# 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 .param import Param, Parameterized 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.pack([tf.shape(X)[0], 1]), dtype='float64') class Linear(MeanFunction): """ y_i = A x_i + b """ def __init__(self, A=np.ones((1, 1)), b=np.zeros(1)): """ 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. """ MeanFunction.__init__(self) self.A = Param(np.atleast_2d(A)) self.b = Param(b) def __call__(self, X): return tf.matmul(X, self.A) + self.b class Constant(MeanFunction): """ y_i = c,, """ def __init__(self, c=np.zeros(1)): MeanFunction.__init__(self) self.c = Param(c) def __call__(self, X): shape = tf.pack([tf.shape(X)[0], 1]) return tf.tile(tf.reshape(self.c, (1, -1)), shape) 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.mul(self.prod_1(X), self.prod_2(X))