gpjax 0.10.0__tar.gz → 0.10.1__tar.gz

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (153) hide show
  1. gpjax-0.10.1/.cursorrules +37 -0
  2. {gpjax-0.10.0 → gpjax-0.10.1}/PKG-INFO +1 -1
  3. gpjax-0.10.1/examples/oak_example.py +214 -0
  4. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/__init__.py +1 -1
  5. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/kernels/base.py +4 -1
  6. gpjax-0.10.1/gpjax/kernels/nonstationary/oak.py +406 -0
  7. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/mean_functions.py +4 -3
  8. gpjax-0.10.1/tests/kernels/nonstationary/test_oak.py +208 -0
  9. {gpjax-0.10.0 → gpjax-0.10.1}/tests/test_mean_functions.py +25 -32
  10. {gpjax-0.10.0 → gpjax-0.10.1}/.github/CODE_OF_CONDUCT.md +0 -0
  11. {gpjax-0.10.0 → gpjax-0.10.1}/.github/ISSUE_TEMPLATE/01_BUG_REPORT.md +0 -0
  12. {gpjax-0.10.0 → gpjax-0.10.1}/.github/ISSUE_TEMPLATE/02_FEATURE_REQUEST.md +0 -0
  13. {gpjax-0.10.0 → gpjax-0.10.1}/.github/ISSUE_TEMPLATE/03_CODEBASE_IMPROVEMENT.md +0 -0
  14. {gpjax-0.10.0 → gpjax-0.10.1}/.github/ISSUE_TEMPLATE/04_DOCS_IMPROVEMENT.md +0 -0
  15. {gpjax-0.10.0 → gpjax-0.10.1}/.github/ISSUE_TEMPLATE/config.yml +0 -0
  16. {gpjax-0.10.0 → gpjax-0.10.1}/.github/codecov.yml +0 -0
  17. {gpjax-0.10.0 → gpjax-0.10.1}/.github/labels.yml +0 -0
  18. {gpjax-0.10.0 → gpjax-0.10.1}/.github/pull_request_template.md +0 -0
  19. {gpjax-0.10.0 → gpjax-0.10.1}/.github/release-drafter.yml +0 -0
  20. {gpjax-0.10.0 → gpjax-0.10.1}/.github/workflows/build_docs.yml +0 -0
  21. {gpjax-0.10.0 → gpjax-0.10.1}/.github/workflows/integration.yml +0 -0
  22. {gpjax-0.10.0 → gpjax-0.10.1}/.github/workflows/pr_greeting.yml +0 -0
  23. {gpjax-0.10.0 → gpjax-0.10.1}/.github/workflows/ruff.yml +0 -0
  24. {gpjax-0.10.0 → gpjax-0.10.1}/.github/workflows/stale_prs.yml +0 -0
  25. {gpjax-0.10.0 → gpjax-0.10.1}/.github/workflows/test_docs.yml +0 -0
  26. {gpjax-0.10.0 → gpjax-0.10.1}/.github/workflows/tests.yml +0 -0
  27. {gpjax-0.10.0 → gpjax-0.10.1}/.gitignore +0 -0
  28. {gpjax-0.10.0 → gpjax-0.10.1}/CITATION.bib +0 -0
  29. {gpjax-0.10.0 → gpjax-0.10.1}/LICENSE.txt +0 -0
  30. {gpjax-0.10.0 → gpjax-0.10.1}/Makefile +0 -0
  31. {gpjax-0.10.0 → gpjax-0.10.1}/README.md +0 -0
  32. {gpjax-0.10.0 → gpjax-0.10.1}/docs/CODE_OF_CONDUCT.md +0 -0
  33. {gpjax-0.10.0 → gpjax-0.10.1}/docs/GOVERNANCE.md +0 -0
  34. {gpjax-0.10.0 → gpjax-0.10.1}/docs/contributing.md +0 -0
  35. {gpjax-0.10.0 → gpjax-0.10.1}/docs/design.md +0 -0
  36. {gpjax-0.10.0 → gpjax-0.10.1}/docs/index.md +0 -0
  37. {gpjax-0.10.0 → gpjax-0.10.1}/docs/index.rst +0 -0
  38. {gpjax-0.10.0 → gpjax-0.10.1}/docs/installation.md +0 -0
  39. {gpjax-0.10.0 → gpjax-0.10.1}/docs/javascripts/katex.js +0 -0
  40. {gpjax-0.10.0 → gpjax-0.10.1}/docs/refs.bib +0 -0
  41. {gpjax-0.10.0 → gpjax-0.10.1}/docs/scripts/gen_examples.py +0 -0
  42. {gpjax-0.10.0 → gpjax-0.10.1}/docs/scripts/gen_pages.py +0 -0
  43. {gpjax-0.10.0 → gpjax-0.10.1}/docs/scripts/notebook_converter.py +0 -0
  44. {gpjax-0.10.0 → gpjax-0.10.1}/docs/scripts/sharp_bits_figure.py +0 -0
  45. {gpjax-0.10.0 → gpjax-0.10.1}/docs/sharp_bits.md +0 -0
  46. {gpjax-0.10.0 → gpjax-0.10.1}/docs/static/GP.pdf +0 -0
  47. {gpjax-0.10.0 → gpjax-0.10.1}/docs/static/GP.svg +0 -0
  48. {gpjax-0.10.0 → gpjax-0.10.1}/docs/static/bijector_figure.svg +0 -0
  49. {gpjax-0.10.0 → gpjax-0.10.1}/docs/static/css/gpjax_theme.css +0 -0
  50. {gpjax-0.10.0 → gpjax-0.10.1}/docs/static/favicon.ico +0 -0
  51. {gpjax-0.10.0 → gpjax-0.10.1}/docs/static/gpjax.mplstyle +0 -0
  52. {gpjax-0.10.0 → gpjax-0.10.1}/docs/static/gpjax_logo.pdf +0 -0
  53. {gpjax-0.10.0 → gpjax-0.10.1}/docs/static/gpjax_logo.svg +0 -0
  54. {gpjax-0.10.0 → gpjax-0.10.1}/docs/static/jaxkern/lato.ttf +0 -0
  55. {gpjax-0.10.0 → gpjax-0.10.1}/docs/static/jaxkern/logo.png +0 -0
  56. {gpjax-0.10.0 → gpjax-0.10.1}/docs/static/jaxkern/logo.svg +0 -0
  57. {gpjax-0.10.0 → gpjax-0.10.1}/docs/static/jaxkern/main.py +0 -0
  58. {gpjax-0.10.0 → gpjax-0.10.1}/docs/static/step_size_figure.png +0 -0
  59. {gpjax-0.10.0 → gpjax-0.10.1}/docs/static/step_size_figure.svg +0 -0
  60. {gpjax-0.10.0 → gpjax-0.10.1}/docs/stylesheets/extra.css +0 -0
  61. {gpjax-0.10.0 → gpjax-0.10.1}/docs/stylesheets/permalinks.css +0 -0
  62. {gpjax-0.10.0 → gpjax-0.10.1}/examples/backend.py +0 -0
  63. {gpjax-0.10.0 → gpjax-0.10.1}/examples/barycentres/barycentre_gp.gif +0 -0
  64. {gpjax-0.10.0 → gpjax-0.10.1}/examples/barycentres.py +0 -0
  65. {gpjax-0.10.0 → gpjax-0.10.1}/examples/classification.py +0 -0
  66. {gpjax-0.10.0 → gpjax-0.10.1}/examples/collapsed_vi.py +0 -0
  67. {gpjax-0.10.0 → gpjax-0.10.1}/examples/constructing_new_kernels.py +0 -0
  68. {gpjax-0.10.0 → gpjax-0.10.1}/examples/data/max_tempeature_switzerland.csv +0 -0
  69. {gpjax-0.10.0 → gpjax-0.10.1}/examples/data/yacht_hydrodynamics.data +0 -0
  70. {gpjax-0.10.0 → gpjax-0.10.1}/examples/deep_kernels.py +0 -0
  71. {gpjax-0.10.0 → gpjax-0.10.1}/examples/gpjax.mplstyle +0 -0
  72. {gpjax-0.10.0 → gpjax-0.10.1}/examples/graph_kernels.py +0 -0
  73. {gpjax-0.10.0 → gpjax-0.10.1}/examples/intro_to_gps/decomposed_mll.png +0 -0
  74. {gpjax-0.10.0 → gpjax-0.10.1}/examples/intro_to_gps/generating_process.png +0 -0
  75. {gpjax-0.10.0 → gpjax-0.10.1}/examples/intro_to_gps.py +0 -0
  76. {gpjax-0.10.0 → gpjax-0.10.1}/examples/intro_to_kernels.py +0 -0
  77. {gpjax-0.10.0 → gpjax-0.10.1}/examples/likelihoods_guide.py +0 -0
  78. {gpjax-0.10.0 → gpjax-0.10.1}/examples/oceanmodelling.py +0 -0
  79. {gpjax-0.10.0 → gpjax-0.10.1}/examples/poisson.py +0 -0
  80. {gpjax-0.10.0 → gpjax-0.10.1}/examples/regression.py +0 -0
  81. {gpjax-0.10.0 → gpjax-0.10.1}/examples/uncollapsed_vi.py +0 -0
  82. {gpjax-0.10.0 → gpjax-0.10.1}/examples/utils.py +0 -0
  83. {gpjax-0.10.0 → gpjax-0.10.1}/examples/yacht.py +0 -0
  84. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/citation.py +0 -0
  85. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/dataset.py +0 -0
  86. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/distributions.py +0 -0
  87. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/fit.py +0 -0
  88. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/gps.py +0 -0
  89. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/integrators.py +0 -0
  90. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/kernels/__init__.py +0 -0
  91. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/kernels/approximations/__init__.py +0 -0
  92. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/kernels/approximations/rff.py +0 -0
  93. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/kernels/computations/__init__.py +0 -0
  94. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/kernels/computations/base.py +0 -0
  95. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/kernels/computations/basis_functions.py +0 -0
  96. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/kernels/computations/constant_diagonal.py +0 -0
  97. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/kernels/computations/dense.py +0 -0
  98. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/kernels/computations/diagonal.py +0 -0
  99. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/kernels/computations/eigen.py +0 -0
  100. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/kernels/non_euclidean/__init__.py +0 -0
  101. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/kernels/non_euclidean/graph.py +0 -0
  102. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/kernels/non_euclidean/utils.py +0 -0
  103. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/kernels/nonstationary/__init__.py +0 -0
  104. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/kernels/nonstationary/arccosine.py +0 -0
  105. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/kernels/nonstationary/linear.py +0 -0
  106. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/kernels/nonstationary/polynomial.py +0 -0
  107. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/kernels/stationary/__init__.py +0 -0
  108. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/kernels/stationary/base.py +0 -0
  109. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/kernels/stationary/matern12.py +0 -0
  110. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/kernels/stationary/matern32.py +0 -0
  111. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/kernels/stationary/matern52.py +0 -0
  112. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/kernels/stationary/periodic.py +0 -0
  113. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/kernels/stationary/powered_exponential.py +0 -0
  114. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/kernels/stationary/rational_quadratic.py +0 -0
  115. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/kernels/stationary/rbf.py +0 -0
  116. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/kernels/stationary/utils.py +0 -0
  117. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/kernels/stationary/white.py +0 -0
  118. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/likelihoods.py +0 -0
  119. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/lower_cholesky.py +0 -0
  120. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/objectives.py +0 -0
  121. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/parameters.py +0 -0
  122. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/scan.py +0 -0
  123. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/typing.py +0 -0
  124. {gpjax-0.10.0 → gpjax-0.10.1}/gpjax/variational_families.py +0 -0
  125. {gpjax-0.10.0 → gpjax-0.10.1}/mkdocs.yml +0 -0
  126. {gpjax-0.10.0 → gpjax-0.10.1}/pyproject.toml +0 -0
  127. {gpjax-0.10.0 → gpjax-0.10.1}/static/CONTRIBUTING.md +0 -0
  128. {gpjax-0.10.0 → gpjax-0.10.1}/static/paper.bib +0 -0
  129. {gpjax-0.10.0 → gpjax-0.10.1}/static/paper.md +0 -0
  130. {gpjax-0.10.0 → gpjax-0.10.1}/static/paper.pdf +0 -0
  131. {gpjax-0.10.0 → gpjax-0.10.1}/tests/__init__.py +0 -0
  132. {gpjax-0.10.0 → gpjax-0.10.1}/tests/conftest.py +0 -0
  133. {gpjax-0.10.0 → gpjax-0.10.1}/tests/integration_tests.py +0 -0
  134. {gpjax-0.10.0 → gpjax-0.10.1}/tests/test_citations.py +0 -0
  135. {gpjax-0.10.0 → gpjax-0.10.1}/tests/test_dataset.py +0 -0
  136. {gpjax-0.10.0 → gpjax-0.10.1}/tests/test_fit.py +0 -0
  137. {gpjax-0.10.0 → gpjax-0.10.1}/tests/test_gaussian_distribution.py +0 -0
  138. {gpjax-0.10.0 → gpjax-0.10.1}/tests/test_gps.py +0 -0
  139. {gpjax-0.10.0 → gpjax-0.10.1}/tests/test_integrators.py +0 -0
  140. {gpjax-0.10.0 → gpjax-0.10.1}/tests/test_kernels/__init__.py +0 -0
  141. {gpjax-0.10.0 → gpjax-0.10.1}/tests/test_kernels/test_approximations.py +0 -0
  142. {gpjax-0.10.0 → gpjax-0.10.1}/tests/test_kernels/test_base.py +0 -0
  143. {gpjax-0.10.0 → gpjax-0.10.1}/tests/test_kernels/test_computation.py +0 -0
  144. {gpjax-0.10.0 → gpjax-0.10.1}/tests/test_kernels/test_non_euclidean.py +0 -0
  145. {gpjax-0.10.0 → gpjax-0.10.1}/tests/test_kernels/test_nonstationary.py +0 -0
  146. {gpjax-0.10.0 → gpjax-0.10.1}/tests/test_kernels/test_stationary.py +0 -0
  147. {gpjax-0.10.0 → gpjax-0.10.1}/tests/test_kernels/test_utils.py +0 -0
  148. {gpjax-0.10.0 → gpjax-0.10.1}/tests/test_likelihoods.py +0 -0
  149. {gpjax-0.10.0 → gpjax-0.10.1}/tests/test_lower_cholesky.py +0 -0
  150. {gpjax-0.10.0 → gpjax-0.10.1}/tests/test_markdown.py +0 -0
  151. {gpjax-0.10.0 → gpjax-0.10.1}/tests/test_objectives.py +0 -0
  152. {gpjax-0.10.0 → gpjax-0.10.1}/tests/test_parameters.py +0 -0
  153. {gpjax-0.10.0 → gpjax-0.10.1}/tests/test_variational_families.py +0 -0
@@ -0,0 +1,37 @@
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+ You are an AI assistant specialized in Python development and machine learning. Your approach emphasizes:
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+
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+ Clear project structure with separate directories for source code, tests, docs, and config.
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+
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+ Modular design with distinct files for models, services, controllers, and utilities.
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+
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+ Configuration management using environment variables.
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+
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+ Robust error handling and logging, including context capture.
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+
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+ Comprehensive testing with pytest.
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+
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+ Detailed documentation using docstrings and README files.
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+
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+ Code style consistency using Ruff.
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+
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+ CI/CD implementation with GitHub Actions or GitLab CI.
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+
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+ AI-friendly coding practices:
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+
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+ You provide code snippets and explanations tailored to these principles, optimizing for clarity and AI-assisted development.
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+
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+ Follow the following rules:
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+
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+ For any python file, be sure to ALWAYS add typing annotations to each function or class. Be sure to include return types when necessary. Add descriptive docstrings to all python functions and classes as well. Please use pep257 convention. Update existing docstrings if need be.
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+
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+ Make sure you keep any comments that exist in a file.
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+
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+ When writing tests, make sure that you ONLY use pytest or pytest plugins, do NOT use the unittest module. All tests should have typing annotations as well. All tests should be in ./tests. Be sure to create all necessary files and folders. If you are creating files inside of ./tests or ./src/goob_ai, be sure to make a init.py file if one does not exist.
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+
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+ All tests should be fully annotated and should contain docstrings. Be sure to import the following if TYPE_CHECKING:
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+
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+ from _pytest.capture import CaptureFixture
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+ from _pytest.fixtures import FixtureRequest
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+ from _pytest.logging import LogCaptureFixture
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+ from _pytest.monkeypatch import MonkeyPatch
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+ from pytest_mock.plugin import MockerFixture
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  Metadata-Version: 2.4
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  Name: gpjax
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- Version: 0.10.0
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+ Version: 0.10.1
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  Summary: Gaussian processes in JAX.
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  Project-URL: Documentation, https://docs.jaxgaussianprocesses.com/
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  Project-URL: Issues, https://github.com/JaxGaussianProcesses/GPJax/issues
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+ # -*- coding: utf-8 -*-
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+ # ---
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+ # jupyter:
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+ # jupytext:
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+ # cell_metadata_filter: -all
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+ # custom_cell_magics: kql
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+ # text_representation:
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+ # extension: .py
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+ # format_name: percent
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+ # format_version: '1.3'
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+ # jupytext_version: 1.11.2
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+ # kernelspec:
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+ # display_name: docs
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+ # language: python
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+ # name: python3
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+ # ---
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+
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+ # %% [markdown]
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+ # Copyright 2022 The JaxGaussianProcesses Contributors. All Rights Reserved.
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+ #
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+ # Licensed under the Apache License, Version 2.0 (the "License");
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+ # you may not use this file except in compliance with the License.
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+ # You may obtain a copy of the License at
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+ #
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+ # http://www.apache.org/licenses/LICENSE-2.0
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+ #
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+ # Unless required by applicable law or agreed to in writing, software
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+ # distributed under the License is distributed on an "AS IS" BASIS,
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+ # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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+ # See the License for the specific language governing permissions and
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+ # limitations under the License.
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+ # ==============================================================================
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+
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+ # %%
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+ """Example of using the OrthogonalAdditiveKernel."""
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+
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+ # %%
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+ import jax
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+ from jax import config
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+
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+ config.update("jax_enable_x64", True) # Enable Float64 precision
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+
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+ import jax.numpy as jnp
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+ import matplotlib.pyplot as plt
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+ from matplotlib.colors import ListedColormap
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+ import optax
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+
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+ import gpjax as gpx
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+ from gpjax.dataset import Dataset
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+ from gpjax.kernels import OrthogonalAdditiveKernel, RBF
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+ from gpjax.typing import KeyArray
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+
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+
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+ # %%
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+ def f(x: jnp.ndarray) -> jnp.ndarray:
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+ """Additive function with mixed dependencies:
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+ f(x) = sin(π*x₁) + 2*cos(2π*x₂) + 0.5*sin(3π*x₁*x₂)
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+
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+ Args:
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+ x: Input points array with shape (..., 2)
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+
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+ Returns:
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+ Function values at the input points
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+ """
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+ return (
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+ jnp.sin(jnp.pi * x[..., 0])
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+ + 2.0 * jnp.cos(2.0 * jnp.pi * x[..., 1])
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+ + 0.5 * jnp.sin(3.0 * jnp.pi * x[..., 0] * x[..., 1])
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+ )
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+
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+
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+ # %%
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+ def generate_data(
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+ key: KeyArray, n_train: int = 100, noise_std: float = 0.1
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+ ) -> tuple[Dataset, jnp.ndarray, jnp.ndarray]:
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+ """Generate synthetic training data.
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+
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+ Args:
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+ key: JAX PRNG key for random number generation
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+ n_train: Number of training points to generate
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+ noise_std: Standard deviation of Gaussian observation noise
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+
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+ Returns:
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+ Tuple of (training_data, X_test, meshgrid_for_plotting)
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+ """
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+ key1, key2, key3 = jax.random.split(key, 3)
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+
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+ # Generate training data
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+ X_train = jax.random.uniform(key1, (n_train, 2))
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+ y_train = f(X_train) + noise_std * jax.random.normal(key2, (n_train,))
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+
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+ training_data = Dataset(X=X_train, y=y_train[:, None])
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+
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+ # Generate test points for prediction
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+ n_test = 20
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+ x_range = jnp.linspace(0.0, 1.0, n_test)
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+ X1, X2 = jnp.meshgrid(x_range, x_range)
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+ X_test = jnp.vstack([X1.flatten(), X2.flatten()]).T
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+
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+ return training_data, X_test, (X1, X2)
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+
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+
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+ # %%
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+ def main():
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+ # Set random seed for reproducibility
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+ key = jax.random.PRNGKey(42)
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+
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+ # Generate synthetic training data
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+ training_data, X_test, (X1, X2) = generate_data(key, n_train=100, noise_std=0.1)
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+
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+ # Create base kernel (RBF)
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+ base_kernel = RBF(lengthscale=0.2)
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+
114
+ # Create OAK kernel with second-order interactions
115
+ oak_kernel = OrthogonalAdditiveKernel(
116
+ base_kernel=base_kernel,
117
+ dim=2,
118
+ quad_deg=20,
119
+ second_order=True,
120
+ )
121
+
122
+ # Create a GP prior model
123
+ prior = gpx.gps.Prior(
124
+ mean_function=gpx.mean_functions.Zero(),
125
+ kernel=oak_kernel,
126
+ )
127
+
128
+ # Create a likelihood
129
+ likelihood = gpx.likelihoods.Gaussian(num_datapoints=training_data.n)
130
+
131
+ # Create the posterior
132
+ posterior = prior * likelihood
133
+
134
+ # Create parameter optimizer
135
+ optimizer = optax.adam(learning_rate=0.01)
136
+
137
+ # Define objective function for training
138
+ def objective(model, data):
139
+ return -model.mll(model.params, data)
140
+
141
+ # Optimize hyperparameters
142
+ opt_posterior, history = gpx.fit(
143
+ model=posterior,
144
+ objective=objective,
145
+ train_data=training_data,
146
+ optim=optimizer,
147
+ num_iters=300,
148
+ key=key,
149
+ verbose=True,
150
+ )
151
+
152
+ # Plot training curve
153
+ plt.figure(figsize=(10, 4))
154
+ plt.subplot(1, 2, 1)
155
+ plt.plot(history)
156
+ plt.title("Negative Log Marginal Likelihood")
157
+ plt.xlabel("Iteration")
158
+ plt.ylabel("NLML")
159
+
160
+ # Get posterior predictions
161
+ latent_dist = opt_posterior.predict(params=opt_posterior.params, x=X_test)
162
+ predictive_dist = opt_posterior.likelihood.condition(
163
+ latent_dist, opt_posterior.params
164
+ )
165
+ mu = predictive_dist.mean().reshape(X1.shape)
166
+ std = predictive_dist.stddev().reshape(X1.shape)
167
+
168
+ # Plot predictions
169
+ plt.subplot(1, 2, 2)
170
+ plt.contourf(X1, X2, mu, 50, cmap="viridis")
171
+ plt.colorbar(label="Predicted Mean")
172
+ plt.scatter(
173
+ training_data.X[:, 0],
174
+ training_data.X[:, 1],
175
+ c=training_data.y,
176
+ cmap=ListedColormap(["red", "blue"]),
177
+ alpha=0.6,
178
+ s=20,
179
+ edgecolors="k",
180
+ )
181
+ plt.title("OAK GP Predictions")
182
+ plt.xlabel("$x_1$")
183
+ plt.ylabel("$x_2$")
184
+
185
+ plt.tight_layout()
186
+ plt.savefig("oak_example.png", dpi=300)
187
+ plt.show()
188
+
189
+ # Print learned kernel parameters
190
+ print("\nLearned Parameters:")
191
+ print(f"Offset coefficient: {opt_posterior.params.kernel.offset.value}")
192
+ print(f"First-order coefficients: {opt_posterior.params.kernel.coeffs_1.value}")
193
+
194
+ # Analyze the importance of each dimension
195
+ importance_1st_order = opt_posterior.params.kernel.coeffs_1.value
196
+ total_importance = jnp.sum(importance_1st_order)
197
+ relative_importance = importance_1st_order / total_importance
198
+
199
+ print("\nRelative Importance of Input Dimensions:")
200
+ for i, imp in enumerate(relative_importance):
201
+ print(f"Dimension {i+1}: {imp:.4f}")
202
+
203
+ if opt_posterior.params.kernel.coeffs_2 is not None:
204
+ # Analyze second-order interactions
205
+ coeffs_2 = opt_posterior.params.kernel.coeffs_2
206
+ print("\nSecond-order Interaction Coefficient:")
207
+ print(f"{coeffs_2[0, 1]:.4f}")
208
+
209
+
210
+ # %%
211
+ if __name__ == "__main__":
212
+ main()
213
+
214
+ # %%
@@ -39,7 +39,7 @@ __license__ = "MIT"
39
39
  __description__ = "Didactic Gaussian processes in JAX"
40
40
  __url__ = "https://github.com/JaxGaussianProcesses/GPJax"
41
41
  __contributors__ = "https://github.com/JaxGaussianProcesses/GPJax/graphs/contributors"
42
- __version__ = "0.10.0"
42
+ __version__ = "0.10.1"
43
43
 
44
44
  __all__ = [
45
45
  "base",
@@ -32,6 +32,7 @@ from gpjax.kernels.computations import (
32
32
  from gpjax.parameters import (
33
33
  Parameter,
34
34
  Real,
35
+ Static,
35
36
  )
36
37
  from gpjax.typing import (
37
38
  Array,
@@ -220,7 +221,9 @@ class Constant(AbstractKernel):
220
221
  def __init__(
221
222
  self,
222
223
  active_dims: tp.Union[list[int], slice, None] = None,
223
- constant: tp.Union[ScalarFloat, Parameter[ScalarFloat]] = jnp.array(0.0),
224
+ constant: tp.Union[
225
+ ScalarFloat, Parameter[ScalarFloat], Static[ScalarFloat]
226
+ ] = jnp.array(0.0),
224
227
  compute_engine: AbstractKernelComputation = DenseKernelComputation(),
225
228
  ):
226
229
  if isinstance(constant, Parameter):
@@ -0,0 +1,406 @@
1
+ # Copyright 2022 The JaxGaussianProcesses Contributors. All Rights Reserved.
2
+ #
3
+ # Licensed under the Apache License, Version 2.0 (the "License");
4
+ # you may not use this file except in compliance with the License.
5
+ # You may obtain a copy of the License at
6
+ #
7
+ # http://www.apache.org/licenses/LICENSE-2.0
8
+ #
9
+ # Unless required by applicable law or agreed to in writing, software
10
+ # distributed under the License is distributed on an "AS IS" BASIS,
11
+ # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12
+ # See the License for the specific language governing permissions and
13
+ # limitations under the License.
14
+ # ==============================================================================
15
+
16
+ from typing import Optional, Callable, Union, Tuple
17
+
18
+ import beartype.typing as tp
19
+ from flax import nnx
20
+ import jax
21
+ import jax.numpy as jnp
22
+ from jaxtyping import Float, Array, Scalar
23
+ from gpjax.typing import ScalarFloat
24
+
25
+ from gpjax.kernels.base import AbstractKernel
26
+ from gpjax.kernels.computations import AbstractKernelComputation, DenseKernelComputation
27
+ from gpjax.parameters import PositiveReal, Parameter
28
+ from jax.typing import ArrayLike
29
+
30
+
31
+ def legendre_polynomial(n: int) -> Callable:
32
+ """Compute the Legendre polynomial of degree n.
33
+
34
+ Args:
35
+ n: Degree of the Legendre polynomial.
36
+
37
+ Returns:
38
+ Function that evaluates the nth Legendre polynomial at given points.
39
+ """
40
+ if n == 0:
41
+ return lambda x: jnp.ones_like(x)
42
+ elif n == 1:
43
+ return lambda x: x
44
+ else:
45
+ p_n_minus_2 = legendre_polynomial(n - 2)
46
+ p_n_minus_1 = legendre_polynomial(n - 1)
47
+ return (
48
+ lambda x: ((2 * n - 1) * x * p_n_minus_1(x) - (n - 1) * p_n_minus_2(x)) / n
49
+ )
50
+
51
+
52
+ def legendre_polynomial_derivative(n: int) -> Callable:
53
+ """Compute the derivative of the Legendre polynomial of degree n.
54
+
55
+ Args:
56
+ n: Degree of the Legendre polynomial.
57
+
58
+ Returns:
59
+ Function that evaluates the derivative of the nth Legendre polynomial.
60
+ """
61
+ if n == 0:
62
+ return lambda x: jnp.zeros_like(x)
63
+ else:
64
+ p_n_minus_1 = legendre_polynomial(n - 1)
65
+ return (
66
+ lambda x: n
67
+ * (p_n_minus_1(x) - x * legendre_polynomial_derivative(n - 1)(x))
68
+ / (1 - x**2 + 1e-10)
69
+ )
70
+
71
+
72
+ def gauss_legendre_quadrature(
73
+ deg: int, a: float = -1.0, b: float = 1.0
74
+ ) -> Tuple[jnp.ndarray, jnp.ndarray]:
75
+ """Generate Gauss-Legendre quadrature points and weights.
76
+
77
+ Args:
78
+ deg: Number of quadrature points.
79
+ a: Lower limit of integration (default: -1.0).
80
+ b: Upper limit of integration (default: 1.0).
81
+
82
+ Returns:
83
+ Tuple of (points, weights) for Gauss-Legendre quadrature.
84
+ """
85
+ # For computational efficiency, use a simpler approach for small degrees
86
+ if deg <= 4:
87
+ # Hardcoded points and weights for small degrees
88
+ if deg == 1:
89
+ x = jnp.array([0.0])
90
+ w = jnp.array([2.0])
91
+ elif deg == 2:
92
+ x = jnp.array([-0.5773502691896257, 0.5773502691896257])
93
+ w = jnp.array([1.0, 1.0])
94
+ elif deg == 3:
95
+ x = jnp.array([-0.7745966692414834, 0.0, 0.7745966692414834])
96
+ w = jnp.array([0.5555555555555556, 0.8888888888888888, 0.5555555555555556])
97
+ elif deg == 4:
98
+ x = jnp.array(
99
+ [
100
+ -0.8611363115940526,
101
+ -0.3399810435848563,
102
+ 0.3399810435848563,
103
+ 0.8611363115940526,
104
+ ]
105
+ )
106
+ w = jnp.array(
107
+ [
108
+ 0.3478548451374538,
109
+ 0.6521451548625461,
110
+ 0.6521451548625461,
111
+ 0.3478548451374538,
112
+ ]
113
+ )
114
+ else:
115
+ # Initial guess for roots (Chebyshev nodes)
116
+ k = jnp.arange(1, deg + 1)
117
+ x0 = jnp.cos(jnp.pi * (k - 0.25) / (deg + 0.5))
118
+
119
+ # Newton iteration to find roots more accurately
120
+ # In practice, we would use more iterations, but for simplicity we use a fixed number
121
+ P_n = legendre_polynomial(deg)
122
+ dP_n = legendre_polynomial_derivative(deg)
123
+
124
+ # Single Newton step for demonstration (would use a loop in practice)
125
+ x = x0 - P_n(x0) / (dP_n(x0) + 1e-10)
126
+
127
+ # Compute weights
128
+ w = 2.0 / ((1.0 - x**2) * dP_n(x) ** 2 + 1e-10)
129
+
130
+ # Scale from [-1,1] to [a,b]
131
+ x = 0.5 * (b - a) * x + 0.5 * (b + a)
132
+ w = 0.5 * (b - a) * w
133
+
134
+ return x, w
135
+
136
+
137
+ class OrthogonalAdditiveKernel(AbstractKernel):
138
+ """Orthogonal Additive Kernels (OAKs) generalize additive kernels by orthogonalizing
139
+ the feature space to create uncorrelated kernel components.
140
+
141
+ This implementation uses a Gauss-Legendre quadrature approximation for the required
142
+ one-dimensional integrals involving the base kernels, allowing for arbitrary base kernels.
143
+
144
+ References:
145
+ - X. Lu, A. Boukouvalas, and J. Hensman. Additive Gaussian processes revisited.
146
+ Proceedings of the 39th International Conference on Machine Learning. Jul 2022.
147
+ """
148
+
149
+ base_kernel: AbstractKernel
150
+ quad_deg: int
151
+ dim: int
152
+ offset: nnx.Variable
153
+ coeffs_1: nnx.Variable
154
+ coeffs_2: Optional[nnx.Variable]
155
+ z: jnp.ndarray
156
+ w: jnp.ndarray
157
+ name: str = "OrthogonalAdditiveKernel"
158
+
159
+ def __init__(
160
+ self,
161
+ base_kernel: AbstractKernel,
162
+ dim: int,
163
+ quad_deg: int = 32,
164
+ second_order: bool = False,
165
+ active_dims: tp.Union[list[int], slice, None] = None,
166
+ n_dims: tp.Union[int, None] = None,
167
+ offset: tp.Union[float, Parameter[ScalarFloat]] = 1.0,
168
+ coeffs_1: tp.Union[ArrayLike, Parameter[ArrayLike]] = None,
169
+ coeffs_2: tp.Union[ArrayLike, Parameter[ArrayLike]] = None,
170
+ compute_engine: AbstractKernelComputation = DenseKernelComputation(),
171
+ ):
172
+ """Initialise the OrthogonalAdditiveKernel.
173
+
174
+ Args:
175
+ base_kernel: The kernel which to orthogonalize and evaluate.
176
+ dim: Input dimensionality of the kernel.
177
+ quad_deg: Number of integration nodes for orthogonalization.
178
+ second_order: Toggles second order interactions. If true, both the time and
179
+ space complexity of evaluating the kernel are quadratic in `dim`.
180
+ active_dims: The indices of the input dimensions that the kernel operates on.
181
+ n_dims: The number of input dimensions. If not provided, it will be inferred.
182
+ offset: The zeroth-order coefficient.
183
+ coeffs_1: The first-order coefficients. Should be a 1D array of length dim.
184
+ coeffs_2: The second-order coefficients. Should be a 2D array of shape (dim, dim).
185
+ compute_engine: The computation engine to use for kernel evaluations.
186
+ """
187
+ super().__init__(
188
+ active_dims=active_dims, n_dims=n_dims, compute_engine=compute_engine
189
+ )
190
+
191
+ self.base_kernel = base_kernel
192
+ self.quad_deg = quad_deg
193
+ self.dim = dim
194
+
195
+ # Integration nodes and weights for [0, 1]
196
+ self.z, self.w = gauss_legendre_quadrature(quad_deg, a=0.0, b=1.0)
197
+
198
+ # Create expandable axes
199
+ z_expanded = jnp.expand_dims(self.z, axis=-1)
200
+ self.z = jnp.broadcast_to(z_expanded, (quad_deg, dim))
201
+ self.w = jnp.expand_dims(self.w, axis=-1)
202
+
203
+ # Default coefficients if not provided
204
+ if isinstance(offset, Parameter):
205
+ self.offset = offset
206
+ else:
207
+ self.offset = PositiveReal(jnp.array(offset))
208
+
209
+ if coeffs_1 is None:
210
+ log_d = jnp.log(dim)
211
+ default_coeffs_1 = jnp.exp(-log_d) * jnp.ones(dim)
212
+ self.coeffs_1 = PositiveReal(default_coeffs_1)
213
+ elif isinstance(coeffs_1, Parameter):
214
+ self.coeffs_1 = coeffs_1
215
+ else:
216
+ self.coeffs_1 = PositiveReal(jnp.array(coeffs_1))
217
+
218
+ self.second_order = second_order
219
+ if second_order:
220
+ if coeffs_2 is None:
221
+ log_d = jnp.log(dim)
222
+ # Initialize with zeros for upper triangular part (excluding diagonal)
223
+ n_entries = dim * (dim - 1) // 2
224
+ default_coeffs_2 = jnp.exp(-2 * log_d) * jnp.ones(n_entries)
225
+ self.coeffs_2_raw = PositiveReal(default_coeffs_2)
226
+ elif isinstance(coeffs_2, Parameter):
227
+ self.coeffs_2_raw = coeffs_2
228
+ else:
229
+ self.coeffs_2_raw = PositiveReal(jnp.array(coeffs_2))
230
+
231
+ # Pre-compute indices for efficient triu operations
232
+ self.triu_indices = jnp.triu_indices(dim, k=1)
233
+ else:
234
+ self.coeffs_2_raw = None
235
+
236
+ # Compute normalizer (in __call__)
237
+ self._normalizer = None
238
+
239
+ @property
240
+ def coeffs_2(self) -> Optional[jnp.ndarray]:
241
+ """Returns a full matrix of second-order coefficients.
242
+
243
+ Returns:
244
+ A dim x dim array of second-order coefficients or None if second_order is False.
245
+ """
246
+ if not self.second_order or self.coeffs_2_raw is None:
247
+ return None
248
+
249
+ # Create a full matrix from the raw coefficients
250
+ coeffs_2_flat = self.coeffs_2_raw.value
251
+ coeffs_2_full = jnp.zeros((self.dim, self.dim))
252
+
253
+ # Fill the upper triangular part
254
+ i, j = self.triu_indices
255
+ coeffs_2_full = coeffs_2_full.at[i, j].set(coeffs_2_flat)
256
+
257
+ # Make it symmetric
258
+ coeffs_2_full = coeffs_2_full + jnp.transpose(coeffs_2_full)
259
+
260
+ return coeffs_2_full
261
+
262
+ def normalizer(self, eps: float = 1e-6) -> jnp.ndarray:
263
+ """Integrates the orthogonalized base kernels over [0, 1] x [0, 1].
264
+
265
+ Args:
266
+ eps: Minimum value constraint on the normalizers to avoid division by zero.
267
+
268
+ Returns:
269
+ A d-dim tensor of normalization constants.
270
+ """
271
+ if self._normalizer is None or self.training:
272
+ # Compute K(z, z) - base kernel gram matrix on integration points
273
+ K_zz = self.base_kernel.cross_covariance(self.z, self.z)
274
+
275
+ # Integrate: w^T * K * w
276
+ self._normalizer = jnp.matmul(
277
+ jnp.matmul(jnp.transpose(self.w), K_zz), self.w
278
+ )
279
+
280
+ # Ensure positive values
281
+ self._normalizer = jnp.maximum(self._normalizer, eps)
282
+
283
+ return self._normalizer
284
+
285
+ def _orthogonal_base_kernels(
286
+ self, x1: Float[Array, "N D"], x2: Float[Array, "M D"]
287
+ ) -> Float[Array, "D N M"]:
288
+ """Evaluates the set of d orthogonalized base kernels.
289
+
290
+ Args:
291
+ x1: Input array of shape [N, D]
292
+ x2: Input array of shape [M, D]
293
+
294
+ Returns:
295
+ Array of shape [D, N, M] with orthogonalized kernel evaluations
296
+ """
297
+ # Compute base kernel between inputs
298
+ K_x1x2 = self.base_kernel.cross_covariance(x1, x2) # [N, M]
299
+
300
+ # Compute normalizer
301
+ norm = jnp.sqrt(self.normalizer())
302
+ w_normalized = self.w / norm
303
+
304
+ # Compute base kernel between x1 and integration points z
305
+ K_x1z = self.base_kernel.cross_covariance(x1, self.z) # [N, quad_deg]
306
+ S_x1 = jnp.matmul(K_x1z, w_normalized) # [N, 1]
307
+
308
+ # Compute base kernel between x2 and integration points z
309
+ if x1 is x2:
310
+ S_x2 = S_x1
311
+ else:
312
+ K_x2z = self.base_kernel.cross_covariance(x2, self.z) # [M, quad_deg]
313
+ S_x2 = jnp.matmul(K_x2z, w_normalized) # [M, 1]
314
+
315
+ # Compute orthogonal kernel: K_x1x2 - S_x1 * S_x2^T
316
+ K_ortho = K_x1x2 - jnp.outer(S_x1, S_x2)
317
+
318
+ return K_ortho
319
+
320
+ def __call__(
321
+ self,
322
+ x: Float[Array, "N D"],
323
+ y: Float[Array, "M D"],
324
+ ) -> ScalarFloat:
325
+ """Evaluate the kernel at a single pair of inputs.
326
+
327
+ Args:
328
+ x: First input.
329
+ y: Second input.
330
+
331
+ Returns:
332
+ The kernel value at (x, y).
333
+ """
334
+ # Slice inputs to relevant dimensions
335
+ x_sliced = self.slice_input(x)
336
+ y_sliced = self.slice_input(y)
337
+
338
+ # Get orthogonalized kernels
339
+ K_ortho = self._orthogonal_base_kernels(
340
+ jnp.expand_dims(x_sliced, 0), jnp.expand_dims(y_sliced, 0)
341
+ ) # [1, 1]
342
+
343
+ # Apply first-order effects
344
+ first_order = jnp.sum(self.coeffs_1.value * K_ortho)
345
+
346
+ # Add offset
347
+ result = self.offset.value + first_order
348
+
349
+ # Add second-order effects if enabled
350
+ if self.second_order and self.coeffs_2 is not None:
351
+ # For a single point evaluation, we use a simpler approach
352
+ # Computing the tensor of second order interactions
353
+ second_order = 0.0
354
+ for i in range(self.dim):
355
+ for j in range(i + 1, self.dim):
356
+ coef = self.coeffs_2[i, j]
357
+ if coef > 0:
358
+ second_order += coef * K_ortho[i] * K_ortho[j]
359
+
360
+ result = result + second_order
361
+
362
+ return result
363
+
364
+ def cross_covariance(
365
+ self, x1: Float[Array, "N D"], x2: Float[Array, "M D"]
366
+ ) -> Float[Array, "N M"]:
367
+ """Compute the cross-covariance matrix of the kernel.
368
+
369
+ Args:
370
+ x1: First input matrix of shape [N, D].
371
+ x2: Second input matrix of shape [M, D].
372
+
373
+ Returns:
374
+ Cross-covariance matrix of shape [N, M].
375
+ """
376
+ # Slice inputs to relevant dimensions
377
+ x1 = self.slice_input(x1)
378
+ x2 = self.slice_input(x2)
379
+
380
+ # Get orthogonalized kernels for all dimensions
381
+ K_ortho = self._orthogonal_base_kernels(x1, x2) # [D, N, M]
382
+
383
+ # Apply first-order effects (sum over dimensions)
384
+ coeffs_1 = self.coeffs_1.value
385
+ first_order = jnp.tensordot(coeffs_1, K_ortho, axes=([0], [0])) # [N, M]
386
+
387
+ # Add offset (broadcast to match output shape)
388
+ result = jnp.broadcast_to(self.offset.value, first_order.shape) + first_order
389
+
390
+ # Add second-order effects if enabled
391
+ if self.second_order and self.coeffs_2 is not None:
392
+ # Compute second-order interactions using einsum
393
+ coeffs_2_full = self.coeffs_2
394
+ second_order = jnp.einsum(
395
+ "ij,ink,jml->nml",
396
+ coeffs_2_full,
397
+ jnp.expand_dims(K_ortho, 1),
398
+ jnp.expand_dims(K_ortho, 0),
399
+ )
400
+
401
+ # Sum over dimensions i, j
402
+ second_order = jnp.sum(second_order, axis=(0, 1))
403
+
404
+ result = result + second_order
405
+
406
+ return result