def predict_mog(self, x_test):
tfd = tfp.distributions
x_test = x_test.T
ntest = x_test.shape[1]
start_time = datetime.now()
# Prepares the data for LSTMs
x_test_fixed = np.zeros([self.nsteps, self.inputd, ntest])
for i in range(ntest):
x_test_fixed[:, :,
i] = x_test[:, i].reshape([self.nsteps, self.inputd])
x_test_fixed = np.swapaxes(x_test_fixed, 0, 1)
x_test_fixed = np.swapaxes(x_test_fixed, 0, 2)
y_pred = self.model.predict(x_test_fixed)
end_time = datetime.now()
print('\n')
print(
"********************************* Prediction ends *********************************"
)
print('\n')
print('Duration: {}'.format(end_time - start_time))
# Builds the MoG
# Parameters of the mixture
# ntest, dim = x_test.shape # test dimensionality and number of queries
comp = np.reshape(y_pred, [
-1, self.outputd + int(0.5 * (self.outputd + 1) * self.outputd) +
1, self.ncomp
])
mu_pred = comp[:, :self.outputd, :]
sigma_pred = comp[:, self.outputd:self.outputd +
int(0.5 * (self.outputd + 1) * self.outputd), :]
mu_pred = np.reshape(mu_pred, [-1, self.ncomp, self.outputd])
sigma_pred = np.reshape(
sigma_pred,
[-1, self.ncomp,
int(0.5 * (self.outputd + 1) * self.outputd)])
alpha_pred = comp[:, -1, :]
mog = []
for pt in range(ntest):
a = alpha_pred[pt, :]
ms = [mu_pred[pt, i, :] for i in range(self.ncomp)]
Ss = []
for comp_idx in range(self.ncomp):
sess = tf.Session()
with sess.as_default():
m = tfd.fill_triangular(sigma_pred[pt, comp_idx, :])
tf.matrix_set_diag(m, tf.exp(tf.matrix_diag_part(m)))
L = m.eval()
Ss.append(np.matmul(L, L.T))
mog.append(pdf.MoG(a=a, ms=ms, Ss=Ss))
return mog
def predict_mog(self, x_test):
tfd = tfp.distributions
start_time = datetime.now()
x_testS = self.scaler.transform(x_test)
x_feat = self.rff.toFeatures(x_testS)
y_pred = self.model.predict(x_feat)
end_time = datetime.now()
print('\n')
print(
"********************************* Prediction ends *********************************"
)
print('\n')
print('Duration: {}'.format(end_time - start_time))
# Builds the MoG
# Parameters of the mixture
ntest, dim = x_test.shape # test dimensionality and number of queries
comp = np.reshape(y_pred, [
-1, self.outputd + int(0.5 * (self.outputd + 1) * self.outputd) +
1, self.ncomp
])
mu_pred = comp[:, :self.outputd, :]
sigma_pred = comp[:, self.outputd:self.outputd +
int(0.5 * (self.outputd + 1) * self.outputd), :]
mu_pred = np.reshape(mu_pred, [-1, self.ncomp, self.outputd])
sigma_pred = np.reshape(
sigma_pred,
[-1, self.ncomp,
int(0.5 * (self.outputd + 1) * self.outputd)])
alpha_pred = comp[:, -1, :]
mog = []
for pt in range(ntest):
a = alpha_pred[pt, :]
ms = [mu_pred[pt, i, :] for i in range(self.ncomp)]
Ss = []
for comp_idx in range(self.ncomp):
sess = tf.Session()
with sess.as_default():
m = tfd.fill_triangular(sigma_pred[pt, comp_idx, :])
tf.matrix_set_diag(m, tf.exp(tf.matrix_diag_part(m)))
L = m.eval()
Ss.append(np.matmul(L, L.T))
mog.append(pdf.MoG(a=a, ms=ms, Ss=Ss))
return mog
def predict_mog_from_stats(self,
ntest=1,
alpha_pred=None,
mu_pred=None,
sigma_pred=None):
alpha_pred = np.array(alpha_pred).reshape(-1, self.ncomp)
mu_pred = np.array(mu_pred).reshape(-1, self.ncomp, self.outputd)
sigma_pred = np.array(sigma_pred).reshape(-11, self.ncomp,
self.outputd)
mog = []
for pt in range(ntest):
a = alpha_pred[pt, :]
ms = [mu_pred[pt, i, :] for i in range(self.ncomp)]
Ss = []
di = np.diag_indices(self.outputd) # diagonal indices
for i in range(self.ncomp):
tmp = np.zeros((self.outputd, self.outputd))
tmp[di] = sigma_pred[pt, i, :]**2
Ss.append(tmp)
mog.append(pdf.MoG(a=a, ms=ms, Ss=Ss))
return mog[0]