diff --git a/GPy/kern/_src/psi_comp/sslinear_psi_comp.py b/GPy/kern/_src/psi_comp/sslinear_psi_comp.py index 5f261785..423e2628 100644 --- a/GPy/kern/_src/psi_comp/sslinear_psi_comp.py +++ b/GPy/kern/_src/psi_comp/sslinear_psi_comp.py @@ -21,7 +21,7 @@ def psicomputations(variance, Z, variational_posterior): mu = variational_posterior.mean S = variational_posterior.variance gamma = variational_posterior.binary_prob - + psi0 = (gamma*(np.square(mu)+S)*variance).sum(axis=-1) psi1 = np.inner(variance*gamma*mu,Z) psi2 = np.inner(np.square(variance)*(gamma*((1-gamma)*np.square(mu)+S)).sum(axis=0)*Z,Z)+tdot(psi1.T) @@ -37,11 +37,15 @@ def psiDerivativecomputations(dL_dpsi0, dL_dpsi1, dL_dpsi2, variance, Z, variati # Compute for psi0 and psi1 mu2S = np.square(mu)+S - dL_dvar += np.einsum('n,nq,nq->q',dL_dpsi0,gamma,mu2S) + np.einsum('nm,nq,mq,nq->q',dL_dpsi1,gamma,Z,mu) - dL_dgamma += np.einsum('n,q,nq->nq',dL_dpsi0,variance,mu2S) + np.einsum('nm,q,mq,nq->nq',dL_dpsi1,variance,Z,mu) - dL_dmu += np.einsum('n,nq,q,nq->nq',dL_dpsi0,gamma,2.*variance,mu) + np.einsum('nm,nq,q,mq->nq',dL_dpsi1,gamma,variance,Z) - dL_dS += np.einsum('n,nq,q->nq',dL_dpsi0,gamma,variance) - dL_dZ += np.einsum('nm,nq,q,nq->mq',dL_dpsi1,gamma, variance,mu) + mugamma = gamma*mu + dL_dpsi0_var = dL_dpsi0[:,None]*variance[None,:] + dL_dpsi1_mugamma = np.dot(dL_dpsi1.T,mugamma) + dL_dvar += (dL_dpsi0[:,None]*gamma*mu2S).sum(axis=0) + (dL_dpsi1_mugamma*Z).sum(axis=0) + dL_dpsi1_Z = np.dot(dL_dpsi1,Z) + dL_dgamma += dL_dpsi0_var*mu2S+ dL_dpsi1_Z*mu*variance + dL_dmu += 2.*dL_dpsi0_var*mugamma+dL_dpsi1_Z*gamma*variance + dL_dS += dL_dpsi0_var*gamma + dL_dZ += dL_dpsi1_mugamma*variance return dL_dvar, dL_dZ, dL_dmu, dL_dS, dL_dgamma @@ -64,29 +68,22 @@ def _psi2computations(dL_dpsi2, variance, Z, mu, S, gamma): gamma2 = np.square(gamma) variance2 = np.square(variance) mu2S = mu2+S # NxQ - gvm = np.einsum('nq,nq,q->nq',gamma,mu,variance) - common_sum = np.einsum('nq,mq->nm',gvm,Z) -# common_sum = np.einsum('nq,q,mq,nq->nm',gamma,variance,Z,mu) # NxM - Z_expect = np.einsum('mo,mq,oq->q',dL_dpsi2,Z,Z) + gvm = gamma*mu*variance + common_sum = np.dot(gvm,Z.T) + Z_expect = (np.dot(dL_dpsi2,Z)*Z).sum(axis=0) dL_dpsi2T = dL_dpsi2+dL_dpsi2.T - tmp = np.einsum('mo,oq->mq',dL_dpsi2T,Z) - common_expect = np.einsum('mq,nm->nq',tmp,common_sum) -# common_expect = np.einsum('mo,mq,no->nq',dL_dpsi2+dL_dpsi2.T,Z,common_sum) - Z2_expect = np.einsum('om,nm->no',dL_dpsi2T,common_sum) - Z1_expect = np.einsum('om,mq->oq',dL_dpsi2T,Z) + common_expect = np.dot(common_sum,np.dot(dL_dpsi2T,Z)) + Z2_expect = np.inner(common_sum,dL_dpsi2T) + Z1_expect = np.dot(dL_dpsi2T,Z) - dL_dvar = np.einsum('nq,q,q->q',2.*(gamma*mu2S-gamma2*mu2),variance,Z_expect)+\ - np.einsum('nq,nq,nq->q',common_expect,gamma,mu) - - dL_dgamma = np.einsum('q,q,nq->nq',Z_expect,variance2,(mu2S-2.*gamma*mu2))+\ - np.einsum('nq,q,nq->nq',common_expect,variance,mu) + dL_dvar = 2.*variance*Z_expect*(gamma*mu2S-gamma2*mu2).sum(axis=0)+(common_expect*gamma*mu).sum(axis=0) - dL_dmu = np.einsum('q,q,nq,nq->nq',Z_expect,variance2,mu,2.*(gamma-gamma2))+\ - np.einsum('nq,nq,q->nq',common_expect,gamma,variance) - - dL_dS = np.einsum('q,nq,q->nq',Z_expect,gamma,variance2) + dL_dgamma = Z_expect*variance2*(mu2S-2.*gamma*mu2) + variance*mu*common_expect -# dL_dZ = 2.*(np.einsum('om,nq,q,mq,nq->oq',dL_dpsi2,gamma,variance2,Z,(mu2S-gamma*mu2))+np.einsum('om,nq,q,nq,nm->oq',dL_dpsi2,gamma,variance,mu,common_sum)) - dL_dZ = Z1_expect*np.einsum('nq,q,nq->q',gamma,variance2,(mu2S-gamma*mu2))+np.einsum('nq,q,nq,nm->mq',gamma,variance,mu,Z2_expect) + dL_dmu = 2.*Z_expect*variance2*mu*(gamma-gamma2)+variance*common_expect*gamma + + dL_dS = gamma*variance2*Z_expect + + dL_dZ = (gamma*(mu2S-gamma*mu2)).sum(axis=0)*variance2*Z1_expect+ np.dot(Z2_expect.T,(gamma*mu))*variance return dL_dvar, dL_dgamma, dL_dmu, dL_dS, dL_dZ