Changes to sympy covariance.

GPy/kern/parts/sympykern.py

@@ -2,6 +2,7 @@ import numpy as np
 import sympy as sp
 from sympy.utilities.codegen import codegen
 from sympy.core.cache import clear_cache
+
 from scipy import weave
 import re
 import os
@@ -28,39 +29,47 @@ class spkern(Kernpart):
      - to handle multpile correlated outputs, you'll need to add parameters with an index, such as lengthscale_i and lengthscale_j.
     """
     def __init__(self, input_dim, k=None, output_dim=1, name=None, param=None):
+
         if name is None:
-            self.name='sympykern'
+            name='sympykern'
-        else:
-            self.name = name
         if k is None:
             raise ValueError, "You must provide an argument for the covariance function."
+        super(spkern, self).__init__(input_dim, name)
+
         self._sp_k = k
+
+        # pull the variable names out of the symbolic covariance function.
         sp_vars = [e for e in k.atoms() if e.is_Symbol]
         self._sp_x= sorted([e for e in sp_vars if e.name[0:2]=='x_'],key=lambda x:int(x.name[2:]))
         self._sp_z= sorted([e for e in sp_vars if e.name[0:2]=='z_'],key=lambda z:int(z.name[2:]))
+
         # Check that variable names make sense.
         assert all([x.name=='x_%i'%i for i,x in enumerate(self._sp_x)])
         assert all([z.name=='z_%i'%i for i,z in enumerate(self._sp_z)])
         assert len(self._sp_x)==len(self._sp_z)
-        self.input_dim = len(self._sp_x)
+        assert len(self._sp_x)==input_dim
+
+        # If it is a multi-output covariance, add an input for indexing the outputs.
         self._real_input_dim = self.input_dim
         if output_dim > 1:
             self.input_dim += 1
         assert self.input_dim == input_dim
         self.output_dim = output_dim
-        # extract parameter names
+
+        # extract parameter names from the covariance
         thetas = sorted([e for e in sp_vars if not (e.name[0:2]=='x_' or e.name[0:2]=='z_')],key=lambda e:e.name)
 
 
-        # Look for parameters with index.
+        # Look for parameters with index (subscripts), they are associated with different outputs.
         if self.output_dim>1:
             self._sp_theta_i = sorted([e for e in thetas if (e.name[-2:]=='_i')], key=lambda e:e.name)
             self._sp_theta_j = sorted([e for e in thetas if (e.name[-2:]=='_j')], key=lambda e:e.name)
+
             # Make sure parameter appears with both indices!
             assert len(self._sp_theta_i)==len(self._sp_theta_j)
             assert all([theta_i.name[:-2]==theta_j.name[:-2] for theta_i, theta_j in zip(self._sp_theta_i, self._sp_theta_j)])
 
-            # Extract names of shared parameters
+            # Extract names of shared parameters (those without a subscript)
             self._sp_theta = [theta for theta in thetas if theta not in self._sp_theta_i and theta not in self._sp_theta_j]
             
             self.num_split_params = len(self._sp_theta_i)
@@ -78,6 +87,7 @@ class spkern(Kernpart):
             self.num_shared_params = len(self._sp_theta)
             self.num_params = self.num_shared_params
 
+        # Add parameters to the model.
         for theta in self._sp_theta:
             val = 1.0
             if param is not None:
@@ -87,18 +97,22 @@ class spkern(Kernpart):
         #deal with param            
         self._set_params(self._get_params())
 
-        #Differentiate!
+        # Differentiate with respect to parameters.
         self._sp_dk_dtheta = [sp.diff(k,theta).simplify() for theta in self._sp_theta]
         if self.output_dim > 1:
             self._sp_dk_dtheta_i = [sp.diff(k,theta).simplify() for theta in self._sp_theta_i]
 
+        # differentiate with respect to input variables.
         self._sp_dk_dx = [sp.diff(k,xi).simplify() for xi in self._sp_x]
 
+        # psi_stats aren't yet implemented.
         if False:
             self.compute_psi_stats()
 
+        # generate the code for the covariance functions
         self._gen_code()
 
+        if weave
         if False:
             extra_compile_args = ['-ftree-vectorize', '-mssse3', '-ftree-vectorizer-verbose=5']
         else: