def test_ard_separate_batch(self):
a = torch.tensor([[[1, 2, 3], [2, 4, 0]], [[-1, 1, 2], [2, 1, 4]]],
dtype=torch.float)
b = torch.tensor([[[1, 3, 1]], [[2, -1, 0]]],
dtype=torch.float).repeat(1, 2, 1)
lengthscales = torch.tensor([[[1, 2, 1]], [[2, 1, 0.5]]],
dtype=torch.float)
kernel = RQKernel(batch_shape=torch.Size([2]), ard_num_dims=3)
kernel.initialize(lengthscale=lengthscales)
kernel.initialize(alpha=3.0)
kernel.eval()
scaled_a = a.div(lengthscales)
scaled_b = b.div(lengthscales)
dist = (scaled_a.unsqueeze(-2) -
scaled_b.unsqueeze(-3)).pow(2).sum(dim=-1)
actual = dist.div_(2 * kernel.alpha).add_(1.0).pow(-kernel.alpha)
res = kernel(a, b).evaluate()
self.assertLess(torch.norm(res - actual), 1e-5)
# diag
res = kernel(a, b).diag()
actual = actual.diagonal(dim1=-1, dim2=-2)
self.assertLess(torch.norm(res - actual), 1e-5)
def test_subset_active_computes_rational_quadratic_gradient(self):
softplus = torch.nn.functional.softplus
a_1 = torch.tensor([4, 2, 8], dtype=torch.float).view(3, 1)
a_p = torch.tensor([1, 2, 3], dtype=torch.float).view(3, 1)
a = torch.cat((a_1, a_p), 1)
b = torch.tensor([0, 2, 2], dtype=torch.float).view(3, 1)
kernel = RQKernel(active_dims=[0])
kernel.initialize(lengthscale=2.0)
kernel.initialize(alpha=3.0)
kernel.eval()
raw_lengthscale = torch.tensor(math.log(math.exp(2.0) - 1))
raw_lengthscale.requires_grad_()
raw_alpha = torch.tensor(math.log(math.exp(3.0) - 1))
raw_alpha.requires_grad_()
lengthscale, alpha = softplus(raw_lengthscale), softplus(raw_alpha)
dist = (a_1.expand(3, 3) -
b.expand(3, 3).transpose(0, 1)).div(lengthscale).pow(2)
actual_output = dist.div(2 * alpha).add(1).pow(-alpha)
actual_output.backward(gradient=torch.eye(3))
output = kernel(a, b).evaluate()
output.backward(gradient=torch.eye(3))
res = kernel.raw_lengthscale.grad
self.assertLess(torch.norm(res - raw_lengthscale.grad), 1e-5)
res = kernel.raw_alpha.grad
self.assertLess(torch.norm(res - raw_alpha.grad), 1e-5)
def test_ard(self):
a = torch.tensor([[1, 2], [2, 4]], dtype=torch.float)
b = torch.tensor([[1, 3], [0, 4]], dtype=torch.float)
lengthscales = torch.tensor([1, 2], dtype=torch.float).view(1, 2)
kernel = RQKernel(ard_num_dims=2)
kernel.initialize(lengthscale=lengthscales)
kernel.initialize(alpha=3.0)
kernel.eval()
scaled_a = a.div(lengthscales)
scaled_b = b.div(lengthscales)
dist = (scaled_a.unsqueeze(-2) -
scaled_b.unsqueeze(-3)).pow(2).sum(dim=-1)
actual = dist.div_(2 * kernel.alpha).add_(1.0).pow(-kernel.alpha)
res = kernel(a, b).evaluate()
self.assertLess(torch.norm(res - actual), 1e-5)
# Diag
res = kernel(a, b).diag()
actual = actual.diag()
self.assertLess(torch.norm(res - actual), 1e-5)
# batch_dims
diff = scaled_a.transpose(-1, -2).unsqueeze(-1) - scaled_b.transpose(
-1, -2).unsqueeze(-2)
actual = diff.pow(2).div_(2 *
kernel.alpha).add_(1.0).pow(-kernel.alpha)
res = kernel(a, b, last_dim_is_batch=True).evaluate()
self.assertLess(torch.norm(res - actual), 1e-5)
# batch_dims and diag
res = kernel(a, b, last_dim_is_batch=True).diag()
actual = actual.diagonal(dim1=-1, dim2=-2)
self.assertLess(torch.norm(res - actual), 1e-5)
def test_computes_rational_quadratic(self):
a = torch.tensor([4, 2, 8], dtype=torch.float).view(3, 1)
b = torch.tensor([0, 2, 4], dtype=torch.float).view(3, 1)
lengthscale = 2
kernel = RQKernel().initialize(lengthscale=lengthscale)
kernel.eval()
dist = torch.tensor([[16, 4, 0], [4, 0, 4], [64, 36, 16]], dtype=torch.float).div(lengthscale ** 2)
actual = dist.div_(2 * kernel.alpha).add_(1.0).pow(-kernel.alpha)
res = kernel(a, b).evaluate()
self.assertLess(torch.norm(res - actual), 1e-5)
# diag
res = kernel(a, b).diag()
actual = actual.diag()
self.assertLess(torch.norm(res - actual), 1e-5)
def test_subset_active_compute_rational_quadratic(self):
a = torch.tensor([4, 2, 8], dtype=torch.float).view(3, 1)
a_p = torch.tensor([1, 2, 3], dtype=torch.float).view(3, 1)
a = torch.cat((a, a_p), 1)
b = torch.tensor([0, 2, 4], dtype=torch.float).view(3, 1)
lengthscale = 2
kernel = RQKernel(active_dims=[0])
kernel.initialize(lengthscale=lengthscale)
kernel.initialize(alpha=3.0)
kernel.eval()
actual = torch.tensor([[16, 4, 0], [4, 0, 4], [64, 36, 16]], dtype=torch.float)
actual.div_(lengthscale ** 2).div_(2 * kernel.alpha).add_(1).pow_(-kernel.alpha)
res = kernel(a, b).evaluate()
self.assertLess(torch.norm(res - actual), 1e-5)
# diag
res = kernel(a, b).diag()
actual = actual.diag()
self.assertLess(torch.norm(res - actual), 1e-5)