Revision 291ae6c7dbfcbded27c604f136982a5067d14b8e authored by thevincentadam on 20 January 2020, 12:17:20 UTC, committed by thevincentadam on 20 January 2020, 12:17:20 UTC
1 parent 5dc31b8
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

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