Example #1
0
def get_current_cost(db):
    W = db['W_matrix']
    iv = np.array(range(db['N']))
    jv = iv

    I = np.eye(W.shape[1])

    #	Setting up the cost function
    cost_foo = 0
    for i in iv:
        for j in jv:

            x_dif = db['data'][i] - db['data'][j]
            x_dif = x_dif[np.newaxis]

            gamma_ij = create_gamma_ij(db, db['y_tilde'], i, j)
            cost_foo = cost_foo - gamma_ij * np.exp(
                -x_dif.dot(W).dot(W.T).dot(x_dif.T))

    return cost_foo
def get_W_gradient(db, y_tilde, previous_gw, w_l):
	update_direction = 0
	updated_magnitude = 0

	for i in range(db['N']):
		for j in range(db['N']):
			A_ij = create_A_ij_matrix(db,i,j)
			gamma_ij = create_gamma_ij(db, y_tilde, i, j)

			part_1 = np.true_divide(np.dot(A_ij, w_l), np.power(db['sigma'],2))
			part_2 = np.exp(np.true_divide(np.dot(w_l, part_1),-2))

			portion_magnitude = gamma_ij*previous_gw[i,j]*part_2;

			ij_addition = -portion_magnitude*part_1
			updated_magnitude += portion_magnitude
			update_direction += ij_addition
	
	#print 'updated_magnitud : ' , updated_magnitude
	return [update_direction, updated_magnitude]
Example #3
0
def get_W_gradient(db, y_tilde, previous_gw, w_l):
    update_direction = 0
    updated_magnitude = 0

    for i in range(db['N']):
        for j in range(db['N']):
            A_ij = create_A_ij_matrix(db, i, j)
            gamma_ij = create_gamma_ij(db, y_tilde, i, j)

            part_1 = np.true_divide(np.dot(A_ij, w_l),
                                    np.power(db['sigma'], 2))
            part_2 = np.exp(np.true_divide(np.dot(w_l, part_1), -2))

            portion_magnitude = gamma_ij * previous_gw[i, j] * part_2

            ij_addition = -portion_magnitude * part_1
            updated_magnitude += portion_magnitude
            update_direction += ij_addition

    #print 'updated_magnitud : ' , updated_magnitude
    return [update_direction, updated_magnitude]
def Stochastic_W_gradient(db, y_tilde, previous_gw, w_l, i_values, j_values):
    update_direction = 0
    updated_magnitude = 0

    import pdb
    pdb.set_trace()
    for i in i_values:
        for j in j_values:
            A_ij = create_A_ij_matrix(db, i, j)
            gamma_ij = create_gamma_ij(db, y_tilde, i, j)

            part_1 = np.true_divide(np.dot(A_ij, w_l),
                                    np.power(db['sigma'], 2))
            part_2 = np.exp(np.true_divide(np.dot(w_l, part_1), -2))

            portion_magnitude = gamma_ij * previous_gw[i, j] * part_2

            updated_magnitude -= portion_magnitude
            update_direction += portion_magnitude * part_1

    #print 'updated_magnitud : ' , updated_magnitude
    return [update_direction, updated_magnitude]
Example #5
0
def Stochastic_W_gradient(db, y_tilde, previous_gw, w_l, i_values, j_values):
	update_direction = 0
	updated_magnitude = 0

	for i in i_values:
		for j in j_values:
			#import pdb; pdb.set_trace()
			A_ij = create_A_ij_matrix(db,i,j)
			gamma_ij = create_gamma_ij(db, y_tilde, i, j)

			wAw = w_l.T.dot(A_ij).dot(w_l) + previous_gw[i,j] + 1
			front_constant_term = gamma_ij*db['poly_order']
			polynomial_term = np.power(wAw, db['poly_order'] - 1)
			derivative_term = (A_ij + A_ij.T).dot(w_l)


			portion_magnitude = gamma_ij*np.power(wAw, db['poly_order'])
			updated_magnitude += portion_magnitude
			update_direction += front_constant_term*polynomial_term*derivative_term

	
	#print 'updated_magnitud : ' , updated_magnitude
	return [update_direction, updated_magnitude]
Example #6
0
 def create_gamma_ij(self, i, j):
     if type(self.gamma_array) == type(None):
         return create_gamma_ij(self.db, self.y_tilde, i, j)
     else:
         return self.gamma_array[i, j]
Example #7
0
	def create_gamma_ij(self, db, i, j):
		if type(self.gamma_array) == type(None):
			return create_gamma_ij(db, self.y_tilde, i, j)
		else:
			return self.gamma_array[i,j]