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pickling and caching
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28 changed files with 481 additions and 686 deletions
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@ -2,7 +2,6 @@
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# Licensed under the BSD 3-clause license (see LICENSE.txt)
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import numpy as np
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from gplvm import GPLVM
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from .. import kern
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from ..core import SparseGP
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from ..likelihoods import Gaussian
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@ -61,18 +60,6 @@ class BayesianGPLVM(SparseGP):
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SparseGP.__init__(self, X, Y, Z, kernel, likelihood, inference_method, name, **kwargs)
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self.add_parameter(self.X, index=0)
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def _getstate(self):
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"""
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Get the current state of the class,
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here just all the indices, rest can get recomputed
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"""
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return SparseGP._getstate(self) + [self.init]
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def _setstate(self, state):
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self._const_jitter = None
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self.init = state.pop()
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SparseGP._setstate(self, state)
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def set_X_gradients(self, X, X_grad):
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"""Set the gradients of the posterior distribution of X in its specific form."""
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X.mean.gradient, X.variance.gradient = X_grad
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@ -29,8 +29,3 @@ class GPRegression(GP):
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super(GPRegression, self).__init__(X, Y, kernel, likelihood, name='GP regression', Y_metadata=Y_metadata)
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def _getstate(self):
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return GP._getstate(self)
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def _setstate(self, state):
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return GP._setstate(self, state)
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@ -44,12 +44,6 @@ class GPLVM(GP):
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super(GPLVM, self).parameters_changed()
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self.X.gradient = self.kern.gradients_X(self.grad_dict['dL_dK'], self.X, None)
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def _getstate(self):
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return GP._getstate(self)
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def _setstate(self, state):
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GP._setstate(self, state)
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def jacobian(self,X):
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target = np.zeros((X.shape[0],X.shape[1],self.output_dim))
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for i in range(self.output_dim):
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@ -65,14 +65,17 @@ class MRD(Model):
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from ..kern import RBF
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self.kern = [RBF(input_dim, ARD=1, lengthscale=fracs[i], name='rbf'.format(i)) for i in range(len(Ylist))]
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elif isinstance(kernel, Kern):
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self.kern = [kernel.copy(name='{}'.format(kernel.name, i)) for i in range(len(Ylist))]
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self.kern = []
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for i in range(len(Ylist)):
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k = kernel.copy()
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self.kern.append(k)
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else:
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assert len(kernel) == len(Ylist), "need one kernel per output"
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assert all([isinstance(k, Kern) for k in kernel]), "invalid kernel object detected!"
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self.kern = kernel
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if X_variance is None:
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X_variance = np.random.uniform(0, .1, X.shape)
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X_variance = np.random.uniform(0.1, 0.2, X.shape)
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self.variational_prior = NormalPrior()
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self.X = NormalPosterior(X, X_variance)
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@ -108,8 +111,8 @@ class MRD(Model):
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def parameters_changed(self):
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self._log_marginal_likelihood = 0
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self.posteriors = []
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self.Z.gradient = 0.
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self.X.gradient = 0.
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self.Z.gradient[:] = 0.
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self.X.gradient[:] = 0.
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for y, k, l, i in itertools.izip(self.Ylist, self.kern, self.likelihood, self.inference_method):
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posterior, lml, grad_dict = i.inference(k, self.X, self.Z, l, y)
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@ -160,6 +163,8 @@ class MRD(Model):
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X = np.random.randn(Ylist[0].shape[0], self.input_dim)
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fracs = X.var(0)
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fracs = [fracs]*self.input_dim
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X -= X.mean()
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X /= X.std()
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return X, fracs
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def _init_Z(self, init="permute", X=None):
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@ -46,11 +46,3 @@ class SparseGPClassification(SparseGP):
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SparseGP.__init__(self, X, likelihood, kernel, Z=Z, normalize_X=normalize_X)
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self.ensure_default_constraints()
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def _getstate(self):
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return SparseGP._getstate(self)
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def _setstate(self, state):
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return SparseGP._setstate(self, state)
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pass
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@ -51,14 +51,6 @@ class SparseGPRegression(SparseGP):
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SparseGP.__init__(self, X, Y, Z, kernel, likelihood, inference_method=VarDTC())
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def _getstate(self):
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return SparseGP._getstate(self)
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def _setstate(self, state):
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return SparseGP._setstate(self, state)
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class SparseGPRegressionUncertainInput(SparseGP):
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"""
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Gaussian Process model for regression with Gaussian variance on the inputs (X_variance)
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@ -28,14 +28,6 @@ class SparseGPLVM(SparseGPRegression, GPLVM):
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SparseGPRegression.__init__(self, X, Y, kernel=kernel, num_inducing=num_inducing)
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self.ensure_default_constraints()
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def _getstate(self):
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return SparseGPRegression._getstate(self)
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def _setstate(self, state):
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return SparseGPRegression._setstate(self, state)
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def _get_param_names(self):
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return (sum([['X_%i_%i' % (n, q) for q in range(self.input_dim)] for n in range(self.num_data)], [])
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+ SparseGPRegression._get_param_names(self))
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@ -43,10 +43,3 @@ class SVIGPRegression(SVIGP):
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SVIGP.__init__(self, X, likelihood, kernel, Z, q_u=q_u, batchsize=batchsize)
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self.load_batch()
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def _getstate(self):
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return GPBase._getstate(self)
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def _setstate(self, state):
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return GPBase._setstate(self, state)
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@ -30,14 +30,6 @@ class WarpedGP(GP):
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GP.__init__(self, X, likelihood, kernel, normalize_X=normalize_X)
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self._set_params(self._get_params())
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def _getstate(self):
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return GP._getstate(self)
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def _setstate(self, state):
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return GP._setstate(self, state)
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def _scale_data(self, Y):
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self._Ymax = Y.max()
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self._Ymin = Y.min()
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