physbo.blm.basis.fourier module

class physbo.blm.basis.fourier.fourier(params)

random feature maps Psi(X; W,b) = cos[X * Wt + b] * alpha

where

• X: input, N-by-d matrix
• W: weight, l-by-d matrix
• Wt: transpose of W
• b: bias, 1-by-l matrix
• alpha: coefficient

and

• N: number of data
• d: dimension of input
• l: number of basis

params

W, b, alpha

Type:Tuple

nbasis

number of basis

Type:int

References

A. Rahimi and B. Recht, "Random features for large-scale kernel machines," in "Advances in neural information processing systems," 2007, pp. 1177-1184.

get_basis(X, params=None)

compute the value of basis

パラメータ:

• X (numpy.ndarray) -- input
• params (Tuple) -- W, b, alpha (default: self.params)

戻り値:

Psi(X; W,b) -- N-by-l matrix

cos[X * Wt + b] * alpha

where Wt is the transpose of W.

戻り値の型:

numpy.ndarray

set_params(params)

update basis parameters

パラメータ:params (tuple) -- W, b, alpha

show()

print parameters