def __init__(self,
X,
Y,
W,
kern,
feat=None,
mean_function=None,
Z=None,
**kwargs):
"""
X is a data matrix, size N x D
Y is a data matrix, size N x R
Z is a matrix of pseudo inputs, size M x D
kern, mean_function are appropriate GPflow objects
This method only works with a Gaussian likelihood.
"""
X = DataHolder(X)
Y = DataHolder(Y)
likelihood = likelihoods.Gaussian()
GPModel.__init__(self, X, Y, kern, likelihood, mean_function, **kwargs)
self.feature = features.inducingpoint_wrapper(feat, Z)
self.num_data = X.shape[0]
self.W_prior = tf.ones(W.shape, dtype=settings.float_type) / W.shape[1]
self.W = Parameter(W)
self.num_inducing = Z.shape[0] * W.shape[1]
def __init__(self, dim_in, dim_out,
kern, likelihood,
feat=None,
mean_function=None,
q_diag=False,
whiten=True,
Z=None,
num_data=None,
q_mu=None,
q_sqrt=None,
**kwargs):
super(SVGP, self).__init__(**kwargs)
self.dim_in = dim_in
self.dim_out = dim_out
self.num_latent = dim_out
self.mean_function = mean_function or Zero(output_dim=self.num_latent)
self.kern = kern
self.likelihood = likelihood
self.q_diag, self.whiten = q_diag, whiten
self.feature = features.inducingpoint_wrapper(feat, Z)
# init variational parameters
num_inducing = len(self.feature)
self._init_variational_parameters(num_inducing, q_mu, q_sqrt, q_diag)
# Create placeholders
self.X_mu_ph = tf.placeholder(settings.float_type, [None, dim_in])
self.X_var_ph = tf.placeholder(settings.float_type, [None, dim_in, dim_in])
self.Y_ph = tf.placeholder(settings.float_type, [None, dim_out])
self.data_scale = tf.placeholder(settings.float_type, [])
def __init__(self, input_dim, output_dim, num_inducing, kernel,
mean_function=None, multitask=False, name=None):
"""
input_dim is an integer
output_dim is an integer
num_inducing is the number of inducing inputs
kernel is a kernel object (or list of kernel objects)
"""
super(Layer, self).__init__(name=name)
self.input_dim = input_dim
self.output_dim = output_dim
self.num_inducing = num_inducing
if multitask:
Z = np.zeros((self.num_inducing, self.input_dim + 1))
else:
Z = np.zeros((self.num_inducing, self.input_dim))
self.feature = inducingpoint_wrapper(None, Z)
if isinstance(kernel, list):
self.kernel = ParamList(kernel)
else:
self.kernel = kernel
self.mean_function = mean_function or Zero(output_dim=self.output_dim)
shape = (self.num_inducing, self.output_dim)
self.q_mu = Parameter(np.zeros(shape))
q_sqrt = np.vstack([np.expand_dims(np.eye(self.num_inducing), 0)
for _ in range(self.output_dim)])
self.q_sqrt = Parameter(q_sqrt)
def __init__(self, input_dim, output_dim, num_inducing, kernel_list,
share_Z=False, mean_function=None, multitask=False, name=None):
if output_dim%len(kernel_list) != 0:
raise ValueError("Output dimension must be a multiple of the number of kernels")
super(MultikernelLayer, self).__init__(input_dim=input_dim,
output_dim=output_dim,
num_inducing=num_inducing,
kernel=kernel_list,
mean_function=mean_function,
multitask=multitask,
name=name)
self.num_kernels = len(kernel_list)
self._shared_Z = share_Z
self.offset = int(self.output_dim/self.num_kernels)
if not self._shared_Z:
del self.feature
if multitask:
Z = np.zeros((self.num_inducing, self.input_dim+1))
else:
Z = np.zeros((self.num_inducing, self.input_dim))
self.feature = ParamList([inducingpoint_wrapper(None, Z.copy()) for _ in range(self.num_kernels)])
def __init__(self,
X,
Y,
kern,
likelihood,
feat=None,
mean_function=None,
num_latent=None,
q_diag=False,
whiten=True,
minibatch_size=None,
Z=None,
num_data=None,
q_mu=None,
q_sqrt=None,
**kwargs):
"""
- X is a data matrix, size N x D
- Y is a data matrix, size N x P
- kern, likelihood, mean_function are appropriate GPflow objects
- Z is a matrix of pseudo inputs, size M x D
- num_latent is the number of latent process to use, defaults to one.
- q_diag is a boolean. If True, the covariance is approximated by a
diagonal matrix.
- whiten is a boolean. If True, we use the whitened representation of
the inducing points.
- minibatch_size, if not None, turns on mini-batching with that size.
- num_data is the total number of observations, default to X.shape[0]
(relevant when feeding in external minibatches)
"""
# sort out the X, Y into MiniBatch objects if required.
if minibatch_size is None:
X = DataHolder(X)
Y = DataHolder(Y)
else:
X = Minibatch(X, batch_size=minibatch_size, seed=0)
Y = Minibatch(Y, batch_size=minibatch_size, seed=0)
# init the super class, accept args
if num_latent is None:
num_latent = 1
GPModel.__init__(self, X, Y, kern, likelihood, mean_function,
num_latent, **kwargs)
self.num_data = num_data or X.shape[0]
self.num_classes = X.shape[1]
self.q_diag, self.whiten = q_diag, whiten
self.feature = features.inducingpoint_wrapper(feat, Z)
# init variational parameters
num_inducing = len(self.feature)
self._init_variational_parameters(num_inducing, q_mu, q_sqrt, q_diag)
def __init__(self,
X,
Y,
W1,
W1_index,
W2,
W2_index,
kern,
feat=None,
mean_function=None,
Z=None,
**kwargs):
"""
X is a data matrix, size N x D
Y is a data matrix, size N x R
Z is a matrix of pseudo inputs, size M x D
W1, size NxK
W1_index PxL
W2, size NxL
W2_index PxL
kern, mean_function are appropriate GPflow objects
This method only works with a Gaussian likelihood.
"""
X = DataHolder(X)
Y = DataHolder(Y, fix_shape=True)
likelihood = likelihoods.Gaussian()
GPModel.__init__(self, X, Y, kern, likelihood, mean_function, **kwargs)
self.feature = features.inducingpoint_wrapper(feat, Z)
self.num_data = X.shape[0]
self.W1_prior = Parameter(np.log(
np.ones(W1.shape[1], dtype=settings.float_type) / W1.shape[1]),
trainable=False)
self.W1 = Parameter(W1)
self.W1_index = DataHolder(W1_index, dtype=np.int32, fix_shape=True)
self.K = W1.shape[1]
self.W2_prior = Parameter(np.log(
np.ones(W2.shape[1], dtype=settings.float_type) / W2.shape[1]),
trainable=False)
self.W2 = Parameter(W2)
self.W2_index = DataHolder(W2_index, dtype=np.int32, fix_shape=True)
self.L = W2.shape[1]
self.num_inducing = Z.shape[0]
def __init__(self, X, Y, W, kern, idx=None, feat=None, Z=None,
mean_function=None, q_diag=False, whiten=False,
q_mu=None, q_sqrt=None,
minibatch_size=None, num_latent=None, **kwargs):
"""
X is a data matrix, size N x D
Y is a data matrix, size N x R
Z is a matrix of pseudo inputs, size M x D
kern, mean_function are appropriate GPflow objects
This method only works with a Gaussian likelihood.
"""
num_data = X.shape[0]
if minibatch_size is None:
X = DataHolder(X, fix_shape=True)
Y = DataHolder(Y, fix_shape=True)
else:
X = Minibatch(X, batch_size=minibatch_size, seed=0)
Y = Minibatch(Y, batch_size=minibatch_size, seed=0)
# init the super class
likelihood = likelihoods.Gaussian()
num_latent = W.shape[1]
GPModel.__init__(self, X, Y, kern, likelihood, mean_function,
num_latent=num_latent, **kwargs)
if minibatch_size is not None:
idx = Minibatch(np.arange(num_data), batch_size=minibatch_size, seed=0, dtype=np.int32)
self.idx = idx
self.W = Parameter(W, trainable=False)
self.K = self.W.shape[1]
self.W_prior = Parameter(np.ones(self.K) / self.K, trainable=False)
self.num_data = num_data
self.feature = features.inducingpoint_wrapper(feat, Z)
self.minibatch_size = minibatch_size
self.q_diag, self.whiten = q_diag, whiten
# init variational parameters
num_inducing = len(self.feature)
self._init_variational_parameters(
num_inducing, q_mu, q_sqrt, q_diag)
def __init__(self,
X,
Y,
kern,
likelihood,
mean_function=None,
feat=None,
Z=None,
q_diag=False,
whiten=True,
minibatch_size=None,
num_data=None,
num_latent=None,
q_mu=None,
q_sqrt=None,
alpha=None,
alpha_tilde=None,
**kwargs):
"""
- X is a data matrix, size N x D
- Y contains the annotations. It is a numpy array of matrices with 2 columns, gathering pairs (annotator, annotation).
- kern, likelihood, mean_function are appropriate GPflow objects
- feat and Z define the pseudo inputs, usually feat=None and Z size M x D
- q_diag, boolean indicating whether posterior covariance must be diagonal
- withen, boolean indicating whether a whitened representation of the inducing points is used
- minibatch_size, if not None, turns on mini-batching with that size
- num_data is the total number of observations, default to X.shape[0] (relevant when feeding in external minibatches)
- num_latent is the number of latent GP to be used. For multi-class likelihoods, this equals the number of classes. However, for many binary likelihoods, num_latent=1.
- q_mu (M x K), q_sqrt (M x K or K x M x M), alpha (A x K x K), alpha_tilde (A x K x K), initializations for these parameters (all of them but alpha to be estimated).
"""
if minibatch_size is None:
X = DataHolder(X)
else:
X = Minibatch(X, batch_size=minibatch_size, seed=0)
class_keys = np.unique(np.concatenate([y[:, 1] for y in Y]))
num_classes = len(class_keys)
num_latent = num_latent or num_classes
GPModel.__init__(self, X, None, kern, likelihood, mean_function,
num_latent, **kwargs)
self.class_keys = class_keys
self.num_classes = num_classes
self.num_latent = num_latent
self.annot_keys = np.unique(np.concatenate([y[:, 0] for y in Y]))
self.num_annotators = len(self.annot_keys)
self.num_data = num_data or X.shape[0]
self.q_diag, self.whiten = q_diag, whiten
self.feature = features.inducingpoint_wrapper(feat, Z)
self.num_inducing = len(self.feature)
###### Initializing Y_idxs as minibatch or placeholder (and the associated idxs to slice q_unn) ######################
startTime = time.time()
Y_idxs = np.array([
np.stack((np.array(
[np.flatnonzero(v == self.annot_keys)[0] for v in y[:, 0]]),
np.array([
np.flatnonzero(v == self.class_keys)[0]
for v in y[:, 1]
])),
axis=1) for y in Y
]) # same as Y but with indexes
S = np.max([v.shape[0] for v in Y_idxs])
###########################################
## pmr modification for CPU
#Y_idxs_cr = np.array([np.concatenate((y,-1*np.ones((S-y.shape[0],2))),axis=0) for y in Y_idxs]).astype(np.int16) # NxSx2
aux = np.array([self.num_annotators, 0])
Y_idxs_cr = np.array([
np.concatenate((y, np.tile(aux, (S - y.shape[0], 1))), axis=0)
for y in Y_idxs
]).astype(np.int16) # NxSx2
###########################################
if minibatch_size is None:
self.Y_idxs_cr = DataHolder(Y_idxs_cr)
self.idxs_mb = DataHolder(np.arange(self.num_data))
else:
self.Y_idxs_cr = Minibatch(Y_idxs_cr,
batch_size=minibatch_size,
seed=0)
self.idxs_mb = Minibatch(np.arange(self.num_data),
batch_size=minibatch_size,
seed=0)
print("Time taken in Y_idxs creation:", time.time() - startTime)
########## Initializing q #####################################
startTime = time.time()
q_unn = np.array(
[np.bincount(y[:, 1], minlength=self.num_classes) for y in Y_idxs])
q_unn = q_unn + np.ones(q_unn.shape)
q_unn = q_unn / np.sum(q_unn, axis=1, keepdims=True)
self.q_unn = Parameter(q_unn, transform=transforms.positive) # N x K
print("Time taken in q_unn initialization:", time.time() - startTime)
######## Initializing alpha (fix) and alpha_tilde (trainable) ################3
#if alpha is None:
# self.alpha = tf.constant(np.ones((self.num_annotators,self.num_classes,self.num_classes), dtype=settings.float_type)) # A x K x K
#else:
# self.alpha = tf.constant(alpha, dtype=settings.float_type) # A x K x K
if alpha is None:
alpha = np.ones(
(self.num_annotators, self.num_classes, self.num_classes),
dtype=settings.float_type) # A x K x K
self.alpha = Parameter(alpha,
transform=transforms.positive,
trainable=False)
startTime = time.time()
alpha_tilde = self._init_behaviors(q_unn, Y_idxs)
print("Time taken in alpha_tilde initialization:",
time.time() - startTime)
self.alpha_tilde = Parameter(
alpha_tilde, transform=transforms.positive) # A x K x K
################################################################################
##### Initializing the variational parameters ####################################
self._init_variational_parameters(q_mu, q_sqrt)
def __init__(self, X, Y, W1, W2, kern, likelihood,
idx=None, W1_idx=None, W2_idx=None, feat=None,
mean_function=None,
num_latent=None,
q_diag=False,
whiten=True,
minibatch_size=None,
Z=None,
num_data=None,
q_mu=None,
q_sqrt=None,
**kwargs):
"""
- X is a data matrix, size N x D
- Y is a data matrix, size N x P
- kern, likelihood, mean_function are appropriate GPflow objects
- Z is a matrix of pseudo inputs, size M x D
- num_latent is the number of latent process to use, default to
Y.shape[1]
- q_diag is a boolean. If True, the covariance is approximated by a
diagonal matrix.
- whiten is a boolean. If True, we use the whitened representation of
the inducing points.
- minibatch_size, if not None, turns on mini-batching with that size.
- num_data is the total number of observations, default to X.shape[0]
(relevant when feeding in external minibatches)
"""
# sort out the X, Y into MiniBatch objects if required.
num_data = X.shape[0]
if minibatch_size is None:
X = DataHolder(X)
Y = DataHolder(Y)
if W1_idx is not None:
W1_idx = DataHolder(W1_idx, fix_shape=True)
if W2_idx is not None:
W2_idx = DataHolder(W2_idx, fix_shape=True)
else:
X = Minibatch(X, batch_size=minibatch_size, seed=0)
Y = Minibatch(Y, batch_size=minibatch_size, seed=0)
idx = Minibatch(np.arange(num_data), batch_size=minibatch_size, seed=0, dtype=np.int32)
if W1_idx is not None:
W1_idx = Minibatch(
W1_idx, batch_size=minibatch_size, seed=0, dtype=np.int32)
if W2_idx is not None:
W2_idx = Minibatch(
W2_idx, batch_size=minibatch_size, seed=0, dtype=np.int32)
# init the super class, accept args
num_latent = W1.shape[1] * W2.shape[1]
GPModel.__init__(self, X, Y, kern, likelihood, mean_function, num_latent, **kwargs)
self.num_data = num_data or X.shape[0]
self.q_diag, self.whiten = q_diag, whiten
self.feature = features.inducingpoint_wrapper(feat, Z)
self.idx = idx
self.W1_idx = W1_idx
self.W2_idx = W2_idx
self.K1 = W1.shape[1]
self.W1 = Parameter(W1, trainable=False, dtype=settings.float_type)
self.W1_prior = Parameter(np.ones(self.K1) / self.K1, trainable=False)
self.K2 = W2.shape[1]
self.W2 = Parameter(W2, trainable=False, dtype=settings.float_type)
self.W2_prior = Parameter(np.ones(self.K2) / self.K2, trainable=False)
# init variational parameters
num_inducing = len(self.feature)
self._init_variational_parameters(num_inducing, q_mu, q_sqrt, q_diag)
