Tie kernel, allows users to tie together the values of different parameters

GPy/kern/src/tie.py

@@ -0,0 +1,110 @@
+# Copyright (c) 2012 - 2014 the GPy Austhors (see AUTHORS.txt)
+# Licensed under the BSD 3-clause license (see LICENSE.txt)
+# Written by Mike Smith. michaeltsmith.org.uk
+
+from __future__ import division
+import numpy as np
+from .kern import Kern
+from ...core.parameterization import Param
+from paramz.transformations import Logexp
+import math
+
+class Tie(Kern):
+    """
+    A kernel which takes another kernel and ties its parameters together
+    
+    :tied_param_list a list of lists of parameters to tie together. Each item
+                    in the inner list is a regex, so one could use
+                     ['independ.offset.Mat32.lengthscale',
+                      'independ.Mat32_1.lengthscale',
+                      'independ.Mat32.lengthscale']
+                    or just
+                     ['.*lengthscale']
+    """
+    def __init__(self, kernel, input_dim, tied_param_list, active_dims=None, name='tie'):
+           #TODO We need to initialise the values of the parameters to be equal!
+        super(Tie, self).__init__(input_dim, active_dims, name)
+        self.kern = kernel
+
+        self.params = [] #list of parameter objects to tie together
+
+        for tlist in tied_param_list:
+            plist = []  #temp array for list of parameter objects for each tie
+            assert type(tlist) is list, "The tied_param_list should be a list of lists of strings"
+            for t in tlist: #expand regex in each inner list and add all matches
+                plist.extend(self.kern.grep_param_names(t)) 
+                
+            if len(plist)==0:
+                print("Warning: No parameters were added for (%s)" % str(tlist))
+            else:
+                print("Adding tie")
+                self.params.append(plist)
+            
+        self.link_parameters(self.kern)        
+
+            
+    def get_totals(self,param_list):
+        """
+        Returns the sum total of the gradients and values of the parameters in
+        the param_list
+        """
+        v = None
+        g = None
+        for p in param_list:
+            if v is None:
+                v = p.values.copy()
+                g = p.gradient.copy()
+            else:
+                v += p.values
+                g += p.gradient
+        return v,g
+    
+    def update_gradients_full(self,dL_dK,X,X2=None):
+        self.kern.update_gradients_full(dL_dK,X,X2)
+        for pitem in self.params:
+            l = len(pitem)
+            v,g = self.get_totals(pitem)
+            for p in pitem:
+                #p.param_array[:] = v/l #TODO: Just do once in __init__
+                p.gradient = g/l #pitem['main'].gradient
+            
+    def gradients_X(self,dL_dK, X, X2=None):
+        return self.kern.gradients_X(dL_dK, X, X2=None)
+        
+    def gradients_X_diag(self, dL_dKdiag, X):
+        return self.kern.gradients_X_diag(dL_dKdiag, X)
+
+    def K(self,X ,X2=None):
+        return self.kern.K(X,X2)
+
+    def Kdiag(self,X):
+        return self.kern.Kdiag(X)
+
+    def get_ties_names(self,html=False):
+        textlist = []
+        if html:
+            lb = "<br />"
+        else:
+            lb = "\n"
+        for ps in self.params:
+            innerlist = []
+            for p in ps:
+                innerlist.append(p.hierarchy_name())
+            textlist.append(innerlist)
+        st = lb+lb
+        st += "The following sets of parameters are tied:"
+        for texts in textlist:
+            st += lb
+            st += lb.join(texts)
+            st += lb
+        return st
+                
+    def __str__(self, header=True, VT100=True):
+        st = super(Tie, self).__str__(header, VT100)
+        st += self.get_ties_names()
+        return st
+        
+    def _repr_html_(self, header=True):
+        toprint = super(Tie,self)._repr_html_(header)
+        toprint+= self.get_ties_names(html=True)
+        return toprint