Source code for MuyGPyS.gp.distortion.isotropic

# Copyright 2021-2023 Lawrence Livermore National Security, LLC and other
# MuyGPyS Project Developers. See the top-level COPYRIGHT file for details.
#
# SPDX-License-Identifier: MIT


from typing import Callable, Dict, List, Tuple, Union

import MuyGPyS._src.math as mm
from MuyGPyS._src.util import auto_str
from MuyGPyS.gp.hyperparameter import ScalarHyperparameter
from MuyGPyS.gp.hyperparameter.experimental import (
    HierarchicalNonstationaryHyperparameter,
)


[docs]@auto_str class IsotropicDistortion: """ An isotropic distance model. IsotropicDistortion parameterizes a scaled elementwise distance function :math:`d(\\cdot, \\cdot)`, and is paramterized by a scalar :math:`\\ell>0` length scale hyperparameter. .. math:: d_\\ell(\\mathbf{x}, \\mathbf{y}) = \\sum_{i=0}^d \\frac{d(\\mathbf{x}_i, \\mathbf{y}_i)}{\\ell} Args: metric: A callable metric function that takes a tensor of shape `(..., feature_count)` whose last dimension lists the elementwise differences between a pair of feature vectors and returns a tensor of shape `(...)`, having collapsed the last dimension into a scalar difference. length_scale: Some scalar nonnegative hyperparameter object. """ def __init__( self, metric: Callable, length_scale: Union[ ScalarHyperparameter, HierarchicalNonstationaryHyperparameter ], ): self.length_scale = length_scale self._dist_fn = metric
[docs] def __call__( self, diffs: mm.ndarray, length_scale: Union[float, mm.ndarray] ) -> mm.ndarray: """ Apply isotropic distortion to an elementwise difference tensor. This function is not intended to be invoked directly by a user. It is instead functionally incorporated into some :class:`MuyGPyS.gp.kernels.KernelFn` in its constructor. Args: diffs: A tensor of pairwise differences of shape `(..., feature_count)`. length_scale: A floating point length scale, or a vector of `(knot_count,)` knot length scales. Returns: A crosswise distance matrix of shape `(data_count, nn_count)` or a pairwise distance tensor of shape `(data_count, nn_count, nn_count)` whose last two dimensions are pairwise distance matrices. """ length_scale_array = self._get_length_scale_array( diffs.shape, length_scale ) return self._dist_fn(diffs / length_scale_array)
@staticmethod def _get_length_scale_array( target_shape: mm.ndarray, length_scale: Union[float, mm.ndarray], ) -> mm.ndarray: # make sure length_scale is broadcastable when its shape is (batch_count,) # NOTE[MWP] there is probably a better way to do this shape = (-1,) + (1,) * (len(target_shape) - 1) return mm.reshape(mm.promote(length_scale), shape)
[docs] def get_opt_params( self, ) -> Tuple[List[str], List[float], List[Tuple[float, float]]]: """ Report lists of unfixed hyperparameter names, values, and bounds. Returns ------- names: A list of unfixed hyperparameter names. params: A list of unfixed hyperparameter values. bounds: A list of unfixed hyperparameter bound tuples. """ names: List[str] = [] params: List[float] = [] bounds: List[Tuple[float, float]] = [] self.length_scale.append_lists("length_scale", names, params, bounds) return names, params, bounds
[docs] def get_opt_fn(self, fn) -> Callable: """ Return a kernel function with fixed parameters set. This function is designed for use with :func:`MuyGPyS.optimize.chassis.optimize_from_tensors()` and assumes that optimization parameters will be passed as keyword arguments. Returns: A function implementing the kernel where all fixed parameters are set. The function expects keyword arguments corresponding to current hyperparameter values for unfixed parameters. """ opt_fn = self.length_scale.apply(fn, "length_scale") return opt_fn
[docs] def populate_length_scale(self, hyperparameters: Dict) -> None: """ Populates the hyperparameter dictionary of a KernelFn object with `self.length_scale` of the IsotropicDistortion object. Args: hyperparameters: A dict containing the hyperparameters of a KernelFn object. """ hyperparameters["length_scale"] = self.length_scale