Python scipy.outer函数代码示例

def svm_gradient_batch_fast(X_pred, X_exp, y, X_pred_ids, X_exp_ids, w, C=.0001, sigma=1.):
    # sample Kernel
    rnpred = X_pred_ids#sp.random.randint(low=0,high=len(y),size=n_pred_samples)
    rnexpand = X_exp_ids#sp.random.randint(low=0,high=len(y),size=n_expand_samples)
    #K = GaussKernMini_fast(X_pred.T,X_exp.T,sigma)
    X1 = X_pred.T
    X2 = X_exp.T
    if sp.sparse.issparse(X1):
        G = sp.outer(X1.multiply(X1).sum(axis=0), sp.ones(X2.shape[1]))
    else:
        G = sp.outer((X1 * X1).sum(axis=0), sp.ones(X2.shape[1]))
    if sp.sparse.issparse(X2):
        H = sp.outer(X2.multiply(X2).sum(axis=0), sp.ones(X1.shape[1]))
    else:
        H = sp.outer((X2 * X2).sum(axis=0), sp.ones(X1.shape[1]))
    K = sp.exp(-(G + H.T - 2. * fast_dot(X1.T, X2)) / (2. * sigma ** 2))
    # K = sp.exp(-(G + H.T - 2.*(X1.T.dot(X2)))/(2.*sigma**2))
    if sp.sparse.issparse(X1) | sp.sparse.issparse(X2): K = sp.array(K)

    # compute predictions
    yhat = fast_dot(K,w[rnexpand])
    # compute whether or not prediction is in margin
    inmargin = (yhat * y[rnpred]) <= 1
    # compute gradient
    G = C * w[rnexpand] - fast_dot((y[rnpred] * inmargin), K)
    return G,rnexpand

def sample_moments( X, k ):
    """Get the sample moments from data"""
    N, d = X.shape

    # Partition X into two halves to independently estimate M2 and M3
    X1, X2 = X[:N/2], X[N/2:]

    # Get the moments  
    M1 = X1.mean(0)
    M1_ = X2.mean(0)
    M2 = Pairs( X1, X1 ) 
    M3 = lambda theta: TriplesP( X2, X2, X2, theta )
    #M3 = Triples( X2, X2, X2 )

    # TODO: Ah, not computing sigma2! 
    # Estimate \sigma^2 = k-th eigenvalue of  M2 - mu mu^T
    sigma2 = svdvals( M2 - outer( M1, M1 ) )[k-1]
    assert( sc.isreal( sigma2 ) and sigma2 > 0 )
    # P (M_2) is the best kth rank apprximation to M2 - sigma^2 I
    P = approxk( M2 - sigma2 * eye( d ), k )

    B = matrix_tensorify( eye(d), M1_ )
    T = lambda theta: M3(theta) - sigma2 * ( M1_.dot(theta) * eye( d ) + outer( M1_, theta ) + outer( theta, M1_ ) )
    #T = M3 - sigma2 * ( B + B.swapaxes(2, 1) + B.swapaxes(2, 0) )

    return P, T    

    def getHessianEstimate(self, feature):
        # Estimate gradient of state action value function w.r.t. parameters.
        n = self.paramdim
        # state-action value
        #  self.qvalue  = self.stateActionValue(feature, self.r)
        # gradient of the state-action value function w.r.t. the parameters
        qgradient = zeros((n,))
        for i in xrange(n):
            qgradient[i] = self.stateActionValue(feature, self.T[:, i])

        # The first n elements in the first-order basis (i.e., \nabla
        # \log(\mu)), the following n^2 elements are the second-order basis
        # (i.e., \nabla^2 \log(\mu)).
        #  self.loglhgrad = self.module.decodeFeature(feature, 'first_order')
        #  self.loglhgrad = self.cacheFeature
        loglhhessian = self.module.decodeFeature(feature, 'second_order')

        term1 = self.qvalue * (loglhhessian - outer(self.loglhgrad, self.loglhgrad))
        term2 = outer(qgradient, self.loglhgrad)

        # ATTENTION! This algorighm is designed only for maximization problems
        # in which the Hessian matrix is negative semidefinite in the optimal
        # point. As a result, the scaling matrix should be -1 * inverse of the
        # Hessian to move in the right direction
        return - 1 * (term1 + term2 + term2.T)

def calcInvFisher(sigma, invSigma=None, factorSigma=None):
    """ Efficiently compute the exact inverse of the FIM of a Gaussian.
    Returns a list of the diagonal blocks. """
    if invSigma == None:
        invSigma = inv(sigma)
    if factorSigma == None:
        factorSigma = cholesky(sigma)
    dim = sigma.shape[0]

    invF = [mat(1 / (invSigma[-1, -1] + factorSigma[-1, -1] ** -2))]
    invD = 1 / invSigma[-1, -1]
    for k in reversed(list(range(dim - 1))):
        v = invSigma[k + 1:, k]
        w = invSigma[k, k]
        wr = w + factorSigma[k, k] ** -2
        u = dot(invD, v)
        s = dot(v, u)
        q = 1 / (w - s)
        qr = 1 / (wr - s)
        t = -(1 + q * s) / w
        tr = -(1 + qr * s) / wr
        invF.append(blockCombine([[qr, tr * u], [mat(tr * u).T, invD + qr * outer(u, u)]]))
        invD = blockCombine([[q , t * u], [mat(t * u).T, invD + q * outer(u, u)]])

    invF.append(sigma)
    invF.reverse()
    return invF

def diffmat(x):
    n= sp.size(x)
    e= sp.ones((n,1))
    Xdiff= sp.outer(x,e)-sp.outer(e,x)+sp.identity(n)
    xprod= -reduce(mul, Xdiff)
    W= sp.outer(1/xprod,e)
    D= W/sp.multiply(W.T,Xdiff)
    d= 1-sum(D)
    for k in range(0,n):
        D[k,k] = d[k]
    return -D.T

def diffmat(x): # x is an ordered array of grid points
	n = sp.size(x)
	e = sp.ones((n,1))
	Xdiff = sp.outer(x,e)-sp.outer(e,x)+sp.identity(n)
	xprod = -reduce(mul,Xdiff) # product of rows
	W = sp.outer(1/xprod,e)
	D = W/sp.multiply(W.T,Xdiff)
	d = 1-sum(D)
	for k in range(0,n):  # Set diagonal elements
		D[k,k] = d[k]
	return -D.T

def rnd_cov(N_d,sigma=0.1):
    if type(sigma)==int or type(sigma)==float:
        sigma=sigma*sp.rand(N_d)
    else:
        pass

    cov=sp.outer(sigma,sigma)
    #correlation matrix
    r=2*sp.rand(N_d)-1
    rho=sp.outer(r,r)+(1-r**2)*sp.eye(N_d)
    cov=rho*cov
    return cov

    def bptt(self, x, t):
        """Back propagation throuth time of a sample.

        Reference: [1] Deep Learning, Ian Goodfellow, Yoshua Bengio and Aaron Courville, P385.
        """
        dU = sp.zeros_like(self.U)
        dW = sp.zeros_like(self.W)
        db = sp.zeros_like(self.b)
        dV = sp.zeros_like(self.V)
        dc = sp.zeros_like(self.c)

        tau = len(x)
        cells = self.forward_propagation(x)

        dh = sp.zeros(self.n_hiddens)
        for i in range(tau - 1, -1, -1):
            # FIXME:
            # 1. Should not use cell[i] since there maybe multiple hidden layers.
            # 2. Using exponential family as output should not be specified.
            time_input = x[i]
            one_hot_t = sp.zeros(self.n_features)
            one_hot_t[t[i]] = 1

            # Cell of time i
            cell = cells[i]
            # Hidden layer of current cell
            hidden = cell[0]
            # Output layer of current cell
            output = cell[1]
            # Hidden layer of time i + 1
            prev_hidden = cells[i - 1][0] if i - 1 >= 0 else None
            # Hidden layer of time i - 1
            next_hidden = cells[i + 1][0] if i + 1 < tau else None

            # Error of current time i
            da = hidden.backward()
            next_da = next_hidden.backward() if next_hidden is not None else sp.zeros(self.n_hiddens)
            prev_h = prev_hidden.h if prev_hidden is not None else sp.zeros(self.n_hiddens)

            # FIXME: The error function should not be specified here
            # do = sp.dot(output.backward().T, -one_hot_t / output.y)
            do = output.y - one_hot_t
            dh = sp.dot(sp.dot(self.W.T, sp.diag(next_da)), dh) + sp.dot(self.V.T, do)

            # Gradient back propagation through time
            dc += do
            db += da * dh
            dV += sp.outer(do, hidden.h)
            dW += sp.outer(da * dh, prev_h)
            dU[:, time_input] += da * dh

        return (dU, dW, db, dV, dc)

def GaussKernMini_fast(X1,X2,sigma):
    if sp.sparse.issparse(X1):
        G = sp.outer(X1.multiply(X1).sum(axis=0),sp.ones(X2.shape[1]))
    else:
        G = sp.outer((X1 * X1).sum(axis=0),sp.ones(X2.shape[1]))
    if sp.sparse.issparse(X2):
        H = sp.outer(X2.multiply(X2).sum(axis=0),sp.ones(X1.shape[1]))
    else:
        H = sp.outer((X2 * X2).sum(axis=0),sp.ones(X1.shape[1]))
    K = sp.exp(-(G + H.T - 2.*fast_dot(X1.T,X2))/(2.*sigma**2))
    # K = sp.exp(-(G + H.T - 2.*(X1.T.dot(X2)))/(2.*sigma**2))
    if sp.sparse.issparse(X1) | sp.sparse.issparse(X2): K = sp.array(K)
    return K

def diffmat(x):
  """Compute the differentiation matrix for  x  is an ordered array
  of grid points.  Uses barycentric formulas for stability.
  """
  n = sp.size(x)
  e = sp.ones((n,1))
  Xdiff = sp.outer(x,e)-sp.outer(e,x)+sp.identity(n)
  xprod = -reduce(mul,Xdiff) # product of rows
  W = sp.outer(1/xprod,e)
  D = W/sp.multiply(W.T,Xdiff)
  d = 1-sum(D)
  for k in range(0,n):  # Set diagonal elements
    D[k,k] = d[k]
  return -D.T

def test_matrix_tensorify():
    """Test whether this tensorification routine works"""

    A = sc.eye( 3 )
    x = sc.random.rand(3)
    y = sc.ones( 3 )

    B = matrix_tensorify( A, x )

    assert ( B.dot( y )  == A * x.dot(y) ).all()
    C = B.swapaxes( 2, 0 )
    assert ( C.dot( y )  == sc.outer(x, y) ).all()
    D = B.swapaxes( 2, 1 )
    assert ( D.dot( y )  == sc.outer(y, x) ).all()

def K(eta, g, h, y, n2, pre_s1, pre_s2, pre_s3, qp, phix):
    phi = phix[:, 0]
    scaled_quadratures = phix[:, 1]/sqrt(eta)
    z = (outer(cos(phi), qp[:, 0]) + outer(sin(phi), qp[:, 1]) - scaled_quadratures[:, None]) / h
    zy = z/y
    zy2 = zy**2
    f_denom = 1./(n2 + zy2[:, :, None])
    v = zy*sin(z)*dot(f_denom, pre_s3)
    cos_z = cos(z)
    v += zy2*(dot(f_denom, pre_s1) - cos_z*dot(f_denom, pre_s2))
    del f_denom
    v /= sqrt(pi)
    v += cos_z*(exp(y**2)-1./(2.*sqrt(pi)))+(1./(2.*sqrt(pi))-1.)
    v /= 4.*pi*g
    return v

def coulomb_mat_eigvals(atoms, at_idx, r_cut, do_calc_connect=True, n_eigs=20):

    if do_calc_connect:
        atoms.set_cutoff(8.0)
        atoms.calc_connect()
    pos = sp.vstack((sp.asarray([sp.asarray(a.diff) for a in atoms.neighbours[at_idx]]), sp.zeros(3)))
    Z = sp.hstack((sp.asarray([atoms.z[a.j] for a in atoms.neighbours[at_idx]]), atoms.z[at_idx]))

    M = sp.outer(Z, Z) / (sp.spatial.distance_matrix(pos, pos) + np.eye(pos.shape[0]))
    sp.fill_diagonal(M, 0.5 * Z ** 2.4)

    # data = [[atoms.z[a.j], sp.asarray(a.diff)] for a in atoms.neighbours[at_idx]]
    # data.append([atoms.z[at_idx], sp.array([0,0,0])]) # central atom
    # M = sp.zeros((len(data), len(data)))
    # for i, atom1 in enumerate(data):
    #     M[i,i] = 0.5 * atom1[0] ** 2.4
    #     for j, atom2 in enumerate(data[i+1:]):
    #         j += i+1
    #         M[i,j] =  atom1[0] * atom2[0] / LA.norm(atom1[1] - atom2[1])
    # M = 0.5 * (M + M.T)
    eigs = (LA.eigh(M, eigvals_only=True))[::-1]
    if n_eigs == None:
        return eigs # all
    elif eigs.size >= n_eigs:
        return eigs[:n_eigs] # only first few eigenvectors
    else:
        return sp.hstack((eigs, sp.zeros(n_eigs - eigs.size))) # zero-padded extra fields

    def __iter__(self):
        dim = self.wrt.shape[0]
        I = scipy.eye(dim)

        # Square root of covariance matrix.
        A = scipy.eye(dim)
        center = self.wrt.copy()
        n_evals = 0
        best_wrt = None
        best_x = float("-inf")
        for i, (args, kwargs) in enumerate(self.args):
            # Draw samples, evaluate and update best solution if a better one
            # was found.
            samples = scipy.random.standard_normal((self.batch_size, dim))
            samples = scipy.dot(samples, A) + center
            fitnesses = [self.f(samples[j], *args, **kwargs) for j in range(samples.shape[0])]
            fitnesses = scipy.array(fitnesses).flatten()

            if fitnesses.max() > best_x:
                best_loss = fitnesses.max()
                self.wrt[:] = samples[fitnesses.argmax()]

            # Update center and variances.
            utilities = self.compute_utilities(fitnesses)
            center += scipy.dot(scipy.dot(utilities, samples), A)
            # TODO: vectorize this
            cov_gradient = sum([u * (scipy.outer(s, s) - I) for (s, u) in zip(samples, utilities)])
            update = scipy.linalg.expm2(A * cov_gradient * self.step_rate * 0.5)
            A[:] = scipy.dot(A, update)

            yield dict(loss=-best_x, n_iter=i)

def LSTD_Qvalues(Ts, policy, R, fMap, discountFactor):
    """ LSTDQ is like LSTD, but with features replicated 
    once for each possible action.
    
    Returns Q-values in a 2D array. """
    numA = len(Ts)
    dim = len(Ts[0])
    numF = len(fMap)
    fMapRep = zeros((numF * numA, dim * numA))
    for a in range(numA):
        fMapRep[numF * a:numF * (a + 1), dim * a:dim * (a + 1)] = fMap

    statMatrix = zeros((numF * numA, numF * numA))
    statResidual = zeros(numF * numA)
    for sto in range(dim):
        r = R[sto]
        fto = zeros(numF * numA)
        for nextA in range(numA):
            fto += fMapRep[:, sto + nextA * dim] * policy[sto][nextA]
        for sfrom in range(dim):
            for a in range(numA):
                ffrom = fMapRep[:, sfrom + a * dim]
                prob = Ts[a][sfrom, sto]
                statMatrix += outer(ffrom, ffrom - discountFactor * fto) * prob
                statResidual += ffrom * r * prob

    Qs = zeros((dim, numA))
    w = lstsq(statMatrix, statResidual)[0]
    for a in range(numA):
        Qs[:,a] = dot(w[numF*a:numF*(a+1)], fMap)
    return Qs