https://github.com/GPflow/GPflow
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Tip revision: d95ef8222e567f4d0e0d8ea99ea64359b9b5ea48 authored by Sergio Diaz on 09 September 2019, 12:51:16 UTC
Merge branch 'awav/gpflow-2.0' into sergio_pasc/gpflow-2.0/move-gplvm-tests
Tip revision: d95ef82
mo_kuus.py
from typing import Union

import tensorflow as tf

from ..inducing_variables import (InducingPoints, FallbackSharedIndependentInducingVariables,
                                  FallbackSeparateIndependentInducingVariables, SharedIndependentInducingVariables)
from ..kernels import (MultioutputKernel, SeparateIndependent, LinearCoregionalization,
                       SharedIndependent, IndependentLatent)
from .dispatch import Kuu


@Kuu.register(InducingPoints, MultioutputKernel)
def _Kuu(inducing_variable: InducingPoints, kernel: MultioutputKernel, *, jitter=0.0):
    Kmm = kernel(inducing_variable.Z, full=True, full_output_cov=True)  # [M, P, M, P]
    M = Kmm.shape[0] * Kmm.shape[1]
    jittermat = jitter * tf.reshape(tf.eye(M, dtype=Kmm.dtype), Kmm.shape)
    return Kmm + jittermat


@Kuu.register(FallbackSharedIndependentInducingVariables, SharedIndependent)
def _Kuu(inducing_variable: FallbackSharedIndependentInducingVariables,
         kernel: SharedIndependent,
         *,
         jitter=0.0):
    Kmm = Kuu(inducing_variable.inducing_variable_shared, kernel.kernel)  # [M, M]
    jittermat = tf.eye(len(inducing_variable), dtype=Kmm.dtype) * jitter
    return Kmm + jittermat


@Kuu.register(FallbackSharedIndependentInducingVariables, (SeparateIndependent, IndependentLatent))
def _Kuu(inducing_variable: FallbackSharedIndependentInducingVariables,
         kernel: Union[SeparateIndependent, IndependentLatent],
         *,
         jitter=0.0):
    Kmm = tf.stack([Kuu(inducing_variable.inducing_variable_shared, k) for k in kernel.kernels],
                   axis=0)  # [L, M, M]
    jittermat = tf.eye(len(inducing_variable), dtype=Kmm.dtype)[None, :, :] * jitter
    return Kmm + jittermat


@Kuu.register(FallbackSeparateIndependentInducingVariables, SharedIndependent)
def _Kuu(inducing_variable: FallbackSeparateIndependentInducingVariables,
         kernel: SharedIndependent,
         *,
         jitter=0.0):
    Kmm = tf.stack([Kuu(f, kernel.kernel) for f in inducing_variable.inducing_variable_list],
                   axis=0)  # [L, M, M]
    jittermat = tf.eye(len(inducing_variable), dtype=Kmm.dtype)[None, :, :] * jitter
    return Kmm + jittermat


@Kuu.register(FallbackSeparateIndependentInducingVariables,
              (SeparateIndependent, LinearCoregionalization))
def _Kuu(inducing_variable: FallbackSeparateIndependentInducingVariables,
         kernel: Union[SeparateIndependent, LinearCoregionalization],
         *,
         jitter=0.0):
    Kmms = [Kuu(f, k) for f, k in zip(inducing_variable.inducing_variable_list, kernel.kernels)]
    Kmm = tf.stack(Kmms, axis=0)  # [L, M, M]
    jittermat = tf.eye(len(inducing_variable), dtype=Kmm.dtype)[None, :, :] * jitter
    return Kmm + jittermat
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