# Copyright 2016 James Hensman, alexggmatthews, PabloLeon, Valentine Svensson # # 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 tensorflow as tf import numpy as np from . import settings from .params import Parameter from .params import Parameterized from .params import ParamList from .decors import params_as_tensors class MeanFunction(Parameterized): """ The base mean function class. To implement a mean function, write the __call__ method. This takes a tensor X and returns a tensor m(X). In accordance with the GPflow standard, each row of X represents one datum, and each row of Y is computed independently for each row of X. MeanFunction classes can have parameters, see the Linear class for an example. """ def __call__(self, X): raise NotImplementedError("Implement the __call__ method for this mean function") def __add__(self, other): return Additive(self, other) def __mul__(self, other): return Product(self, other) class Zero(MeanFunction): def __call__(self, X): return tf.zeros(tf.stack([tf.shape(X)[0], 1]), dtype=settings.tf_float) class Linear(MeanFunction): """ y_i = A x_i + b """ def __init__(self, A=None, b=None): """ A is a matrix which maps each element of X to Y, b is an additive constant. If X has N rows and D columns, and Y is intended to have Q columns, then A must be D x Q, b must be a vector of length Q. """ A = np.ones((1, 1)) if A is None else A b = np.zeros(1) if b is None else b MeanFunction.__init__(self) self.A = Parameter(np.atleast_2d(A)) self.b = Parameter(b) @params_as_tensors def __call__(self, X): return tf.matmul(X, self.A) + self.b class Constant(MeanFunction): """ y_i = c,, """ def __init__(self, c=None): MeanFunction.__init__(self) c = np.zeros(1) if c is None else c self.c = Parameter(c) @params_as_tensors def __call__(self, X): shape = tf.stack([tf.shape(X)[0], 1]) return tf.tile(tf.reshape(self.c, (1, -1)), shape) class SwitchedMeanFunction(MeanFunction): """ This class enables to use different (independent) mean_functions respective to the data 'label'. We assume the 'label' is stored in the extra column of X. """ def __init__(self, meanfunction_list): MeanFunction.__init__(self) for m in meanfunction_list: assert isinstance(m, MeanFunction) self.meanfunction_list = ParamList(meanfunction_list) self.num_meanfunctions = len(self.meanfunction_list) @params_as_tensors def __call__(self, X): ind = tf.gather(tf.transpose(X), tf.shape(X)[1]-1) # ind = X[:,-1] ind = tf.cast(ind, tf.int32) X = tf.transpose(tf.gather(tf.transpose(X), tf.range(0, tf.shape(X)[1]-1))) # X = X[:,:-1] # split up X into chunks corresponding to the relevant likelihoods x_list = tf.dynamic_partition(X, ind, self.num_meanfunctions) # apply the likelihood-function to each section of the data results = [m(x) for x, m in zip(x_list, self.meanfunction_list)] # stitch the results back together partitions = tf.dynamic_partition(tf.range(0, tf.size(ind)), ind, self.num_meanfunctions) return tf.dynamic_stitch(partitions, results) class Additive(MeanFunction): def __init__(self, first_part, second_part): MeanFunction.__init__(self) self.add_1 = first_part self.add_2 = second_part def __call__(self, X): return tf.add(self.add_1(X), self.add_2(X)) class Product(MeanFunction): def __init__(self, first_part, second_part): MeanFunction.__init__(self) self.prod_1 = first_part self.prod_2 = second_part def __call__(self, X): return tf.multiply(self.prod_1(X), self.prod_2(X))