[priors] proprietary pickling of priors

GPy/core/parameterization/priors.py

@@ -69,6 +69,14 @@ class Gaussian(Prior):
     def rvs(self, n):
         return np.random.randn(n) * self.sigma + self.mu
 
+    def __getstate__(self):
+        return self.mu, self.sigma
+
+    def __setstate__(self, state):
+        self.mu = state[0]
+        self.sigma = state[1]
+        self.sigma2 = np.square(self.sigma)
+        self.constant = -0.5 * np.log(2 * np.pi * self.sigma2)
 
 class Uniform(Prior):
     domain = _REAL
@@ -101,8 +109,14 @@ class Uniform(Prior):
     def rvs(self, n):
         return np.random.uniform(self.lower, self.upper, size=n)
 
+    def __getstate__(self):
+        return self.lower, self.upper
 
-class LogGaussian(Prior):
+    def __setstate__(self, state):
+        self.lower = state[0]
+        self.upper = state[1]
+
+class LogGaussian(Gaussian):
     """
     Implementation of the univariate *log*-Gaussian probability function, coupled with random variables.
 
@@ -202,6 +216,18 @@ class MultivariateGaussian:
 
         priors_plots.multivariate_plot(self)
 
+    def __getstate__(self):
+        return self.mu, self.var
+
+    def __setstate__(self, state):
+        self.mu = state[0]
+        self.var = state[1]
+        assert len(self.var.shape) == 2
+        assert self.var.shape[0] == self.var.shape[1]
+        assert self.var.shape[0] == self.mu.size
+        self.input_dim = self.mu.size
+        self.inv, self.hld = pdinv(self.var)
+        self.constant = -0.5 * self.input_dim * np.log(2 * np.pi) - self.hld
 
 def gamma_from_EV(E, V):
     warnings.warn("use Gamma.from_EV to create Gamma Prior", FutureWarning)
@@ -272,7 +298,15 @@ class Gamma(Prior):
         b = E / V
         return Gamma(a, b)
 
-class InverseGamma(Prior):
+    def __getstate__(self):
+        return self.a, self.b
+
+    def __setstate__(self, state):
+        self.a = state[0]
+        self.b = state[1]
+        self.constant = -gammaln(self.a) + self.a * np.log(self.b)
+
+class InverseGamma(Gamma):
     """
     Implementation of the inverse-Gamma probability function, coupled with random variables.
 
@@ -441,6 +475,21 @@ class DGPLVM_KFDA(Prior):
     def __str__(self):
         return 'DGPLVM_prior'
 
+    def __getstate___(self):
+        return self.lbl, self.lambdaa, self.sigma2, self.kern, self.x_shape
+
+    def __setstate__(self, state):
+        lbl, lambdaa, sigma2, kern, a, A, x_shape = state
+        self.datanum = lbl.shape[0]
+        self.classnum = lbl.shape[1]
+        self.lambdaa = lambdaa
+        self.sigma2 = sigma2
+        self.lbl = lbl
+        self.kern = kern
+        lst_ni = self.compute_lst_ni()
+        self.a = self.compute_a(lst_ni)
+        self.A = self.compute_A(lst_ni)
+        self.x_shape = x_shape
 
 class DGPLVM(Prior):
     """