# Copyright 2017-2020 The GPflow Contributors. All Rights Reserved.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
from typing import Union
import tensorflow as tf
from ...experimental.check_shapes import check_shapes
from ...inducing_variables import (
FallbackSeparateIndependentInducingVariables,
FallbackSharedIndependentInducingVariables,
InducingPoints,
)
from ...kernels import (
IndependentLatent,
LinearCoregionalization,
MultioutputKernel,
SeparateIndependent,
SharedIndependent,
)
from ..dispatch import Kuu
[docs]@Kuu.register(InducingPoints, MultioutputKernel)
@check_shapes(
"inducing_variable: [M, D, 1]",
"return: [M, P, M, P]",
)
def Kuu_generic(
inducing_variable: InducingPoints, kernel: MultioutputKernel, *, jitter: float = 0.0
) -> tf.Tensor:
Kmm = kernel(inducing_variable.Z, full_cov=True, full_output_cov=True)
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
[docs]@Kuu.register(FallbackSharedIndependentInducingVariables, SharedIndependent)
@check_shapes(
"inducing_variable: [M, D, P]",
"return: [M, M]",
)
def Kuu_shared_shared(
inducing_variable: FallbackSharedIndependentInducingVariables,
kernel: SharedIndependent,
*,
jitter: float = 0.0,
) -> tf.Tensor:
Kmm = Kuu(inducing_variable.inducing_variable, kernel.kernel)
jittermat = tf.eye(inducing_variable.num_inducing, dtype=Kmm.dtype) * jitter
return Kmm + jittermat
[docs]@Kuu.register(FallbackSharedIndependentInducingVariables, (SeparateIndependent, IndependentLatent))
@check_shapes(
"inducing_variable: [M, D, P]",
"return: [L, M, M]",
)
def Kuu_fallback_shared(
inducing_variable: FallbackSharedIndependentInducingVariables,
kernel: Union[SeparateIndependent, IndependentLatent],
*,
jitter: float = 0.0,
) -> tf.Tensor:
Kmm = tf.stack([Kuu(inducing_variable.inducing_variable, k) for k in kernel.kernels], axis=0)
jittermat = tf.eye(inducing_variable.num_inducing, dtype=Kmm.dtype)[None, :, :] * jitter
return Kmm + jittermat
[docs]@Kuu.register(FallbackSeparateIndependentInducingVariables, SharedIndependent)
@check_shapes(
"inducing_variable: [M, D, P]",
"return: [L, M, M]",
)
def Kuu_fallback_separate_shared(
inducing_variable: FallbackSeparateIndependentInducingVariables,
kernel: SharedIndependent,
*,
jitter: float = 0.0,
) -> tf.Tensor:
Kmm = tf.stack(
[Kuu(f, kernel.kernel) for f in inducing_variable.inducing_variable_list], axis=0
)
jittermat = tf.eye(inducing_variable.num_inducing, dtype=Kmm.dtype)[None, :, :] * jitter
return Kmm + jittermat
[docs]@Kuu.register(
FallbackSeparateIndependentInducingVariables, (SeparateIndependent, LinearCoregionalization)
)
@check_shapes(
"inducing_variable: [M, D, P]",
"return: [L, M, M]",
)
def Kuu_fallbace_separate(
inducing_variable: FallbackSeparateIndependentInducingVariables,
kernel: Union[SeparateIndependent, LinearCoregionalization],
*,
jitter: float = 0.0,
) -> tf.Tensor:
n_iv = len(inducing_variable.inducing_variable_list)
n_k = len(kernel.kernels)
assert (
n_iv == n_k
), f"Must have same number of inducing variables and kernels. Found {n_iv} and {n_k}."
Kmms = [Kuu(f, k) for f, k in zip(inducing_variable.inducing_variable_list, kernel.kernels)]
Kmm = tf.stack(Kmms, axis=0)
jittermat = tf.eye(inducing_variable.num_inducing, dtype=Kmm.dtype)[None, :, :] * jitter
return Kmm + jittermat