_highest_parent_ now follows the tree, dK_dX > gradient_X, added update_grads_variational to linear, bgplvm for new framework

This commit is contained in:
Max Zwiessele 2014-02-10 15:12:49 +00:00
parent 87dab55fe1
commit e0c68d5eb3
41 changed files with 269 additions and 291 deletions

View file

@ -4,19 +4,19 @@
import itertools
import numpy
from parameter_core import Constrainable, adjust_name_for_printing
from array_core import ObservableArray
from array_core import ObservableArray, ParamList
###### printing
__constraints_name__ = "Constraint"
__index_name__ = "Index"
__tie_name__ = "Tied to"
__precision__ = numpy.get_printoptions()['precision'] # numpy printing precision used, sublassing numpy ndarray after all
__precision__ = numpy.get_printoptions()['precision'] # numpy printing precision used, sublassing numpy ndarray after all
__print_threshold__ = 5
######
class Float(numpy.float64, Constrainable):
def __init__(self, f, base):
super(Float,self).__init__(f)
super(Float, self).__init__(f)
self._base = base
@ -50,7 +50,7 @@ class Param(ObservableArray, Constrainable):
WARNING: This overrides the functionality of x==y!!!
Use numpy.equal(x,y) for element-wise equality testing.
"""
__array_priority__ = 0 # Never give back Param
__array_priority__ = 0 # Never give back Param
_fixes_ = None
def __new__(cls, name, input_array, *args, **kwargs):
obj = numpy.atleast_1d(super(Param, cls).__new__(cls, input_array=input_array))
@ -75,7 +75,6 @@ class Param(ObservableArray, Constrainable):
super(Param, self).__array_finalize__(obj)
self._direct_parent_ = getattr(obj, '_direct_parent_', None)
self._parent_index_ = getattr(obj, '_parent_index_', None)
self._highest_parent_ = getattr(obj, '_highest_parent_', None)
self._current_slice_ = getattr(obj, '_current_slice_', None)
self._tied_to_me_ = getattr(obj, '_tied_to_me_', None)
self._tied_to_ = getattr(obj, '_tied_to_', None)
@ -94,11 +93,10 @@ class Param(ObservableArray, Constrainable):
#===========================================================================
def __reduce_ex__(self):
func, args, state = super(Param, self).__reduce__()
return func, args, (state,
return func, args, (state,
(self.name,
self._direct_parent_,
self._parent_index_,
self._highest_parent_,
self._current_slice_,
self._realshape_,
self._realsize_,
@ -119,7 +117,6 @@ class Param(ObservableArray, Constrainable):
self._realsize_ = state.pop()
self._realshape_ = state.pop()
self._current_slice_ = state.pop()
self._highest_parent_ = state.pop()
self._parent_index_ = state.pop()
self._direct_parent_ = state.pop()
self.name = state.pop()
@ -153,8 +150,6 @@ class Param(ObservableArray, Constrainable):
@property
def _parameters_(self):
return []
def _connect_highest_parent(self, highest_parent):
self._highest_parent_ = highest_parent
def _collect_gradient(self, target):
target[:] = self.gradient.flat
#===========================================================================
@ -166,7 +161,7 @@ class Param(ObservableArray, Constrainable):
:param warning: print a warning for overwriting constraints.
"""
self._highest_parent_._fix(self,warning)
self._highest_parent_._fix(self, warning)
fix = constrain_fixed
def unconstrain_fixed(self):
"""
@ -190,19 +185,19 @@ class Param(ObservableArray, Constrainable):
Note: For now only one parameter can have ties, so all of a parameter
will be removed, when re-tieing!
"""
#Note: this method will tie to the parameter which is the last in
# Note: this method will tie to the parameter which is the last in
# the chain of ties. Thus, if you tie to a tied parameter,
# this tie will be created to the parameter the param is tied
# to.
assert isinstance(param, Param), "Argument {1} not of type {0}".format(Param,param.__class__)
assert isinstance(param, Param), "Argument {1} not of type {0}".format(Param, param.__class__)
param = numpy.atleast_1d(param)
if param.size != 1:
raise NotImplementedError, "Broadcast tying is not implemented yet"
try:
if self._original_:
self[:] = param
else: # this happens when indexing created a copy of the array
else: # this happens when indexing created a copy of the array
self._direct_parent_._get_original(self)[self._current_slice_] = param
except ValueError:
raise ValueError("Trying to tie {} with shape {} to {} with shape {}".format(self.name, self.shape, param.name, param.shape))
@ -248,7 +243,7 @@ class Param(ObservableArray, Constrainable):
t_rav_i = t._raveled_index()
tr_rav_i = tied_to_me._raveled_index()
new_index = list(set(t_rav_i) | set(tr_rav_i))
tmp = t._direct_parent_._get_original(t)[numpy.unravel_index(new_index,t._realshape_)]
tmp = t._direct_parent_._get_original(t)[numpy.unravel_index(new_index, t._realshape_)]
self._tied_to_me_[tmp] = self._tied_to_me_[t] | set(self._raveled_index())
del self._tied_to_me_[t]
return
@ -261,7 +256,7 @@ class Param(ObservableArray, Constrainable):
import ipdb;ipdb.set_trace()
new_index = list(set(t_rav_i) - set(tr_rav_i))
if new_index:
tmp = t._direct_parent_._get_original(t)[numpy.unravel_index(new_index,t._realshape_)]
tmp = t._direct_parent_._get_original(t)[numpy.unravel_index(new_index, t._realshape_)]
self._tied_to_me_[tmp] = self._tied_to_me_[t]
del self._tied_to_me_[t]
if len(self._tied_to_me_[tmp]) == 0:
@ -269,12 +264,12 @@ class Param(ObservableArray, Constrainable):
else:
del self._tied_to_me_[t]
def _on_tied_parameter_changed(self, val, ind):
if not self._updated_: #not fast_array_equal(self, val[ind]):
if not self._updated_: # not fast_array_equal(self, val[ind]):
val = numpy.atleast_1d(val)
self._updated_ = True
if self._original_:
self.__setitem__(slice(None), val[ind], update=False)
else: # this happens when indexing created a copy of the array
else: # this happens when indexing created a copy of the array
self._direct_parent_._get_original(self).__setitem__(self._current_slice_, val[ind], update=False)
self._notify_tied_parameters()
self._updated_ = False
@ -303,11 +298,11 @@ class Param(ObservableArray, Constrainable):
def __getitem__(self, s, *args, **kwargs):
if not isinstance(s, tuple):
s = (s,)
if not reduce(lambda a,b: a or numpy.any(b is Ellipsis), s, False) and len(s) <= self.ndim:
if not reduce(lambda a, b: a or numpy.any(b is Ellipsis), s, False) and len(s) <= self.ndim:
s += (Ellipsis,)
new_arr = super(Param, self).__getitem__(s, *args, **kwargs)
try: new_arr._current_slice_ = s; new_arr._original_ = self.base is new_arr.base
except AttributeError: pass# returning 0d array or float, double etc
except AttributeError: pass # returning 0d array or float, double etc
return new_arr
def __setitem__(self, s, val, update=True):
super(Param, self).__setitem__(s, val, update=update)
@ -325,11 +320,11 @@ class Param(ObservableArray, Constrainable):
continue
if isinstance(si, slice):
a = si.indices(self._realshape_[i])[0]
elif isinstance(si, (list,numpy.ndarray,tuple)):
elif isinstance(si, (list, numpy.ndarray, tuple)):
a = si[0]
else: a = si
if a<0:
a = self._realshape_[i]+a
if a < 0:
a = self._realshape_[i] + a
internal_offset += a * extended_realshape[i]
return internal_offset
def _raveled_index(self, slice_index=None):
@ -337,8 +332,8 @@ class Param(ObservableArray, Constrainable):
# of this object
extended_realshape = numpy.cumprod((1,) + self._realshape_[:0:-1])[::-1]
ind = self._indices(slice_index)
if ind.ndim < 2: ind=ind[:,None]
return numpy.asarray(numpy.apply_along_axis(lambda x: numpy.sum(extended_realshape*x), 1, ind), dtype=int)
if ind.ndim < 2: ind = ind[:, None]
return numpy.asarray(numpy.apply_along_axis(lambda x: numpy.sum(extended_realshape * x), 1, ind), dtype=int)
def _expand_index(self, slice_index=None):
# this calculates the full indexing arrays from the slicing objects given by get_item for _real..._ attributes
# it basically translates slices to their respective index arrays and turns negative indices around
@ -351,11 +346,11 @@ class Param(ObservableArray, Constrainable):
if isinstance(a, slice):
start, stop, step = a.indices(b)
return numpy.r_[start:stop:step]
elif isinstance(a, (list,numpy.ndarray,tuple)):
elif isinstance(a, (list, numpy.ndarray, tuple)):
a = numpy.asarray(a, dtype=int)
a[a<0] = b + a[a<0]
elif a<0:
a = b+a
a[a < 0] = b + a[a < 0]
elif a < 0:
a = b + a
return numpy.r_[a]
return numpy.r_[:b]
return itertools.imap(f, itertools.izip_longest(slice_index[:self._realndim_], self._realshape_, fillvalue=slice(self.size)))
@ -379,7 +374,7 @@ class Param(ObservableArray, Constrainable):
#===========================================================================
@property
def _description_str(self):
if self.size <= 1: return ["%f"%self]
if self.size <= 1: return ["%f" % self]
else: return [str(self.shape)]
def _parameter_names(self, add_name):
return [self.name]
@ -391,31 +386,31 @@ class Param(ObservableArray, Constrainable):
return [self.shape]
@property
def _constraints_str(self):
return [' '.join(map(lambda c: str(c[0]) if c[1].size==self._realsize_ else "{"+str(c[0])+"}", self._highest_parent_._constraints_iter_items(self)))]
return [' '.join(map(lambda c: str(c[0]) if c[1].size == self._realsize_ else "{" + str(c[0]) + "}", self._highest_parent_._constraints_iter_items(self)))]
@property
def _ties_str(self):
return [t._short() for t in self._tied_to_] or ['']
@property
def name_hirarchical(self):
if self.has_parent():
return self._direct_parent_.hirarchy_name()+adjust_name_for_printing(self.name)
return self._direct_parent_.hirarchy_name() + adjust_name_for_printing(self.name)
return adjust_name_for_printing(self.name)
def __repr__(self, *args, **kwargs):
name = "\033[1m{x:s}\033[0;0m:\n".format(
x=self.name_hirarchical)
return name + super(Param, self).__repr__(*args,**kwargs)
return name + super(Param, self).__repr__(*args, **kwargs)
def _ties_for(self, rav_index):
#size = sum(p.size for p in self._tied_to_)
# size = sum(p.size for p in self._tied_to_)
ties = numpy.empty(shape=(len(self._tied_to_), numpy.size(rav_index)), dtype=Param)
for i, tied_to in enumerate(self._tied_to_):
for t, ind in tied_to._tied_to_me_.iteritems():
if t._parent_index_ == self._parent_index_:
matches = numpy.where(rav_index[:,None] == t._raveled_index()[None, :])
matches = numpy.where(rav_index[:, None] == t._raveled_index()[None, :])
tt_rav_index = tied_to._raveled_index()
ind_rav_matches = numpy.where(tt_rav_index == numpy.array(list(ind)))[0]
if len(ind) != 1: ties[i, matches[0][ind_rav_matches]] = numpy.take(tt_rav_index, matches[1], mode='wrap')[ind_rav_matches]
else: ties[i, matches[0]] = numpy.take(tt_rav_index, matches[1], mode='wrap')
return map(lambda a: sum(a,[]), zip(*[[[tie.flatten()] if tx!=None else [] for tx in t] for t,tie in zip(ties,self._tied_to_)]))
return map(lambda a: sum(a, []), zip(*[[[tie.flatten()] if tx != None else [] for tx in t] for t, tie in zip(ties, self._tied_to_)]))
def _constraints_for(self, rav_index):
return self._highest_parent_._constraints_for(self, rav_index)
def _indices(self, slice_index=None):
@ -425,12 +420,12 @@ class Param(ObservableArray, Constrainable):
if isinstance(slice_index, (tuple, list)):
clean_curr_slice = [s for s in slice_index if numpy.any(s != Ellipsis)]
if (all(isinstance(n, (numpy.ndarray, list, tuple)) for n in clean_curr_slice)
and len(set(map(len,clean_curr_slice))) <= 1):
and len(set(map(len, clean_curr_slice))) <= 1):
return numpy.fromiter(itertools.izip(*clean_curr_slice),
dtype=[('',int)]*self._realndim_,count=len(clean_curr_slice[0])).view((int, self._realndim_))
dtype=[('', int)] * self._realndim_, count=len(clean_curr_slice[0])).view((int, self._realndim_))
expanded_index = list(self._expand_index(slice_index))
return numpy.fromiter(itertools.product(*expanded_index),
dtype=[('',int)]*self._realndim_,count=reduce(lambda a,b: a*b.size,expanded_index,1)).view((int, self._realndim_))
dtype=[('', int)] * self._realndim_, count=reduce(lambda a, b: a * b.size, expanded_index, 1)).view((int, self._realndim_))
def _max_len_names(self, gen, header):
return reduce(lambda a, b:max(a, len(b)), gen, len(header))
def _max_len_values(self):
@ -443,9 +438,9 @@ class Param(ObservableArray, Constrainable):
if self._realsize_ < 2:
return name
ind = self._indices()
if ind.size > 4: indstr = ','.join(map(str,ind[:2])) + "..." + ','.join(map(str,ind[-2:]))
else: indstr = ','.join(map(str,ind))
return name+'['+indstr+']'
if ind.size > 4: indstr = ','.join(map(str, ind[:2])) + "..." + ','.join(map(str, ind[-2:]))
else: indstr = ','.join(map(str, ind))
return name + '[' + indstr + ']'
def __str__(self, constr_matrix=None, indices=None, ties=None, lc=None, lx=None, li=None, lt=None):
filter_ = self._current_slice_
vals = self.flat
@ -458,10 +453,10 @@ class Param(ObservableArray, Constrainable):
if lx is None: lx = self._max_len_values()
if li is None: li = self._max_len_index(indices)
if lt is None: lt = self._max_len_names(ties, __tie_name__)
header = " {i:^{2}s} | \033[1m{x:^{1}s}\033[0;0m | {c:^{0}s} | {t:^{3}s}".format(lc,lx,li,lt, x=self.name_hirarchical, c=__constraints_name__, i=__index_name__, t=__tie_name__) # nice header for printing
header = " {i:^{2}s} | \033[1m{x:^{1}s}\033[0;0m | {c:^{0}s} | {t:^{3}s}".format(lc, lx, li, lt, x=self.name_hirarchical, c=__constraints_name__, i=__index_name__, t=__tie_name__) # nice header for printing
if not ties: ties = itertools.cycle([''])
return "\n".join([header]+[" {i!s:^{3}s} | {x: >{1}.{2}g} | {c:^{0}s} | {t:^{4}s} ".format(lc,lx,__precision__,li,lt, x=x, c=" ".join(map(str,c)), t=(t or ''), i=i) for i,x,c,t in itertools.izip(indices,vals,constr_matrix,ties)]) # return all the constraints with right indices
#except: return super(Param, self).__str__()
return "\n".join([header] + [" {i!s:^{3}s} | {x: >{1}.{2}g} | {c:^{0}s} | {t:^{4}s} ".format(lc, lx, __precision__, li, lt, x=x, c=" ".join(map(str, c)), t=(t or ''), i=i) for i, x, c, t in itertools.izip(indices, vals, constr_matrix, ties)]) # return all the constraints with right indices
# except: return super(Param, self).__str__()
class ParamConcatenation(object):
def __init__(self, params):
@ -472,22 +467,22 @@ class ParamConcatenation(object):
See :py:class:`GPy.core.parameter.Param` for more details on constraining.
"""
#self.params = params
self.params = []
# self.params = params
self.params = ParamList([])
for p in params:
for p in p.flattened_parameters:
if p not in self.params:
self.params.append(p)
self._param_sizes = [p.size for p in self.params]
startstops = numpy.cumsum([0] + self._param_sizes)
self._param_slices_ = [slice(start, stop) for start,stop in zip(startstops, startstops[1:])]
self._param_slices_ = [slice(start, stop) for start, stop in zip(startstops, startstops[1:])]
#===========================================================================
# Get/set items, enable broadcasting
#===========================================================================
def __getitem__(self, s):
ind = numpy.zeros(sum(self._param_sizes), dtype=bool); ind[s] = True;
params = [p._get_params()[ind[ps]] for p,ps in zip(self.params, self._param_slices_) if numpy.any(p._get_params()[ind[ps]])]
if len(params)==1: return params[0]
params = [p._get_params()[ind[ps]] for p, ps in zip(self.params, self._param_slices_) if numpy.any(p._get_params()[ind[ps]])]
if len(params) == 1: return params[0]
return ParamConcatenation(params)
def __setitem__(self, s, val, update=True):
ind = numpy.zeros(sum(self._param_sizes), dtype=bool); ind[s] = True;
@ -535,12 +530,12 @@ class ParamConcatenation(object):
unconstrain_bounded.__doc__ = Param.unconstrain_bounded.__doc__
def untie(self, *ties):
[param.untie(*ties) for param in self.params]
__lt__ = lambda self, val: self._vals()<val
__le__ = lambda self, val: self._vals()<=val
__eq__ = lambda self, val: self._vals()==val
__ne__ = lambda self, val: self._vals()!=val
__gt__ = lambda self, val: self._vals()>val
__ge__ = lambda self, val: self._vals()>=val
__lt__ = lambda self, val: self._vals() < val
__le__ = lambda self, val: self._vals() <= val
__eq__ = lambda self, val: self._vals() == val
__ne__ = lambda self, val: self._vals() != val
__gt__ = lambda self, val: self._vals() > val
__ge__ = lambda self, val: self._vals() >= val
def __str__(self, *args, **kwargs):
def f(p):
ind = p._raveled_index()
@ -552,11 +547,11 @@ class ParamConcatenation(object):
lx = max([p._max_len_values() for p in params])
li = max([p._max_len_index(i) for p, i in itertools.izip(params, indices)])
lt = max([p._max_len_names(tm, __tie_name__) for p, tm in itertools.izip(params, ties_matrices)])
strings = [p.__str__(cm, i, tm, lc, lx, li, lt) for p, cm, i, tm in itertools.izip(params,constr_matrices,indices,ties_matrices)]
strings = [p.__str__(cm, i, tm, lc, lx, li, lt) for p, cm, i, tm in itertools.izip(params, constr_matrices, indices, ties_matrices)]
return "\n".join(strings)
return "\n{}\n".format(" -"+"- | -".join(['-'*l for l in [li,lx,lc,lt]])).join(strings)
return "\n{}\n".format(" -" + "- | -".join(['-' * l for l in [li, lx, lc, lt]])).join(strings)
def __repr__(self):
return "\n".join(map(repr,self.params))
return "\n".join(map(repr, self.params))
if __name__ == '__main__':
@ -564,12 +559,12 @@ if __name__ == '__main__':
from GPy.core.parameterized import Parameterized
from GPy.core.parameter import Param
#X = numpy.random.randn(2,3,1,5,2,4,3)
X = numpy.random.randn(3,2)
# X = numpy.random.randn(2,3,1,5,2,4,3)
X = numpy.random.randn(3, 2)
print "random done"
p = Param("q_mean", X)
p1 = Param("q_variance", numpy.random.rand(*p.shape))
p2 = Param("Y", numpy.random.randn(p.shape[0],1))
p2 = Param("Y", numpy.random.randn(p.shape[0], 1))
p3 = Param("variance", numpy.random.rand())
p4 = Param("lengthscale", numpy.random.rand(2))
@ -577,19 +572,19 @@ if __name__ == '__main__':
m = Parameterized()
rbf = Parameterized(name='rbf')
rbf.add_parameter(p3,p4)
m.add_parameter(p,p1,rbf)
rbf.add_parameter(p3, p4)
m.add_parameter(p, p1, rbf)
print "setting params"
#print m.q_v[3:5,[1,4,5]]
# print m.q_v[3:5,[1,4,5]]
print "constraining variance"
#m[".*variance"].constrain_positive()
#print "constraining rbf"
#m.rbf_l.constrain_positive()
#m.q_variance[1,[0,5,11,19,2]].tie_to(m.rbf_v)
#m.rbf_v.tie_to(m.rbf_l[0])
#m.rbf_l[0].tie_to(m.rbf_l[1])
#m.q_v.tie_to(m.rbf_v)
# m[".*variance"].constrain_positive()
# print "constraining rbf"
# m.rbf_l.constrain_positive()
# m.q_variance[1,[0,5,11,19,2]].tie_to(m.rbf_v)
# m.rbf_v.tie_to(m.rbf_l[0])
# m.rbf_l[0].tie_to(m.rbf_l[1])
# m.q_v.tie_to(m.rbf_v)
# m.rbf_l.tie_to(m.rbf_va)
# pt = numpy.array(params._get_params_transformed())
# ptr = numpy.random.randn(*pt.shape)