def test_cg_kron_rls(self):
regparam = 0.0001
K_train1, K_train2, Y_train, K_test1, K_test2, Y_test, X_train1, X_train2, X_test1, X_test2 = self.generate_xortask(
)
#K_train1, K_train2, Y_train, K_test1, K_test2, Y_test, X_train1, X_train2, X_test1, X_test2 = self.generate_xortask(trainpos1 = 1, trainneg1 = 1, trainpos2 = 1, trainneg2 = 1, testpos1 = 1, testneg1 = 1, testpos2 = 1, testneg2 = 1)
Y_train = Y_train.ravel(order='F')
Y_test = Y_test.ravel(order='F')
train_rows, train_columns = K_train1.shape[0], K_train2.shape[0]
test_rows, test_columns = K_test1.shape[0], K_test2.shape[0]
rowstimescols = train_rows * train_columns
allindices = np.arange(rowstimescols)
all_label_row_inds, all_label_col_inds = np.unravel_index(
allindices, (train_rows, train_columns), order='F')
#incinds = np.random.permutation(allindices)
#incinds = np.random.choice(allindices, 50, replace = False)
incinds = np.random.choice(allindices, 40, replace=False)
label_row_inds, label_col_inds = all_label_row_inds[
incinds], all_label_col_inds[incinds]
Y_train_known_outputs = Y_train.reshape(rowstimescols,
order='F')[incinds]
alltestindices = np.arange(test_rows * test_columns)
all_test_label_row_inds, all_test_label_col_inds = np.unravel_index(
alltestindices, (test_rows, test_columns), order='F')
#Train an ordinary RLS regressor for reference
params = {}
params["X"] = np.kron(K_train2, K_train1)[np.ix_(incinds, incinds)]
params["kernel"] = "PrecomputedKernel"
params["Y"] = Y_train_known_outputs
params["regparam"] = regparam
ordrls_learner = RLS(**params)
ordrls_model = ordrls_learner.predictor
K_Kron_test = np.kron(K_test2, K_test1)[:, incinds]
ordrls_testpred = ordrls_model.predict(K_Kron_test)
ordrls_testpred = ordrls_testpred.reshape((test_rows, test_columns),
order='F')
#Train linear Kronecker RLS
class TestCallback():
def __init__(self):
self.round = 0
def callback(self, learner):
self.round = self.round + 1
tp = LinearPairwisePredictor(learner.W).predict(
X_test1, X_test2)
print(
str(self.round) + ' ' +
str(np.mean(np.abs(tp -
ordrls_testpred.ravel(order='F')))))
def finished(self, learner):
print('finished')
params = {}
params["regparam"] = regparam
params["X1"] = X_train1
params["X2"] = X_train2
params["Y"] = Y_train_known_outputs
params["label_row_inds"] = label_row_inds
params["label_col_inds"] = label_col_inds
tcb = TestCallback()
params['callback'] = tcb
linear_kron_learner = CGKronRLS(**params)
linear_kron_testpred = linear_kron_learner.predict(
X_test1, X_test2).reshape((test_rows, test_columns), order='F')
linear_kron_testpred_alt = linear_kron_learner.predict(
X_test1, X_test2, [0, 0, 1], [0, 1, 0])
#Train kernel Kronecker RLS
params = {}
params["regparam"] = regparam
params["K1"] = K_train1
params["K2"] = K_train2
params["Y"] = Y_train_known_outputs
params["label_row_inds"] = label_row_inds
params["label_col_inds"] = label_col_inds
class KernelCallback():
def __init__(self):
self.round = 0
def callback(self, learner):
self.round = self.round + 1
tp = KernelPairwisePredictor(learner.A, learner.input1_inds,
learner.input2_inds).predict(
K_test1, K_test2)
print(
str(self.round) + ' ' +
str(np.mean(np.abs(tp -
ordrls_testpred.ravel(order='F')))))
def finished(self, learner):
print('finished')
tcb = KernelCallback()
params['callback'] = tcb
kernel_kron_learner = CGKronRLS(**params)
kernel_kron_testpred = kernel_kron_learner.predict(
K_test1, K_test2).reshape((test_rows, test_columns), order='F')
kernel_kron_testpred_alt = kernel_kron_learner.predict(
K_test1, K_test2, [0, 0, 1], [0, 1, 0])
print('Predictions: Linear CgKronRLS, Kernel CgKronRLS, ordinary RLS')
print('[0, 0]: ' + str(linear_kron_testpred[0, 0]) + ' ' +
str(kernel_kron_testpred[0, 0]) + ' ' +
str(ordrls_testpred[0, 0])
) #, linear_kron_testpred_alt[0], kernel_kron_testpred_alt[0]
print('[0, 1]: ' + str(linear_kron_testpred[0, 1]) + ' ' +
str(kernel_kron_testpred[0, 1]) + ' ' +
str(ordrls_testpred[0, 1])
) #, linear_kron_testpred_alt[1], kernel_kron_testpred_alt[1]
print('[1, 0]: ' + str(linear_kron_testpred[1, 0]) + ' ' +
str(kernel_kron_testpred[1, 0]) + ' ' +
str(ordrls_testpred[1, 0])
) #, linear_kron_testpred_alt[2], kernel_kron_testpred_alt[2]
print(
'Meanabsdiff: linear KronRLS - ordinary RLS, kernel KronRLS - ordinary RLS'
)
print(
str(np.mean(np.abs(linear_kron_testpred - ordrls_testpred))) +
' ' + str(np.mean(np.abs(kernel_kron_testpred - ordrls_testpred))))
np.testing.assert_almost_equal(linear_kron_testpred,
ordrls_testpred,
decimal=5)
np.testing.assert_almost_equal(kernel_kron_testpred,
ordrls_testpred,
decimal=4)
#Train multiple kernel Kronecker RLS
params = {}
params["regparam"] = regparam
params["K1"] = [K_train1, K_train1]
params["K2"] = [K_train2, K_train2]
params["weights"] = [1. / 3, 2. / 3]
params["Y"] = Y_train_known_outputs
params["label_row_inds"] = [label_row_inds, label_row_inds]
params["label_col_inds"] = [label_col_inds, label_col_inds]
class KernelCallback():
def __init__(self):
self.round = 0
def callback(self, learner):
self.round = self.round + 1
tp = KernelPairwisePredictor(
learner.A, learner.input1_inds, learner.input2_inds,
params["weights"]).predict([K_test1, K_test1],
[K_test2, K_test2])
print(
str(self.round) + ' ' +
str(np.mean(np.abs(tp -
ordrls_testpred.ravel(order='F')))))
def finished(self, learner):
print('finished')
tcb = KernelCallback()
params['callback'] = tcb
mkl_kernel_kron_learner = CGKronRLS(**params)
mkl_kernel_kron_testpred = mkl_kernel_kron_learner.predict(
[K_test1, K_test1], [K_test2, K_test2]).reshape(
(test_rows, test_columns), order='F')
#kernel_kron_testpred_alt = kernel_kron_learner.predict(K_test1, K_test2, [0, 0, 1], [0, 1, 0])
print(
'Predictions: Linear CgKronRLS, MKL Kernel CgKronRLS, ordinary RLS'
)
print('[0, 0]: ' + str(linear_kron_testpred[0, 0]) + ' ' +
str(mkl_kernel_kron_testpred[0, 0]) + ' ' +
str(ordrls_testpred[0, 0])
) #, linear_kron_testpred_alt[0], kernel_kron_testpred_alt[0]
print('[0, 1]: ' + str(linear_kron_testpred[0, 1]) + ' ' +
str(mkl_kernel_kron_testpred[0, 1]) + ' ' +
str(ordrls_testpred[0, 1])
) #, linear_kron_testpred_alt[1], kernel_kron_testpred_alt[1]
print('[1, 0]: ' + str(linear_kron_testpred[1, 0]) + ' ' +
str(mkl_kernel_kron_testpred[1, 0]) + ' ' +
str(ordrls_testpred[1, 0])
) #, linear_kron_testpred_alt[2], kernel_kron_testpred_alt[2]
print('Meanabsdiff: MKL kernel KronRLS - ordinary RLS')
print(str(np.mean(np.abs(mkl_kernel_kron_testpred - ordrls_testpred))))
np.testing.assert_almost_equal(mkl_kernel_kron_testpred,
ordrls_testpred,
decimal=4)
#Train polynomial kernel Kronecker RLS
params = {}
params["regparam"] = regparam
params["K1"] = [K_train1, K_train1, K_train2]
params["K2"] = [K_train1, K_train2, K_train2]
params["weights"] = [1., 2., 1.]
params["Y"] = Y_train_known_outputs
params["label_row_inds"] = [
label_row_inds, label_row_inds, label_col_inds
]
params["label_col_inds"] = [
label_row_inds, label_col_inds, label_col_inds
]
class KernelCallback():
def __init__(self):
self.round = 0
def callback(self, learner):
self.round = self.round + 1
#tp = KernelPairwisePredictor(learner.A, learner.input1_inds, learner.input2_inds, params["weights"]).predict([K_test1, K_test1], [K_test2, K_test2])
#print(str(self.round) + ' ' + str(np.mean(np.abs(tp - ordrls_testpred.ravel(order = 'F')))))
def finished(self, learner):
print('finished')
tcb = KernelCallback()
params['callback'] = tcb
poly_kernel_kron_learner = CGKronRLS(**params)
poly_kernel_kron_testpred = poly_kernel_kron_learner.predict(
[K_test1, K_test1, K_test2], [K_test1, K_test2, K_test2], [
all_test_label_row_inds, all_test_label_row_inds,
all_test_label_col_inds
], [
all_test_label_row_inds, all_test_label_col_inds,
all_test_label_col_inds
])
#print(poly_kernel_kron_testpred, 'Polynomial kernel via CGKronRLS')
#Train an ordinary RLS regressor with polynomial kernel for reference
params = {}
params["X"] = np.hstack([
np.kron(np.ones((X_train2.shape[0], 1)), X_train1),
np.kron(X_train2, np.ones((X_train1.shape[0], 1)))
])[incinds]
#params["X"] = np.hstack([np.kron(X_train1, np.ones((X_train2.shape[0], 1))), np.kron(np.ones((X_train1.shape[0], 1)), X_train2)])[incinds]
params["kernel"] = "PolynomialKernel"
params["Y"] = Y_train_known_outputs
params["regparam"] = regparam
ordrls_poly_kernel_learner = RLS(**params)
X_dir_test = np.hstack([
np.kron(np.ones((X_test2.shape[0], 1)), X_test1),
np.kron(X_test2, np.ones((X_test1.shape[0], 1)))
])
#X_dir_test = np.hstack([np.kron(X_test1, np.ones((X_test2.shape[0], 1))), np.kron(np.ones((X_test1.shape[0], 1)), X_test2)])
ordrls_poly_kernel_testpred = ordrls_poly_kernel_learner.predict(
X_dir_test)
#print(ordrls_poly_kernel_testpred, 'Ord. poly RLS')
print(
'Meanabsdiff: Polynomial kernel KronRLS - Ordinary polynomial kernel RLS'
)
print(
str(
np.mean(
np.abs(poly_kernel_kron_testpred -
ordrls_poly_kernel_testpred))))
'''
def test_cg_kron_rls(self):
regparam = 0.0001
K_train1, K_train2, Y_train, K_test1, K_test2, Y_test, X_train1, X_train2, X_test1, X_test2 = self.generate_xortask(
)
Y_train = Y_train.ravel(order='F')
Y_test = Y_test.ravel(order='F')
train_rows, train_columns = K_train1.shape[0], K_train2.shape[0]
test_rows, test_columns = K_test1.shape[0], K_test2.shape[0]
rowstimescols = train_rows * train_columns
allindices = np.arange(rowstimescols)
all_label_row_inds, all_label_col_inds = np.unravel_index(
allindices, (train_rows, train_columns), order='F')
incinds = pyrandom.sample(allindices, 50)
label_row_inds, label_col_inds = all_label_row_inds[
incinds], all_label_col_inds[incinds]
Y_train_known_outputs = Y_train.reshape(rowstimescols,
order='F')[incinds]
#Train an ordinary RLS regressor for reference
params = {}
params["X"] = np.kron(K_train2, K_train1)[np.ix_(incinds, incinds)]
params["kernel"] = "PrecomputedKernel"
params["Y"] = Y_train_known_outputs
params["regparam"] = regparam
ordrls_learner = RLS(**params)
ordrls_model = ordrls_learner.predictor
K_Kron_test = np.kron(K_test2, K_test1)[:, incinds]
ordrls_testpred = ordrls_model.predict(K_Kron_test)
ordrls_testpred = ordrls_testpred.reshape((test_rows, test_columns),
order='F')
#Train linear Kronecker RLS
class TestCallback():
def __init__(self):
self.round = 0
def callback(self, learner):
self.round = self.round + 1
tp = LinearPairwisePredictor(learner.W).predict(
X_test1, X_test2)
print(
str(self.round) + ' ' +
str(np.mean(np.abs(tp -
ordrls_testpred.ravel(order='F')))))
def finished(self, learner):
print('finished')
params = {}
params["regparam"] = regparam
params["X1"] = X_train1
params["X2"] = X_train2
params["Y"] = Y_train_known_outputs
params["label_row_inds"] = label_row_inds
params["label_col_inds"] = label_col_inds
tcb = TestCallback()
params['callback'] = tcb
linear_kron_learner = CGKronRLS(**params)
linear_kron_testpred = linear_kron_learner.predict(
X_test1, X_test2).reshape((test_rows, test_columns), order='F')
linear_kron_testpred_alt = linear_kron_learner.predict(
X_test1, X_test2, [0, 0, 1], [0, 1, 0])
#Train kernel Kronecker RLS
params = {}
params["regparam"] = regparam
params["K1"] = K_train1
params["K2"] = K_train2
params["Y"] = Y_train_known_outputs
params["label_row_inds"] = label_row_inds
params["label_col_inds"] = label_col_inds
class KernelCallback():
def __init__(self):
self.round = 0
def callback(self, learner):
self.round = self.round + 1
tp = KernelPairwisePredictor(learner.A, learner.input1_inds,
learner.input2_inds).predict(
K_test1, K_test2)
print(
str(self.round) + ' ' +
str(np.mean(np.abs(tp -
ordrls_testpred.ravel(order='F')))))
def finished(self, learner):
print('finished')
tcb = KernelCallback()
params['callback'] = tcb
kernel_kron_learner = CGKronRLS(**params)
kernel_kron_testpred = kernel_kron_learner.predict(
K_test1, K_test2).reshape((test_rows, test_columns), order='F')
kernel_kron_testpred_alt = kernel_kron_learner.predict(
K_test1, K_test2, [0, 0, 1], [0, 1, 0])
print('Predictions: Linear CgKronRLS, Kernel CgKronRLS, ordinary RLS')
print('[0, 0]: ' + str(linear_kron_testpred[0, 0]) + ' ' +
str(kernel_kron_testpred[0, 0]) + ' ' +
str(ordrls_testpred[0, 0])
) #, linear_kron_testpred_alt[0], kernel_kron_testpred_alt[0]
print('[0, 1]: ' + str(linear_kron_testpred[0, 1]) + ' ' +
str(kernel_kron_testpred[0, 1]) + ' ' +
str(ordrls_testpred[0, 1])
) #, linear_kron_testpred_alt[1], kernel_kron_testpred_alt[1]
print('[1, 0]: ' + str(linear_kron_testpred[1, 0]) + ' ' +
str(kernel_kron_testpred[1, 0]) + ' ' +
str(ordrls_testpred[1, 0])
) #, linear_kron_testpred_alt[2], kernel_kron_testpred_alt[2]
print(
'Meanabsdiff: linear KronRLS - ordinary RLS, kernel KronRLS - ordinary RLS'
)
print(
str(np.mean(np.abs(linear_kron_testpred - ordrls_testpred))) +
' ' + str(np.mean(np.abs(kernel_kron_testpred - ordrls_testpred))))
np.testing.assert_almost_equal(linear_kron_testpred,
ordrls_testpred,
decimal=5)
np.testing.assert_almost_equal(kernel_kron_testpred,
ordrls_testpred,
decimal=5)
