def __init__(self, f, df, x0, names=None, *args, **kwargs):
"""
:param f: Function to check gradient for
:param df: Gradient of function to check
:param x0:
Initial guess for inputs x (if it has a shape (a,b) this will be reflected in the parameter names).
Can be a list of arrays, if f takes a list of arrays. This list will be passed
to f and df in the same order as given here.
If f takes only one argument, make sure not to pass a list for x0!!!
:type x0: [array-like] | array-like | float | int
:param list names:
Names to print, when performing gradcheck. If a list was passed to x0
a list of names with the same length is expected.
:param args kwargs: Arguments passed as f(x, *args, **kwargs) and df(x, *args, **kwargs)
Examples:
---------
from GPy.models import GradientChecker
N, M, Q = 10, 5, 3
Sinusoid:
X = numpy.random.rand(N, Q)
grad = GradientChecker(numpy.sin,numpy.cos,X,'sin_in')
grad.checkgrad(verbose=1)
Using GPy:
X, Z = numpy.random.randn(N,Q), numpy.random.randn(M,Q)
kern = GPy.kern.linear(Q, ARD=True) + GPy.kern.rbf(Q, ARD=True)
grad = GradientChecker(kern.K,
lambda x: kern.dK_dX(numpy.ones((1,1)), x),
x0 = X.copy(),
names=['X_input'])
grad.checkgrad(verbose=1)
grad.randomize()
grad.checkgrad(verbose=1)
"""
Model.__init__(self)
if isinstance(x0, (list, tuple)) and names is None:
self.shapes = [get_shape(xi) for xi in x0]
self.names = ['X{i}'.format(i=i) for i in range(len(x0))]
elif isinstance(x0, (list, tuple)) and names is not None:
self.shapes = [get_shape(xi) for xi in x0]
self.names = names
elif names is None:
self.names = ['X']
self.shapes = [get_shape(x0)]
else:
self.names = names
self.shapes = [get_shape(x0)]
for name, xi in zip(self.names, at_least_one_element(x0)):
self.__setattr__(name, numpy.float_(xi))
# self._param_names = []
# for name, shape in zip(self.names, self.shapes):
# self._param_names.extend(map(lambda nameshape: ('_'.join(nameshape)).strip('_'), itertools.izip(itertools.repeat(name), itertools.imap(lambda t: '_'.join(map(str, t)), itertools.product(*map(lambda xi: range(xi), shape))))))
self.args = args
self.kwargs = kwargs
self._f = f
self._df = df
def __init__(self, f, df, x0, names=None, *args, **kwargs):
"""
:param f: Function to check gradient for
:param df: Gradient of function to check
:param x0:
Initial guess for inputs x (if it has a shape (a,b) this will be reflected in the parameter names).
Can be a list of arrays, if f takes a list of arrays. This list will be passed
to f and df in the same order as given here.
If f takes only one argument, make sure not to pass a list for x0!!!
:type x0: [array-like] | array-like | float | int
:param list names:
Names to print, when performing gradcheck. If a list was passed to x0
a list of names with the same length is expected.
:param args kwargs: Arguments passed as f(x, *args, **kwargs) and df(x, *args, **kwargs)
Examples:
---------
from GPy.models import GradientChecker
N, M, Q = 10, 5, 3
Sinusoid:
X = numpy.random.rand(N, Q)
grad = GradientChecker(numpy.sin,numpy.cos,X,'sin_in')
grad.checkgrad(verbose=1)
Using GPy:
X, Z = numpy.random.randn(N,Q), numpy.random.randn(M,Q)
kern = GPy.kern.linear(Q, ARD=True) + GPy.kern.rbf(Q, ARD=True)
grad = GradientChecker(kern.K,
lambda x: kern.dK_dX(numpy.ones((1,1)), x),
x0 = X.copy(),
names=['X_input'])
grad.checkgrad(verbose=1)
grad.randomize()
grad.checkgrad(verbose=1)
"""
Model.__init__(self)
if isinstance(x0, (list, tuple)) and names is None:
self.shapes = [get_shape(xi) for xi in x0]
self.names = ['X{i}'.format(i=i) for i in range(len(x0))]
elif isinstance(x0, (list, tuple)) and names is not None:
self.shapes = [get_shape(xi) for xi in x0]
self.names = names
elif names is None:
self.names = ['X']
self.shapes = [get_shape(x0)]
else:
self.names = names
self.shapes = [get_shape(x0)]
for name, xi in zip(self.names, at_least_one_element(x0)):
self.__setattr__(name, numpy.float_(xi))
# self._param_names = []
# for name, shape in zip(self.names, self.shapes):
# self._param_names.extend(map(lambda nameshape: ('_'.join(nameshape)).strip('_'), itertools.izip(itertools.repeat(name), itertools.imap(lambda t: '_'.join(map(str, t)), itertools.product(*map(lambda xi: range(xi), shape))))))
self.args = args
self.kwargs = kwargs
self._f = f
self._df = df
def __init__(self, mapping=None, dL_df=None, X=None):
num_samples = 20
if mapping==None:
mapping = GPy.mapping.linear(1, 1)
if X==None:
X = np.random.randn(num_samples, mapping.input_dim)
if dL_df==None:
dL_df = np.ones((num_samples, mapping.output_dim))
self.mapping=mapping
self.X = X
self.dL_df = dL_df
self.num_params = self.mapping.num_params
Model.__init__(self)
def __init__(self, mapping=None, dL_df=None, X=None):
num_samples = 20
if mapping == None:
mapping = GPy.mapping.linear(1, 1)
if X == None:
X = np.random.randn(num_samples, mapping.input_dim)
if dL_df == None:
dL_df = np.ones((num_samples, mapping.output_dim))
self.mapping = mapping
self.X = X
self.dL_df = dL_df
self.num_params = self.mapping.num_params
Model.__init__(self)
