def setUp(self):
self.X = None
self.cost = lambda X: np.exp(np.sum(X**2))
n = self.n = 15
Y = self.Y = rnd.randn(1, n)
A = self.A = rnd.randn(1, 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 (column 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 'right multiply' H by A
self.correct_hess = np.array(Amat.dot(H))
def setUp(self):
self.X = None
self.cost = lambda X: np.exp(np.sum(X**2))
n = self.n = 15
Y = self.Y = rnd.randn(1, n)
A = self.A = rnd.randn(1, 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.array(Amat.dot(H))
self.backend = AutogradBackend()
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 f(t):
if num_vs_sym:
# numpy matrix
M = np.matrix([[0, 1], [-w2(t), 0]])
elif num_vs_sym == False:
M = sym.Matrix([[0, 1], [-w2(t), 0]])
return M
def load_data(self):
# load data
data = np.matrix(
np.genfromtxt(
'../../mlrefined_datasets/superlearn_datasets/bacteria_data.csv',
delimiter=','))
self.x = np.asarray(data[:, 0])
self.y = np.asarray(data[:, 1])
def get_MWhessian(self):
temp = []
for i in self.hess.splitlines():
temp.append(i.split())
H0 = np.matrix(temp, float)
A = np.dot(H0, self.MM)
mwH = np.dot(A, self.MM)
return mwH
def Airy_sol(t): Ai0, Aip0, Bi0, Bip0 = special.airy(0) M = (1/(-Ai0*Bip0 + Aip0*Bi0))*np.matrix([[-Bip0, -Bi0], [+Aip0, Ai0]]) ab = M @ Airy["x0"].reshape(2, 1) Ai, Aip, Bi, Bip = special.airy(-t) a = ab[0, 0] b = ab[1, 0] x_true = a*Ai + b*Bi dxdt_true = a*Aip + b*Bip x = np.hstack((x_true.reshape(t.size, 1),dxdt_true.reshape(t.size, 1))) return x
def get_frequencies(self):
self.e, self.l = np.linalg.eigh(self.get_MWhessian())
self.Q = np.matrix(self.MM) * np.matrix(self.l)
freq = []
A = np.sqrt(hartree2J)
B = A/(amu2kg*bohr2m**2)
C = (c*2*np.pi)
conv = B / C
for i in self.e:
if i >= 0:
freq.append(i**0.5*conv)
elif i < -1:
freq.append((-i)**0.5*conv)
else:
freq.append((-i)**0.5*conv)
return freq
def _getRay(cam_param):
"""Inner function with camera parameter to calculate derivative against.
"""
az, el, distance_ratio = cam_param
K, RT = getBlenderProj(az, el, distance_ratio, img_w=img_w, img_h=img_h)
W2B = getBinvoxProj(voxel_d, voxel_t_x, voxel_t_y, voxel_t_z, voxel_s)
# Calculate camera location from camera matrix.
invrot = RT[:, :3].transpose()
invloc = - np.matrix(invrot) * np.matrix(RT[:, 3]).T
camloc = np.matrix((*np.array(invloc.T)[0], 1)) * np.linalg.inv(W2B).T
camloc = camloc[0, :3] / camloc[0, 3]
# Calculate direction vector of ray for each pixel of the image.
pixloc = np.matrix(list(itertools.product(range(img_h),
range(img_w),
(1,))))
pixloc = pixloc * (np.linalg.inv(W2B) *
np.linalg.pinv(RT) *
np.linalg.inv(K)).T
pixloc = pixloc[:, :3] / pixloc[:, 3]
raydir = camloc - pixloc
return np.array(camloc)[0].astype(np.float32), raydir.astype(np.float32)
def test_safe_matmul(self):
def safe_matmul_todense(a, b):
result = obj_lib.safe_matmul(a, b)
if sp.sparse.issparse(result):
return np.asarray(result.todense())
else:
return np.asarray(result)
a = np.random.random((3, 3))
b = np.random.random((3, 3))
ab = np.matmul(a, b)
np_test.assert_array_almost_equal(ab, safe_matmul_todense(a, b))
np_test.assert_array_almost_equal(
ab, safe_matmul_todense(sp.sparse.csr_matrix(a), b))
np_test.assert_array_almost_equal(
ab, safe_matmul_todense(a, sp.sparse.csr_matrix(b)))
np_test.assert_array_almost_equal(ab,
safe_matmul_todense(np.matrix(a), b))
np_test.assert_array_almost_equal(ab,
safe_matmul_todense(a, np.matrix(b)))
def test():
size = 1000
mu = 2
var = 1
dx = 20
dy = 20
f1 = np.square
f2 = np.square
# generate confounding variables for 1st sample
mean = np.zeros(dx)
cov = np.eye(dx)
X1 = np.random.multivariate_normal(mean, cov, size)
X1 = np.matrix(X1)
# generate confounding variables for 2nd sample
mean = np.zeros(dx) + mu
cov = np.eye(dx) * var
X2 = np.random.multivariate_normal(mean, cov, size)
X2 = np.matrix(X2)
# Define data generating process for y
Axy = np.random.rand(dx, dy)
for i in range(dy):
Axy[:, i] = Axy[:, i] / np.linalg.norm(Axy[:, i], ord=1)
Axy = np.matrix(Axy)
print(Axy[:10, ])
print(f1(X1 * Axy).shape)
print(f1(X1 * Axy)[:10])
#print(min(f1(X1)))
#print(max(f1(X1 * Axy)))
#print(min(f1(X1 * Axy)))
#print(max(f2(X2 * Axy)))
#print(min(f2(X2 * Axy)))
print(np.mean(np.abs(f1(X1 * Axy))))
print(np.mean(np.abs(f2(X2 * Axy))))
def getBinvoxProj(voxel_d, voxel_t_x, voxel_t_y, voxel_t_z, voxel_s):
"""Calculate 4x4 projection matrix from voxel to obj coordinate"""
# Calculate rotation and translation matrices.
# Step 1: Voxel coordinate to binvox coordinate.
S_vox2bin = Matrix.Scale(1 / (voxel_d - 1), 4)
# Step 2: Binvox coordinate to obj coordinate.
voxel_t = min(voxel_t_x, voxel_t_y, voxel_t_z)
RST_bin2obj = (Matrix.Rotation(radians(90), 4, 'X') *
Matrix.Translation([voxel_t] * 3) *
Matrix.Scale(voxel_s, 4))
return np.matrix(RST_bin2obj * S_vox2bin)
def getBlenderProj(az, el, distance_ratio, img_w=IMG_W, img_h=IMG_H):
"""Calculate 4x3 3D to 2D projection matrix given viewpoint parameters."""
# Calculate intrinsic matrix.
scale = RESOLUTION_PCT / 100
f_u = F_MM * img_w * scale / SENSOR_SIZE_MM
f_v = F_MM * img_h * scale * PIXEL_ASPECT_RATIO / SENSOR_SIZE_MM
u_0 = img_w * scale / 2
v_0 = img_h * scale / 2
K = np.matrix(((f_u, SKEW, u_0), (0, f_v, v_0), (0, 0, 1)))
# Calculate rotation and translation matrices.
# Step 1: World coordinate to object coordinate.
sa = np.sin(np.radians(-az))
ca = np.cos(np.radians(-az))
se = np.sin(np.radians(-el))
ce = np.cos(np.radians(-el))
R_world2obj = np.transpose(np.matrix(((ca * ce, -sa, ca * se),
(sa * ce, ca, sa * se),
(-se, 0, ce))))
# Step 2: Object coordinate to camera coordinate.
R_obj2cam = np.transpose(np.matrix(CAM_ROT))
R_world2cam = R_obj2cam * R_world2obj
cam_location = np.transpose(np.matrix((distance_ratio * CAM_MAX_DIST,
0,
0)))
T_world2cam = -1 * R_obj2cam * cam_location
# Step 3: Fix blender camera's y and z axis direction.
R_camfix = np.matrix(((1, 0, 0), (0, -1, 0), (0, 0, -1)))
R_world2cam = R_camfix * R_world2cam
T_world2cam = R_camfix * T_world2cam
RT = np.hstack((R_world2cam, T_world2cam))
return K, RT
def local_trans(self, joint_name, joint_angle):
'''calculate local transformation of one joint
:param str joint_name: the name of joint
:param float joint_angle: the angle of joint in radians
:return: transformation
:rtype: 4x4 matrix
'''
# determine right rotation_matrix values
normal_value_for_2 = sqrt(0.5)
if self.yaw_rotators.__contains__(joint_name):
ux, uy, uz = 0, 0, 1
elif self.roll_rotators.__contains__(joint_name):
ux, uy, uz = 1, 0, 0
elif self.pitch_rotators.__contains__(joint_name):
ux, uy, uz = 0, 1, 0
elif joint_name == 'LHipYawPitch':
ux, uy, uz = 0, normal_value_for_2, -normal_value_for_2
elif joint_name == 'RHipYawPitch':
ux, uy, uz = 0, -normal_value_for_2, -normal_value_for_2
else:
print "weird jointname"
ux, uy, uz = 0, 0, 0
cost = cos(joint_angle)
sint = sin(joint_angle)
distance_lengths = self.distances[joint_name]
# rotation matrix in 3d around any normalized axis
T = matrix([[
cost + ux**2 * (1 - cost), ux * uy * (1 - cost) - uz * sint,
ux * uz * (1 - cost) + uy * sint, distance_lengths[0]
],
[
uy * ux * (1 - cost) + uz * sint,
cost + uy**2 * (1 - cost),
uy * uz * (1 - cost) - ux * sint, distance_lengths[1]
],
[
uz * ux * (1 - cost) - uy * sint,
uz * uy * (1 - cost) + ux * sint,
cost + uz**2 * (1 - cost), distance_lengths[2]
], [0, 0, 0, 1]])
return T
def _generate_data(self, n):
def _is_pos_def(x):
return np.all(np.linalg.eigvals(x) > 0)
np.random.seed(self.rnd_seed)
A = np.matrix(np.random.rand(n, n) - np.ones([n, n]) * 0.5)
A = (A + A.T)/2
w, _ = np.linalg.eig(A)
# d = Diagonal offset; smaller value = more elliptic i.e. harder for GD
d = self.params.get('d')
if not _is_pos_def(A):
lmin = min(w)
A = A + (abs(lmin) + d) * np.identity(n)
assert(_is_pos_def(A))
w, _ = np.linalg.eig(A)
# condition_number = max(w) / min(w)
b = (np.random.rand(n) - np.ones(n) * 0.5).reshape(n, 1)
c = np.random.rand() - 0.5
return A, b, c
def get_xm(x_var, x_base):
return np.matrix(
[splinify(np.min(x_var), np.max(x_base), 1.0, x) for x in x_var])
def error(X, Y, a):
a = np.matrix([[a], [0.666]])
e = X * a - Y
return (e.transpose() * e).item(0)
def setUp(self):
np.seterr(all='raise')
def f(x):
return (np.exp(np.sum(x[0]**2)) + np.exp(np.sum(x[1]**2)) +
np.exp(np.sum(x[2]**2)))
self.cost = f
n1 = self.n1 = 3
n2 = self.n2 = 4
n3 = self.n3 = 5
n4 = self.n4 = 6
n5 = self.n5 = 7
n6 = self.n6 = 8
self.y = y = (rnd.randn(n1), rnd.randn(n2, n3), rnd.randn(n4, n5, n6))
self.a = a = (rnd.randn(n1), rnd.randn(n2, n3), rnd.randn(n4, n5, n6))
self.correct_cost = f(y)
# CALCULATE CORRECT GRAD
g1 = 2 * y[0] * np.exp(np.sum(y[0]**2))
g2 = 2 * y[1] * np.exp(np.sum(y[1]**2))
g3 = 2 * y[2] * np.exp(np.sum(y[2]**2))
self.correct_grad = (g1, g2, g3)
# CALCULATE CORRECT HESS
# 1. VECTOR
Ymat = np.matrix(y[0])
Amat = np.matrix(a[0])
diag = np.eye(n1)
H = np.exp(np.sum(y[0]**2)) * (4 * Ymat.T.dot(Ymat) + 2 * diag)
# Then 'left multiply' H by A
h1 = np.array(Amat.dot(H)).flatten()
# 2. MATRIX
# First form hessian tensor H (4th order)
Y1 = y[1].reshape(n2, n3, 1, 1)
Y2 = y[1].reshape(1, 1, n2, n3)
# Create an m x n x m x n array with diag[i,j,k,l] == 1 iff
# (i == k and j == l), this is a 'diagonal' tensor.
diag = np.eye(n2 * n3).reshape(n2, n3, n2, n3)
H = np.exp(np.sum(y[1]**2)) * (4 * Y1 * Y2 + 2 * diag)
# Then 'right multiply' H by A
Atensor = a[1].reshape(1, 1, n2, n3)
h2 = np.sum(H * Atensor, axis=(2, 3))
# 3. Tensor3
# First form hessian tensor H (6th order)
Y1 = y[2].reshape(n4, n5, n6, 1, 1, 1)
Y2 = y[2].reshape(1, 1, 1, n4, n5, n6)
# Create an n1 x n2 x n3 x n1 x n2 x n3 diagonal tensor
diag = np.eye(n4 * n5 * n6).reshape(n4, n5, n6, n4, n5, n6)
H = np.exp(np.sum(y[2]**2)) * (4 * Y1 * Y2 + 2 * diag)
# Then 'right multiply' H by A
Atensor = a[2].reshape(1, 1, 1, n4, n5, n6)
h3 = np.sum(H * Atensor, axis=(3, 4, 5))
self.correct_hess = (h1, h2, h3)
self.backend = AutogradBackend()
def translation(self, x, y, z):
return matrix([[1, 0, 0, x], [0, 1, 0, y], [0, 0, 1, z], [0, 0, 0, 1]])
time_series =[4,5,4,3,6,2,4,5,10,6,8,2,6,17,23,13,21,28,24,20,40,27,42,33,43,37,57,71,44,56,53,52,47,26,27,21,21,26,34,37,17,19,25,18,21,17,17,16,16,15,23,16,17,12,17,10,15,19,21,14,18,13,14,18,23,25,62,60,76,66,64,68,89,92,140,116,142,129,140,140,127,129,169,141,108,78,70,81,104,90,85,55,53,65,33,38,59,40,37,29,30,30,28,23,24,29,26,23,20,19,20,26,29,31,28,26,32,35,33,30,52,59,67,65,74,70,61,53,76,61,57,44,34,47,60,60,53,36,31,30,32,28,33,33,35,22,13,13,21,17,11,8,8,6,6,7,12,17,10,10,18,19,12,22,12,21,18,16,16,22,17,25,23,12,25,28,27,18,23,23,29,38,36,43,46,31,25,40,31,38,30,22,31,26,35,36,39,25,31,37,33,25,24,18,23,13,18,14,17,22,13,24,31,34,31,31,38,49,42,49,55,80,84,72,89,115,179,202,272,302,395,426,461,381,333,353,410,364,359,288,221,149,112,154,91,72,56,46,37,26,17,17,20,11,7,16,14,16,5,2,6,5,4,3,4,16,8,7,10,14,7,9,11,23,17,19,24,17,28,40,33,31,33,29,30,36,48,40,28,36,19,34,23,17,17,23,14,20,13,23,20,16,16,23,14,15,4,5,5,11,11,7,4,6,5,2,4,2,4,6,6,4,6,11,16,9,12,13,27,21,19,17,24,27,30,29,25,35,33,30,29,31,29,22,27,24,26,29,22,33,24,30,20,17,24,28,18,13,9,14,11,11,19,10,8,8,9,3,7,14,4,9,14,7,9,3,3,14,12,10,21,26,47,42,31,34,33,52,56,70,112,70,47,48,49,66,56,61,67,64,68,49,50,56,75,63,62,41,50,34,31,38,30,32,26,30,36,35,46,48,44,51,59,71,102,128,127,150,191,256,329,263,220,204,181,99,54,80,102,127,73,68,64,55,67,84,85,67,73,89,68,59,56,77,75,47,50,42,28,37,37,27,12,15,22,8,15,17,10,9,11,20,13,11,16,11,7,17,14,13,15,30,25,40,44,25,21,48,56,60,45,55,32,46,61,42,37,43,34,40,25,16,17,17,16,23,18,18,9,7,7,4,3,2,8,3,1,1,2,3,3,2,0,0,2,2,0,6,3,6,2,3,2,4,5,2,9,2,4,8,6,3,11,14,15,20,9,20,28,38,30,30,23,16,22,28,14,17,20,17,10,13,20,9,18,9,8,19,11,4,6,6,8,13,8,8,5,16,12,11,18,10,22,14,16,18,27,38,35,41,51,65,55,54,62,64,56,65,71,75,71,72,47,27,35,25,19,37,38,34,26,19,18,22,16,18,6,12,6,6,3,7,6,1,3,2,2,1,10,3,3,1,1,2,6,3,3,5,4,7,6,5,7,6,4,4,7,9,5,5,10,6,13,6,5,5,9,3,6,11,7,7,15,9,6,6,6,7,10,8,7,12,3,2,7,5,5,7,7,7,7,10,13,10,14,11,20,25,17,18,25,21,31,32,26,35,28,37,41,34,30,39,39,39,34,30,37,29,26,15,22,15,20,14,10,21,14,14,9,11,5,6,7,11,4,3,2,6,10,7,5,3,12,13,10,13,13,8,21,18,8,7,20,14,14,7,14,10,13,27,13,18,16,16,20,17,4,15,8,6,12,15,11,10,15,17,7,7,8,9,12,12,5,4,11,4,5,7,1,1,4,2,6,3,4,10,12,21,26,21,30,45,56,75,83,82,126,119,137,131,112,82,73,43,55,55,53,46,43,29,22,26,13,17,8,13,10,17,19,9,9,9,3,7,7,0,2,3,3,1,3,3,3,7,3,5,11,5,5,6,6,4,4,8,14,12,16,10,16,18,15,23,17,33,15,13,11,14,17,19,20,12,21,7,19,10,13,10,8,21,11,9,14,14,15,18,16,12,20,8,3,13,4,1,10,8,13,10,21,18,21,34,25,34,33,40,42,36,72,75,76,92,71,112,106,101,170,135,106,68,48,48,26,33,29,17,12,13,17,15,14,15,10,9,2,6,8,5,1,2,3,4,3,1,3,5,2,3,2,3,2,2,3,4,3,4,4,4,7,6,15,11,9,9,12,13,13,13,20,28,45,28,34,41,36,38,48,27,23,28,42,30,18,38,28,36,44,41,35,28,28,22,26,24,9,21,10,15]
num_particles = 50
#style.use('ggplot')
import matplotlib.pyplot as plt
#-(1.0/(2*observation_variance))*(theta_i - time_series[t])**2 + np.log(1.0/np.sqrt(np.pi*2*observation_variance))
observation_variance = .00000000001
transition_variance = 1000
seasonality = 4
G = np.matrix([[np.cos(2*np.pi/seasonality),np.sin(2*np.pi/seasonality)],[-np.sin(2*np.pi/seasonality),np.cos(2*np.pi/seasonality)]])
class StateSpaceModel:
def lnprob_theta_i(self, theta_i, theta_t_minus_1, time_series,t):
#ln poisson observations
lnprob_theta_i = -np.exp(theta_i[0]) + time_series[t]*theta_i[0] - np.sum(np.log(np.arange(time_series[t])+1))
transition_sum = 0
for theta_t_minus_1_i in theta_t_minus_1:
tmp = np.transpose(np.matmul(G,theta_t_minus_1_i.reshape((-1,1)))).tolist()[0]
transition_sum += 1.0/(np.sqrt(2*np.pi*transition_variance))*np.exp(-.5*(1.0/transition_variance)*((theta_i - tmp )**2))
return (lnprob_theta_i+np.log(transition_sum))
def dlnprob(self, theta_i,theta_t_minus_1,time_series, t):
def rotY(self, angle):
return matrix([[cos(angle), 0, sin(angle), 0], [0, 1, 0, 0],
[-sin(angle), 0, cos(angle), 0], [0, 0, 0, 1]])
def rotZ(self, angle):
return matrix([[cos(angle), -sin(angle), 0, 0],
[sin(angle), cos(angle), 0, 0], [0, 0, 1, 0],
[0, 0, 0, 1]])
def setUp(self):
def f(x):
return (np.exp(np.sum(x[0]**2)) + np.exp(np.sum(x[1]**2)) +
np.exp(np.sum(x[2]**2)))
self.cost = f
n1 = self.n1 = 3
n2 = self.n2 = 4
n3 = self.n3 = 5
n4 = self.n4 = 6
n5 = self.n5 = 7
n6 = self.n6 = 8
self.y = y = (rnd.randn(n1), rnd.randn(n2, n3), rnd.randn(n4, n5, n6))
self.a = a = (rnd.randn(n1), rnd.randn(n2, n3), rnd.randn(n4, n5, n6))
self.correct_cost = f(y)
# CALCULATE CORRECT GRAD
g1 = 2 * y[0] * np.exp(np.sum(y[0] ** 2))
g2 = 2 * y[1] * np.exp(np.sum(y[1] ** 2))
g3 = 2 * y[2] * np.exp(np.sum(y[2] ** 2))
self.correct_grad = (g1, g2, g3)
# CALCULATE CORRECT HESS
# 1. VECTOR
Ymat = np.matrix(y[0])
Amat = np.matrix(a[0])
diag = np.eye(n1)
H = np.exp(np.sum(y[0] ** 2)) * (4 * Ymat.T.dot(Ymat) + 2 * diag)
# Then 'left multiply' H by A
h1 = np.array(Amat.dot(H)).flatten()
# 2. MATRIX
# First form hessian tensor H (4th order)
Y1 = y[1].reshape(n2, n3, 1, 1)
Y2 = y[1].reshape(1, 1, n2, n3)
# Create an m x n x m x n array with diag[i,j,k,l] == 1 iff
# (i == k and j == l), this is a 'diagonal' tensor.
diag = np.eye(n2 * n3).reshape(n2, n3, n2, n3)
H = np.exp(np.sum(y[1] ** 2)) * (4 * Y1 * Y2 + 2 * diag)
# Then 'right multiply' H by A
Atensor = a[1].reshape(1, 1, n2, n3)
h2 = np.sum(H * Atensor, axis=(2, 3))
# 3. Tensor3
# First form hessian tensor H (6th order)
Y1 = y[2].reshape(n4, n5, n6, 1, 1, 1)
Y2 = y[2].reshape(1, 1, 1, n4, n5, n6)
# Create an n1 x n2 x n3 x n1 x n2 x n3 diagonal tensor
diag = np.eye(n4 * n5 * n6).reshape(n4, n5, n6, n4, n5, n6)
H = np.exp(np.sum(y[2] ** 2)) * (4 * Y1 * Y2 + 2 * diag)
# Then 'right multiply' H by A
Atensor = a[2].reshape(1, 1, 1, n4, n5, n6)
h3 = np.sum(H * Atensor, axis=(3, 4, 5))
self.correct_hess = (h1, h2, h3)
self.backend = AutogradBackend()
def rotX(self, angle):
return matrix([[1, 0, 0, 0], [0, cos(angle), -sin(angle), 0],
[0, sin(angle), cos(angle), 0], [0, 0, 0, 1]])
def get_y_reg(a, x_spline):
return np.matrix([[np.dot(x, a).item(0)] for x in x_spline])
def generate_samples_random(size=1000,
mu=0,
var=1,
dx=1,
dy=1,
noise="gaussian",
f1='linear',
f2='linear',
seed=None):
'''Generate null or alternative nonlinear samples with different degrees of confounding
1. X1 and X2 independent Gaussians - confounding variables
2. Y = f1(X1) + noise and Y = f2(X2)
Arguments:
size : number of samples
mu: mean of X
var: variance of X
dx: Dimension of X
dy: Dimension of Y
nstd: noise standard deviation
noise: type of noise
f1,f2 to be within {x,x^2,x^3,tanh x, cos x}
Output:
allsamples --> complete data-set
'''
if seed == None:
np.random.seed()
else:
np.random.seed(seed)
if f1 == 'linear':
f1 = same
if f1 == 'square':
f1 = np.square
if f1 == 'tanh':
f1 = np.tanh
if f1 == 'cos':
f1 = np.cos
if f1 == 'cube':
f1 = cube
if f2 == 'linear':
f2 = same
if f2 == 'square':
f2 = np.square
if f2 == 'tanh':
f2 = np.tanh
if f2 == 'cos':
f2 = np.cos
if f2 == 'cube':
f2 = cube
# generate confounding variables for 1st sample
mean = np.zeros(dx)
cov = np.eye(dx)
X1 = np.random.multivariate_normal(mean, cov, size)
X1 = np.matrix(X1)
# generate confounding variables for 2nd sample
mean = np.zeros(dx) + mu
cov = np.eye(dx) * var
X2 = np.random.multivariate_normal(mean, cov, size)
X2 = np.matrix(X2)
Axy = np.random.rand(dx, dy)
Axy = np.matrix(Axy)
if noise == 'gaussian':
noise1 = np.random.multivariate_normal(np.zeros(dy),
np.eye(dy) * 0.5, size)
noise2 = np.random.multivariate_normal(np.zeros(dy),
np.eye(dy) * 0.5, size)
noise1 = np.matrix(noise1)
noise2 = np.matrix(noise2)
elif noise == 'exp':
noise1 = numpy.random.exponential(scale=1.0, size=size)
noise2 = numpy.random.exponential(scale=1.0, size=size)
noise1 = np.matrix(noise1)
noise2 = np.matrix(noise2)
if dx == dy:
Y1 = X1
Y2 = X2
Y1[:, 0] = f1(X1[:, 0]) + noise1[:, 0]
Y2[:, 0] = f2(X2[:, 0]) + noise2[:, 0]
Y1[:, 1:] = f1(X1[:, 1:]) + noise1[:, 1:]
Y2[:, 1:] = f2(X2[:, 1:]) + noise2[:, 1:]
else:
Y1 = f1(X1 * Axy) + noise1
Y2 = f2(X2 * Axy) + noise2
return np.array(X1), np.array(X2), np.array(Y1), np.array(Y2)
import autograd.numpy as np
from autograd import grad
import math
import random
from numpy.linalg import inv
import matplotlib.pyplot as plt
nbSamples = 1000
X = np.matrix([[random.random(), 1] for x in range(nbSamples)])
Y = np.matrix([3 * x[0].item(0) + 0.666 for x in X]).transpose()
def error(X, Y, a):
a = np.matrix([[a], [0.666]])
e = X * a - Y
return (e.transpose() * e).item(0)
def genError(X, Y):
return lambda a: error(X, Y, a)
err = genError(X, Y)
xs = [x * 6.0 / nbSamples for x in range(nbSamples)]
e = [err(x) for x in xs]
grad_err = grad(err)
def newtonStep(f0, df, x0):
def main():
# Create initial condition.
u = np.ones(nx)
# Apply the step condition.
u[int(.5 / dx):int(1 / dx + 1)] = 2
# Print initial condition.
un = np.ones(nx)
# Prepare the residue vector.
rhs = np.zeros(nx)
# Iterate the solution and monitor the eigenvalues.
for n in range(nt):
# Dump iteration count.
print(" +++ Time: " + str(n) + " +++")
# Copy the solution of the explicit time marching scheme.
un = u.copy()
# Separate the residue.
rhs = frhs_vec(un, nu, dx)
# March the residue.
u = un + dt * rhs
# Computes the derivative of the residues with respect to the solution vector.
eps = 0.0001
drhs_du = np.zeros(
(nx - 1, nx -
1)) # In order to take the eigenvalues, this shall be a matrix.
# This loop computes the jacobian matrix according to http://www.netlib.org/math/docpdf/ch08-04.pdf
for i in range(1, nx - 1):
for j in range(1, nx - 1):
drhs_du[i,
j] = (frhs(un[i - 1] + eps, un[i] + eps,
un[i + 1] + eps, dx, nu) -
frhs(un[j - 1], un[j], un[j + 1], dx, nu)) / eps
# Build the Hirsch matrix (chap 8).
s_m = np.zeros((nx - 1, nx - 1))
# Fill the diagonals
s_m = (nu / dx**2.0) * create_diagonal(1.0, -2.0, 1.0, nx - 1)
# Solve the eigenvalues.
w1, v1 = np.linalg.eig(drhs_du)
w2, v2 = np.linalg.eig(s_m)
# Prepare the plots.
real1 = np.zeros(nx)
imag1 = np.zeros(nx)
real1 = -np.sort(-w1.real[:])
imag1 = -np.sort(-w1.imag[:])
real2 = np.zeros(nx)
imag2 = np.zeros(nx)
real2 = -np.sort(-w2.real[:])
imag2 = -np.sort(-w2.imag[:])
print("\n")
print("Minimun eigenvalues (Frechet): Real(eig): ", min(real1),
" Imaginary: Imag(eig): ", min(imag1))
print("Maximun eigenvalues (Frechet): Real(eig): ", max(real1),
" Imaginary: Imag(eig): ", max(imag1))
print("Minimun eigenvalues (Hirsch ): Real(eig): ", min(real2),
" Imaginary: Imag(eig): ", min(imag2))
print("Maximun eigenvalues (Hirsch ): Real(eig): ", max(real2),
" Imaginary: Imag(eig): ", max(imag2))
# Print both matrices.
print(np.matrix(s_m))
print("------------------------------------------------------------")
print(np.matrix(drhs_du))
# plot the eigenvalues.
plt.figure(3)
fig, ax = plt.subplots(3, figsize=(11, 11))
ax[0].plot(imag1, real1, 'ro')
ax[0].set(ylabel='Real(Eig)', xlabel='Imag(Eig)')
ax[0].set_xlim(-0.06, 0.06)
# ax[0].set_ylim(-70.0,10.0)
ax[1].plot(imag2, real2, 'ro')
ax[1].set(ylabel='Real(Eig)', xlabel='Imag(Eig)')
ax[1].set_xlim(-0.06, 0.06)
# ax[1].set_ylim(-70.0,10.0)
ax[2].plot(np.linspace(0, 2, nx), u)
ax[2].set(xlabel='x', ylabel='u')
image_name = str(n) + "image" + ".png"
plt.savefig(image_name)
plt.close()
# otherwise, load the model from specified file
print "Using saved model:", args.model
model = deserialize(args.model)
vec_size = model.vec_size # vec size comes from model
seq = SequenceGen(args.task, vec_size, args.hi, args.lo)
# An object that keeps the optimizer state during training
optimizer = RMSProp(model.W)
n = 0 # counts the number of sequences trained on
bpc = None # keeps track of trailing bpc (cost)
while n < 100:
i, t, seq_len = seq.make()
inputs = np.matrix(i)
targets = np.matrix(t)
loss, deltas, outputs, r, w, a, e = model.lossFun(inputs, targets,
args.manual_grad)
newbpc = np.sum(loss) / ((seq_len * 2 + 2) * vec_size)
if bpc is not None:
bpc = 0.99 * bpc + 0.01 * newbpc
else:
bpc = newbpc
# sometimes print out diagnostic info
if ((n % args.log_freq) == 0) or args.test_mode:
print 'iter %d' % (n)
visualize(inputs, outputs, r, w, a, e)
def error(x_var, y_var, a):
a = np.matrix([[a], [0.666]])
e = x_var * a - y_var
return (e.transpose() * e).item(0)
def RKF45_Integrator(t_start, t_stop, h0, x0, A):
# An integrator using a 4(5) RKF method
T_0 = time.time()
"""
x0 = initial conditions
t_start = start time
t_stop = end time
n_step = number of steps
A = A(t) matrix function
"""
Ndim = x0.size
x_ = np.zeros((1, Ndim)) # set up the array of x values
t_ = np.zeros(1) # set up the array of t values
t_[0] = t_start
x_[0, :] = x0
h = h0
h_min = h0 * (10**(-2))
h_max = 5 * h0
n = 0
t = t_start
#
S = 0.98 # safety factor
#
while t <= t_stop:
x_n = x_[n, :].reshape(Ndim, 1)
Err_small = False
h_new = h
while Err_small == False:
# compute the predictions using 4th and 5th order RK methods
test_M = np.matrix([[1, 2], [1, 2]])
k1 = np.dot(test_M, x_n)
k1 = np.dot(h * A(t), x_n)
k2 = h * A(t + 0.25 * h) @ (x_n + 0.25 * k1)
k3 = h * A(t + (3 / 8) * h) @ (x_n + (3 / 32) * k1 + (9 / 32) * k2)
k4 = h * A(t + (12 / 13) * h) @ (x_n + (1932 / 2197) * k1 -
(7200 / 2197) * k2 +
(7296 / 2197) * k3)
k5 = h * A(t + h) @ (x_n + (439 / 216) * k1 - 8 * k2 +
(3680 / 513) * k3 - (845 / 4104) * k4)
k6 = h * A(t + 0.5 * h) @ (x_n - (8 / 27) * k1 + 2 * k2 -
(3544 / 2565) * k3 +
(1859 / 4104) * k4 - (11 / 40) * k5)
y_np1 = x_n + (25 / 216) * k1 + (1408 / 2565) * k3 + (
2197 / 4101) * k4 - (11 / 40) * k5
z_np1 = x_n + (16 / 135) * k1 + (6656 / 12825) * k3 + (
28561 / 56430) * k4 - (9 / 50) * k5 + (2 / 55) * k6
#
Err = ferr(y_np1, z_np1)
"""
Err_max = ε(rtol*|z_np1| + atol)
"""
Err_max = epsilon_RK * (rtol_RK * np.abs(z_np1) + atol_RK)
Err_ratio = np.asscalar(np.mean(Err / Err_max))
#
if Err_ratio <= 1:
h_new = h * S * np.power(Err_ratio, -1.0 / 5)
#Delta = max(np.asscalar(max(Err)), epsilon_RK*0.1)
#h_new = h*(epsilon_RK*h/Delta)**(1/4)
if h_new > 10 * h: # limit how fast the step size can increase
h_new = 10 * h
if h_new > h_max: # limit the maximum step size
h_new = h_max
Err_small = True # break loop
elif Err_ratio > 1:
h_new = h * S * np.power(np.abs(Err_ratio), -1.0 / 4)
#h_new = h*(epsilon_RK*h/np.asscalar(max(Err)))**(1/4)
if h_new < 0.2 * h: # limit how fast the step size decreases
h_new = 0.2 * h
if h_new < h_min: # limit the minimum step size
h_new = h_min
Err_small = True # break loop
elif h_new >= h_min:
h = h_new
t = t + h
x_ = np.vstack(
(x_, z_np1.reshape(1, Ndim))) # add x_n+1 to the array of x values
t_ = np.append(t_, t) # add t_n+1 to the array of t values
n = n + 1
h = h_new
if True: #np.round(((t-t_start)/(t_stop-t_start))*100000) % 1000 == 0:
print("\r" + "integrated {:.1%}".format(
(t - t_start) / (t_stop - t_start)),
end='')
T = time.time() - T_0
print(" done in {:.5g}s".format(T))
return (t_, x_, T)
# otherwise, load the model from specified file
print "Using saved model:", args.model
model = deserialize(args.model)
vec_size = model.vec_size # vec size comes from model
seq = SequenceGen(args.task, vec_size, args.hi, args.lo)
# An object that keeps the optimizer state during training
optimizer = RMSProp(model.W)
n = 0 # counts the number of sequences trained on
bpc = None # keeps track of trailing bpc (cost)
while n < 100:
i, t, seq_len = seq.make()
inputs = np.matrix(i)
targets = np.matrix(t)
loss, deltas, outputs, r, w, a, e = model.lossFun(inputs, targets, args.manual_grad)
newbpc = np.sum(loss) / ((seq_len*2 + 2) * vec_size)
if bpc is not None:
bpc = 0.99 * bpc + 0.01 * newbpc
else:
bpc = newbpc
# sometimes print out diagnostic info
if ((n % args.log_freq) == 0) or args.test_mode:
print 'iter %d' % (n)
visualize(inputs, outputs, r, w, a, e)
def f(t):
M = np.matrix([[0, 1], [-w2(t), 0]])
return M