GPy/GPy/core/svgp.py
2014-12-22 15:40:49 +00:00

98 lines
4 KiB
Python

# Copyright (c) 2014, James Hensman, Alex Matthews
# Distributed under the terms of the GNU General public License, see LICENSE.txt
import numpy as np
from ..util import choleskies
from sparse_gp import SparseGP
from parameterization.param import Param
from ..inference.latent_function_inference import SVGP as svgp_inf
class SVGP(SparseGP):
def __init__(self, X, Y, Z, kernel, likelihood, name='SVGP', Y_metadata=None, batchsize=None):
"""
Stochastic Variational GP.
For Gaussian Likelihoods, this implements
Gaussian Processes for Big data, Hensman, Fusi and Lawrence, UAI 2013,
But without natural gradients. We'll use the lower-triangluar
representation of the covariance matrix to ensure
positive-definiteness.
For Non Gaussian Likelihoods, this implements
Hensman, Matthews and Ghahramani, Scalable Variational GP Classification, ArXiv 1411.2005
"""
if batchsize is None:
batchsize = X.shape[0]
self.X_all, self.Y_all = X, Y
# how to rescale the batch likelihood in case of minibatches
self.batchsize = batchsize
batch_scale = float(self.X_all.shape[0])/float(self.batchsize)
#KL_scale = 1./np.float64(self.mpi_comm.size)
KL_scale = 1.0
import climin.util
#Make a climin slicer to make drawing minibatches much quicker
self.slicer = climin.util.draw_mini_slices(self.X_all.shape[0], self.batchsize)
X_batch, Y_batch = self.new_batch()
#create the SVI inference method
inf_method = svgp_inf(KL_scale=KL_scale, batch_scale=batch_scale)
SparseGP.__init__(self, X_batch, Y_batch, Z, kernel, likelihood, inference_method=inf_method,
name=name, Y_metadata=Y_metadata, normalizer=False)
self.m = Param('q_u_mean', np.zeros((self.num_inducing, Y.shape[1])))
chol = choleskies.triang_to_flat(np.tile(np.eye(self.num_inducing)[:,:,None], (1,1,Y.shape[1])))
self.chol = Param('q_u_chol', chol)
self.link_parameter(self.chol)
self.link_parameter(self.m)
def parameters_changed(self):
self.posterior, self._log_marginal_likelihood, self.grad_dict = self.inference_method.inference(self.q_u_mean, self.q_u_chol, self.kern, self.X, self.Z, self.likelihood, self.Y, self.Y_metadata)
#update the kernel gradients
self.kern.update_gradients_full(self.grad_dict['dL_dKmm'], self.Z)
grad = self.kern.gradient.copy()
self.kern.update_gradients_full(self.grad_dict['dL_dKmn'], self.Z, self.X)
grad += self.kern.gradient
self.kern.update_gradients_diag(self.grad_dict['dL_dKdiag'], self.X)
self.kern.gradient += grad
if not self.Z.is_fixed:# only compute these expensive gradients if we need them
self.Z.gradient = self.kern.gradients_X(self.grad_dict['dL_dKmm'], self.Z) + self.kern.gradients_X(self.grad_dict['dL_dKmn'], self.Z, self.X)
self.likelihood.update_gradients(self.grad_dict['dL_dthetaL'])
#update the variational parameter gradients:
self.m.gradient = self.grad_dict['dL_dm']
self.chol.gradient = self.grad_dict['dL_dchol']
def set_data(self, X, Y):
"""
Set the data without calling parameters_changed to avoid wasted computation
If this is called by the stochastic_grad function this will immediately update the gradients
"""
assert X.shape[1]==self.Z.shape[1]
self.X, self.Y = X, Y
def new_batch(self):
"""
Return a new batch of X and Y by taking a chunk of data from the complete X and Y
"""
i = self.slicer.next()
return self.X_all[i], self.Y_all[i]
def stochastic_grad(self, parameters):
self.set_data(*self.new_batch())
return self._grads(parameters)
def optimizeWithFreezingZ(self):
self.Z.fix()
self.kern.fix()
self.optimize('bfgs')
self.Z.unfix()
self.kern.constrain_positive()
self.optimize('bfgs')