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107 lines
3.1 KiB
Python
107 lines
3.1 KiB
Python
# Copyright (c) 2012, GPy authors (see AUTHORS.txt).
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# Licensed under the BSD 3-clause license (see LICENSE.txt)
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from kernpart import kernpart
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import numpy as np
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class linear(kernpart):
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"""
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Linear kernel
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:param D: the number of input dimensions
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:type D: int
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:param variance: variance
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:type variance: None|float
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"""
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def __init__(self, D, variance=None):
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self.D = D
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if variance is None:
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variance = 1.0
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self.Nparam = 1
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self.name = 'linear'
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self.set_param(variance)
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def get_param(self):
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return self.variance
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def set_param(self,x):
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self.variance = x
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def get_param_names(self):
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return ['variance']
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def K(self,X,X2,target):
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target += self.variance * np.dot(X, X2.T)
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def Kdiag(self,X,target):
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np.add(target,np.sum(self.variance*np.square(X),-1),target)
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def dK_dtheta(self,X,X2,target):
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"""
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Computes the derivatives wrt theta
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Return shape is NxMx(Ntheta)
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"""
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if X2 is None: X2 = X
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product = np.dot(X, X2.T)[:,:, None]#X[:,None,:]*X2[None,:,:]
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target += product
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def dK_dX(self,X,X2,target):
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if X2 is None: X2 = X
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np.add(target,X2[:,None,:]*self.variance,target)
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# def psi0(self,Z,mu,S,target):
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# expected = np.square(mu) + S
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# np.add(target,np.sum(self.variance*expected),target)
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# def dpsi0_dtheta(self,Z,mu,S,target):
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# expected = np.square(mu) + S
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# return -2.*np.sum(expected,0)
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# def dpsi0_dmuS(self,Z,mu,S,target_mu,target_S):
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# np.add(target_mu,2*mu*self.variances,target_mu)
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# np.add(target_S,self.variances,target_S)
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# def dpsi0_dZ(self,Z,mu,S,target):
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# pass
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# def psi1(self,Z,mu,S,target):
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# """the variance, it does nothing"""
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# self.K(mu,Z,target)
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# def dpsi1_dtheta(self,Z,mu,S,target):
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# """the variance, it does nothing"""
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# self.dK_dtheta(mu,Z,target)
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# def dpsi1_dmuS(self,Z,mu,S,target_mu,target_S):
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# """Do nothing for S, it does not affect psi1"""
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# np.add(target_mu,Z/self.variances2,target_mu)
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# def dpsi1_dZ(self,Z,mu,S,target):
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# self.dK_dX(mu,Z,target)
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# def psi2(self,Z,mu,S,target):
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# """Think N,M,M,Q """
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# mu2_S = np.square(mu)+SN,Q,
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# ZZ = Z[:,None,:]*Z[None,:,:] M,M,Q
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# psi2 = ZZ*np.square(self.variances)*mu2_S
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# np.add(target, psi2.sum(-1),target) M,M
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# def dpsi2_dtheta(self,Z,mu,S,target):
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# mu2_S = np.square(mu)+SN,Q,
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# ZZ = Z[:,None,:]*Z[None,:,:] M,M,Q
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# target += 2.*ZZ*mu2_S*self.variances
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# def dpsi2_dmuS(self,Z,mu,S,target_mu,target_S):
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# """Think N,M,M,Q """
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# mu2_S = np.sum(np.square(mu)+S,0)Q,
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# ZZ = Z[:,None,:]*Z[None,:,:] M,M,Q
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# tmp = ZZ*np.square(self.variances) M,M,Q
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# np.add(target_mu, tmp*2.*mu[:,None,None,:],target_mu) N,M,M,Q
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# np.add(target_S, tmp, target_S) N,M,M,Q
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# def dpsi2_dZ(self,Z,mu,S,target):
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# mu2_S = np.sum(np.square(mu)+S,0)Q,
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# target += Z[:,None,:]*np.square(self.variances)*mu2_S
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