def add(self, X, Y=None):
# check input
T = X.shape[0]
if Y is not None:
assert Y.shape[0] == T, 'X and Y must have equal length'
# estimate and add to storage
if self.compute_XX and not self.compute_XY:
w, s_X, C_XX = moments_XX(X, remove_mean=self.remove_mean,
sparse_mode=self.sparse_mode, modify_data=self.modify_data)
self.storage_XX.store(Moments(w, s_X, s_X, C_XX))
elif self.compute_XX and self.compute_XY:
assert Y is not None
w, s_X, s_Y, C_XX, C_XY = moments_XXXY(X, Y, remove_mean=self.remove_mean, symmetrize=self.symmetrize,
sparse_mode=self.sparse_mode, modify_data=self.modify_data)
# make copy in order to get independently mergeable moments
self.storage_XX.store(Moments(w, s_X, s_X, C_XX))
self.storage_XY.store(Moments(w, s_X, s_Y, C_XY))
else: # compute block
assert Y is not None
assert not self.symmetrize
w, s, C = moments_block(X, Y, remove_mean=self.remove_mean,
sparse_mode=self.sparse_mode, modify_data=self.modify_data)
# make copy in order to get independently mergeable moments
self.storage_XX.store(Moments(w, s[0], s[0], C[0, 0]))
self.storage_XY.store(Moments(w, s[0], s[1], C[0, 1]))
self.storage_YY.store(Moments(w, s[1], s[1], C[1, 1]))
def _test_moments_XY(self, X, Y, symmetrize=False, remove_mean=False, sparse_mode='auto'):
w, s_X, s_Y, C_XX, C_XY = moments.moments_XXXY(X, Y, remove_mean=remove_mean, modify_data=False,
symmetrize=symmetrize, sparse_mode=sparse_mode)
# reference
s_X_ref = X.sum(axis=0)
s_Y_ref = Y.sum(axis=0)
if symmetrize:
s_X_ref = s_X_ref + s_Y_ref
s_Y_ref = s_X_ref
w = 2 * X.shape[0]
else:
w = X.shape[0]
if remove_mean:
X = X - s_X_ref/float(w)
Y = Y - s_Y_ref/float(w)
if symmetrize:
C_XX_ref = np.dot(X.T, X) + np.dot(Y.T, Y)
C_XY_ref = np.dot(X.T, Y) + np.dot(Y.T, X)
else:
C_XX_ref = np.dot(X.T, X)
C_XY_ref = np.dot(X.T, Y)
# test
assert np.allclose(s_X, s_X_ref)
assert np.allclose(s_Y, s_Y_ref)
assert np.allclose(C_XX, C_XX_ref)
assert np.allclose(C_XY, C_XY_ref)
def mytime_momentsXXXY(X, Y, remove_mean=False, symmetrize=False, nrep=3):
# time for reference calculation
t1 = time.time()
for r in range(nrep):
w, sx, sy, C_XX, C_XY = moments.moments_XXXY(X, Y, remove_mean=remove_mean, symmetrize=symmetrize)
t2 = time.time()
# return mean time
return (t2-t1)/float(nrep)
