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unfinished work on ratinoal quadratic kern

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This commit is contained in:
James Hensman 2014-02-24 09:41:13 +00:00
parent 712be15f6d
commit ff23a59d2d
5 changed files with 134 additions and 192 deletions
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23
GPy/kern/_src/stationary.py
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@ -193,8 +193,6 @@ class Matern52(Stationary):
return(1./self.variance* (G_coef*G + orig + orig2))
class ExpQuad(Stationary):
def __init__(self, input_dim, variance=1., lengthscale=None, ARD=False, name='ExpQuad'):
super(ExpQuad, self).__init__(input_dim, variance, lengthscale, ARD, name)
@ -207,5 +205,26 @@ class ExpQuad(Stationary):
dist = self._scaled_dist(X, X2)
return -dist*self.K(X, X2)
class RatQuad(Stationary):
def __init__(self, input_dim, variance=1., lengthscale=None, power=2., ARD=False, name='ExpQuad'):
super(RatQuad, self).__init__(input_dim, variance, lengthscale, ARD, name)
self.power = Param('power', power, Logexp)
self.add_parameters(self.power)
def K(self, X, X2=None):
r = self._scaled_dist(X, X2)
return self.variance*(1. + r**2/2.)**(-self.power)
def dK_dr(self, X, X2):
r = self._scaled_dist(X, X2)
return -self.variance*self.power*r*(1. + r**2/2)**(-self.power - 1.)
def update_gradients_full(self, dL_dK, X, X2=None):
super(RatQuad, self).update_gradients_full(dL_dK, X, X2)
r = self._scaled_dist(X, X2)
r2 = r**2
dpow = -2.**self.power*(r2 + 2.)**(-self.power)*np.log(0.5*(r2+2.))
self.power.gradient = np.sum(dL_dK*dpow)