import tensorflow as tf from .. import kernels from .. import mean_functions as mfn from ..features import InducingPoints from ..probability_distributions import DiagonalGaussian, Gaussian, MarkovGaussian from . import dispatch from .expectations import expectation NoneType = type(None) @dispatch.expectation.register(Gaussian, kernels.Linear, NoneType, NoneType, NoneType) def _E(p, kernel, _, __, ___, nghp=None): """ Compute the expectation: _p(X) - K_{.,.} :: Linear kernel :return: N """ # use only active dimensions Xmu, _ = kernel.slice(p.mu, None) Xcov = kernel.slice_cov(p.cov) return tf.reduce_sum(kernel.variance * (tf.linalg.diag_part(Xcov) + Xmu**2), 1) @dispatch.expectation.register(Gaussian, kernels.Linear, InducingPoints, NoneType, NoneType) def _E(p, kernel, feature, _, __, nghp=None): """ Compute the expectation: _p(X) - K_{.,.} :: Linear kernel :return: NxM """ # use only active dimensions Z, Xmu = kernel.slice(feature.Z, p.mu) return tf.linalg.matmul(Xmu, Z * kernel.variance, transpose_b=True) @dispatch.expectation.register(Gaussian, kernels.Linear, InducingPoints, mfn.Identity, NoneType) def _E(p, kernel, feature, mean, _, nghp=None): """ Compute the expectation: expectation[n] = _p(x_n) - K_{.,.} :: Linear kernel :return: NxMxD """ Xmu, Xcov = p.mu, p.cov N = Xmu.shape[0] var_Z = kernel.variance * feature.Z # MxD tiled_Z = tf.tile(tf.expand_dims(var_Z, 0), (N, 1, 1)) # NxMxD return tf.linalg.matmul(tiled_Z, Xcov + (Xmu[..., None] * Xmu[:, None, :])) @dispatch.expectation.register(MarkovGaussian, kernels.Linear, InducingPoints, mfn.Identity, NoneType) def _E(p, kernel, feature, mean, _, nghp=None): """ Compute the expectation: expectation[n] = _p(x_{n:n+1}) - K_{.,.} :: Linear kernel - p :: MarkovGaussian distribution (p.cov 2x(N+1)xDxD) :return: NxMxD """ Xmu, Xcov = p.mu, p.cov N = Xmu.shape[0] - 1 var_Z = kernel.variance * feature.Z # MxD tiled_Z = tf.tile(tf.expand_dims(var_Z, 0), (N, 1, 1)) # NxMxD eXX = Xcov[1, :-1] + (Xmu[:-1][..., None] * Xmu[1:][:, None, :]) # NxDxD return tf.linalg.matmul(tiled_Z, eXX) @dispatch.expectation.register((Gaussian, DiagonalGaussian), kernels.Linear, InducingPoints, kernels.Linear, InducingPoints) def _E(p, kern1, feat1, kern2, feat2, nghp=None): """ Compute the expectation: expectation[n] = _p(x_n) - Ka_{.,.}, Kb_{.,.} :: Linear kernels Ka and Kb as well as Z1 and Z2 can differ from each other, but this is supported only if the Gaussian p is Diagonal (p.cov NxD) and Ka, Kb have disjoint active_dims in which case the joint expectations simplify into a product of expectations :return: NxMxM """ if kern1.on_separate_dims(kern2) and isinstance(p, DiagonalGaussian): # no joint expectations required eKxz1 = expectation(p, (kern1, feat1)) eKxz2 = expectation(p, (kern2, feat2)) return eKxz1[:, :, None] * eKxz2[:, None, :] if kern1 != kern2 or feat1 != feat2: raise NotImplementedError("The expectation over two kernels has only an " "analytical implementation if both kernels are equal.") kernel = kern1 feature = feat1 # use only active dimensions Xcov = kernel.slice_cov(tf.linalg.diag(p.cov) if isinstance(p, DiagonalGaussian) else p.cov) Z, Xmu = kernel.slice(feature.Z, p.mu) N = Xmu.shape[0] var_Z = kernel.variance * Z tiled_Z = tf.tile(tf.expand_dims(var_Z, 0), (N, 1, 1)) # NxMxD XX = Xcov + tf.expand_dims(Xmu, 1) * tf.expand_dims(Xmu, 2) # NxDxD return tf.linalg.matmul(tf.linalg.matmul(tiled_Z, XX), tiled_Z, transpose_b=True)