# Source code for GPy.util.normalizer

'''
Created on Aug 27, 2014

@author: Max Zwiessele
'''
import numpy as np
import warnings

class _Norm(object):
def __init__(self):
pass

def scale_by(self, Y):
"""
Use data matrix Y as normalization space to work in.
"""
raise NotImplementedError

def normalize(self, Y):
"""
Project Y into normalized space
"""
if not self.scaled():
raise AttributeError("Norm object not initialized yet, try calling scale_by(data) first.")

def inverse_mean(self, X):
"""
Project the normalized object X into space of Y
"""
raise NotImplementedError

def inverse_variance(self, var):
return var

def inverse_covariance(self, covariance):
"""
Convert scaled covariance to unscaled.
Args:
covariance - numpy array of shape (n, n)
Returns:
covariance - numpy array of shape (n, n, m) where m is number of
outputs
"""
raise NotImplementedError

def scaled(self):
"""
Whether this Norm object has been initialized.
"""
raise NotImplementedError

def to_dict(self):
raise NotImplementedError

def _save_to_input_dict(self):
input_dict = {}
return input_dict

@staticmethod
def from_dict(input_dict):
"""
Instantiate an object of a derived class using the information
in input_dict (built by the to_dict method of the derived class).
More specifically, after reading the derived class from input_dict,
it calls the method _build_from_input_dict of the derived class.
Note: This method should not be overrided in the derived class. In case
it is needed, please override _build_from_input_dict instate.

:param dict input_dict: Dictionary with all the information needed to
instantiate the object.
"""

import copy
input_dict = copy.deepcopy(input_dict)
normalizer_class = input_dict.pop('class')
import GPy
normalizer_class = eval(normalizer_class)
return normalizer_class._build_from_input_dict(normalizer_class, input_dict)

@staticmethod
def _build_from_input_dict(normalizer_class, input_dict):
return normalizer_class(**input_dict)

[docs]class Standardize(_Norm): def __init__(self): self.mean = None
[docs] def scale_by(self, Y): Y = np.ma.masked_invalid(Y, copy=False) self.mean = Y.mean(0).view(np.ndarray) self.std = Y.std(0).view(np.ndarray) if np.any(self.std == 0): warnings.warn("Some values of Y have standard deviation of zero. Resetting to 1.0 to avoid divide by zero errors.") # Choice of setting to 1.0 is somewhat arbitrary. It avoids a divide by zero error, but setting to EPS would also do this. Don't have strong reasons for choosing 1.0, it was just first instinct self.std[np.where(self.std==0)]=1.
[docs] def normalize(self, Y): super(Standardize, self).normalize(Y) return (Y-self.mean)/self.std
[docs] def inverse_mean(self, X): return (X*self.std)+self.mean
[docs] def inverse_variance(self, var): return (var*(self.std**2))
[docs] def inverse_covariance(self, covariance): return (covariance[..., np.newaxis]*(self.std**2))
[docs] def scaled(self): return self.mean is not None
[docs] def to_dict(self): """ Convert the object into a json serializable dictionary. Note: It uses the private method _save_to_input_dict of the parent. :return dict: json serializable dictionary containing the needed information to instantiate the object """ input_dict = super(Standardize, self)._save_to_input_dict() input_dict["class"] = "GPy.util.normalizer.Standardize" if self.mean is not None: input_dict["mean"] = self.mean.tolist() input_dict["std"] = self.std.tolist() return input_dict
@staticmethod def _build_from_input_dict(kernel_class, input_dict): s = Standardize() if "mean" in input_dict: s.mean = np.array(input_dict["mean"]) if "std" in input_dict: s.std = np.array(input_dict["std"]) return s