diff --git a/GPy/kern/__init__.py b/GPy/kern/__init__.py index 93274ec5..327bf69c 100644 --- a/GPy/kern/__init__.py +++ b/GPy/kern/__init__.py @@ -2,7 +2,7 @@ # Licensed under the BSD 3-clause license (see LICENSE.txt) -from constructors import rbf, Matern32, Matern52, exponential, linear, white, bias, finite_dimensional, spline, Brownian, periodic_exponential, periodic_Matern32, periodic_Matern52, prod, prod_orthogonal, symmetric, coregionalise, rational_quadratic, fixed, rbfcos +from constructors import rbf, Matern32, Matern52, exponential, linear, white, bias, finite_dimensional, spline, Brownian, periodic_exponential, periodic_Matern32, periodic_Matern52, prod, prod_orthogonal, symmetric, coregionalise, rational_quadratic, fixed, rbfcos, independent_outputs try: from constructors import rbf_sympy, sympykern # these depend on sympy except: diff --git a/GPy/kern/constructors.py b/GPy/kern/constructors.py index e5743f47..9c2464a7 100644 --- a/GPy/kern/constructors.py +++ b/GPy/kern/constructors.py @@ -25,6 +25,7 @@ from symmetric import symmetric as symmetric_part from coregionalise import coregionalise as coregionalise_part from rational_quadratic import rational_quadratic as rational_quadraticpart from rbfcos import rbfcos as rbfcospart +from independent_outputs import independent_outputs as independent_output_part #TODO these s=constructors are not as clean as we'd like. Tidy the code up #using meta-classes to make the objects construct properly wthout them. @@ -324,3 +325,14 @@ def rbfcos(D,variance=1.,frequencies=None,bandwidths=None,ARD=False): """ part = rbfcospart(D,variance,frequencies,bandwidths,ARD) return kern(D,[part]) + +def independent_outputs(k): + """ + Construct a kernel with independent outputs from an existing kernel + """ + for sl in k.input_slices: + assert (sl.start is None) and (sl.stop is None), "cannot adjust input slices! (TODO)" + parts = [independent_output_part(p) for p in k.parts] + return kern(k.D+1,parts) + + diff --git a/GPy/kern/independent_outputs.py b/GPy/kern/independent_outputs.py new file mode 100644 index 00000000..214c542c --- /dev/null +++ b/GPy/kern/independent_outputs.py @@ -0,0 +1,97 @@ +# Copyright (c) 2012, James Hesnsman +# Licensed under the BSD 3-clause license (see LICENSE.txt) + + +from kernpart import kernpart +import numpy as np + +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. + + e.g. + >>> index = np.asarray([0,0,0,1,1,1,2,2,2]) + returns + >>> [[slice(0,3,None)],[slice(3,6,None)],[slice(6,9,None)]] + + or, a more complicated example + >>> index = np.asarray([0,0,1,1,0,2,2,2,1,1]) + returns + >>> [[slice(0,2,None),slice(4,5,None)],[slice(2,4,None),slice(8,10,None)],[slice(5,8,None)]] + """ + + #contruct the return structure + ind = np.asarray(index,dtype=np.int64) + ret = [[] for i in range(ind.max()+1)] + + #find the switchpoints + ind_ = np.hstack((ind,ind[0]+ind[-1]+1)) + switchpoints = np.nonzero(ind_ - np.roll(ind_,+1))[0] + + [ret[ind_i].append(slice(*indexes_i)) for ind_i,indexes_i in zip(ind[switchpoints[:-1]],zip(switchpoints,switchpoints[1:]))] + return ret + +class independent_outputs(kernpart): + """ + A kernel part shich can reopresent several independent functions. + this kernel 'switches off' parts of the matrix where the output indexes are different. + + The index of the functions is given by the last column in the input X + the rest of the columns of X are passed to the kernel for computation (in blocks). + + """ + def __init__(self,k): + self.D = k.D + 1 + self.Nparam = k.Nparam + self.name = 'iops('+ k.name + ')' + self.k = k + + def _get_params(self): + return self.k._get_params() + + def _set_params(self,x): + self.k._set_params(x) + self.params = x + + def _get_param_names(self): + return self.k._get_param_names() + + def K(self,X,X2,target): + #Sort out the slices from the input data + X,slices = X[:,:-1],index_to_slices(X[:,-1]) + if X2 is None: + X2,slices2 = X,slices + else: + X2,slices2 = X2[:,:-1],index_to_slices(X2[:,-1]) + + [[[self.k.K(X[s],X2[s2],target[s,s2]) for s in slices_i] for s2 in slices_j] for slices_i,slices_j in zip(slices,slices2)] + + def Kdiag(self,X,target): + X,slices = X[:,:-1],index_to_slices(X[:,-1]) + [[self.k.Kdiag(X[s],target[s]) for s in slices_i] for slices_i in slices] + + def dK_dtheta(self,dL_dK,X,X2,target): + X,slices = X[:,:-1],index_to_slices(X[:,-1]) + if X2 is None: + X2,slices2 = X,slices + else: + X2,slices2 = X2[:,:-1],index_to_slices(X2[:,-1]) + [[[self.k.dK_dtheta(X[s],X2[s2],target) for s in slices_i] for s2 in slices_j] for slices_i,slices_j in zip(slices,slices2)] + + + def dK_dX(self,dL_dK,X,X2,target): + X,slices = X[:,:-1],index_to_slices(X[:,-1]) + if X2 is None: + X2,slices2 = X,slices + else: + X2,slices2 = X2[:,:-1],index_to_slices(X2[:,-1]) + [[[self.k.dK_dX(X[s],X2[s2],target[s,:-1]) for s in slices_i] for s2 in slices_j] for slices_i,slices_j in zip(slices,slices2)] + + def dKdiag_dX(self,dL_dKdiag,X,target): + X,slices = X[:,:-1],index_to_slices(X[:,-1]) + [[self.k.dKdiag_dX(X[s],target[s,:-1]) for s in slices_i] for slices_i in slices] + + + def dKdiag_dtheta(self,dL_dKdiag,X,target): + X,slices = X[:,:-1],index_to_slices(X[:,-1]) + [[self.k.dKdiag_dX(X[s],target) for s in slices_i] for slices_i in slices]