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Allowing EP in BGPLVM and MRD
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Ricardo
parent
afcb30dfbe
commit
c3ab4b7979
3 changed files with 46 additions and 38 deletions
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@ -26,11 +26,11 @@ class Bayesian_GPLVM(sparse_GP, GPLVM):
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:type init: 'PCA'|'random'
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"""
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def __init__(self, Y, Q, X=None, X_variance=None, init='PCA', M=10,
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def __init__(self, likelihood, Q, X=None, X_variance=None, init='PCA', M=10,
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Z=None, kernel=None, oldpsave=10, _debug=False,
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**kwargs):
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if X == None:
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X = self.initialise_latent(init, Q, Y)
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X = self.initialise_latent(init, Q, likelihood.Y)
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if X_variance is None:
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X_variance = np.clip((np.ones_like(X) * 0.5) + .01 * np.random.randn(*X.shape), 0.001, 1)
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@ -56,7 +56,7 @@ class Bayesian_GPLVM(sparse_GP, GPLVM):
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self._savedpsiKmm = []
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self._savedABCD = []
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sparse_GP.__init__(self, X, Gaussian(Y), kernel, Z=Z, X_variance=X_variance, **kwargs)
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sparse_GP.__init__(self, X, likelihood, kernel, Z=Z, X_variance=X_variance, **kwargs)
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@property
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def oldps(self):
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@ -15,11 +15,11 @@ import pylab
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class MRD(model):
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"""
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Do MRD on given Datasets in Ylist.
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All Ys in Ylist are in [N x Dn], where Dn can be different per Yn,
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All Ys in likelihood_list are in [N x Dn], where Dn can be different per Yn,
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N must be shared across datasets though.
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:param Ylist...: observed datasets
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:type Ylist: [np.ndarray]
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:param likelihood_list...: likelihoods of observed datasets
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:type likelihood_list: [GPy.likelihood]
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:param names: names for different gplvm models
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:type names: [str]
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:param Q: latent dimensionality (will raise
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@ -41,8 +41,9 @@ class MRD(model):
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:param kernel:
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kernel to use
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"""
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def __init__(self, *Ylist, **kwargs):
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#TODO allow different kernels for different outputs
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#def __init__(self, *Ylist, **kwargs):
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def __init__(self, *likelihood_list, **kwargs):
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if kwargs.has_key("_debug"):
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self._debug = kwargs['_debug']
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del kwargs['_debug']
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@ -52,7 +53,7 @@ class MRD(model):
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self.names = kwargs['names']
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del kwargs['names']
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else:
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self.names = ["{}".format(i + 1) for i in range(len(Ylist))]
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self.names = ["{}".format(i + 1) for i in range(len(likelihood_list))]
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if kwargs.has_key('kernel'):
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kernel = kwargs['kernel']
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k = lambda: kernel.copy()
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@ -80,9 +81,10 @@ class MRD(model):
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self.M = 10
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self._init = True
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X = self._init_X(initx, Ylist)
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X = self._init_X(initx, likelihood_list)
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Z = self._init_Z(initz, X)
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self.bgplvms = [Bayesian_GPLVM(Y, kernel=k(), X=X, Z=Z, M=self.M, **kwargs) for Y in Ylist]
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self.bgplvms = [Bayesian_GPLVM(Y, kernel=k(), X=X, Z=Z, M=self.M, **kwargs) for Y in likelihood_list]
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del self._init
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self.gref = self.bgplvms[0]
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@ -126,11 +128,11 @@ class MRD(model):
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if not self._init:
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raise AttributeError("bgplvm list not initialized")
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@property
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def Ylist(self):
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def likelihood_list(self):
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return [g.likelihood.Y for g in self.bgplvms]
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@Ylist.setter
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def Ylist(self, Ylist):
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for g, Y in itertools.izip(self.bgplvms, Ylist):
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@likelihood_list.setter
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def likelihood_list(self, likelihood_list):
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for g, Y in itertools.izip(self.bgplvms, likelihood_list):
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g.likelihood.Y = Y
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@property
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@ -152,7 +154,7 @@ class MRD(model):
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def randomize(self, initx='concat', initz='permute', *args, **kw):
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super(MRD, self).randomize(*args, **kw)
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self._init_X(initx, self.Ylist)
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self._init_X(initx, self.likelihood_list)
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self._init_Z(initz, self.X)
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def _get_param_names(self):
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@ -225,6 +227,10 @@ class MRD(model):
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# g._computations()
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def update_likelihood_approximation(self):#TODO: object oriented vs script base
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for bgplvm in self.bgplvms:
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bgplvm.update_likelihood_approximation()
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def log_likelihood(self):
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ll = -self.gref.KL_divergence()
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for g in self.bgplvms:
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@ -246,17 +252,18 @@ class MRD(model):
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partial=g.partial_for_likelihood)]) \
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for g in self.bgplvms])))
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def _init_X(self, init='PCA', Ylist=None):
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if Ylist is None:
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Ylist = self.Ylist
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def _init_X(self, init='PCA', likelihood_list=None):
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if likelihood_list is None:
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likelihood_list = self.likelihood_list
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if init in "PCA_single":
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X = numpy.zeros((Ylist[0].shape[0], self.Q))
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for qs, Y in itertools.izip(numpy.array_split(numpy.arange(self.Q), len(Ylist)), Ylist):
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X[:, qs] = PCA(Y, len(qs))[0]
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X = numpy.zeros((likelihood_list[0].Y.shape[0], self.Q))
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for qs, Y in itertools.izip(numpy.array_split(numpy.arange(self.Q), len(likelihood_list)), likelihood_list):
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X[:, qs] = PCA(Y.Y, len(qs))[0]
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elif init in "PCA_concat":
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X = PCA(numpy.hstack(Ylist), self.Q)[0]
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X = PCA(numpy.hstack([l.Y for l in likelihood_list]), self.Q)[0]
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#X = PCA(numpy.hstack(likelihood_list), self.Q)[0]
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else: # init == 'random':
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X = numpy.random.randn(Ylist[0].shape[0], self.Q)
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X = numpy.random.randn(likelihood_list[0].Y.shape[0], self.Q)
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self.X = X
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return X
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@ -294,8 +301,8 @@ class MRD(model):
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fig = self._handle_plotting(fig_num, axes, lambda i, g, ax: ax.imshow(g.X))
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return fig
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def plot_predict(self, fig_num="MRD Predictions", axes=None):
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fig = self._handle_plotting(fig_num, axes, lambda i, g, ax: ax.imshow(g.predict(g.X)[0]))
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def plot_predict(self, fig_num="MRD Predictions", axes=None, **kwargs):
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fig = self._handle_plotting(fig_num, axes, lambda i, g, ax: ax.imshow(g.predict(g.X)[0],**kwargs))
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return fig
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def plot_scales(self, fig_num="MRD Scales", axes=None, *args, **kwargs):
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@ -8,6 +8,7 @@ from ..util.plot import gpplot
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from .. import kern
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from GP import GP
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from scipy import linalg
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from ..likelihoods import Gaussian
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class sparse_GP(GP):
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"""
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@ -172,8 +173,9 @@ class sparse_GP(GP):
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For a Gaussian likelihood, no iteration is required:
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this function does nothing
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"""
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if not isinstance(self.likelihood,Gaussian): #Updates not needed for Gaussian likelihood
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self.likelihood.restart() #TODO check consistency with pseudo_EP
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if self.has_uncertain_inputs:
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Lmi = chol_inv(self.Lm)
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Kmmi = tdot(Lmi.T)
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diag_tr_psi2Kmmi = np.array([np.trace(psi2_Kmmi) for psi2_Kmmi in np.dot(self.psi2,Kmmi)])
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@ -185,7 +187,6 @@ class sparse_GP(GP):
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# self.likelihood.fit_FITC(self.Kmm,self.psi1,self.psi0)
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self._set_params(self._get_params()) # update the GP
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def _log_likelihood_gradients(self):
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return np.hstack((self.dL_dZ().flatten(), self.dL_dtheta(), self.likelihood._gradients(partial=self.partial_for_likelihood)))
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