# Copyright 2018 the GPflow authors. # # 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 copy import numpy as np import pytest import tensorflow as tf from numpy.testing import assert_allclose import gpflow from gpflow.config import default_float, default_int from gpflow.kernels import (RBF, ArcCosine, Constant, Linear, Periodic, Polynomial, Stationary) rng = np.random.RandomState(1) def _ref_rbf(X, lengthscale, signal_variance): num_data, _ = X.shape kernel = np.zeros((num_data, num_data)) for row_index in range(num_data): for column_index in range(num_data): vecA = X[row_index, :] vecB = X[column_index, :] delta = vecA - vecB distance_squared = np.dot(delta.T, delta) kernel[row_index, column_index] = signal_variance * \ np.exp(-0.5 * distance_squared / lengthscale ** 2) return kernel def _ref_arccosine(X, order, weight_variances, bias_variance, signal_variance): num_points = X.shape[0] kernel = np.empty((num_points, num_points)) for row in range(num_points): for col in range(num_points): x = X[row] y = X[col] numerator = (weight_variances * x).dot(y) + bias_variance x_denominator = np.sqrt((weight_variances * x).dot(x) + bias_variance) y_denominator = np.sqrt((weight_variances * y).dot(y) + bias_variance) denominator = x_denominator * y_denominator theta = np.arccos(np.clip(numerator / denominator, -1., 1.)) if order == 0: J = np.pi - theta elif order == 1: J = np.sin(theta) + (np.pi - theta) * np.cos(theta) elif order == 2: J = 3. * np.sin(theta) * np.cos(theta) J += (np.pi - theta) * (1. + 2. * np.cos(theta)**2) kernel[row, col] = signal_variance * (1. / np.pi) * J * \ x_denominator ** order * \ y_denominator ** order return kernel def _ref_periodic(X, lengthScale, signal_variance, period): # Based on the GPy implementation of standard_period kernel base = np.pi * (X[:, None, :] - X[None, :, :]) / period exp_dist = np.exp(-0.5 * np.sum(np.square(np.sin(base) / lengthScale), axis=-1)) return signal_variance * exp_dist @pytest.mark.parametrize('variance, lengthscale', [[2.3, 1.4]]) def test_rbf_1d(variance, lengthscale): X = rng.randn(3, 1) kernel = gpflow.kernels.RBF(lengthscale=lengthscale, variance=variance) gram_matrix = kernel(X) reference_gram_matrix = _ref_rbf(X, lengthscale, variance) assert_allclose(gram_matrix, reference_gram_matrix) @pytest.mark.parametrize('variance, lengthscale', [[2.3, 1.4]]) def test_rq_1d(variance, lengthscale): kSE = gpflow.kernels.RBF(lengthscale=lengthscale, variance=variance) kRQ = gpflow.kernels.RationalQuadratic(lengthscale=lengthscale, variance=variance, alpha=1e8) rng = np.random.RandomState(1) X = rng.randn(6, 1).astype(default_float()) gram_matrix_SE = kSE(X) gram_matrix_RQ = kRQ(X) assert_allclose(gram_matrix_SE, gram_matrix_RQ) def _assert_arccosine_kern_err(variance, weight_variances, bias_variance, order, ard, X): kernel = gpflow.kernels.ArcCosine(order=order, variance=variance, weight_variances=weight_variances, bias_variance=bias_variance, ard=ard) if weight_variances is None: weight_variances = 1. gram_matrix = kernel(X) reference_gram_matrix = _ref_arccosine(X, order, weight_variances, bias_variance, variance) assert_allclose(gram_matrix, reference_gram_matrix) @pytest.mark.parametrize('order', gpflow.kernels.ArcCosine.implemented_orders) @pytest.mark.parametrize('D', [1, 3]) @pytest.mark.parametrize('N, weight_variances, bias_variance, variance', [[3, 1.7, 0.6, 2.3]]) def test_arccosine_1d_and_3d(order, D, N, weight_variances, bias_variance, variance): ard = False if D == 1 else True X_data = rng.randn(N, D) _assert_arccosine_kern_err(variance, weight_variances, bias_variance, order, ard, X_data) @pytest.mark.parametrize('order', [42]) def test_arccosine_non_implemented_order(order): with pytest.raises(ValueError): gpflow.kernels.ArcCosine(order=order) @pytest.mark.parametrize('ard', [True, False]) @pytest.mark.parametrize( 'order, D, N, weight_variances, bias_variance, variance', [[0, 1, 3, 1., 1., 1.]]) def test_arccosine_weight_initializations(ard, order, D, N, weight_variances, bias_variance, variance): X_data = rng.randn(N, D) _assert_arccosine_kern_err(variance, weight_variances, bias_variance, order, ard, X_data) @pytest.mark.parametrize('D, N', [[1, 4]]) def test_arccosine_nan_gradient(D, N): X = rng.rand(N, D) kernel = gpflow.kernels.ArcCosine() with tf.GradientTape() as tape: Kff = kernel(X) grads = tape.gradient(Kff, kernel.trainable_variables) assert not np.any(np.isnan(grads)) def _assert_periodic_kern_err(lengthscale, variance, period, X): kernel = gpflow.kernels.Periodic(period=period, variance=variance, lengthscale=lengthscale) gram_matrix = kernel(X) reference_gram_matrix = _ref_periodic(X, lengthscale, variance, period) assert_allclose(gram_matrix, reference_gram_matrix) @pytest.mark.parametrize('D', [1, 2]) @pytest.mark.parametrize('N, lengthscale, variance, period', [[3, 2., 2.3, 2.], [5, 11.5, 1.3, 20.]]) def test_periodic_1d_and_2d(D, N, lengthscale, variance, period): X = rng.randn(N, D) if D == 1 else rng.multivariate_normal( np.zeros(D), np.eye(D), N) _assert_periodic_kern_err(lengthscale, variance, period, X) kernel_setups = [ kernel() for kernel in gpflow.kernels.Stationary.__subclasses__() ] + [ gpflow.kernels.Constant(), gpflow.kernels.Linear(), gpflow.kernels.Polynomial(), gpflow.kernels.ArcCosine() ] @pytest.mark.parametrize('D', [1, 5]) @pytest.mark.parametrize('kernel', kernel_setups) @pytest.mark.parametrize('N', [10]) def test_kernel_symmetry_1d_and_5d(D, kernel, N): X = rng.randn(N, D) errors = kernel(X) - kernel(X, X) assert np.allclose(errors, 0) @pytest.mark.parametrize('N, N2, input_dim, output_dim, rank', [[10, 12, 1, 3, 2]]) def test_coregion_shape(N, N2, input_dim, output_dim, rank): X = np.random.randint(0, output_dim, (N, input_dim)) X2 = np.random.randint(0, output_dim, (N2, input_dim)) kernel = gpflow.kernels.Coregion(output_dim=output_dim, rank=rank) kernel.W = rng.randn(output_dim, rank) kernel.kappa = rng.randn(output_dim, 1).reshape(-1) + 1. Kff2 = kernel(X, X2) assert Kff2.shape == (10, 12) Kff = kernel(X) assert Kff.shape == (10, 10) @pytest.mark.parametrize('N, input_dim, output_dim, rank', [[10, 1, 3, 2]]) def test_coregion_diag(N, input_dim, output_dim, rank): X = np.random.randint(0, output_dim, (N, input_dim)) kernel = gpflow.kernels.Coregion(output_dim=output_dim, rank=rank) kernel.W = rng.randn(output_dim, rank) kernel.kappa = rng.randn(output_dim, 1).reshape(-1) + 1. K = kernel(X) Kdiag = kernel.K_diag(X) assert np.allclose(np.diag(K), Kdiag) @pytest.mark.parametrize('N, input_dim, output_dim, rank', [[10, 1, 3, 2]]) def test_coregion_slice(N, input_dim, output_dim, rank): X = np.random.randint(0, output_dim, (N, input_dim)) X = np.hstack((X, rng.randn(10, 1))) kernel1 = gpflow.kernels.Coregion(output_dim=output_dim, rank=rank, active_dims=[0]) # compute another kernel with additinoal inputs, # make sure out kernel is still okay. kernel2 = gpflow.kernels.RBF(active_dims=[1]) kernel_prod = kernel1 * kernel2 K1 = kernel_prod(X) K2 = kernel1(X) * kernel2(X) # slicing happens inside kernel assert np.allclose(K1, K2) _dim = 3 kernel_setups_extended = kernel_setups + [ RBF() + Linear(), RBF() * Linear(), RBF() + Linear(ard=True, variance=rng.rand(_dim, 1).reshape(-1)) ] + [ArcCosine(order=order) for order in ArcCosine.implemented_orders] @pytest.mark.parametrize('kernel', kernel_setups_extended) @pytest.mark.parametrize('N, dim', [[30, _dim]]) def test_diags(kernel, N, dim): X = np.random.randn(N, dim) kernel1 = kernel(X) kernel2 = tf.linalg.diag_part(kernel(X)) assert np.allclose(np.diagonal(kernel1), kernel2) # Add a rbf and linear kernel, make sure the result is the same as adding the result of # the kernels separately. _kernel_setups_add = [ gpflow.kernels.RBF(), gpflow.kernels.Linear(), (gpflow.kernels.RBF() + gpflow.kernels.Linear()) ] @pytest.mark.parametrize('N, D', [[10, 1]]) def test_add_symmetric(N, D): X = rng.randn(N, D) Kffs = [kernel(X) for kernel in _kernel_setups_add] assert np.allclose(Kffs[0] + Kffs[1], Kffs[2]) @pytest.mark.parametrize('N, M, D', [[10, 12, 1]]) def test_add_asymmetric(N, M, D): X, Z = rng.randn(N, D), rng.randn(M, D) Kfus = [kernel(X, Z) for kernel in _kernel_setups_add] assert np.allclose(Kfus[0] + Kfus[1], Kfus[2]) @pytest.mark.parametrize('N, D', [[10, 1]]) def test_white(N, D): """ The white kernel should not give the same result when called with k(X) and k(X, X) """ X = rng.randn(N, D) kernel = gpflow.kernels.White() Kff_sym = kernel(X) Kff_asym = kernel(X, X) assert not np.allclose(Kff_sym, Kff_asym) _kernel_classes_slice = [kernel for kernel in gpflow.kernels.Stationary.__subclasses__()] + \ [gpflow.kernels.Constant, gpflow.kernels.Linear, gpflow.kernels.Polynomial] _kernel_triples_slice = [ (k1(active_dims=[0]), k2(active_dims=[1]), k3(active_dims=slice(0, 1))) for k1, k2, k3 in zip(_kernel_classes_slice, _kernel_classes_slice, _kernel_classes_slice) ] @pytest.mark.parametrize('kernel_triple', _kernel_triples_slice) @pytest.mark.parametrize('N, D', [[20, 2]]) def test_slice_symmetric(kernel_triple, N, D): X = rng.randn(N, D) K1, K3 = kernel_triple[0](X), kernel_triple[2](X[:, :1]) assert np.allclose(K1, K3) K2, K4 = kernel_triple[1](X), kernel_triple[2](X[:, 1:]) assert np.allclose(K2, K4) @pytest.mark.parametrize('kernel_triple', _kernel_triples_slice) @pytest.mark.parametrize('N, M, D', [[10, 12, 2]]) def test_slice_asymmetric(kernel_triple, N, M, D): X = rng.randn(N, D) Z = rng.randn(M, D) K1, K3 = kernel_triple[0](X, Z), kernel_triple[2](X[:, :1], Z[:, :1]) assert np.allclose(K1, K3) K2, K4 = kernel_triple[1](X, Z), kernel_triple[2](X[:, 1:], Z[:, 1:]) assert np.allclose(K2, K4) _kernel_setups_prod = [ gpflow.kernels.Matern32(), gpflow.kernels.Matern52(lengthscale=0.3), gpflow.kernels.Matern32() * gpflow.kernels.Matern52(lengthscale=0.3) ] @pytest.mark.parametrize('N, D', [[30, 2]]) def test_product(N, D): X = rng.randn(N, D) Kffs = [kernel(X) for kernel in _kernel_setups_prod] assert np.allclose(Kffs[0] * Kffs[1], Kffs[2]) @pytest.mark.parametrize('N, D', [[30, 4], [10, 7]]) def test_active_product(N, D): X = rng.randn(N, D) dims, rand_idx, ls = list(range(D)), int(rng.randint(0, D)), rng.uniform( 1., 7., D) active_dims_list = [ dims[:rand_idx] + dims[rand_idx + 1:], [rand_idx], dims ] lengthscale_list = [ np.hstack([ls[:rand_idx], ls[rand_idx + 1:]]), ls[rand_idx], ls ] kernels = [ gpflow.kernels.RBF(lengthscale=lengthscale, active_dims=dims, ard=True) for dims, lengthscale in zip(active_dims_list, lengthscale_list) ] kernel_prod = kernels[0] * kernels[1] Kff = kernels[2](X) Kff_prod = kernel_prod(X) assert np.allclose(Kff, Kff_prod) @pytest.mark.parametrize('D', [4, 7]) def test_ard_init_scalar(D): """ For ard kernels, make sure that kernels can be instantiated with a single lengthscale or a suitable array of lengthscale """ kernel_1 = gpflow.kernels.RBF(lengthscale=2.3) kernel_2 = gpflow.kernels.RBF(lengthscale=np.ones(D) * 2.3, ard=True) lengthscale_1 = kernel_1.lengthscale.read_value() lengthscale_2 = kernel_2.lengthscale.read_value() assert np.allclose(lengthscale_1, lengthscale_2, atol=1e-10) @pytest.mark.parametrize('N', [4, 7]) @pytest.mark.parametrize('ard', [True, False, None]) def test_ard_init_shapes(N, ard): with pytest.raises(tf.errors.InvalidArgumentError): k1 = gpflow.kernels.RBF(lengthscale=np.ones(2), ard=ard) k1(rng.randn(N, 4)) with pytest.raises(tf.errors.InvalidArgumentError): k2 = gpflow.kernels.RBF(lengthscale=np.ones(3), ard=ard) k2(rng.randn(N, 2)) @pytest.mark.parametrize('D', [4, 7]) def test_ard_init_MLP(D): """ For ard kernels, make sure that kernels can be instantiated with a single lengthscale or a suitable array of lengthscale """ kernel_1 = gpflow.kernels.ArcCosine(weight_variances=1.23, ard=True) kernel_2 = gpflow.kernels.ArcCosine(weight_variances=np.ones(3) * 1.23, ard=True) variances_1 = kernel_1.weight_variances.read_value() variances_2 = kernel_2.weight_variances.read_value() assert np.allclose(variances_1, variances_2, atol=1e-10)