Source code for pyro.contrib.gp.kernels.dot_product

# Copyright (c) 2017-2019 Uber Technologies, Inc.
# SPDX-License-Identifier: Apache-2.0

import torch
from torch.distributions import constraints

from pyro.contrib.gp.kernels.kernel import Kernel
from pyro.nn.module import PyroParam


[docs]class DotProduct(Kernel): r""" Base class for kernels which are functions of :math:`x \cdot z`. """ def __init__(self, input_dim, variance=None, active_dims=None): super().__init__(input_dim, active_dims) variance = torch.tensor(1.0) if variance is None else variance self.variance = PyroParam(variance, constraints.positive) def _dot_product(self, X, Z=None, diag=False): r""" Returns :math:`X \cdot Z`. """ if Z is None: Z = X X = self._slice_input(X) if diag: return (X**2).sum(-1) Z = self._slice_input(Z) if X.size(1) != Z.size(1): raise ValueError("Inputs must have the same number of features.") return X.matmul(Z.t())
[docs]class Linear(DotProduct): r""" Implementation of Linear kernel: :math:`k(x, z) = \sigma^2 x \cdot z.` Doing Gaussian Process regression with linear kernel is equivalent to doing a linear regression. .. note:: Here we implement the homogeneous version. To use the inhomogeneous version, consider using :class:`Polynomial` kernel with ``degree=1`` or making a :class:`.Sum` with a :class:`.Constant` kernel. """ def __init__(self, input_dim, variance=None, active_dims=None): super().__init__(input_dim, variance, active_dims)
[docs] def forward(self, X, Z=None, diag=False): return self.variance * self._dot_product(X, Z, diag)
[docs]class Polynomial(DotProduct): r""" Implementation of Polynomial kernel: :math:`k(x, z) = \sigma^2(\text{bias} + x \cdot z)^d.` :param torch.Tensor bias: Bias parameter of this kernel. Should be positive. :param int degree: Degree :math:`d` of the polynomial. """ def __init__(self, input_dim, variance=None, bias=None, degree=1, active_dims=None): super().__init__(input_dim, variance, active_dims) bias = torch.tensor(1.0) if bias is None else bias self.bias = PyroParam(bias, constraints.positive) if not isinstance(degree, int) or degree < 1: raise ValueError( "Degree for Polynomial kernel should be a positive integer." ) self.degree = degree
[docs] def forward(self, X, Z=None, diag=False): return self.variance * ( (self.bias + self._dot_product(X, Z, diag)) ** self.degree )