Radial basis kernel function for second order state space models. More...
#include <FgRBFAccelerationKernel.h>


Public Member Functions | |
| RBFAccelerationKernel () | |
| Default constructor. More... | |
| ~RBFAccelerationKernel () | |
| Destructor. More... | |
| void | ComputeKernelMatrix (const af::array &inX1, const af::array &inX2, af::array &outMatrix) |
| Computes the kernel matrix of the kernel. More... | |
| void | ComputeDiagonal (const af::array &inX, af::array &outDiagonal) |
| Calculates only diagonal elements of K. More... | |
| void | LogLikGradientX (const af::array &inX, const af::array &indL_dK, af::array &outdL_dX) |
| Computes dL/dX for full fit GP. More... | |
| void | LogLikGradientX (const af::array &inXu, const af::array &indL_dKuu, const af::array &inX, const af::array &indL_dKuf, af::array &outdL_dXu, af::array &outdL_dX) |
| Computes dL / dX and dL / dXu for sparse approximation GP. More... | |
| void | LogLikGradientParam (const af::array &inX1, const af::array &inX2, const af::array &indL_dK, af::array &outdL_dParam) |
| Computes the gradient of the kernel parameters. More... | |
| void | GradX (const af::array &inX1, const af::array &inX2, int q, af::array &outdK_dX) |
| Computes dK/dX. More... | |
| void | DiagGradX (const af::array &inX, af::array &outDiagdK_dX) |
| Derivative of diagonal elemts of K w.r.t X. More... | |
| void | DiagGradParam (const af::array &inX, const af::array &inCovDiag, af::array &outDiagdK_dParam) |
| Derivative of diagonal elemts of K w.r.t kernel parameters. More... | |
| void | SetParameters (const af::array ¶m) |
| Sets the parameters. More... | |
| af::array | GetParameters () |
| Gets the parameters. More... | |
| void | Psi1Derivative (const af::array &inPsi1, const af::array &indL_dpsi1, const af::array &inZ, const af::array &inMu, const af::array &inSu, af::array &outdL_dParam, af::array &outdL_dXu, af::array *outdL_dX=nullptr) |
| PSI statistics. | |
Public Member Functions inherited from NeuralEngine::MachineLearning::IKernel< Scalar > | |
| IKernel (KernelType type, int numParameters) | |
| Constructor. More... | |
| virtual | ~IKernel () |
| Destructor. More... | |
| virtual int | GetNumParameter () |
| Gets number of parametes of the kernel. More... | |
| virtual KernelType | GetKernelType () |
| Gets kernel type. More... | |
| virtual void | ComputeKernelMatrix (const af::array &inX1, const af::array &inX2, af::array &outMatrix)=0 |
| Computes the kernel matrix of the kernel. More... | |
| virtual void | ComputeDiagonal (const af::array &inX, af::array &outDiagonal)=0 |
| Calculates only diagonal elements of K. More... | |
| virtual void | LogLikGradientX (const af::array &inX, const af::array &indL_dK, af::array &outdL_dX)=0 |
| Computes dL/dX for full fit GP. More... | |
| virtual void | LogLikGradientX (const af::array &inXu, const af::array &indL_dKuu, const af::array &inX, const af::array &indL_dKuf, af::array &outdL_dXu, af::array &outdL_dX)=0 |
| Computes dL / dX and dL / dXu for sparse approximation GP. More... | |
| virtual void | LogLikGradientX (const af::array &inX1, const af::array &inX2, const af::array &indL_dK, af::array &outdL_dX) |
| Computes dL / dX for sparse approximation GP. More... | |
| virtual void | LogLikGradientParam (const af::array &inX1, const af::array &inX2, const af::array &indL_dK, af::array &outdL_dParam)=0 |
| Computes the gradient of LL w.r.t. the kernel parameters. More... | |
| virtual void | LogLikGradientParam (const af::array &inX1, const af::array &inX2, const af::array &indL_dK, af::array &outdL_dParam, const af::array *dlogZ_dv) |
| Computes the gradient of LL w.r.t. the kernel parameters. More... | |
| virtual void | LogLikGradientCompundKfu (const af::array &indL_dKfu, const af::array &inX, const af::array &inXu, af::array *outdL_dParam, af::array *outdL_dXu, const af::array *dlogZ_dv=nullptr, af::array *outdL_dX=nullptr) |
| virtual void | LogGradientCompoundKuu (const af::array &inXu, const af::array &inCovDiag, af::array *outdL_dParam, af::array *outdL_dXu) |
| virtual void | GradX (const af::array &inX1, const af::array &inX2, int q, af::array &outdK_dX)=0 |
| Computes dK/dX. More... | |
| virtual void | DiagGradX (const af::array &inX, af::array &outDiagdK_dX)=0 |
| Derivative of diagonal elemts of K w.r.t X. More... | |
| virtual void | DiagGradParam (const af::array &inX, const af::array &inCovDiag, af::array &outDiagdK_dParam)=0 |
| Derivative of diagonal elemts of K w.r.t kernel parameters. More... | |
| virtual void | SetParameters (const af::array ¶m)=0 |
| Sets the parameters. More... | |
| virtual void | SetLogParameters (const af::array ¶m) |
| Sets log parameters. More... | |
| virtual af::array | GetParameters ()=0 |
| Gets the parameters. More... | |
| virtual af::array | GetLogParameters () |
| Gets log parameters. More... | |
| virtual void | InitParameters (Scalar inMedian) |
Initializes the parameters based on the median of the distances of /f$\mathbf{X}/f$. More... | |
| virtual void | ComputePsiStatistics (const af::array &inXu, const af::array &inMu, const af::array &inS, af::array &outPsi0, af::array &outPsi1, af::array &outPsi2) |
| PSI statistics. More... | |
| virtual void | PsiDerivatives (const af::array &indL_dPsi0, const af::array &inPsi1, const af::array &indL_dPsi1, const af::array &inPsi2, const af::array &indL_dPsi2, const af::array &inXu, const af::array &inMu, const af::array &inS, af::array &outdL_dParam, af::array &outdL_dXu, af::array &outdL_dMu, af::array &outdL_dS, const af::array *dlogZ_dv=nullptr) |
| Psi derivatives. More... | |
Private Member Functions | |
| template<class Archive > | |
| void | serialize (Archive &ar, unsigned int version) |
Private Attributes | |
| Scalar | dVariance |
| Scalar | dInvScale1 |
| Scalar | dInvScale2 |
Friends | |
| class | boost::serialization::access |
Additional Inherited Members | |
Protected Member Functions inherited from NeuralEngine::MachineLearning::IKernel< Scalar > | |
| IKernel () | |
| Default constructor. More... | |
Protected Attributes inherited from NeuralEngine::MachineLearning::IKernel< Scalar > | |
| KernelType | eType |
| int | iNumParam |
| af::dtype | m_dType |
| Scalar | sDegree |
| af::array | afGHx |
| af::array | afGHw |
| af::array | afXs |
| bool | bCacheK |
Radial basis kernel function for second order state space models.
Kernel function constructed as follows:
\[k([\mathbf{x}_{t-1}, \mathbf{x}_{t-2}], [\mathbf{x}_{\tau-1}, \mathbf{x}_{\tau-2}]) = \gamma_1\exp\left(-\frac{1}{\gamma_2} |\mathbf{x}_{t-1} - \mathbf{x}_{\tau-1}|^2 - \frac{1}{\gamma_3}|\mathbf{x}_{t-2} - \mathbf{x}_{\tau-2}|^2\right).\]
Nick Admin, 5/24/2017.
Definition at line 34 of file FgRBFAccelerationKernel.h.
| NeuralEngine::MachineLearning::RBFAccelerationKernel< Scalar >::RBFAccelerationKernel | ( | ) |
Default constructor.
Nick Admin, 5/24/2017.
| NeuralEngine::MachineLearning::RBFAccelerationKernel< Scalar >::~RBFAccelerationKernel | ( | ) |
Destructor.
Nick Admin, 5/24/2017.
|
virtual |
Computes the kernel matrix of the kernel.
Nick Admin, 5/23/2017.
| inX1 | [in,out] First n times q matrix of latent points. |
| inX2 | [in,out] Second m times q matrix of latent points (X'). |
| outMatrix | [in,out] Resulting kernel matrix.< / param> |
Implements NeuralEngine::MachineLearning::IKernel< Scalar >.
|
virtual |
Calculates only diagonal elements of K.
Nick Admin, 5/24/2017.
| inX | [in,out] Nxq matrix X. |
| outDiagonal | [in,out] The out diagonal. |
Implements NeuralEngine::MachineLearning::IKernel< Scalar >.
|
virtual |
Computes dL/dX for full fit GP.
Nick Admin, 5/23/2017.
| inX | [in,out] Nxq Matrix of latent points. |
| indL_dK | [in,out] Derivative of the loglikelihood w.r.t kernel matrix K. |
| outdL_dX | [in,out] Derivative of the loglikelihood w.r.t latent points. |
Implements NeuralEngine::MachineLearning::IKernel< Scalar >.
|
virtual |
Computes dL / dX and dL / dXu for sparse approximation GP.
Nick Admin, 5/23/2017.
| inXu | [in,out] kxq Matrix of latent subset points. |
| indL_dKuu | [in,out] Derivative of the loglikelihood w.r.t subset kernel matrix Kuu. |
| inX | [in,out] Nxq Matrix of latent points. |
| indL_dKuf | [in,out] Derivative of the loglikelihood w.r.t the kernel matrix K. |
| outdL_dXu | [in,out] Derivative of the loglikelihood w.r.t latent subset points Xu. |
| outdL_dX | [in,out] Derivative of the loglikelihood w.r.t latent points X. |
Implements NeuralEngine::MachineLearning::IKernel< Scalar >.
|
virtual |
Computes the gradient of the kernel parameters.
Nick Admin, 5/23/2017.
| indL_dK | [in,out] Derivative of the loglikelihood w.r.t the kernel matrix K. |
| outdL_dParam | [in,out] Gradient of kernel parameters. |
Implements NeuralEngine::MachineLearning::IKernel< Scalar >.
|
virtual |
Computes dK/dX.
Nick Admin, 5/23/2017.
| inX1 | [in,out] First n times q matrix of latent points. |
| inX2 | [in,out] Second n times q matrix of latent points (X'). |
| q | The latent dimension to process. |
| outdK_dX | [in,out] dK/dX. |
Implements NeuralEngine::MachineLearning::IKernel< Scalar >.
|
virtual |
Derivative of diagonal elemts of K w.r.t X.
Nick Admin, 5/23/2017.
| inX | [in,out] The in x coordinate. |
| outDiagdK_dX | [in,out] Derivative of diagonal elemts of K w.r.t X. |
Implements NeuralEngine::MachineLearning::IKernel< Scalar >.
|
virtual |
Derivative of diagonal elemts of K w.r.t kernel parameters.
Nick Admin, 5/23/2017.
| inX | [in,out] Nxq matrix of Latent points X. |
| inCovDiag | [in,out] Diagonal of kernel matrix K. |
| outDiagdK_dParam | [in,out] Derivative of diagonal elemts of K w.r.t kernel parameters. |
Implements NeuralEngine::MachineLearning::IKernel< Scalar >.
|
virtual |
Sets the parameters.
Nick, 26.06.2018.
| param | The parameter. |
Implements NeuralEngine::MachineLearning::IKernel< Scalar >.
|
virtual |
Gets the parameters.
Nick, 26.06.2018.
Implements NeuralEngine::MachineLearning::IKernel< Scalar >.
|
inlineprivate |
Definition at line 177 of file FgRBFAccelerationKernel.h.
|
friend |
Definition at line 174 of file FgRBFAccelerationKernel.h.
|
private |
Definition at line 185 of file FgRBFAccelerationKernel.h.
|
private |
Definition at line 185 of file FgRBFAccelerationKernel.h.
|
private |
Definition at line 185 of file FgRBFAccelerationKernel.h.