Revision e24fd815cdfb8c654249da4576aeff6c2ce5a8ea authored by vdutor on 10 September 2020, 15:35:12 UTC, committed by vdutor on 10 September 2020, 15:35:12 UTC
1 parent 61b2e1c
statics.py
import tensorflow as tf
from ..base import Parameter
from ..utilities import positive
from .base import Kernel
class Static(Kernel):
"""
Kernels who don't depend on the value of the inputs are 'Static'. The only
parameter is a variance, σ².
"""
def __init__(self, variance=1.0, active_dims=None):
super().__init__(active_dims)
self.variance = Parameter(variance, transform=positive())
def K_diag(self, X):
return tf.fill(tf.shape(X)[:-1], tf.squeeze(self.variance))
class White(Static):
"""
The White kernel: this kernel produces 'white noise'. The kernel equation is
k(x_n, x_m) = δ(n, m) σ²
where:
δ(.,.) is the Kronecker delta,
σ² is the variance parameter.
"""
def K(self, X, X2=None):
if X2 is None:
d = tf.fill(tf.shape(X)[:-1], tf.squeeze(self.variance))
return tf.linalg.diag(d)
else:
shape = tf.concat([tf.shape(X)[:-1], tf.shape(X2)[:-1]], axis=0)
return tf.zeros(shape, dtype=X.dtype)
class Constant(Static):
"""
The Constant (aka Bias) kernel. Functions drawn from a GP with this kernel
are constant, i.e. f(x) = c, with c ~ N(0, σ^2). The kernel equation is
k(x, y) = σ²
where:
σ² is the variance parameter.
"""
def K(self, X, X2=None):
if X2 is None:
shape = tf.concat(
[
tf.shape(X)[:-2],
tf.reshape(tf.shape(X)[-2], [1]),
tf.reshape(tf.shape(X)[-2], [1]),
],
axis=0,
)
else:
shape = tf.concat([tf.shape(X)[:-1], tf.shape(X2)[:-1]], axis=0)
return tf.fill(shape, tf.squeeze(self.variance))
Computing file changes ...