https://github.com/GPflow/GPflow
Tip revision: 9d82f9cd44d912d95a9712f12cf25c8b2b67d7ad authored by ST John on 11 March 2020, 23:26:33 UTC
WIP
WIP
Tip revision: 9d82f9c
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 = tf.shape(Kmm)[0] * tf.shape(Kmm)[1]
jittermat = jitter * tf.reshape(tf.eye(M, dtype=Kmm.dtype), tf.shape(Kmm))
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