# Copyright (c) 2013, 2014 GPy authors (see AUTHORS.txt). # Copyright (c) 2015, James Hensman # Licensed under the BSD 3-clause license (see LICENSE.txt) import numpy as np from ..core.mapping import Mapping from ..core.parameterization import Param class Linear(Mapping): """ A Linear mapping. .. math:: F(\mathbf{x}) = \mathbf{A} \mathbf{x}) :param input_dim: dimension of input. :type input_dim: int :param output_dim: dimension of output. :type output_dim: int :param kernel: a GPy kernel, defaults to GPy.kern.RBF :type kernel: GPy.kern.kern """ def __init__(self, input_dim, output_dim, name='linmap'): super(Linear, self).__init__(input_dim=input_dim, output_dim=output_dim, name=name) self.A = Param('A', np.random.randn(self.input_dim, self.output_dim)) self.link_parameter(self.A) def f(self, X): return np.dot(X, self.A) def update_gradients(self, dL_dF, X): self.A.gradient = np.dot(X.T, dL_dF) def gradients_X(self, dL_dF, X): return np.dot(dL_dF, self.A.T)