpsi1_1 = - gamma_n**2 * np.dot(psi1_n[None,:],Kmmi)
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_dD_dpsi1_2 = 2. * gamma_k * np.dot(psi1_n[None,:],Kmmi)
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_dA_dKmm = .5*V_n**2 * np.dot(psin_K.T,psin_K)
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_dC_dKmm = .5 * alpha_n * np.dot(psin_K.T,psin_K)
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_dD_dKmm_1 = .5*gamma_n**2 * np.dot(psin_K.T,psin_K)
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_dD_dKmm_2 = - gamma_n * np.dot(psin_K.T,psin_K)
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_dpsi1 = -V_n**2 * psin_K #Diag_dA_dpsi1
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_dpsi1 += - alpha_n * psin_K #Diag_dC_dpsi1
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_dpsi1 += - gamma_n**2 * psin_K + 2. * gamma_k * psin_K #Diag_dD_dpsi1
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_dKmm = .5*V_n**2 * np.dot(psin_K.T,psin_K) #Diag_dA_dKmm
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_dKmm += .5 * alpha_n * np.dot(psin_K.T,psin_K) #Diag_dC_dKmm
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_dKmm += .5*gamma_n**2 * np.dot(psin_K.T,psin_K) - gamma_n * np.dot(psin_K.T,psin_K) #Diag_dD_dKmm
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_dKmm_dtheta = self.kern.dK_dtheta(_dKmm,self.Z)
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_dpsi1_dtheta += self.kern.dK_dtheta(_dpsi1,X_n[None,:],self.Z)
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_dKmm_dtheta += self.kern.dK_dtheta(_dKmm,self.Z)
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_dKmm_dX += 2.*self.kern.dK_dX(_dKmm ,self.Z)
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_dpsi1_dX += self.kern.dK_dX(_dpsi1.T,self.Z,X_n[None,:])
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#_dA_dpsi1 = -V_n**2 * np.dot(psi1_n[None,:],Kmmi)
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#_dC_dpsi1 = - alpha_n * np.dot(psi1_n[None,:],Kmmi)
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#_dD_dpsi1_1 = - gamma_n**2 * np.dot(psi1_n[None,:],Kmmi)
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#_dD_dpsi1_2 = 2. * gamma_k * np.dot(psi1_n[None,:],Kmmi)
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#dA_dpsi1_theta += self.kern.dK_dtheta(_dA_dpsi1,X_n[None,:],self.Z)
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#_dC_dpsi1_dtheta += self.kern.dK_dtheta(_dC_dpsi1,X_n[None,:],self.Z)
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#_dD_dpsi1_dtheta_1 += self.kern.dK_dtheta(_dD_dpsi1_1,X_n[None,:],self.Z)
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#_dD_dpsi1_dtheta_2 += self.kern.dK_dtheta(_dD_dpsi1_2,X_n[None,:],self.Z)
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#dA_dpsi1_X += self.kern.dK_dX(_dA_dpsi1.T,self.Z,X_n[None,:])
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#_dC_dpsi1_dX += self.kern.dK_dX(_dC_dpsi1.T,self.Z,X_n[None,:])
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#_dD_dpsi1_dX_1 += self.kern.dK_dX(_dD_dpsi1_1.T,self.Z,X_n[None,:])
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#_dD_dpsi1_dX_2 += self.kern.dK_dX(_dD_dpsi1_2.T,self.Z,X_n[None,:])
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dA_dpsi1_theta += self.kern.dK_dtheta(_dA_dpsi1,X_n[None,:],self.Z)
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_dC_dpsi1_dtheta += self.kern.dK_dtheta(_dC_dpsi1,X_n[None,:],self.Z)
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_dD_dpsi1_dtheta_1 += self.kern.dK_dtheta(_dD_dpsi1_1,X_n[None,:],self.Z)
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_dD_dpsi1_dtheta_2 += self.kern.dK_dtheta(_dD_dpsi1_2,X_n[None,:],self.Z)
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dA_dKmm_theta += self.kern.dK_dtheta(_dA_dKmm,self.Z)
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_dC_dKmm_dtheta += self.kern.dK_dtheta(_dC_dKmm,self.Z)
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_dD_dKmm_dtheta_1 += self.kern.dK_dtheta(_dD_dKmm_1,self.Z)
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_dD_dKmm_dtheta_2 += self.kern.dK_dtheta(_dD_dKmm_2,self.Z)
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dA_dpsi1_X += self.kern.dK_dX(_dA_dpsi1.T,self.Z,X_n[None,:])
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_dC_dpsi1_dX += self.kern.dK_dX(_dC_dpsi1.T,self.Z,X_n[None,:])
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_dD_dpsi1_dX_1 += self.kern.dK_dX(_dD_dpsi1_1.T,self.Z,X_n[None,:])
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_dD_dpsi1_dX_2 += self.kern.dK_dX(_dD_dpsi1_2.T,self.Z,X_n[None,:])
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dA_dKmm_X += 2.*self.kern.dK_dX(_dA_dKmm,self.Z)
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_dC_dKmm_dX += 2.*self.kern.dK_dX(_dC_dKmm,self.Z)
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_dD_dKmm_dX_1 += 2.*self.kern.dK_dX(_dD_dKmm_1,self.Z)
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_dD_dKmm_dX_2 += 2.*self.kern.dK_dX(_dD_dKmm_2,self.Z)
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#_dA_dKmm = .5*V_n**2 * np.dot(psin_K.T,psin_K)
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#_dC_dKmm = .5 * alpha_n * np.dot(psin_K.T,psin_K)
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#_dD_dKmm_1 = .5*gamma_n**2 * np.dot(psin_K.T,psin_K)
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#_dD_dKmm_2 = - gamma_n * np.dot(psin_K.T,psin_K)
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#dA_dKmm_theta += self.kern.dK_dtheta(_dA_dKmm,self.Z)
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#_dC_dKmm_dtheta += self.kern.dK_dtheta(_dC_dKmm,self.Z)
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#_dD_dKmm_dtheta_1 += self.kern.dK_dtheta(_dD_dKmm_1,self.Z)
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#_dD_dKmm_dtheta_2 += self.kern.dK_dtheta(_dD_dKmm_2,self.Z)
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self._dL_dtheta = self.kern.dKdiag_dtheta(dL_dpsi0,self.X)
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self._dL_dtheta += self.kern.dK_dtheta(dA_dpsi1 + dC_dpsi1 + dD_dpsi1,self.X,self.Z)
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self._dL_dtheta += self.kern.dK_dtheta(dL_dKmm,X=self.Z)
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self._dL_dtheta += dA_dpsi0_theta
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self._dL_dtheta += dA_dKmm_theta + _dC_dKmm_dtheta + _dD_dKmm_dtheta_1 + _dD_dKmm_dtheta_2
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self._dL_dtheta += dA_dpsi1_theta + _dC_dpsi1_dtheta + _dD_dpsi1_dtheta_2 + _dD_dpsi1_dtheta_1
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#dA_dKmm_X += 2.*self.kern.dK_dX(_dA_dKmm,self.Z)
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#_dC_dKmm_dX += 2.*self.kern.dK_dX(_dC_dKmm,self.Z)
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#_dD_dKmm_dX_1 += 2.*self.kern.dK_dX(_dD_dKmm_1,self.Z)
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#_dD_dKmm_dX_2 += 2.*self.kern.dK_dX(_dD_dKmm_2,self.Z)
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self._dL_dtheta = self.kern.dKdiag_dtheta(self._dL_dpsi0,self.X)
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self._dL_dtheta += self.kern.dK_dtheta(self._dL_dpsi1,self.X,self.Z)
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self._dL_dtheta += self.kern.dK_dtheta(self._dL_dKmm,X=self.Z)
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self._dL_dtheta += _dKmm_dtheta
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self._dL_dtheta += _dpsi1_dtheta
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self._dL_dX = self.kern.dK_dX(dA_dpsi1.T,self.Z,self.X) + self.kern.dK_dX(dC_dpsi1.T,self.Z,self.X) + self.kern.dK_dX(dD_dpsi1.T,self.Z,self.X)
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self._dL_dX += 2. * self.kern.dK_dX(dL_dKmm,X=self.Z)
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self._dL_dX += dA_dpsi1_X + dA_dKmm_X + _dC_dpsi1_dX + _dC_dKmm_dX + _dD_dpsi1_dX_2 + _dD_dKmm_dX_2 + _dD_dpsi1_dX_1 + _dD_dKmm_dX_1
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self._dL_dX = self.kern.dK_dX(self._dL_dpsi1.T,self.Z,self.X)
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self._dL_dX += 2. * self.kern.dK_dX(self._dL_dKmm,X=self.Z)
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self._dL_dX += _dpsi1_dX
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self._dL_dX += _dKmm_dX
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