Started reviewing change and sigmoidal kernels to improve CW

T-Flet · Jan 31, 2020 · 7aab7a4 · 7aab7a4
1 parent de113f0
commit 7aab7a4
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Showing 3 changed files with 11 additions and 11 deletions.
diff --git a/GPy_ABCD/Kernels/changeOperators.py b/GPy_ABCD/Kernels/changeOperators.py
@@ -3,7 +3,7 @@
 from GPy.kern.src.kern import CombinationKernel
 from GPy.core.parameterization import Param
 
-from GPy_ABCD.Kernels.sigmoidalKernels import SigmoidalKernel, SigmoidalIndicatorKernel
+from GPy_ABCD.Kernels.sigmoidalKernels import SigmoidalKernel, SigmoidalIndicatorKernel, SigmoidalIndicatorKernelWithWidth
 
 
 class ChangeKernelBase(CombinationKernel):
@@ -100,7 +100,7 @@ def update_gradients_diag(self, dL_dK, X):
 class ChangeWindowKernelWithWidth(ChangeKernelBase):
     """Composite kernel changing from left to right subkernels at a limited location"""
     def __init__(self, left, right, location: float = 0., slope: float = 0.5, width: float = 1., name='change_window', fixed_slope = False):
-        super(ChangeWindowKernelWithWidth, self).__init__(left, right, SigmoidalIndicatorKernel, location, slope, name, fixed_slope)
+        super(ChangeWindowKernelWithWidth, self).__init__(left, right, SigmoidalIndicatorKernelWithWidth, location, slope, name, fixed_slope)
         self.width = Param('width', width, Logexp())
         self.link_parameter(self.width)
 

diff --git a/GPy_ABCD/Kernels/sigmoidalKernels.py b/GPy_ABCD/Kernels/sigmoidalKernels.py
@@ -68,7 +68,7 @@ class SigmoidalKernel(SigmoidalKernelBase):
 
     def __init__(self, input_dim: int, reverse: bool = False, variance: float = 1., location: float = 0., slope: float = 0.5,
                  active_dims: int = None, name: str = 'sigmoidal', fixed_slope = False) -> None:
-        super(SigmoidalKernel, self).__init__(input_dim, reverse, variance, location, slope, active_dims, name)
+        super(SigmoidalKernel, self).__init__(input_dim, reverse, variance, location, slope, active_dims, name, fixed_slope)
 
     def is_reversed(self):
         return (self.slope < 0) ^ self.reverse
@@ -122,7 +122,7 @@ class SigmoidalIndicatorKernelOneLocation(SigmoidalKernelBase):
 
     def __init__(self, input_dim: int, reverse: bool = False, variance: float = 1., location: float = 0., slope: float = 0.5,
                  active_dims: int = None, name: str = 'sigmoidal_indicator', fixed_slope = False) -> None:
-        super(SigmoidalIndicatorKernelOneLocation, self).__init__(input_dim, reverse, variance, location, slope, active_dims, name)
+        super(SigmoidalIndicatorKernelOneLocation, self).__init__(input_dim, reverse, variance, location, slope, active_dims, name, fixed_slope)
 
     @staticmethod
     def _tanhSigOneLocIndicatorHalfWidth(s, y = 0.01): # Distance from peak of 1-location indicator kernel to when y is reached
@@ -191,7 +191,7 @@ class SigmoidalIndicatorKernel(SigmoidalKernelBase):
 
     def __init__(self, input_dim: int, reverse: bool = False, variance: float = 1., location: float = 0., stop_location: float = 1., slope: float = 0.5,
                  active_dims: int = None, name: str = 'sigmoidal_indicator', fixed_slope = False) -> None:
-        super(SigmoidalIndicatorKernel, self).__init__(input_dim, reverse, variance, location, slope, active_dims, name)
+        super(SigmoidalIndicatorKernel, self).__init__(input_dim, reverse, variance, location, slope, active_dims, name, fixed_slope)
         self.stop_location = Param('stop_location', stop_location)
         self.link_parameters(self.stop_location)
 
@@ -266,7 +266,7 @@ class SigmoidalIndicatorKernelWithWidth(SigmoidalKernelBase):
 
     def __init__(self, input_dim: int, reverse: bool = False, variance: float = 1., location: float = 0., slope: float = 0.5, width: float = 1.,
                  active_dims: int = None, name: str = 'sigmoidal_indicator', fixed_slope = False) -> None:
-        super(SigmoidalIndicatorKernelWithWidth, self).__init__(input_dim, reverse, variance, location, slope, active_dims, name)
+        super(SigmoidalIndicatorKernelWithWidth, self).__init__(input_dim, reverse, variance, location, slope, active_dims, name, fixed_slope)
         self.width = Param('width', width, Logexp())
         self.link_parameters(self.width)
 

diff --git a/Tests/regressChangeOperators.py b/Tests/regressChangeOperators.py
@@ -5,13 +5,13 @@
 from GPy_ABCD.Util.dataAndPlottingUtil import *
 
 
-X, Y = generate_changepoint_data(np.linspace(-20, 20, 201), lambda x: 0.1 * x, lambda x: 3 * np.sin(x), 0, 1, 0.3, True)
-kernel = CP(LIN(), PER() + C())
+# X, Y = generate_changepoint_data(np.linspace(-20, 20, 201), lambda x: 0.1 * x, lambda x: 3 * np.sin(x), -3, 1, 0.3, True)
+# kernel = CP(LIN(), PER() + C())
 
 
-# X, Y = generate_changewindow_data(np.linspace(-10, 30, 212), lambda x: 0.05 * x, lambda x: 0.05 * x * (x - 14), 0, 15, 1, 0.3, False)
-# kernel = CW(LIN(), LIN() * LIN())
-# # kernel = CW(LIN() * LIN(), LIN())
+X, Y = generate_changewindow_data(np.linspace(-10, 30, 212), lambda x: 0.05 * x, lambda x: 0.05 * x * (x - 14), 0, 15, 1, 0.3, False)
+kernel = CW(LIN(), LIN() * LIN())
+# kernel = CW(LIN() * LIN(), LIN())
 
 
 # X, Y = generate_changewindow_data(np.linspace(-10, 20, 212), lambda x: 2, lambda x: 2 + 3 * np.sin(x*2), 0, 15, 1, 0.3, False)