def setUp(self):
self.test_graph = tf.Graph()
self.rng = np.random.RandomState(
1) # this seed works with 60 GH points
self.N = 4
self.D = 2
self.Xmu = self.rng.rand(self.N, self.D)
self.Z = self.rng.rand(2, self.D)
unconstrained = self.rng.randn(self.N, 2 * self.D, self.D)
t = TriDiagonalBlockRep()
self.Xcov = t.forward(unconstrained)
# Set up "normal" kernels
ekernel_classes = [ekernels.RBF, ekernels.Linear]
kernel_classes = [kernels.RBF, kernels.Linear]
params = [(self.D, 0.3 + self.rng.rand(),
self.rng.rand(2) + [0.5, 1.5], None, True),
(self.D, 0.3 + self.rng.rand(), None)]
self.ekernels = [c(*p) for c, p in zip(ekernel_classes, params)]
self.kernels = [c(*p) for c, p in zip(kernel_classes, params)]
# Test summed kernels, non-overlapping
rbfvariance = 0.3 + self.rng.rand()
rbfard = [self.rng.rand() + 0.5]
linvariance = 0.3 + self.rng.rand()
self.kernels.append(
kernels.Add([
kernels.RBF(1, rbfvariance, rbfard, [1], False),
kernels.Linear(1, linvariance, [0])
]))
self.kernels[-1].input_size = self.kernels[-1].input_dim
for k in self.kernels[-1].kern_list:
k.input_size = self.kernels[-1].input_size
self.ekernels.append(
ekernels.Add([
ekernels.RBF(1, rbfvariance, rbfard, [1], False),
ekernels.Linear(1, linvariance, [0])
]))
self.ekernels[-1].input_size = self.ekernels[-1].input_dim
for k in self.ekernels[-1].kern_list:
k.input_size = self.ekernels[-1].input_size
# Test summed kernels, overlapping
rbfvariance = 0.3 + self.rng.rand()
rbfard = [self.rng.rand() + 0.5]
linvariance = 0.3 + self.rng.rand()
self.kernels.append(
kernels.Add([
kernels.RBF(self.D, rbfvariance, rbfard, active_dims=[0, 1]),
kernels.Linear(self.D, linvariance, active_dims=[0, 1])
]))
self.ekernels.append(
ekernels.Add([
ekernels.RBF(self.D, rbfvariance, rbfard, active_dims=[0, 1]),
ekernels.Linear(self.D, linvariance, active_dims=[0, 1])
]))
self.assertTrue(self.ekernels[-2].on_separate_dimensions)
self.assertTrue(not self.ekernels[-1].on_separate_dimensions)
def setUp(self):
with self.test_session():
self.rng = np.random.RandomState(0)
self.N = 4
self.D = 2
self.rbf = ekernels.RBF(self.D, ARD=True)
self.rbf.lengthscales = self.rng.rand(2) + [0.5, 1.5]
self.rbf.variance = 0.3 + self.rng.rand()
self.lin = ekernels.Linear(self.D)
self.lin.variance = 0.3 + self.rng.rand()
self.add = ekernels.Add([self.rbf, self.lin])
self.Xmu = self.rng.rand(self.N, self.D)
self.Z = self.rng.rand(2, self.D)
unconstrained = self.rng.randn(self.N, 2 * self.D, self.D)
t = TriDiagonalBlockRep()
self.Xcov = t.forward(unconstrained)[0, :, :, :]
def setUp(self):
with self.test_session():
self.rng = np.random.RandomState(0)
self.N = 4
self.D = 2
self.Xmu = self.rng.rand(self.N, self.D)
self.Z = self.rng.rand(2, self.D)
self.Xcov_diag = 0.05 + self.rng.rand(self.N, self.D)
self.Xcov = np.zeros(
(self.Xcov_diag.shape[0], self.Xcov_diag.shape[1],
self.Xcov_diag.shape[1]))
self.Xcov[
(np.s_[:], ) +
np.diag_indices(self.Xcov_diag.shape[1])] = self.Xcov_diag
# Set up "normal" kernels
ekernel_classes = [ekernels.RBF, ekernels.Linear]
kernel_classes = [kernels.RBF, kernels.Linear]
params = [(self.D, 0.3 + self.rng.rand(),
self.rng.rand(2) + [0.5, 1.5], None, True),
(self.D, 0.3 + self.rng.rand(), None)]
self.ekernels = [c(*p) for c, p in zip(ekernel_classes, params)]
self.kernels = [c(*p) for c, p in zip(kernel_classes, params)]
# Test summed kernels, non-overlapping
rbfvariance = 0.3 + self.rng.rand()
rbfard = [self.rng.rand() + 0.5]
linvariance = 0.3 + self.rng.rand()
self.kernels.append(
kernels.Add([
kernels.RBF(1, rbfvariance, rbfard, [1], False),
kernels.Linear(1, linvariance, [0])
]))
self.kernels[-1].input_size = self.kernels[-1].input_dim
for k in self.kernels[-1].kern_list:
k.input_size = self.kernels[-1].input_size
self.ekernels.append(
ekernels.Add([
ekernels.RBF(1, rbfvariance, rbfard, [1], False),
ekernels.Linear(1, linvariance, [0])
]))
self.ekernels[-1].input_size = self.ekernels[-1].input_dim
for k in self.ekernels[-1].kern_list:
k.input_size = self.ekernels[-1].input_size
# Test summed kernels, overlapping
rbfvariance = 0.3 + self.rng.rand()
rbfard = [self.rng.rand() + 0.5]
linvariance = 0.3 + self.rng.rand()
self.kernels.append(
kernels.Add([
kernels.RBF(self.D, rbfvariance, rbfard),
kernels.Linear(self.D, linvariance)
]))
self.ekernels.append(
ekernels.Add([
ekernels.RBF(self.D, rbfvariance, rbfard),
ekernels.Linear(self.D, linvariance)
]))
self.assertTrue(self.ekernels[-2].on_separate_dimensions)
self.assertTrue(not self.ekernels[-1].on_separate_dimensions)
def test_kernelsActiveDims(self):
''' Test sum and product compositional kernels '''
with self.test_session():
Q = 2 # latent dimensions
X_mean = gpflow.gplvm.PCA_reduce(self.Y, Q)
kernsQuadratu = [
kernels.RBF(1, active_dims=[0]) +
kernels.Linear(1, active_dims=[1]),
kernels.RBF(1, active_dims=[0]) +
kernels.PeriodicKernel(1, active_dims=[1]),
kernels.RBF(1, active_dims=[0]) *
kernels.Linear(1, active_dims=[1]),
kernels.RBF(Q) + kernels.Linear(Q)
] # non-overlapping
kernsAnalytic = [
ekernels.Add([
ekernels.RBF(1, active_dims=[0]),
ekernels.Linear(1, active_dims=[1])
]),
ekernels.Add([
ekernels.RBF(1, active_dims=[0]),
kernels.PeriodicKernel(1, active_dims=[1])
]),
ekernels.Prod([
ekernels.RBF(1, active_dims=[0]),
ekernels.Linear(1, active_dims=[1])
]),
ekernels.Add([ekernels.RBF(Q),
ekernels.Linear(Q)])
]
fOnSeparateDims = [True, True, True, False]
Z = np.random.permutation(X_mean.copy())[:self.M]
# Also test default N(0,1) is used
X_prior_mean = np.zeros((self.N, Q))
X_prior_var = np.ones((self.N, Q))
Xtest = self.rng.randn(10, Q)
for kq, ka, sepDims in zip(kernsQuadratu, kernsAnalytic,
fOnSeparateDims):
kq.num_gauss_hermite_points = 20 # speed up quadratic for tests
# RBF should throw error if quadrature is used
ka.kern_list[0].num_gauss_hermite_points = 0
if sepDims:
self.assertTrue(ka.on_separate_dimensions,
'analytic kernel must not use quadrature')
mq = gpflow.gplvm.BayesianGPLVM(X_mean=X_mean,
X_var=np.ones((self.N, Q)),
Y=self.Y,
kern=kq,
M=self.M,
Z=Z,
X_prior_mean=X_prior_mean,
X_prior_var=X_prior_var)
ma = gpflow.gplvm.BayesianGPLVM(X_mean=X_mean,
X_var=np.ones((self.N, Q)),
Y=self.Y,
kern=ka,
M=self.M,
Z=Z)
mq.compile()
ma.compile()
ql = mq.compute_log_likelihood()
al = ma.compute_log_likelihood()
self.assertTrue(np.allclose(ql, al, atol=1e-2),
'Likelihood not equal %f<>%f' % (ql, al))
mu_f_a, var_f_a = ma.predict_f(Xtest)
mu_f_q, var_f_q = mq.predict_f(Xtest)
self.assertTrue(np.allclose(mu_f_a, mu_f_q, atol=1e-4),
('Posterior means different', mu_f_a - mu_f_q))
self.assertTrue(
np.allclose(mu_f_a, mu_f_q, atol=1e-4),
('Posterior vars different', var_f_a - var_f_q))
M = 20
N = Y.shape[0]
# PCA降维，提取前面5维向量作为基 100*5
X_mean = gpflow.gplvm.PCA_reduce(Y, Q)
print('X_mean: ', X_mean.shape)
# permutation:生成随机序列, 然后取前20, 20*5
# 所谓inducing points可能就是一些假设存在于潜在空间中的点吧
Z = np.random.permutation(X_mean.copy())[:M]
print('Z: ', Z.shape)
#slice(0,3): 截取序号0,1,2,共3个元素的切片
#slice(3,5): 截取序号3,4,共2个元素的切片，一共也是5维
k = ekernels.Add([
ekernels.RBF(3, ARD=False, active_dims=[0, 1, 2]),
ekernels.Linear(3, ARD=False, active_dims=[3, 4, 5])
])
#k = ekernels.RBF(5, ARD=False, active_dims=[0,1,2,3,4])
m = gpflow.gplvm.BayesianGPLVM(X_mean=X_mean,
X_var=0.1 * np.ones((N, Q)),
Y=Y,
kern=k,
M=M,
Z=Z)
linit = m.compute_log_likelihood()
m.optimize(maxiter=4)
assert (m.compute_log_likelihood() > linit)
