update 3

noblec04 · Jun 24, 2024 · 2fb3a4d · 2fb3a4d
1 parent cdcc423
commit 2fb3a4d
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Showing 4 changed files with 39 additions and 24 deletions.
diff --git a/MatlabGP/+BO/opt.m b/MatlabGP/+BO/opt.m
@@ -5,7 +5,7 @@
 
 a = means.linear(ones(1,length(lb)))*means.linear(ones(1,length(lb))) + means.linear(ones(1,length(lb))) + means.const(1);
 
-b = kernels.RQ(1,0.2*ones(1,length(lb)));
+b = kernels.RQ(1,1,0.2*ones(1,length(lb)));
 b.signn = 0.0001;
 
 Z = GP(a,b);

diff --git a/MatlabGP/+means/const.m b/MatlabGP/+means/const.m
@@ -8,7 +8,7 @@
 
         function [y,dy] = forward(~,x,theta)
             y = theta + 0*x(:,1);
-            dy = 0*x;
+            dy = 0*x(:,1);
         end
 
     end

diff --git a/MatlabGP/+means/means.m b/MatlabGP/+means/means.m
@@ -22,7 +22,7 @@
 
         end
 
-        function [y,dy] = eval(obj,x)
+        function [y,dY] = eval(obj,x)
 
             nb = numel(obj.meanz);
 
@@ -65,7 +65,13 @@
                         if nargout>1
                             [y1,dy1] = obj.meanz{i}.forward(x,obj.coeffs{i});
 
-                            dy = -1*y.*(dy1)./y1.^2;
+                            dy{i} = -1*y.*(dy1)./y1.^2;
+
+                            if i>1
+                                for jj = 1:i-1
+                                    dy{jj} = y1.*dy{jj};
+                                end
+                            end
 
                             y = y./y1;
                         else
@@ -75,6 +81,15 @@
                 end
             end
 
+            if nargout>1
+                jj = 1;
+                for i = 1:numel(dy)
+                    nn = size(dy{i},2);
+                    dY(:,jj:jj+nn-1) = cell2mat(dy(i));
+                    jj=jj+nn;
+                end
+            end
+
         end
 
         function V = getHPs(obj)

diff --git a/MatlabGP/GP.m b/MatlabGP/GP.m
@@ -71,7 +71,7 @@
                 dksf = obj.kernel.grad(xs,xx);
                 dm = obj.mean.grad(xs);
 
-                dy = dm + (dksf*obj.alpha)';
+                dy = dm + (dksf'*obj.alpha)';
             end
 
         end
@@ -88,7 +88,7 @@
 
             if nargout>1
                 dksf = obj.kernel.grad(xs,xx);
-                dsig = -1*(-2*(ksf*obj.Kinv*dksf'));
+                dsig = -1*(-2*(ksf*obj.Kinv*dksf));
             end
 
         end
@@ -195,7 +195,7 @@
                 dnLL = zeros(1,length(theta));
 
                 for i = 1:ntm
-                    dnLL(i) = -2*obj.alpha'*dm{i};
+                    dnLL(i) = -2*obj.alpha'*dm(:,i);
                 end
                 n=0;
                 for i = ntm+1:length(theta)
@@ -258,27 +258,27 @@
 
             func = @(x) obj.LL(x,regress,ntm);
 
-            % xxt = tlb + (tub - tlb).*lhsdesign(500*length(tlb),length(tlb));
-            % 
-            % for ii = 1:size(xxt,1)
-            %     LL(ii) = -1*func(xxt(ii,:));
-            % end
-            % 
-            % LL = exp(1 + LL - max(LL));
-            % 
-            % theta = sum(xxt.*LL')/sum(LL);
-
-            for i = 1:5
-                tx0 = tlb + (tub - tlb).*rand(1,length(tlb));
-
-                %[theta{i},val(i)] = bads(func,tx0,tlb,tub);
-                [theta{i},val(i)] = VSGD(func,tx0,'lr',0.02,'lb',tlb,'ub',tub,'gamma',0.0001,'iters',400,'tol',1*10^(-4));
+            xxt = tlb + (tub - tlb).*lhsdesign(500*length(tlb),length(tlb));
 
+            for ii = 1:size(xxt,1)
+                LL(ii) = func(xxt(ii,:));
             end
 
-            [mval,i] = min(val);
+            LL = exp(1 + LL - max(LL));
 
-            theta = theta{i};
+            theta = sum(xxt.*LL')/sum(LL);
+
+            % for i = 1:5
+            %     tx0 = tlb + (tub - tlb).*rand(1,length(tlb));
+            % 
+            %     %[theta{i},val(i)] = bads(func,tx0,tlb,tub);
+            %     [theta{i},val(i)] = VSGD(func,tx0,'lr',0.02,'lb',tlb,'ub',tub,'gamma',0.0001,'iters',400,'tol',1*10^(-4));
+            % 
+            % end
+            % 
+            % [mval,i] = min(val);
+            % 
+            % theta = theta{i};
 
             if regress
                 obj.kernel.signn = theta(end);