diff --git a/GPy/models/bayesian_gplvm.py b/GPy/models/bayesian_gplvm.py index ac6c7c69..b77b996d 100644 --- a/GPy/models/bayesian_gplvm.py +++ b/GPy/models/bayesian_gplvm.py @@ -10,6 +10,8 @@ from matplotlib.colors import colorConverter from GPy.inference.optimization import SCG from GPy.util import plot_latent from GPy.models.gplvm import GPLVM +from GPy.util.plot_latent import most_significant_input_dimensions +from matplotlib import pyplot class BayesianGPLVM(SparseGP, GPLVM): """ @@ -148,6 +150,84 @@ class BayesianGPLVM(SparseGP, GPLVM): return means, covars + def dmu_dX(self, Xnew): + """ + Calculate the gradient of the prediction at Xnew w.r.t Xnew. + """ + dmu_dX = np.zeros_like(Xnew) + for i in range(self.Z.shape[0]): + dmu_dX += self.kern.dK_dX(self.Cpsi1Vf[i:i + 1, :], Xnew, self.Z[i:i + 1, :]) + return dmu_dX + + def dmu_dXnew(self, Xnew): + """ + Individual gradient of prediction at Xnew w.r.t. each sample in Xnew + """ + dK_dX = np.zeros((Xnew.shape[0], self.num_inducing)) + ones = np.ones((1, 1)) + for i in range(self.Z.shape[0]): + dK_dX[:, i] = self.kern.dK_dX(ones, Xnew, self.Z[i:i + 1, :]).sum(-1) + return np.dot(dK_dX, self.Cpsi1Vf) + + def plot_steepest_gradient_map(self, fignum=None, ax=None, which_indices=None, labels=None, data_labels=None, data_marker='o', data_s=40, resolution=20, aspect='auto', updates=False, ** kwargs): + input_1, input_2 = significant_dims = most_significant_input_dimensions(self, which_indices) + + X = np.zeros((resolution ** 2, self.input_dim)) + indices = np.r_[:X.shape[0]] + if labels is None: + labels = range(self.input_dim) + + def plot_function(x): + X[:, significant_dims] = x + dmu_dX = self.dmu_dXnew(X) + argmax = np.argmax(dmu_dX, 1) + return dmu_dX[indices, argmax], np.array(labels)[argmax] + + if ax is None: + fig = pyplot.figure(num=fignum) + ax = fig.add_subplot(111) + + if data_labels is None: + data_labels = np.ones(self.num_data) + ulabels = [] + for lab in data_labels: + if not lab in ulabels: + ulabels.append(lab) + marker = itertools.cycle(list(data_marker)) + from GPy.util import Tango + for i, ul in enumerate(ulabels): + if type(ul) is np.string_: + this_label = ul + elif type(ul) is np.int64: + this_label = 'class %i' % ul + else: + this_label = 'class %i' % i + m = marker.next() + index = np.nonzero(data_labels == ul)[0] + x = self.X[index, input_1] + y = self.X[index, input_2] + ax.scatter(x, y, marker=m, s=data_s, color=Tango.nextMedium(), label=this_label) + + ax.set_xlabel('latent dimension %i' % input_1) + ax.set_ylabel('latent dimension %i' % input_2) + + from matplotlib.cm import get_cmap + from GPy.util.latent_space_visualizations.controllers.imshow_controller import ImAnnotateController + controller = ImAnnotateController(ax, + plot_function, + tuple(self.X.min(0)[:, significant_dims]) + tuple(self.X.max(0)[:, significant_dims]), + resolution=resolution, + aspect=aspect, + cmap=get_cmap('jet'), + **kwargs) + ax.legend() + ax.figure.tight_layout() + if updates: + pyplot.show() + clear = raw_input('Enter to continue') + if clear.lower() in 'yes' or clear == '': + controller.deactivate() + return controller.view def plot_X_1d(self, fignum=None, ax=None, colors=None): """