# SPDX-License-Identifier: MPL-2.0
# Copyright (C) 2020- The University of Tokyo
#
# This Source Code Form is subject to the terms of the Mozilla Public
# License, v. 2.0. If a copy of the MPL was not distributed with this
# file, You can obtain one at https://mozilla.org/MPL/2.0/.
import numpy as np
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class cov_const:
"""
isotropic variance-covariance
All elements have the same variance and are independent with each other
Attributes
==========
params: float
half of log of covariance
sigma2: float
covariance
prec: float
precision (= inv. of covariance)
"""
def __init__(self, params=None):
"""
Parameters
==========
params: float
half of log of covariance
(default: numpy.log(1))
"""
if params is None:
self.params = np.log(1)
self.sigma2, self.prec = self._trans_params(params)
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def get_cov(self, nbasis, params=None):
"""
computes the covariance
Parameters
==========
nbasis: int
the number of components
params: float
half of log of variance
(default: self.params)
Returns
=======
numpy.ndarray
nbasis-by-n-basis covariance matrix
"""
if params is None:
params = self.params
sigma2, prec = self._trans_params(params)
return np.identity(nbasis) * sigma2
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def get_prec(self, nbasis, params=None):
"""
computes the precision
Parameters
==========
nbasis: int
the number of components
params: float
half of log of variance
(default: self.params)
Returns
=======
numpy.ndarray
nbasis-by-n-basis precision matrix
"""
if params is None:
params = self.params
sigma2, prec = self._trans_params(params)
return np.identity(nbasis) * prec
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def set_params(self, params):
"""
sets params
Parameters
==========
params: float
half of log of variance
"""
self.params = params
self.sigma2, self.prec = self._trans_params(params)
def _trans_params(self, params=None):
"""
calculates variance and precise from params
Parameters
==========
params: float
half of log of variance
(default: self.params)
Returns
=======
sigma2: float
variance
prec: float
precise (= inv. of variance)
"""
if params is None:
params = self.params
sigma2 = np.exp(2 * params)
prec = 1 / sigma2
return sigma2, prec
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class gauss:
"""
Gaussian prior
Attributes
==========
nbasis: int
number of components
cov: cov_const
covariance
"""
def __init__(self, nbasis, cov=None):
"""
Parameters
==========
nbasis: int
number of components
cov: cov_const
(default: cov_const())
"""
self._init_cov(cov)
self.nbasis = nbasis
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def get_mean(self, params=None):
"""
calculates the mean value of priors
Parameters
==========
params: float
half of log of variance
(not used)
Returns
=======
numpy.ndarray
"""
return np.zeros(self.nbasis)
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def get_cov(self, params=None):
"""
calculates the variance-covariance matrix of priors
Parameters
==========
params: float
half of log of variance
(default: self.cov.params)
Returns
=======
numpy.ndarray
"""
return self.cov.get_cov(self.nbasis, params)
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def get_prec(self, params=None):
"""
calculates the precise matrix of priors
Parameters
==========
params: float
half of log of variance
(default: self.cov.params)
Returns
=======
numpy.ndarray
"""
return self.cov.get_prec(self.nbasis, params)
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def set_params(self, params):
"""
sets params
Parameters
==========
params: float
half of log of variance
"""
self.cov.set_params(params)
def _init_cov(self, cov):
"""
initialize covariance
Parameters
==========
cov: cov_const
default: ``cov_const()``
"""
self.cov = cov
if cov is None:
self.cov = cov_const()