def find_weights(self): #trains the model on the neural network
i = 1
while i < self.tp.iter + 1:
self.randomize_batches()
for batchdata in self.make_batch():
self.w1 = np.squeeze(self.w1)
self.w2 = np.squeeze(self.w2)
gn1 = self.grad_func_w1(self.w1, self.w2,
batchdata) #generate gradient
gn2 = self.grad_func_w2(self.w1, self.w2,
batchdata) #generate gradient
(self.w1, self.tp.mn1,
self.tp.vn1) = self.update_weights(self.w1, self.tp.mn1,
self.tp.vn1, gn1,
i) #Update weight, mn, vn
(self.w2, self.tp.mn2,
self.tp.vn2) = self.update_weights(self.w2, self.tp.mn2,
self.tp.vn2, gn2,
i) #Update weight, mn, vn
self.loss_array = np.concatenate(
(self.loss_array,
[self.loss_func(self.w1, self.w2, self.data)]),
axis=0) #store value of loss at iteration
# #print(self.loss_func(self.params,self.data))
i = i + 1
if i % 100 == 0:
print(i)
def figure_subspace_update(self, T, x_true=None):
self._fig_subspace.clf()
if x_true:
X_true = np.array([x_true[k] for k in range(0, T + 1)])
X_true = X_true.squeeze().T
X_pred = np.array([self._mu[k] for k in range(0, T + 1)])
X_pred = X_pred.squeeze().T
X_pred = X_pred.reshape(self._r, T + 1)
used = set()
for l in range(self._r):
ax = self._fig_subspace.add_subplot(2, int((self._r + 1) / 2),
l + 1)
if x_true:
pl = np.argmin([
np.linalg.norm(X_true[l] -
X_pred[m]) if not m in used else np.inf
for m in range(self._r)
])
ax.plot(np.squeeze(X_true[l, :]), color="#004488", alpha=0.7)
ax.plot(np.squeeze(X_pred[pl, :]), "--", color="#bb5566")
used.add(pl)
else:
ax.plot(np.squeeze(X_pred[l, :]), "--", color="#bb5566")
ax.axis("off")
plt.pause(0.01)
def fwd_model_2d(arr, x1, x2, z, R, eps, varsigma=1):
"""
Apply fwd model to space-time array arr (must be on grid of spatial locs); predicts at same time points as input.
(Note: want dense input within integral bounds to get good results!) Output can be requested on non-grid.
:param arr: matrix (nx1, nx2, nt)
:param x1: x1 (nx1, 1) vector of observation spatial locations
:param x2: x2 (nx2, 1) vector of observation spatial locations
:param z: z (nz, 2) matrix of predicted spatial locations
:param R: forward model parameter
:param eps: forward model singularity parameter
:param varsigma: scalar conductivity
:return: matrix (nz, nt)
"""
nt = arr.shape[2]
nz = z.shape[0]
res = np.zeros((nz, nt))
for t in range(nt):
arr_tmp = np.squeeze(arr[:, :, t]) # (nx1, nx2)
for i in range(nz):
deltax1 = z[i,0] - x1 # (nx1, 1)
deltax2 = z[i,1] - x2.T # (1, nx2)
wt = b_fwd_2d(deltax1, deltax2, R, eps)
toint = wt * arr_tmp # (nx1, nx2)
res[i, t] = scipy.integrate.trapz(scipy.integrate.trapz(toint, x=np.squeeze(x1), axis=0), x=np.squeeze(x2), axis=0)
return res #/(4*np.pi*varsigma)
def backward(self, x_seq, u_seq):
self.v[-1] = self.lf(x_seq[-1])
self.v_x[-1] = self.lf_x(x_seq[-1])
self.v_xx[-1] = self.lf_xx(x_seq[-1])
k_seq = []
kk_seq = []
for t in range(self.pred_time - 1, -1, -1):
f_x_t = self.f_x(x_seq[t], u_seq[t])
f_u_t = self.f_u(x_seq[t], u_seq[t])
q_x = self.l_x(x_seq[t], u_seq[t]) + np.matmul(f_x_t.T, self.v_x[t + 1])
q_u = self.l_u(x_seq[t], u_seq[t]) + np.matmul(f_u_t.T, self.v_x[t + 1])
q_xx = self.l_xx(x_seq[t], u_seq[t]) + \
np.matmul(np.matmul(f_x_t.T, self.v_xx[t + 1]), f_x_t) + \
np.dot(self.v_x[t + 1], np.squeeze(self.f_xx(x_seq[t], u_seq[t])))
tmp = np.matmul(f_u_t.T, self.v_xx[t + 1])
q_uu = self.l_uu(x_seq[t], u_seq[t]) + np.matmul(tmp, f_u_t) + \
np.dot(self.v_x[t + 1], np.squeeze(self.f_uu(x_seq[t], u_seq[t])))
q_ux = self.l_ux(x_seq[t], u_seq[t]) + np.matmul(tmp, f_x_t) + \
np.dot(self.v_x[t + 1], np.squeeze(self.f_ux(x_seq[t], u_seq[t])))
inv_q_uu = np.linalg.inv(q_uu)
k = -np.matmul(inv_q_uu, q_u)
kk = -np.matmul(inv_q_uu, q_ux)
dv = 0.5 * np.matmul(q_u, k)
self.v[t] += dv
self.v_x[t] = q_x - np.matmul(np.matmul(q_u, inv_q_uu), q_ux)
self.v_xx[t] = q_xx + np.matmul(q_ux.T, kk)
k_seq.append(k)
kk_seq.append(kk)
k_seq.reverse()
kk_seq.reverse()
return k_seq, kk_seq
def gen_marg_poiss(y_train, params, n_latents, n_neurons, coeffs, a1, N, D):
len_sc, W = unpack_params(params)
Da2W = (D * coeffs.T[2]) * W
quad = 2 * Da2W @ W.T
#cdiag = gpf.mkcovs.mkcovdiag_ASD_wellcond(init_len_sc+0, np.ones(np.size(init_len_sc)), nxcirc, wwnrm = wwnrm,addition = 1e-7).T
C = [make_cov(N, i) + 1e-7 * np.eye(N) for i in len_sc]
#all_cdiag = np.reshape(cdiag.T,np.size(init_len_sc)*N_four,-1)
Cinv = [np.linalg.inv(C[i]) for i in np.arange(n_latents)]
if n_latents is 1:
sigma_inv = 2 * D * a2W.T @ W + Cinv[0]
else:
sigma_inv = np.kron(quad, np.eye(N)) + block_diag(Cinv, n_latents)
#sigma_inv = 2*D*a2W.T@W + block_diag(Cinv, n_latents)
Wkron = np.kron(W, np.eye(N))
second = Wkron @ (y_train - D * a1.T)
mutot = np.squeeze(np.linalg.solve(sigma_inv, second))
#sigma = np.linalg.inv(sigma_inv)
#mutot = np.squeeze([email protected]@(y_train- D*a1.T))
logl = np.squeeze((1 / 2) * mutot.T @ (sigma_inv) @ mutot)
logdetC = 0
for i in np.arange(n_latents):
logdetC = logdetC - (1 / 2) * np.linalg.slogdet(C[i])[1]
neglogpost = logdetC + -(1 / 2) * np.linalg.slogdet(sigma_inv)[1]
return -(neglogpost + logl)
def create_job(kwargs):
import warnings
warnings.filterwarnings("ignore")
# pendulum env
env = gym.make('Pendulum-TO-v0')
env._max_episode_steps = 10000
env.unwrapped.dt = 0.02
env.unwrapped.umax = np.array([2.5])
env.unwrapped.periodic = False
dm_state = env.observation_space.shape[0]
dm_act = env.action_space.shape[0]
state = env.reset()
init_state = tuple([state, 1e-4 * np.eye(dm_state)])
solver = MBGPS(env,
init_state=init_state,
init_action_sigma=25.,
nb_steps=300,
kl_bound=.1,
action_penalty=1e-3,
activation={
'shift': 250,
'mult': 0.5
})
solver.run(nb_iter=100, verbose=False)
solver.ctl.sigma = np.dstack([1e-1 * np.eye(dm_act)] * 300)
data = solver.rollout(nb_episodes=1, stoch=True, init=state)
obs, act = np.squeeze(data['x'], axis=-1).T, np.squeeze(data['u'],
axis=-1).T
return obs, act
def search_step(self, obj_prev, min_obj, delta_alpha,
step_size, max_it, t, opt_step):
"""
Executes one step of a backtracking line search
Args:
obj_prev (np.array): previous objective
obj_search (np.array): current objective
min_obj (np.array): current minimum objective
delta_alpha (np.array): change in step size
step_size (np.array): current step size
max_it (int): maximum number of line search iterations
t (np.array): current line search iteration
opt_step (np.array): optimal step size until now
Returns: updated parameters
"""
alpha_search = np.squeeze(self.alpha + step_size * delta_alpha)
f_search = np.squeeze(kron_mvp(self.Ks, alpha_search)) + self.mu
if self.k_diag is not None:
f_search += np.multiply(self.k_diag, alpha_search)
obj_search = self.log_joint(f_search, alpha_search)
if min_obj > obj_search:
opt_step = step_size
min_obj = obj_search
step_size = self.tau * step_size
t = t + 1
return obj_prev, min_obj, delta_alpha,\
step_size, max_it, t, opt_step
def debug_scp_iteration_plot( tx_next, u_next, xbar, ubar, x0, T, i_iter):
unl = u_next
x_curr = x0
Xnl = []
Vnl_nlx = []
Vnl_lx = []
tV_nlx = []
tV_lx = []
for k,t in enumerate(T):
x_next = x_curr + dynamics.get_dxdt( x_curr, unl[:,k], t) * param.get('dt')
R_k, w_k = dynamics.get_linear_lyapunov( xbar[:,k], ubar[:,k], t)
Vnl_nlx.append( dynamics.get_V( x_curr, t))
Vnl_lx.append( dynamics.get_V( tx_next[:,k],t))
tV_nlx.append( np.matmul( R_k, x_curr) + w_k )
tV_lx.append( np.matmul( R_k, tx_next[:,k]) + w_k)
Xnl.append( x_curr)
x_curr = x_next
Xnl = np.asarray(Xnl)
Vnl_nlx = np.asarray(Vnl_nlx)
Vnl_lx = np.asarray(Vnl_lx)
tV_nlx = np.asarray(tV_nlx)
tV_lx = np.asarray(tV_lx)
plot_scp_iteration_state( Xnl, np.transpose(tx_next,(1,0,2)), \
np.transpose(xbar,(1,0,2)), T, title = str(param.get('controller')) + ' State' + \
'\nIteration: ' + str(i_iter) + '\nTime: ' + str(T[0]))
plot_scp_iteration_lyapunov( np.squeeze(Vnl_nlx), np.squeeze(Vnl_lx), np.squeeze( tV_nlx), \
np.squeeze( tV_lx), T, title = str(param.get('controller')) + ' Lyapunov' + \
'\nIteration: ' + str(i_iter) + '\nTime: ' + str(T[0]))
def sinkhorn(P):
"""Fit the diagonal matrices in Sinkhorn Knopp's algorithm
"""
N = P.shape[0]
max_thresh = 1 + 1e-3
min_thresh = 1 - 1e-3
_iterations = 0
_max_iter = 100
# _stopping_condition = None
# Initialize r and c, the diagonals of D1 and D2
# and warn if the matrix does not have support.
r = np.ones((N, 1))
pdotr = np.dot(P.T, r)
# total_support_warning_str = (
# "Matrix P must have total support. "
# "See documentation"
# )
# if not np.all(pdotr != 0):
# warnings.warn(total_support_warning_str, UserWarning)
#
c = 1 / pdotr
pdotc = np.dot(P, c)
# if not np.all(pdotc != 0):
# warnings.warn(total_support_warning_str, UserWarning)
#
r = 1 / pdotc
# del pdotr, pdotc
P_eps = P
# infs = np.diag(N * [-np.inf])
# P_eps = np.exp(P+infs)
# while np.any(np.sum(P_eps, axis=1) < min_thresh) \
# or np.any(np.sum(P_eps, axis=1) > max_thresh) \
# or np.any(np.sum(P_eps, axis=0) < min_thresh) \
# or np.any(np.sum(P_eps, axis=0) > max_thresh):
for i in range(_max_iter):
c = 1 / np.dot(P.T, r)
r = 1 / np.dot(P, c)
_D1 = np.diag(np.squeeze(r))
_D2 = np.diag(np.squeeze(c))
P_eps = np.dot(np.dot(_D1, P), _D2)
# _iterations += 1
if _iterations >= _max_iter:
_stopping_condition = "max_iter"
break
# if not _stopping_condition:
# _stopping_condition = "epsilon"
_D1 = np.diag(np.squeeze(r))
_D2 = np.diag(np.squeeze(c))
P_eps = np.dot(np.dot(_D1, P), _D2)
return P_eps
def loss(theta, X, y):
y_hat = self.sigmoid(np.dot(X, theta))
y_hat = np.squeeze(y_hat)
y = np.squeeze(y)
res = -np.sum(
y.dot(np.log10(y_hat)) + (1 - y).dot(np.log10(1 - y_hat)))
res = res / X.shape[0]
return res
def lnpdf(theta):
input = np.atleast_2d(theta)
lnpdf.counter += len(input)
output = np.empty((len(input)))
grad_out = np.empty((len(input), input.shape[1]))
for i in range(len(input)):
output[i] = tmp_lnpdf(input[i])
grad_out[i, :] = grad(tmp_lnpdf)(input[i])
return np.squeeze(output), np.squeeze(grad_out)
def loss(theta, X, y):
y_hat = self.sigmoid(np.dot(X, theta))
y_hat = np.squeeze(y_hat)
y = np.squeeze(y)
error = -np.sum(
y.dot(np.log10(y_hat)) + (1 - y).dot(np.log10(1 - y_hat)))
error = error / X.shape[0]
error += self.l2_coef / (2 * X.shape[0]) * np.sum(np.square(theta))
return error
def loss_func(w1, w2, w3, data):
xy = data[:, :-1]
z = data[:, 2]
w1 = np.squeeze(w1)
w2 = np.squeeze(w2)
w3 = np.squeeze(w3)
z_pred = forward_pass(xy, w1, w2, w3)
loss = np.sum((z_pred - z)**2)
return loss
def plot_V(V,T,title = 'Lyapunov Convergence'):
fig, ax = plt.subplots()
Vdot = np.gradient(V, param.get('dt'), axis = 0)
ax.plot(T,np.squeeze(V),label = 'V')
ax.plot(T,np.squeeze(Vdot),label = 'Vdot')
plt.title(title)
plt.legend()
ax.grid(True)
def predict(self, X):
m = X.shape[0]
if self.fit_intercept:
X = np.concatenate((np.ones(m).reshape(-1, 1), X), axis=1)
pred = self.predicition(self.coef_, X)
pred = np.squeeze(pred)
res = np.squeeze(pred >= 0.5).astype(int)
# print(pd.DataFrame({0:pred,1:res,2:np.array(self.y).squeeze()}))
return pd.Series(res)
def eq_constraint_elimination(func,
eqConstraintsMat,
optimizer,
initialX,
interval=[-1e15, 1e15],
ftol=1e-6,
maxIters=1e3,
maxItersLS=200):
fevals = 0
xLen = initialX.shape[0] # n
bLen = eqConstraintsMat['b'].shape[0] # p
F, x_hat = eq_constraint_elimination_composer(eqConstraintsMat)
paramFunc = eq_constraint_elimination_func(func, F, x_hat)
# Choose any initial Z
initialZ = np.zeros((xLen - bLen, 1)) # Must be (n - p)x1
# Scipy optimizer
# optimizer = spo.minimize(paramFunc, initialZ, method='BFGS', tol=ftol)
# zOpt = optimizer.x
# zFevals = optimizer.nfev
# Debug
# print("F: ", F.shape)
# print("A:", eqConstraintsMat['A'].shape)
# print("b:", eqConstraintsMat['b'].shape)
# print("x_hat: ", x_hat.shape)
# print("initialZ: ", initialZ.shape)
# print("paramFunc(z0): ", paramFunc(initialZ))
# print("F@z + x_hat", (np.dot(F, initialZ) + x_hat).shape)
# print((np.dot(F, initialZ) + x_hat))
# print("zOpt: ", zOpt.shape)
# print("xOpt", xOpt.shape)
# print("fOpt", fOpt.shape)
# print("Restr check:\nAx* = b\n{} = {}".format(
# np.squeeze(np.dot(eqConstraintsMat['A'], xOpt)), eqConstraintsMat['b']
# ))
# input()
# Find z* to minimize parametrized cost function
algorithm = optimizer(paramFunc,
initialZ,
interval=interval,
ftol=ftol,
maxIters=maxIters,
maxItersLS=maxItersLS)
zOpt, _, zFevals = algorithm.optimize()
zOpt.shape = (xLen - bLen, 1)
fevals += zFevals
xOpt = np.squeeze(np.dot(F, zOpt) + x_hat)
fOpt = np.squeeze(func(xOpt))
return xOpt, fOpt, fevals
def loss(self, theta, x, y):
assert (x.shape[0] == y.shape[0])
pred = self.predicition(theta, x)
pred = np.squeeze(pred)
y = np.squeeze(y)
res = -np.sum(y.dot(np.log10(pred)) + (1 - y).dot(np.log10(1 - pred)))
res = res / x.shape[0]
res += self.l2_coef / (2 * x.shape[0]) * np.sum(np.square(theta))
res += self.l1_coef / (2 * x.shape[0]) * np.sum(np.abs(theta))
# print(res)
return res
def make_model(model_name):
if model_name == "baseball":
# baseball model and data
lnpdf_named = baseball.lnpdf
lnpdf_flat = baseball.lnpdf_flat
lnpdft = lambda z, t: np.squeeze(lnpdf_flat(z, t))
lnpdf = lambda z: np.squeeze(lnpdf_flat(z, 0))
D = baseball.D
return lnpdf, D, None
elif model_name == "frisk":
lnpdf, unpack, D, sdf, pnames = frisk.make_model_funs(precinct_type=1)
return lnpdf, D, pnames
def generate_mixture_data(num_obs, true_centroids, true_probs, x_covs):
true_z = np.random.multinomial(1, true_probs, num_obs)
true_z_ind = np.full(num_obs, -1)
for row in np.argwhere(true_z):
true_z_ind[row[0]] = row[1]
x = np.array([
np.random.multivariate_normal(
mean=np.squeeze(true_centroids[true_z_ind[n], :]),
cov=np.squeeze(x_covs[n, :])) for n in range(num_obs)
])
return x, true_z, true_z_ind
def f(x):
demo = demo_func(x)
demo.set_mut_rate(1.0)
configs = momi.build_config_list(demo.leafs, tuple(states), n_lins)
#print(configs)
# print demo.graph['cmd']
#sfs, branch_len = expected_sfs(demo.demo_hist, configs), expected_total_branch_len(
# demo.demo_hist, sampled_pops=demo.pops, sampled_n=demo.n)
sfs, branch_len = demo.expected_sfs(
configs, length=1, return_dict=False), demo.expected_branchlen(
dict(zip(configs.sampled_pops, configs.sampled_n)))
if normalized:
return np.squeeze(sfs / branch_len)
return np.squeeze(sfs)
def plot_test( V, LgV, LfV, U, T):
# currently testing lyapunov and derivatives
Vdot_n = np.gradient(V, param.get('dt'), axis = 0)
Vdot_a = []
for t in range(len(T)):
Vdot_a.append( LfV[t] + np.matmul( LgV[t], U[t]))
Vdot_a = np.asarray(Vdot_a)
fig, ax = plt.subplots()
plt.plot( T, np.squeeze(V), label = 'V')
plt.plot( T, np.squeeze(Vdot_n), label = 'Vdot n')
plt.plot( T, np.squeeze(Vdot_a), label = 'Vdot a')
plt.legend()
plt.title('Testing')
def initialize_local_meanfield(node_potentials):
# TODO maybe i should initialize the hmm states instead of the lds states...
def compute_stats(sampled_states):
out = np.outer
get_init_stats = lambda x0: (out(x0, x0), x0, 1., 1.)
get_pair_stats = lambda x1, x2: (out(x1, x1), out(x1, x2), out(x2, x2),
1.)
init_stats = get_init_stats(sampled_states[0])
pair_stats = map(get_pair_stats, sampled_states[:-1],
sampled_states[1:])
return init_stats, map(np.array, zip(*pair_stats))
# construct random walk natparam
N = node_potentials[0].shape[1]
A = 0.9 * np.eye(N)
init_params = -1. / 2 * np.eye(N), np.zeros(N), 0.
pair_params = -1. / 2 * np.dot(A.T, A), A.T, -1. / 2 * np.eye(N), 0.
natparam = init_params, pair_params
sampled_states = np.squeeze(
natural_lds_sample(natparam, node_potentials, num_samples=1))
init_stats, pair_stats = compute_stats(sampled_states)
return init_stats, pair_stats
def linear_regression_online_update(m_km1, P_km1, H, m_obs, var_obs):
# m_km1: Prior mean
# P_km1: Prior cov
# H: Link from latent to observed
# m_obs: Mean of observation
# var_obs: Variance of observation
# We need to work with matrices here or the maths will be wrong
assert all([len(x.shape) == 2 for x in [m_km1, H]]), \
'm_km1 and H must have two dimensions each!'
v_k = m_obs - H @ m_km1
S_k = H @ P_km1 @ H.T + var_obs
K_k = P_km1 @ H.T * (1 / S_k)
m_k = m_km1 + K_k * v_k
P_k = P_km1 - (K_k * S_k) @ K_k.T
# Calculate the log marginal likelihood here too
# sign, logdet = np.linalg.slogdet(2 * np.pi * S_k)
# logdet_a = sign * logdet
# Do this another way
# rel_chol = np.linalg.cholesky(2 * np.pi * S_k)
# TODO: CHECK THIS
logdet = logdet_via_cholesky(2 * np.pi * S_k)
# Second part
quadratic_term = 0.5 * v_k.T @ np.linalg.solve(S_k, v_k)
energy_contrib = 0.5 * logdet + quadratic_term
return m_k, P_k, np.squeeze(energy_contrib)
def _composite_log_likelihood(data,
demo,
mut_rate=None,
truncate_probs=0.0,
vector=False,
p_missing=None,
use_pairwise_diffs=False,
**kwargs):
try:
sfs = data.sfs
except AttributeError:
sfs = data
sfs_probs = np.maximum(
expected_sfs(demo, sfs.configs, normalized=True, **kwargs),
truncate_probs)
log_lik = sfs._integrate_sfs(np.log(sfs_probs), vector=vector)
# add on log likelihood of poisson distribution for total number of SNPs
if mut_rate is not None:
log_lik = log_lik + \
_mut_factor(sfs, demo, mut_rate, vector,
p_missing, use_pairwise_diffs)
if not vector:
log_lik = np.squeeze(log_lik)
return log_lik
def compute_MSE(self):
"""Used in fitting models lab to display MSE performance
for hand-fitting exercises"""
outputs = np.squeeze(self.funk(self.data_inputs))
squared_errors = np.square(self.correct_outputs - outputs)
MSE = np.mean(squared_errors)
return MSE
def setUp(self):
np.seterr(all='raise')
self.X = None
self.cost = lambda X: np.exp(np.sum(X**2))
n = self.n = 15
Y = self.Y = rnd.randn(n)
A = self.A = rnd.randn(n)
# Calculate correct cost and grad...
self.correct_cost = np.exp(np.sum(Y**2))
self.correct_grad = correct_grad = 2 * Y * np.exp(np.sum(Y**2))
# ... and hess
# First form hessian matrix H
# Convert Y and A into matrices (row vectors)
Ymat = np.matrix(Y)
Amat = np.matrix(A)
diag = np.eye(n)
H = np.exp(np.sum(Y**2)) * (4 * Ymat.T.dot(Ymat) + 2 * diag)
# Then 'left multiply' H by A
self.correct_hess = np.squeeze(np.array(Amat.dot(H)))
self.backend = AutogradBackend()
def __init__(self, K, D, pi0=None, M=0):
super(FixedInitialStateDistribution, self).__init__(K, D, M=M)
if pi0 is not None:
# Handle the case where user passes a numpy array of (K, 1) instead of (K,)
pi0 = np.squeeze(np.array(pi0))
assert len(pi0) == K, "Array passed as pi0 is of the wrong length"
self.log_pi0 = np.log(pi0 + 1e-16)
def get_spectra(self, T, mu, velocity):
"""
Return the Kurucz spectrum for a value of the temperature, astrocentric angle and velocity. It linearly
interpolates on the set of computed spectra
Args:
T (float) : temperature in K
mu (float) : astrocentric angle in the range [0,1]
velocity (float) : velocity shift of the spectrum in km/s
Returns:
spectrum (float) : interpolated and shifted spectrum
"""
idT = np.searchsorted(self.T, T) - 1
idmu = np.searchsorted(self.mus, mu) - 1
# Simple bilinear interpolation
xd = (T - self.T[idT]) / (self.T[idT+1] - self.T[idT])
yd = (mu - self.mus[idmu]) / (self.mus[idmu+1] - self.mus[idmu])
c0 = self.spectrum[idT,idmu,:] * (1.0 - xd) + self.spectrum[idT+1,idmu,:] * xd
c1 = self.spectrum[idT,idmu+1,:] * (1.0 - xd) + self.spectrum[idT+1,idmu+1,:] * xd
tmp = np.squeeze(c0 * (1.0 - yd) + c1 * yd)
# Velocity shift in pixel units
shift_in_pxl = velocity / self.velocity_per_pxl
return self.shift_spectrum(tmp, shift_in_pxl) #nd.shift(tmp, shift_in_pxl)
def loss_func(parameters,data):
parameters=np.squeeze(parameters)
x=data[:,:-1]
y=data[:,-1]
ai=sigmoid(parameters,x)
loss=-(np.sum(y*np.log(ai)+(1-y)*np.log(1-ai)))
return loss
def _update_params(self, x, result):
self.fevals = self.fevals + 1
# Autograd ArrayBox behaves differently from numpy, that fixes it.
result_copy = remove_arraybox(result)
x_copy = remove_arraybox(x)
assert np.any(np.isnan(result_copy)) == False, "X out of domain"
found_best = np.all(result_copy <= self.best_f)
if self._has_eqc:
if found_best:
self.best_z = x_copy
x_copy = np.squeeze(
self._null_space_feasible_matrix @ np.reshape(x_copy,
(-1, 1)) +
self._feasible_vector)
self.all_evals += [result_copy]
self.all_x += [x_copy]
if found_best:
self._best_x = x_copy
self._best_f = result_copy
self.all_best_x += [self.best_x]
self.all_best_f += [self.best_f]
return result
def f_scp(self, x, u):
# input:
# x, nd array, (n,)
# u, nd array, (m,1)
# output
# sp1, nd array, (n,)
# parameters
m_p = self.mass_pole
m_c = self.mass_cart
l = self.length_pole
g = self.g
# s = [q,qdot], q = [x,th]
u = agnp.reshape(u, (self.m, 1))
q = agnp.reshape(x[0:2], (2, 1))
qdot = agnp.reshape(x[2:], (2, 1))
th = x[1]
thdot = x[3]
# EOM from learning+control@caltech
# D = agnp.array([[m_c+m_p,m_p*l*agnp.cos(th)],[m_p*l*agnp.cos(th),m_p*(l**2)]])
a = m_c + m_p
b = m_p * l * agnp.cos(th)
c = m_p * l * agnp.cos(th)
d = m_p * (l**2)
Dinv = 1 / (a * d - b * c) * agnp.array([[d, -b], [-c, a]])
C = agnp.array([[0, -m_p * l * thdot * agnp.sin(th)], [0, 0]])
G = agnp.array([[0], [-m_p * g * l * agnp.sin(th)]])
B = agnp.array([[1], [0]])
qdotdot = agnp.dot(Dinv, agnp.dot(B, u) - agnp.dot(C, qdot) - G)
res = agnp.vstack([qdot, qdotdot])
return agnp.squeeze(res)
def setUp(self):
np.seterr(all='raise')
self.X = None
self.cost = lambda X: np.exp(np.sum(X**2))
n = self.n = 15
Y = self.Y = rnd.randn(n)
A = self.A = rnd.randn(n)
# Calculate correct cost and grad...
self.correct_cost = np.exp(np.sum(Y ** 2))
self.correct_grad = 2 * Y * np.exp(np.sum(Y ** 2))
# ... and hess
# First form hessian matrix H
# Convert Y and A into matrices (row vectors)
Ymat = np.matrix(Y)
Amat = np.matrix(A)
diag = np.eye(n)
H = np.exp(np.sum(Y ** 2)) * (4 * Ymat.T.dot(Ymat) + 2 * diag)
# Then 'left multiply' H by A
self.correct_hess = np.squeeze(np.array(Amat.dot(H)))
self.backend = AutogradBackend()
def test_elementwise_grad():
def simple_fun(a):
return a + np.sin(a) + np.cosh(a)
A = npr.randn(10)
exact = elementwise_grad(simple_fun)(A)
numeric = np.squeeze(np.array([nd(simple_fun, A[i]) for i in range(len(A))]))
check_equivalent(exact, numeric)
def test_elementwise_grad_multiple_args():
def simple_fun(a, b):
return a + np.sin(a) + np.cosh(b)
A = 0.9
B = npr.randn(10)
argnum = 1
exact = elementwise_grad(simple_fun, argnum=argnum)(A, B)
numeric = np.squeeze(np.array([nd(simple_fun, A, B[i])[argnum] for i in range(len(B))]))
check_equivalent(exact, numeric)
def mog_logmarglike(x, means, covs, pis, ind=0):
""" marginal x or y (depending on ind) """
K = pis.shape[0]
xx = np.atleast_2d(x)
centered = xx.T - means[:,ind,np.newaxis].T
logprobs = []
for kk in xrange(K):
quadterm = centered[:,kk] * centered[:,kk] * (1./covs[kk,ind,ind])
logprobsk = -.5*quadterm - .5*np.log(2*np.pi) \
-.5*np.log(covs[kk,ind,ind]) + np.log(pis[kk])
logprobs.append(np.squeeze(logprobsk))
logprobs = np.array(logprobs)
logprob = scpm.logsumexp(logprobs, axis=0)
if np.isscalar(x):
return logprob[0]
else:
return logprob
def rand_natparam(n, k):
return np.squeeze(np.stack([rand_dirichlet(n) for _ in range(k)]))
def rand_natparam(n, k):
return np.squeeze(np.stack([rand_gaussian(n) for _ in range(k)]))
def fun(x): return to_scalar(np.squeeze(x)) d_fun = lambda x : to_scalar(grad(fun)(x))