# 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 import hashlib #from scipy import integrate # This may not be necessary (Nicolas, 20th Feb) class prod_orthogonal(Kernpart): """ Computes the product of 2 kernels :param k1, k2: the kernels to multiply :type k1, k2: Kernpart :rtype: kernel object """ def __init__(self,k1,k2): self.input_dim = k1.input_dim + k2.input_dim self.num_params = k1.num_params + k2.num_params self.name = k1.name + '' + k2.name self.k1 = k1 self.k2 = k2 self._X, self._X2, self._params = np.empty(shape=(3,1)) self._set_params(np.hstack((k1._get_params(),k2._get_params()))) def _get_params(self): """return the value of the parameters.""" return np.hstack((self.k1._get_params(), self.k2._get_params())) def _set_params(self,x): """set the value of the parameters.""" self.k1._set_params(x[:self.k1.num_params]) self.k2._set_params(x[self.k1.num_params:]) def _get_param_names(self): """return parameter names.""" return [self.k1.name + '_' + param_name for param_name in self.k1._get_param_names()] + [self.k2.name + '_' + param_name for param_name in self.k2._get_param_names()] def K(self,X,X2,target): self._K_computations(X,X2) target += self._K1 * self._K2 def dK_dtheta(self,dL_dK,X,X2,target): """derivative of the covariance matrix with respect to the parameters.""" self._K_computations(X,X2) if X2 is None: self.k1.dK_dtheta(dL_dK*self._K2, X[:,:self.k1.input_dim], None, target[:self.k1.num_params]) self.k2.dK_dtheta(dL_dK*self._K1, X[:,self.k1.input_dim:], None, target[self.k1.num_params:]) else: self.k1.dK_dtheta(dL_dK*self._K2, X[:,:self.k1.input_dim], X2[:,:self.k1.input_dim], target[:self.k1.num_params]) self.k2.dK_dtheta(dL_dK*self._K1, X[:,self.k1.input_dim:], X2[:,self.k1.input_dim:], target[self.k1.num_params:]) def Kdiag(self,X,target): """Compute the diagonal of the covariance matrix associated to X.""" target1 = np.zeros(X.shape[0]) target2 = np.zeros(X.shape[0]) self.k1.Kdiag(X[:,:self.k1.input_dim],target1) self.k2.Kdiag(X[:,self.k1.input_dim:],target2) target += target1 * target2 def dKdiag_dtheta(self,dL_dKdiag,X,target): K1 = np.zeros(X.shape[0]) K2 = np.zeros(X.shape[0]) self.k1.Kdiag(X[:,:self.k1.input_dim],K1) self.k2.Kdiag(X[:,self.k1.input_dim:],K2) self.k1.dKdiag_dtheta(dL_dKdiag*K2,X[:,:self.k1.input_dim],target[:self.k1.num_params]) self.k2.dKdiag_dtheta(dL_dKdiag*K1,X[:,self.k1.input_dim:],target[self.k1.num_params:]) def dK_dX(self,dL_dK,X,X2,target): """derivative of the covariance matrix with respect to X.""" self._K_computations(X,X2) self.k1.dK_dX(dL_dK*self._K2, X[:,:self.k1.input_dim], X2[:,:self.k1.input_dim], target) self.k2.dK_dX(dL_dK*self._K1, X[:,self.k1.input_dim:], X2[:,self.k1.input_dim:], target) def dKdiag_dX(self, dL_dKdiag, X, target): K1 = np.zeros(X.shape[0]) K2 = np.zeros(X.shape[0]) self.k1.Kdiag(X[:,0:self.k1.input_dim],K1) self.k2.Kdiag(X[:,self.k1.input_dim:],K2) self.k1.dK_dX(dL_dKdiag*K2, X[:,:self.k1.input_dim], target) self.k2.dK_dX(dL_dKdiag*K1, X[:,self.k1.input_dim:], target) def _K_computations(self,X,X2): if not (np.array_equal(X,self._X) and np.array_equal(X2,self._X2) and np.array_equal(self._params , self._get_params())): self._X = X.copy() self._params == self._get_params().copy() if X2 is None: self._X2 = None self._K1 = np.zeros((X.shape[0],X.shape[0])) self._K2 = np.zeros((X.shape[0],X.shape[0])) self.k1.K(X[:,:self.k1.input_dim],None,self._K1) self.k2.K(X[:,self.k1.input_dim:],None,self._K2) else: self._X2 = X2.copy() self._K1 = np.zeros((X.shape[0],X2.shape[0])) self._K2 = np.zeros((X.shape[0],X2.shape[0])) self.k1.K(X[:,:self.k1.input_dim],X2[:,:self.k1.input_dim],self._K1) self.k2.K(X[:,self.k1.input_dim:],X2[:,self.k1.input_dim:],self._K2)