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[stochastics] updated some stuff on the stochastics

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Max Zwiessele 2014-10-29 08:23:57 +00:00
parent af40ef8cfb
commit f916717aad
1 changed files with 15 additions and 9 deletions
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24
GPy/inference/optimization/stochastics.py
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@ -21,6 +21,11 @@ class StochasticStorage(object):
""" """
pass pass
def reset(self):
"""
Reset the state of this stochastics generator.
"""
class SparseGPMissing(StochasticStorage): class SparseGPMissing(StochasticStorage):
def __init__(self, model, batchsize=1): def __init__(self, model, batchsize=1):
""" """
@ -36,18 +41,19 @@ class SparseGPStochastics(StochasticStorage):
and the indices corresponding to those and the indices corresponding to those
""" """
def __init__(self, model, batchsize=1): def __init__(self, model, batchsize=1):
import itertools
self.batchsize = batchsize self.batchsize = batchsize
if self.batchsize == 1: self.output_dim = model.Y.shape[1]
self.dimensions = itertools.cycle(range(model.Y_normalized.shape[1])) self.reset()
else:
import numpy as np
self.dimensions = lambda: np.random.choice(model.Y_normalized.shape[1], size=batchsize, replace=False)
self.d = None
self.do_stochastics() self.do_stochastics()
def do_stochastics(self): def do_stochastics(self):
if self.batchsize == 1: if self.batchsize == 1:
self.d = [self.dimensions.next()] self.current_dim = (self.current_dim+1)%self.output_dim
self.d = [self.current_dim]
else: else:
self.d = self.dimensions() import numpy as np
self.d = np.random.choice(self.output_dim, size=self.batchsize, replace=False)
def reset(self):
self.current_dim = -1
self.d = None