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added sympykern as a 'kernpart' object.

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now we can add sympykerns to any other kern
This commit is contained in:
James Hensman 2012-11-30 17:32:32 +00:00
parent 46754db658
commit fb21a3589b
5 changed files with 302 additions and 1 deletions
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18
GPy/kern/constructors.py
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@ -21,6 +21,7 @@ from Brownian import Brownian as Brownianpart
#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.
def rbf(D,variance=1., lengthscale=1.):
"""
Construct an RBF kernel
@ -170,3 +171,20 @@ def Brownian(D,variance=1.):
"""
part = Brownianpart(D,variance)
return kern(D, [part])
import sympy as sp
from sympykern import spkern
from sympy.parsing.sympy_parser import parse_expr
def rbf_sympy(D,variance=1., lengthscale=1.):
"""
Radial Basis Function covariance.
"""
X = [sp.var('x%i'%i) for i in range(D)]
Z = [sp.var('z%i'%i) for i in range(D)]
rbf_variance = sp.var('rbf_variance',positive=True)
rbf_lengthscale = sp.var('rbf_lengthscale',positive=True)
dist_string = ' + '.join(['(x%i-z%i)**2'%(i,i) for i in range(D)])
dist = parse_expr(dist_string)
f = rbf_variance*sp.exp(-dist/(2*rbf_lengthscale**2))
return kern(D,[spkern(D,f,np.array([variance,lengthscale]))])