Skip to content

simplified grad_dist2 fixing #22 #34

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Open
jan-glx wants to merge 1 commit into
base: master
Choose a base branch
from
Open

simplified grad_dist2 fixing #22 #34

Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
28 changes: 1 addition & 27 deletions spearmint/kernels/kernel_utils.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -210,33 +210,7 @@ def dist2(ls, x1, x2=None):
def grad_dist2(ls, x1, x2=None):
if x2 is None:
x2 = x1

# Rescale.
x1 = x1 / ls
x2 = x2 / ls

N = x1.shape[0]
M = x2.shape[0]
D = x1.shape[1]
gX = np.zeros((x1.shape[0],x2.shape[0],x1.shape[1]))

code = \
"""
for (int i=0; i<N; i++)
for (int j=0; j<M; j++)
for (int d=0; d<D; d++)
gX(i,j,d) = (2/ls(d))*(x1(i,d) - x2(j,d));
"""
try:
scipy.weave.inline(code, ['x1','x2','gX','ls','M','N','D'], \
type_converters=scipy.weave.converters.blitz, \
compiler='gcc')
except:
# The C code weave above is 10x faster than this:
for i in xrange(0,x1.shape[0]):
gX[i,:,:] = 2*(x1[i,:] - x2[:,:])*(1/ls)

return gX
return (x1 * 2/ls**2)[:, np.newaxis, :] - (x2 * 2/ls**2)[np.newaxis, :, :]

def dist_Mahalanobis(U, x1, x2=None):
W = np.dot(U,U.T)
Expand Down