# Copyright (c) 2012, GPy authors (see AUTHORS.txt). # Licensed under the BSD 3-clause license (see LICENSE.txt) from kernpart import kernpart import numpy as np class linear_ARD(kernpart): """ Linear ARD kernel :param D: the number of input dimensions :type D: int :param variances: ARD variances :type variances: None|np.ndarray """ def __init__(self,D,variances=None): self.D = D if variances is not None: assert variances.shape==(self.D,) else: variances = np.ones(self.D) self.Nparam = int(self.D) self.name = 'linear' self.set_param(variances) def get_param(self): return self.variances def set_param(self,x): assert x.size==(self.Nparam) self.variances = x def get_param_names(self): if self.D==1: return ['variance'] else: return ['variance_%i'%i for i in range(self.variances.size)] def K(self,X,X2,target): XX = X*np.sqrt(self.variances) XX2 = X2*np.sqrt(self.variances) target += np.dot(XX, XX2.T) def Kdiag(self,X,target): np.add(target,np.sum(self.variances*np.square(X),-1),target) def dK_dtheta(self,partial,X,X2,target): product = X[:,None,:]*X2[None,:,:] target += (partial[:,:,None]*product).sum(0).sum(0) def dK_dX(self,partial,X,X2,target): target += (((X2[:, None, :] * self.variances)) * partial[:,:, None]).sum(0) def psi0(self,Z,mu,S,target): expected = np.square(mu) + S np.add(target,np.sum(self.variances*expected),target) def dpsi0_dtheta(self,Z,mu,S,target): expected = np.square(mu) + S return -2.*np.sum(expected,0) def dpsi0_dmuS(self,Z,mu,S,target_mu,target_S): np.add(target_mu,2*mu*self.variances,target_mu) np.add(target_S,self.variances,target_S) def dpsi0_dZ(self,Z,mu,S,target): pass def psi1(self,Z,mu,S,target): """the variance, it does nothing""" self.K(mu,Z,target) def dpsi1_dtheta(self,Z,mu,S,target): """the variance, it does nothing""" self.dK_dtheta(mu,Z,target) def dpsi1_dmuS(self,Z,mu,S,target_mu,target_S): """Do nothing for S, it does not affect psi1""" np.add(target_mu,Z/self.variances2,target_mu) def dpsi1_dZ(self,Z,mu,S,target): self.dK_dX(mu,Z,target) def psi2(self,Z,mu,S,target): """Think N,M,M,Q """ mu2_S = np.square(mu)+S# N,Q, ZZ = Z[:,None,:]*Z[None,:,:] # M,M,Q psi2 = ZZ*np.square(self.variances)*mu2_S np.add(target, psi2.sum(-1),target) # M,M def dpsi2_dtheta(self,Z,mu,S,target): mu2_S = np.square(mu)+S# N,Q, ZZ = Z[:,None,:]*Z[None,:,:] # M,M,Q target += 2.*ZZ*mu2_S*self.variances def dpsi2_dmuS(self,Z,mu,S,target_mu,target_S): """Think N,M,M,Q """ mu2_S = np.sum(np.square(mu)+S,0)# Q, ZZ = Z[:,None,:]*Z[None,:,:] # M,M,Q tmp = ZZ*np.square(self.variances) # M,M,Q np.add(target_mu, tmp*2.*mu[:,None,None,:],target_mu) #N,M,M,Q np.add(target_S, tmp, target_S) #N,M,M,Q def dpsi2_dZ(self,Z,mu,S,target): mu2_S = np.sum(np.square(mu)+S,0)# Q, target += Z[:,None,:]*np.square(self.variances)*mu2_S