https://github.com/GPflow/GPflow
Tip revision: 2b0e60b4dec5ee701d4a6e5fc0053afbc007c969 authored by Artem Artemev on 17 June 2019, 08:11:06 UTC
Initial commit
Initial commit
Tip revision: 2b0e60b
kuus.py
import tensorflow as tf
from ..features import InducingPoints, Multiscale
from ..kernels import Kernel, RBF
from .dispatch import Kuu
@Kuu.register(InducingPoints, Kernel)
def _Kuu(feature: InducingPoints, kernel: Kernel, *, jitter=0.0):
Kzz = kernel(feature.Z)
Kzz += jitter * tf.eye(len(feature), dtype=Kzz.dtype)
return Kzz
@Kuu.register(Multiscale, RBF)
def _Kuu(feature: Multiscale, kernel: RBF, *, jitter=0.0):
Zmu, Zlen = kernel.slice(feature.Z, feature.scales)
idlengthscale2 = tf.square(kernel.lengthscale + Zlen)
sc = tf.sqrt(idlengthscale2[None, ...] + idlengthscale2[:, None, ...] -
kernel.lengthscale**2)
d = feature._cust_square_dist(Zmu, Zmu, sc)
Kzz = kernel.variance * tf.exp(-d / 2) * tf.reduce_prod(
kernel.lengthscale / sc, 2)
Kzz += jitter * tf.eye(len(feature), dtype=Kzz.dtype)
return Kzz