# Copyright 2017 GPflow # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. import abc import tensorflow as tf from ..base import Module, Parameter from ..config import default_float from ..utilities import positive class InducingVariables(Module): """ Abstract base class for inducing variables. """ @abc.abstractmethod def __len__(self) -> int: """ Returns the number of inducing variables, relevant for example to determine the size of the variational distribution. """ raise NotImplementedError class InducingPointsBase(InducingVariables): def __init__(self, Z, name=None): """ :param Z: the initial positions of the inducing points, size [M, D] """ super().__init__(name=name) self.Z = Parameter(Z, dtype=default_float()) def __len__(self): return self.Z.shape[0] class InducingPoints(InducingPointsBase): """ Real-space inducing points """ class Multiscale(InducingPointsBase): r""" Multi-scale inducing variables Originally proposed in :: @incollection{NIPS2009_3876, title = {Inter-domain Gaussian Processes for Sparse Inference using Inducing Features}, author = {Miguel L\'{a}zaro-Gredilla and An\'{\i}bal Figueiras-Vidal}, booktitle = {Advances in Neural Information Processing Systems 22}, year = {2009}, } """ def __init__(self, Z, scales): super().__init__(Z) # Multi-scale inducing_variable widths (std. dev. of Gaussian) self.scales = Parameter(scales, transform=positive()) if self.Z.shape != scales.shape: raise ValueError( "Input locations `Z` and `scales` must have the same shape." ) # pragma: no cover @staticmethod def _cust_square_dist(A, B, sc): """ Custom version of _square_dist that allows sc to provide per-datapoint length scales. sc: [N, M, D]. """ return tf.reduce_sum(tf.square((tf.expand_dims(A, 1) - tf.expand_dims(B, 0)) / sc), 2)