diff --git a/GPy/examples/regression.py b/GPy/examples/regression.py index f5d0d3b1..7de95d20 100644 --- a/GPy/examples/regression.py +++ b/GPy/examples/regression.py @@ -66,7 +66,7 @@ def silhouette(): # optimize m.ensure_default_constraints() - m.optimize() + m.optimize(messages=True) print(m) return m diff --git a/GPy/kern/rbf.py b/GPy/kern/rbf.py index ae587202..25e18a41 100644 --- a/GPy/kern/rbf.py +++ b/GPy/kern/rbf.py @@ -85,12 +85,10 @@ class rbf(kernpart): def dK_dtheta(self,dL_dK,X,X2,target): self._K_computations(X,X2) target[0] += np.sum(self._K_dvar*dL_dK) - if self.ARD == True: - dl = self._K_dvar[:,:,None]*self.variance*self._K_dist2/self.lengthscale - target[1:] += (dl*dL_dK[:,:,None]).sum(0).sum(0) + if self.ARD: + [np.add(target[1+q:2+q],self.variance/self.lengthscale[q]**3*np.sum(self._K_dvar*dL_dK*np.square(X[:,q][:,None]-X2[:,q][None,:])),target[1+q:2+q]) for q in range(self.D)] else: - target[1] += np.sum(self._K_dvar*self.variance*(self._K_dist2.sum(-1))/self.lengthscale*dL_dK) - #np.sum(self._K_dvar*self.variance*self._K_dist2/self.lengthscale*dL_dK) + target[1] += np.sum(self._K_dvar*self.variance*self._K_dist2/self.lengthscale*dL_dK) def dKdiag_dtheta(self,dL_dKdiag,X,target): #NB: derivative of diagonal elements wrt lengthscale is 0 @@ -98,7 +96,7 @@ class rbf(kernpart): def dK_dX(self,dL_dK,X,X2,target): self._K_computations(X,X2) - _K_dist = X[:,None,:]-X2[None,:,:] + _K_dist = X[:,None,:]-X2[None,:,:] #don't cache this in _K_computations because it is high memory. If this function is being called, chances are we're not in the high memory arena. dK_dX = np.transpose(-self.variance*self._K_dvar[:,:,np.newaxis]*_K_dist/self.lengthscale2,(1,0,2)) target += np.sum(dK_dX*dL_dK.T[:,:,None],0) @@ -183,16 +181,18 @@ class rbf(kernpart): #---------------------------------------# def _K_computations(self,X,X2): - if not (np.all(X==self._X) and np.all(X2==self._X2)): - self._X = X - self._X2 = X2 + if not (np.all(X==self._X) and np.all(X2==self._X2) and np.all(self._params == self._get_params())): + self._X = X.copy() + self._X2 = X2.copy() + self._params == self._get_params().copy() if X2 is None: X2 = X - self._K_dist = X[:,None,:]-X2[None,:,:] # this can be computationally heavy - self._params = np.empty(shape=(1,0)) #ensure the next section gets called - if not np.all(self._params == self._get_params()): - self._params == self._get_params() - self._K_dist2 = np.square(self._K_dist/self.lengthscale) - self._K_dvar = np.exp(-0.5*self._K_dist2.sum(-1)) + #never do this: self._K_dist = X[:,None,:]-X2[None,:,:] # this can be computationally heavy + #_K_dist = X[:,None,:]-X2[None,:,:] + #_K_dist2 = np.square(_K_dist/self.lengthscale) + X = X/self.lengthscale + X2 = X2/self.lengthscale + self._K_dist2 = (-2.*np.dot(X, X2.T) + np.sum(np.square(X),1)[:,None] + np.sum(np.square(X2),1)[None,:]) + self._K_dvar = np.exp(-0.5*self._K_dist2) def _psi_computations(self,Z,mu,S): #here are the "statistics" for psi1 and psi2