Example #1
0
    def kernel(self, points1, points2=None):
        if points2 is None:
            points2 = points1
            white_noise = self.white * util.eye(tf.shape(points1)[0])
        else:
            white_noise = 0.0

        #This has to be replaced. Is used so as to have a tensor for points1 and points2
        points1 = points1 / self.lengthscale * self.lengthscale
        points2 = points2 / self.lengthscale * self.lengthscale
        magnitude_square1 = tf.expand_dims(tf.reduce_sum(points1**2, 1), 1)
        magnitude_square2 = tf.expand_dims(tf.reduce_sum(points2**2, 1), 1)
        distances = (magnitude_square1 -
                     2 * tf.matmul(points1, tf.transpose(points2)) +
                     tf.transpose(magnitude_square2))
        distances_root = tf.sqrt(
            distances +
            0.05) / self.lengthscale  #Numerical stability problem!!
        distances_root = tf.clip_by_value(distances_root, 0.0, self.MAX_DIST)
        constant = np.sqrt(5.0)
        first_term = (1 + constant * distances_root +
                      5.0 / 3.0 * distances_root**2) * self.std_dev
        second_term = tf.exp(-constant * distances_root)
        kernel_matrix = tf.multiply(first_term, second_term)
        return kernel_matrix + white_noise
    def kernel(self, points1, points2=None):
        if points2 is None:
            points2 = points1
            white_noise = self.white * util.eye(tf.shape(points1)[0])
        else:
            white_noise = 0.0

        kern_matrix = np.zeros((points1.shape[0], points2.shape[0]))
        #tf.zeros((tf.shape(points1)[0],tf.shape(points2)[0]))
        output_list = []
        for i in range(kern_matrix.shape[0]):
            for j in range(kern_matrix.shape[1]):
                distances = util.euclidean2(points1[i, :], points2[j, :])
                distances = tf.clip_by_value(distances, 0.0, self.MAX_DIST)
                #V_this is to limit the distances between these two values
                first_term = tf.scalar_mul(
                    self.std_dev, 1.0 + tf.scalar_mul(
                        math.sqrt(3.0) / self.lengthscale, distances))
                second_term = tf.exp(
                    tf.scalar_mul(-math.sqrt(3.0) / self.lengthscale,
                                  distances))
                output_list.append(tf.multiply(first_term, second_term))
        kernel_matrix = tf.transpose(
            tf.reshape((tf.stack(output_list)),
                       [points2.shape[0], points1.shape[0]]))
        return kernel_matrix + white_noise
Example #3
0
    def kernel(self, points1, points2=None):
        if points2 is None:
            points2 = points1
            white_noise = self.white * util.eye(tf.shape(points1)[0])
        else:
            white_noise = 0.0

        kern = self.recursive_kernel(points1 / self.lengthscale, points2 / self.lengthscale, self.depth)
        return (self.std_dev ** 2) * kern + white_noise
Example #4
0
    def kernel(self, points1, points2=None):
        if points2 is None:
            points2 = points1
            white_noise = self.white * util.eye(tf.shape(points1)[0])
        else:
            white_noise = 0.0

        #This has to be replaced. Is used so as to have a tensor for points1 and points2
        points1 = points1 / self.std_dev * self.std_dev
        points2 = points2 / self.std_dev * self.std_dev

        variance = self.std_dev**2
        kernel_matrix = tf.matmul(points1 * variance, tf.transpose(points2))
        return kernel_matrix + white_noise
Example #5
0
    def kernel(self, points1, points2=None):
        if points2 is None:
            points2 = points1
            white_noise = self.white * util.eye(tf.shape(points1)[0])
        else:
            white_noise = 0.0

        points1 = points1 / self.lengthscale
        points2 = points2 / self.lengthscale
        magnitude_square1 = tf.expand_dims(tf.reduce_sum(points1**2, 1), 1)
        magnitude_square2 = tf.expand_dims(tf.reduce_sum(points2**2, 1), 1)
        distances = (magnitude_square1 -
                     2 * tf.matmul(points1, tf.transpose(points2)) +
                     tf.transpose(magnitude_square2))
        distances = tf.clip_by_value(distances, 0.0, self.MAX_DIST)

        kern = ((self.std_dev**2) * tf.exp(-distances / 2.0))
        return kern + white_noise
Example #6
0
 def kernel(
     self,
     points1,
     points2=None
 ):  #V_this is just computing the kernel for two points (two vectors), not for N
     #points. It gives back one kernel value. Viene fatto per una matrice in generale. Non per una sola osservazione.
     if points2 is None:
         points2 = points1
         white_noise = self.white * util.eye(tf.shape(points1)[0])
     else:
         white_noise = 0.0
     points1 = points1 / self.lengthscale
     points2 = points2 / self.lengthscale
     magnitude_square1 = tf.expand_dims(tf.reduce_sum(points1**2, 1), 1)
     magnitude_square2 = tf.expand_dims(tf.reduce_sum(points2**2, 1), 1)
     distances = (magnitude_square1 -
                  2 * tf.matmul(points1, tf.transpose(points2)) +
                  tf.transpose(magnitude_square2))
     #print("prima di clip", distances)
     distances = tf.clip_by_value(distances, 0.0, self.MAX_DIST)
     #print("dopo clip", distances)
     kern = ((self.std_dev**2) * tf.exp(-distances / 2.0))
     return kern + white_noise