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Merge branch 'params' of github.com:SheffieldML/GPy into params

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Max Zwiessele 2014-03-24 11:22:39 +00:00
commit d27733bf5f
3 changed files with 20 additions and 10 deletions
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6
GPy/kern/_src/prod.py
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@ -58,8 +58,6 @@ class Prod(CombinationKernel):
def gradients_X_diag(self, dL_dKdiag, X): def gradients_X_diag(self, dL_dKdiag, X):
target = np.zeros(X.shape) target = np.zeros(X.shape)
for k1,k2 in itertools.combinations(self.parts, 2): for k1,k2 in itertools.combinations(self.parts, 2):
target += k1.gradients_X(dL_dKdiag*k2.Kdiag(X), X) target += k1.gradients_X_diag(dL_dKdiag*k2.Kdiag(X), X)
target += k2.gradients_X(dL_dKdiag*k1.Kdiag(X), X) target += k2.gradients_X_diag(dL_dKdiag*k1.Kdiag(X), X)
return target return target

12
GPy/testing/kernel_tests.py
View file

@ -8,6 +8,7 @@ import sys
verbose = 0 verbose = 0
np.random.seed(50)
class Kern_check_model(GPy.core.Model): class Kern_check_model(GPy.core.Model):
@ -243,6 +244,17 @@ class KernelGradientTestsContinuous(unittest.TestCase):
k.randomize() k.randomize()
self.assertTrue(check_kernel_gradient_functions(k, X=self.X, X2=self.X2, verbose=verbose)) self.assertTrue(check_kernel_gradient_functions(k, X=self.X, X2=self.X2, verbose=verbose))
def test_Prod2(self):
k = (GPy.kern.RBF(2, active_dims=[0,4]) * GPy.kern.Linear(self.D))
k.randomize()
self.assertTrue(check_kernel_gradient_functions(k, X=self.X, X2=self.X2, verbose=verbose))
def test_Prod3(self):
k = GPy.kern.Matern32(2, active_dims=[2,3]) * (GPy.kern.RBF(2, active_dims=[0,4]) + GPy.kern.Linear(self.D))
k = (GPy.kern.RBF(2, active_dims=[0,4]) * GPy.kern.Linear(self.D))
k.randomize()
self.assertTrue(check_kernel_gradient_functions(k, X=self.X, X2=self.X2, verbose=verbose))
def test_Add(self): def test_Add(self):
k = GPy.kern.Matern32(2, active_dims=[2,3]) + GPy.kern.RBF(2, active_dims=[0,4]) + GPy.kern.Linear(self.D) k = GPy.kern.Matern32(2, active_dims=[2,3]) + GPy.kern.RBF(2, active_dims=[0,4]) + GPy.kern.Linear(self.D)
k += GPy.kern.Matern32(2, active_dims=[2,3]) + GPy.kern.RBF(2, active_dims=[0,4]) + GPy.kern.Linear(self.D) k += GPy.kern.Matern32(2, active_dims=[2,3]) + GPy.kern.RBF(2, active_dims=[0,4]) + GPy.kern.Linear(self.D)