def matrix_inv(self):
try:
if self._matrix_inv is None:
raise AttributeError
except AttributeError:
self._matrix_inv = utils.matrix_invert(self.matrix, helper=self._helper)
return self._matrix_inv
def density(self, points, data, weights=None, reflect=None, params=None):
"""Calculate the Density Function using this Kernel.
Arguments
---------
points : (D, N), 2darray of float,
`N` points at which to evaluate the density function over `D` parameters (dimensions).
Locations must be specified for each dimension of the data, or for each of target
`params` dimensions of the data.
"""
matrix_inv = self.matrix_inv
points = np.atleast_2d(points)
npar_pnts, num_points = np.shape(points)
norm = self.norm
# ---------------- Process Arguments and Sanitize
matrix = self.matrix
# Select subset of parameters
if params is not None:
params = np.atleast_1d(params)
matrix = matrix[np.ix_(params, params)]
# Recalculate norm & matrix-inverse
norm = np.sqrt(np.linalg.det(matrix))
matrix_inv = utils.matrix_invert(matrix, helper=self._helper)
if npar_pnts != len(params):
err = "Dimensions of `points` ({}) does not match `params` ({})!".format(
npar_pnts, len(params))
raise ValueError(err)
npar_data, num_data = np.shape(data)
if npar_pnts != npar_data:
err = "Dimensions of `data` ({}) does not match `points` ({})!".format(
npar_data, npar_pnts)
raise ValueError(err)
if weights is None:
weights = np.ones(num_data)
elif (np.shape(weights) != (num_data,)):
err = "Shape of `weights` ({}) does not match number of data points ({})!".format(
np.shpae(weights), num_data)
raise ValueError(err)
# ----------------- Calculate Density
norm *= self.distribution.norm(npar_pnts)
try:
whitening = sp.linalg.cholesky(matrix_inv)
except:
logging.error("Failed to construct cholesky on {}, {}".format(matrix_inv, matrix))
raise
kfunc = self.distribution._evaluate
result = _evaluate_numba(whitening, data, points, weights, kfunc)
if reflect is None:
result = result / norm
return result
# ------------------- Perform Reflection
if (len(reflect) != npar_data):
err = "ERROR: shape of reflect `{}` does not match data `{}`!".format(
np.shape(reflect), np.shape(data))
raise ValueError(err)
for ii, reflect_dim in enumerate(reflect):
if reflect_dim is None:
continue
for loc in reflect_dim:
if loc is None:
continue
# shape (D,N) i.e. (dimensions, data-points)
refl_data = np.array(data)
refl_data[ii, :] = 2*loc - refl_data[ii, :]
result += _evaluate_numba(whitening, refl_data, points, weights, kfunc)
lo = -np.inf if (reflect_dim[0] is None) else reflect_dim[0]
hi = +np.inf if (reflect_dim[1] is None) else reflect_dim[1]
idx = (points[ii, :] < lo) | (hi < points[ii, :])
result[idx] = 0.0
result = result / norm
return result
def density(self, points, data, weights=None, reflect=None, params=None):
"""Calculate the Density Function using this Kernel.
Arguments
---------
points : (D, N), 2darray of float,
`N` points at which to evaluate the density function over `D` parameters (dimensions).
Locations must be specified for each dimension of the data, or for each of target
`params` dimensions of the data.
"""
matrix_inv = self.matrix_inv
norm = self.norm
points = np.atleast_2d(points)
npar_pnts, num_points = np.shape(points)
# ---------------- Process Arguments
# Select subset of parameters
if params is not None:
params = np.atleast_1d(params)
matrix = self.matrix[np.ix_(params, params)]
# Recalculate norm & matrix-inverse
norm = np.sqrt(np.linalg.det(matrix))
matrix_inv = utils.matrix_invert(matrix, helper=self._helper)
if npar_pnts != len(params):
err = "Dimensions of `points` ({}) does not match `params` ({})!".format(
npar_pnts, len(params))
raise ValueError(err)
npar_data, num_data = np.shape(data)
if npar_pnts != npar_data:
err = "Dimensions of `data` ({}) does not match `points` ({})!".format(
npar_data, npar_pnts)
raise ValueError(err)
if (weights is not None) and (np.shape(weights) != (num_data,)):
err = "Shape of `weights` ({}) does not match number of data points ({})!".format(
np.shpae(weights), num_data)
raise ValueError(err)
# if (reflect is not None) and (len(reflect) != npar_data):
# err = "Length of `reflect` ({}) does not much data dimensions ({})!".format(
# len(reflect), npar_data)
# raise ValueError(err)
reflect = _check_reflect(reflect, data, weights=weights)
# ----------------- Calculate Density
whitening = sp.linalg.cholesky(matrix_inv)
# Construct the whitened sampling points
white_points = np.dot(whitening, points)
result = np.zeros((num_points,), dtype=float)
# Construct the 'whitened' (independent) dataset
white_dataset = np.dot(whitening, data)
# NOTE: optimize: can the for-loop be sped up?
if weights is None:
weights = np.ones(num_data)
for ii in range(num_data):
yy = white_points - white_dataset[:, ii, np.newaxis]
temp = weights[ii] * self.distribution.evaluate(yy)
result += temp.squeeze()
if reflect is None:
result = result / norm
return result
# ------------------- Perform Reflection
for ii, reflect_dim in enumerate(reflect):
if reflect_dim is None:
continue
for loc in reflect_dim:
if loc is None:
continue
# shape (D,N) i.e. (dimensions, data-points)
refl_data = np.array(data)
refl_data[ii, :] = 2*loc - refl_data[ii, :]
white_dataset = np.dot(whitening, refl_data)
# Construct the whitened sampling points
# shape (D,M) i.e. (dimensions, sample-points)
points = np.array(points)
white_points = np.dot(whitening, points)
if num_points >= num_data:
for jj in range(num_data):
yy = white_points - white_dataset[:, jj, np.newaxis]
result += weights[jj] * self.distribution.evaluate(yy)
else:
for jj in range(num_points):
yy = white_dataset - white_points[:, jj, np.newaxis]
res = weights * self.distribution.evaluate(yy)
result[jj] += np.sum(res, axis=0)
lo = -np.inf if reflect_dim[0] is None else reflect_dim[0]
hi = +np.inf if reflect_dim[1] is None else reflect_dim[1]
idx = (points[ii, :] < lo) | (hi < points[ii, :])
result[idx] = 0.0
result = result / norm
return result
