wehub-resource-sync
59 lines
1.6 KiB
Python
Executable File
59 lines
1.6 KiB
Python
Executable File
import numpy as np
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from prml.kernel.kernel import Kernel
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class RBF(Kernel):
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def __init__(self, params):
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"""
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construct Radial basis kernel function
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Parameters
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----------
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params : (ndim + 1,) ndarray
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parameters of radial basis function
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Attributes
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----------
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ndim : int
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dimension of expected input data
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"""
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assert params.ndim == 1
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self.params = params
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self.ndim = len(params) - 1
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def __call__(self, x, y, pairwise=True):
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"""
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calculate radial basis function
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k(x, y) = c0 * exp(-0.5 * c1 * (x1 - y1) ** 2 ...)
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Parameters
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----------
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x : ndarray [..., ndim]
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input of this kernel function
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y : ndarray [..., ndim]
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another input
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Returns
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-------
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output : ndarray
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output of this radial basis function
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"""
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assert x.shape[-1] == self.ndim
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assert y.shape[-1] == self.ndim
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if pairwise:
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x, y = self._pairwise(x, y)
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d = self.params[1:] * (x - y) ** 2
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return self.params[0] * np.exp(-0.5 * np.sum(d, axis=-1))
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def derivatives(self, x, y, pairwise=True):
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if pairwise:
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x, y = self._pairwise(x, y)
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d = self.params[1:] * (x - y) ** 2
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delta = np.exp(-0.5 * np.sum(d, axis=-1))
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deltas = -0.5 * (x - y) ** 2 * (delta * self.params[0])[:, :, None]
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return np.concatenate((np.expand_dims(delta, 0), deltas.T))
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def update_parameters(self, updates):
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self.params += updates
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