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changes to psi2 in linear

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James Hensman 2013-07-19 10:27:58 +01:00
parent b653feb781
commit d36ba011ef
1 changed files with 25 additions and 20 deletions
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45
GPy/kern/parts/linear.py
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@ -140,30 +140,26 @@ class Linear(Kernpart):
def dpsi1_dZ(self, dL_dpsi1, Z, mu, S, target): def dpsi1_dZ(self, dL_dpsi1, Z, mu, S, target):
self.dK_dX(dL_dpsi1.T, Z, mu, target) self.dK_dX(dL_dpsi1.T, Z, mu, target)
def psi2(self, Z, mu, S, target): def psi2_old(self, Z, mu, S, target):
"""
returns N,num_inducing,num_inducing matrix
"""
self._psi_computations(Z, mu, S) self._psi_computations(Z, mu, S)
# psi2_old = self.ZZ * np.square(self.variances) * self.mu2_S[:, None, None, :]
# target += psi2.sum(-1)
# slow way of doing it, but right
# psi2_real = rm np.zeros((mu.shape[0], Z.shape[0], Z.shape[0]))
# for n in range(mu.shape[0]):
# for m_prime in range(Z.shape[0]):
# for m in range(Z.shape[0]):
# tmp = self._Z[m:m + 1] * self.variances
# tmp = np.dot(tmp, (tdot(self._mu[n:n + 1].T) + np.diag(S[n])))
# psi2_real[n, m, m_prime] = np.dot(tmp, (
# self._Z[m_prime:m_prime + 1] * self.variances).T)
# mu2_S = (self._mu[:, None, :] * self._mu[:, :, None])
# mu2_S[:, np.arange(self.input_dim), np.arange(self.input_dim)] += self._S
# psi2 = (self.ZA[None, :, None, :] * mu2_S[:, None]).sum(-1)
# psi2 = (psi2[:, :, None] * self.ZA[None, None]).sum(-1)
# psi2_tensor = np.tensordot(self.ZZ[None, :, :, :] * np.square(self.variances), self.mu2_S[:, None, None, :], ((3), (3))).squeeze().T
target += self._psi2 target += self._psi2
def psi2(self,Z,mu,S,target):
tmp = np.zeros((mu.shape[0], Z.shape[0]))
self.K(mu,Z,tmp)
target += tmp[:,:,None]*tmp[:,None,:] + np.sum(S[:,None,None,:]*self.variances**2*Z[None,:,None,:]*Z[None,None,:,:],-1)
def dpsi2_dtheta(self, dL_dpsi2, Z, mu, S, target): def dpsi2_dtheta(self, dL_dpsi2, Z, mu, S, target):
tmp = np.zeros((mu.shape[0], Z.shape[0]))
self.K(mu,Z,tmp)
self.dK_dtheta(2.*np.sum(dL_dpsi2*tmp[:,None,:],2),mu,Z,target)
result= 2.*(dL_dpsi2[:,:,:,None]*S[:,None,None,:]*self.variances*Z[None,:,None,:]*Z[None,None,:,:]).sum(0).sum(0).sum(0)
if self.ARD:
target += result.sum(0).sum(0).sum(0)
else:
target += result.sum()
def dpsi2_dtheta_old(self, dL_dpsi2, Z, mu, S, target):
self._psi_computations(Z, mu, S) self._psi_computations(Z, mu, S)
tmp = dL_dpsi2[:, :, :, None] * (self.ZAinner[:, :, None, :] * (2 * Z)[None, None, :, :]) tmp = dL_dpsi2[:, :, :, None] * (self.ZAinner[:, :, None, :] * (2 * Z)[None, None, :, :])
if self.ARD: if self.ARD:
@ -172,6 +168,15 @@ class Linear(Kernpart):
target += tmp.sum() target += tmp.sum()
def dpsi2_dmuS(self, dL_dpsi2, Z, mu, S, target_mu, target_S): def dpsi2_dmuS(self, dL_dpsi2, Z, mu, S, target_mu, target_S):
tmp = np.zeros((mu.shape[0], Z.shape[0]))
self.K(mu,Z,tmp)
self.dK_dX(2.*np.sum(dL_dpsi2*tmp[:,None,:],2),mu,Z,target_mu)
Zs = Z*self.variances
Zs_sq = Zs[:,None,:]*Zs[None,:,:]
target_S += (dL_dpsi2[:,:,:,None]*Zs_sq[None,:,:,:]).sum(1).sum(1)
def dpsi2_dmuS_old(self, dL_dpsi2, Z, mu, S, target_mu, target_S):
"""Think N,num_inducing,num_inducing,input_dim """ """Think N,num_inducing,num_inducing,input_dim """
self._psi_computations(Z, mu, S) self._psi_computations(Z, mu, S)
AZZA = self.ZA.T[:, None, :, None] * self.ZA[None, :, None, :] AZZA = self.ZA.T[:, None, :, None] * self.ZA[None, :, None, :]