Source code for gpytorch.utils.grid

#!/usr/bin/env python3

import math
import warnings
from typing import List, Tuple

import torch

[docs]class ScaleToBounds(torch.nn.Module): """ Scale the input data so that it lies in between the lower and upper bounds. In training (`self.train()`), this module adjusts the scaling factor to the minibatch of data. During evaluation (`self.eval()`), this module uses the scaling factor from the previous minibatch of data. :param float lower_bound: lower bound of scaled data :param float upper_bound: upper bound of scaled data Example: >>> train_x = torch.randn(10, 5) >>> module = gpytorch.utils.grid.ScaleToBounds(lower_bound=-1., upper_bound=1.) >>> >>> module.train() >>> scaled_train_x = module(train_x) # Data should be between -0.95 and 0.95 >>> >>> module.eval() >>> test_x = torch.randn(10, 5) >>> scaled_test_x = module(test_x) # Scaling is based on train_x """ def __init__(self, lower_bound, upper_bound): super().__init__() self.lower_bound = float(lower_bound) self.upper_bound = float(upper_bound) self.register_buffer("min_val", torch.tensor(lower_bound)) self.register_buffer("max_val", torch.tensor(upper_bound)) def forward(self, x): if min_val = x.min() max_val = x.max() = min_val = max_val else: min_val = self.min_val max_val = self.max_val # Clamp extreme values x = x.clamp(min_val, max_val) diff = max_val - min_val x = (x - min_val) * (0.95 * (self.upper_bound - self.lower_bound) / diff) + 0.95 * self.lower_bound return x
[docs]def scale_to_bounds(x, lower_bound, upper_bound): """ DEPRECATRED: Use :obj:`~gpytorch.utils.grid.ScaleToBounds` instead. :param x: the input data :type x: torch.Tensor (... x n x d) :param float lower_bound: lower bound of scaled data :param float upper_bound: upper bound of scaled data :return: scaled data :rtype: torch.Tensor (... x n x d) """ warnings.warn( "The `scale_to_bounds` method is deprecated. Use the `gpytorch.utils.grid.ScaleToBounds` module instead.", DeprecationWarning, ) # Scale features so they fit inside grid bounds min_val = x.min() max_val = x.max() diff = max_val - min_val x = (x - min_val) * (0.95 * (upper_bound - lower_bound) / diff) + 0.95 * lower_bound return x
[docs]def choose_grid_size(train_inputs, ratio=1.0, kronecker_structure=True): """ Given some training inputs, determine a good grid size for KISS-GP. :param x: the input data :type x: torch.Tensor (... x n x d) :param ratio: Amount of grid points per data point (default: 1.) :type ratio: float, optional :param kronecker_structure: Whether or not the model will use Kronecker structure in the grid (set to True unless there is an additive or product decomposition in the prior) :type kronecker_structure: bool, optional :return: Grid size :rtype: int """ # Scale features so they fit inside grid bounds num_data = train_inputs.numel() if train_inputs.dim() == 1 else train_inputs.size(-2) num_dim = 1 if train_inputs.dim() == 1 else train_inputs.size(-1) if kronecker_structure: return int(ratio * math.pow(num_data, 1.0 / num_dim)) else: return ratio * num_data
def convert_legacy_grid(grid: torch.Tensor) -> List[torch.Tensor]: return [grid[:, i] for i in range(grid.size(-1))]
[docs]def create_data_from_grid(grid: List[torch.Tensor]) -> torch.Tensor: """ :param grid: Each Tensor is a 1D set of increments for the grid in that dimension :type grid: List[torch.Tensor] :return: The set of points on the grid going by column-major order :rtype: torch.Tensor """ if torch.is_tensor(grid): grid = convert_legacy_grid(grid) ndims = len(grid) assert all(axis.dim() == 1 for axis in grid) projections = torch.meshgrid(*grid) grid_tensor = torch.stack(projections, axis=-1) # Note that if we did # grid_data = grid_tensor.reshape(-1, ndims) # instead, we would be iterating through the points of our grid from the # last data dimension to the first data dimension. However, due to legacy # reasons, we need to iterate from the first data dimension to the last data # dimension when creating grid_data grid_data = grid_tensor.permute(*(reversed(range(ndims + 1)))).reshape(ndims, -1).transpose(0, 1) return grid_data
[docs]def create_grid( grid_sizes: List[int], grid_bounds: List[Tuple[float, float]], extend: bool = True, device="cpu", dtype=torch.float, ) -> List[torch.Tensor]: """ Creates a grid represented by a list of 1D Tensors representing the projections of the grid into each dimension If `extend`, we extend the grid by two points past the specified boundary which can be important for getting good grid interpolations. :param grid_sizes: Sizes of each grid dimension :type grid_sizes: List[int] :param grid_bounds: Lower and upper bounds of each grid dimension :type grid_sizes: List[Tuple[float, float]] :param device: target device for output (default: cpu) :type device: torch.device, optional :param dtype: target dtype for output (default: torch.float) :type dtype: torch.dtype, optional :return: Grid points for each dimension. Grid points are stored in a :obj:`torch.Tensor` with shape `grid_sizes[i]`. :rtype: List[torch.Tensor] """ grid = [] for i in range(len(grid_bounds)): grid_diff = float(grid_bounds[i][1] - grid_bounds[i][0]) / (grid_sizes[i] - 2) if extend: proj = torch.linspace( grid_bounds[i][0] - grid_diff, grid_bounds[i][1] + grid_diff, grid_sizes[i], device=device, dtype=dtype, ) else: proj = torch.linspace(grid_bounds[i][0], grid_bounds[i][1], grid_sizes[i], device=device, dtype=dtype,) grid.append(proj) return grid