Source code for GPy.mappings.compound

# Copyright (c) 2015, James Hensman and Alan Saul
# Licensed under the BSD 3-clause license (see LICENSE.txt)

from ..core import Mapping

[docs]class Compound(Mapping): """ Mapping based on passing one mapping through another .. math:: f(\mathbf{x}) = f_2(f_1(\mathbf{x})) :param mapping1: first mapping :type mapping1: GPy.mappings.Mapping :param mapping2: second mapping :type mapping2: GPy.mappings.Mapping """ def __init__(self, mapping1, mapping2): assert(mapping1.output_dim==mapping2.input_dim) input_dim, output_dim = mapping1.input_dim, mapping2.output_dim super(Compound, self).__init__(input_dim=input_dim, output_dim=output_dim) self.mapping1 = mapping1 self.mapping2 = mapping2 self.link_parameters(self.mapping1, self.mapping2)
[docs] def f(self, X): return self.mapping2.f(self.mapping1.f(X))
[docs] def update_gradients(self, dL_dF, X): hidden = self.mapping1.f(X) self.mapping2.update_gradients(dL_dF, hidden) self.mapping1.update_gradients(self.mapping2.gradients_X(dL_dF, hidden), X)
[docs] def gradients_X(self, dL_dF, X): hidden = self.mapping1.f(X) return self.mapping1.gradients_X(self.mapping2.gradients_X(dL_dF, hidden), X)