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Added hessian and skew gradient checkers, some block functions

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Alan Saul 2015-04-10 15:24:28 +01:00
parent 8f34bed6d7
commit dff9ca8e6b
4 changed files with 323 additions and 18 deletions
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12
GPy/kern/_src/independent_outputs.py
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@ -8,7 +8,7 @@ import itertools
def index_to_slices(index):
"""
take a numpy array of integers (index) and return a nested list of slices such that the slices describe the start, stop points for each integer in the index.
take a numpy array of integers (index) and return a nested list of slices such that the slices describe the start, stop points for each integer in the index.
e.g.
>>> index = np.asarray([0,0,0,1,1,1,2,2,2])
@ -79,10 +79,10 @@ class IndependentOutputs(CombinationKernel):
def update_gradients_full(self,dL_dK,X,X2=None):
slices = index_to_slices(X[:,self.index_dim])
if self.single_kern:
if self.single_kern:
target = np.zeros(self.kern.size)
kerns = itertools.repeat(self.kern)
else:
else:
kerns = self.kern
target = [np.zeros(kern.size) for kern, _ in zip(kerns, slices)]
def collate_grads(kern, i, dL, X, X2):
@ -94,7 +94,7 @@ class IndependentOutputs(CombinationKernel):
else:
slices2 = index_to_slices(X2[:,self.index_dim])
[[[collate_grads(kern, i, dL_dK[s,s2],X[s],X2[s2]) for s in slices_i] for s2 in slices_j] for i,(kern,slices_i,slices_j) in enumerate(zip(kerns,slices,slices2))]
if self.single_kern:
if self.single_kern:
self.kern.gradient = target
else:
[kern.gradient.__setitem__(Ellipsis, target[i]) for i, [kern, _] in enumerate(zip(kerns, slices))]
@ -104,12 +104,14 @@ class IndependentOutputs(CombinationKernel):
kerns = itertools.repeat(self.kern) if self.single_kern else self.kern
if X2 is None:
# TODO: make use of index_to_slices
# FIXME: Broken as X is already sliced out
print "Warning, gradients_X may not be working, I believe X has already been sliced out by the slicer!"
values = np.unique(X[:,self.index_dim])
slices = [X[:,self.index_dim]==i for i in values]
[target.__setitem__(s, kern.gradients_X(dL_dK[s,s],X[s],None))
for kern, s in zip(kerns, slices)]
#slices = index_to_slices(X[:,self.index_dim])
#[[np.add(target[s], kern.gradients_X(dL_dK[s,s], X[s]), out=target[s])
#[[np.add(target[s], kern.gradients_X(dL_dK[s,s], X[s]), out=target[s])
# for s in slices_i] for kern, slices_i in zip(kerns, slices)]
#import ipdb;ipdb.set_trace()
#[[(np.add(target[s ], kern.gradients_X(dL_dK[s ,ss],X[s ], X[ss]), out=target[s ]),