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minor changes

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This commit is contained in:
Nicolo Fusi 2013-01-30 13:20:01 +00:00
parent c71ee37064
commit e1edb062ed
3 changed files with 28 additions and 9 deletions
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25
GPy/inference/SGD.py
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@ -58,7 +58,7 @@ class opt_SGD(Optimizer):
for s in param_shapes:
N, Q = s
X = x[i:N*Q].reshape(N, Q)
X = x[i:i+N*Q].reshape(N, Q)
X = X[samples]
subset = np.append(subset, X.flatten())
i += N*Q
@ -92,10 +92,19 @@ class opt_SGD(Optimizer):
self.model.constrained_bounded_indices[b] = self.model.constrained_bounded_indices[b][mask]
# here we shif the positive constraints. We cycle through each positive
# constraint
positive = self.model.constrained_positive_indices.copy()
mask = (np.ones_like(positive) == 1)
for p in range(len(positive)):
pos = np.where(j == self.model.constrained_positive_indices[p])[0][0]
self.model.constrained_positive_indices[p] = pos
# we now check whether the constrained index appears in the j vector
# (the vector of the "active" indices)
pos = np.where(j == self.model.constrained_positive_indices[p])[0]
if len(pos) == 1:
self.model.constrained_positive_indices[p] = pos
else:
mask[p] = False
self.model.constrained_positive_indices = self.model.constrained_positive_indices[mask]
return (bounded_i, bounded_l, bounded_u), positive
@ -109,6 +118,8 @@ class opt_SGD(Optimizer):
model_name = self.model.__class__.__name__
if model_name == 'GPLVM':
return [(N, Q)]
if model_name == 'Bayesian_GPLVM':
return [(N, Q), (N, Q)]
else:
raise NotImplementedError
@ -119,14 +130,20 @@ class opt_SGD(Optimizer):
self.model.N = samples.sum()
self.model.X = X[samples]
self.model.Y = self.model.Y[samples]
model_name = self.model.__class__.__name__
import pdb; pdb.set_trace()
if model_name == 'Bayesian_GPLVM':
self.model.trYYT = np.sum(np.square(self.model.Y))
if self.model.N == 0:
return 0, step, self.model.N
b,p = self.shift_constraints(j)
b, p = self.shift_constraints(j)
momentum_term = self.momentum * step[j]
f, fp = f_fp(self.x_opt[j])
step[j] = self.learning_rate[j] * fp
self.x_opt[j] -= step[j] + momentum_term