FInished tests for kernel functions

Author: theogf

src/KernelFunctions.jl

@@ -7,6 +7,7 @@ export SqExponentialKernel, ExponentialKernel, GammaExponentialKernel
 export ExponentiatedKernel
 export MaternKernel, Matern32Kernel, Matern52Kernel
 export LinearKernel, PolynomialKernel
+export RationalQuadraticKernel, GammaRationalQuadraticKernel
 
 
 

src/kernels/polynomial.jl

@@ -51,7 +51,7 @@ end
 
 function PolynomialKernel(ρ::T₁=1.0,d::T₂=2.0,c::T₃=zero(T₁)) where {T₁<:Real,T₂<:Real,T₃<:Real}
     @check_args(PolynomialKernel, d, d >= one(T₁), "d >= 1")
-    Polynomial{T₁,ScaleTransform{T₁},T₂,T₃}(ScaleTransform(ρ),c,d)
+    PolynomialKernel{T₁,ScaleTransform{T₁},T₂,T₃}(ScaleTransform(ρ),c,d)
 end
 
 function PolynomialKernel(ρ::A,d::T₁=2.0,c::T₂=zero(eltype(ρ))) where {A<:AbstractVector{<:Real},T₁<:Real,T₂<:Real}

src/kernels/rationalquad.jl

@@ -5,7 +5,7 @@
 ```
     κ(x,y)=(1+||x−y||^2/α)^(-α)
 ```
-    where α is a shape parameter of the Euclidean distance. Check `GammaRationalQuadraticKernel` for a generalization.
+    where `α` is a shape parameter of the Euclidean distance. Check `GammaRationalQuadraticKernel` for a generalization.
 """
 struct RationalQuadraticKernel{T,Tr,Tα<:Real} <: Kernel{T,Tr}
     transform::Tr
@@ -31,7 +31,7 @@ function RationalQuadraticKernel(t::Tr,α::T=2.0) where {Tr<:Transform,T<:Real}
     RationalQuadraticKernel{eltype(t),Tr,T}(t,α)
 end
 
-@inline kappa(κ::RationalQuadraticKernel, d²::T) where {T<:Real} = (one(T)+0.5d²/κ.α)^(-κ.α)
+@inline kappa(κ::RationalQuadraticKernel, d²::T) where {T<:Real} = (one(T)+d²/κ.α)^(-κ.α)
 
 
 """
@@ -48,27 +48,27 @@ struct GammaRationalQuadraticKernel{T,Tr,Tα<:Real,Tγ<:Real} <: Kernel{T,Tr}
     metric::SqEuclidean
     α::Tα
     γ::Tγ
-    function GammaRationalQuadraticKernel{T,Tr,Tα}(t::Tr,α::Tα,γ::Tγ) where {T,Tr,Tα<:Real,Tγ<:Real}
+    function GammaRationalQuadraticKernel{T,Tr,Tα,Tγ}(t::Tr,α::Tα,γ::Tγ) where {T,Tr,Tα<:Real,Tγ<:Real}
         new{T,Tr,Tα,Tγ}(t,SqEuclidean(),α,γ)
     end
 end
 
 function GammaRationalQuadraticKernel(ρ::T₁=1.0,α::T₂=2.0,γ::T₃=2.0) where {T₁<:Real,T₂<:Real,T₃<:Real}
     @check_args(GammaRationalQuadraticKernel, α, α > one(T₂), "α > 1")
-    @check_args(GammaRationalQuadraticKernel, γ, γ > one(T₂), "γ > 1")
+    @check_args(GammaRationalQuadraticKernel, γ, γ >= one(T₂), "γ >= 1")
     GammaRationalQuadraticKernel{T₁,ScaleTransform{T₁},T₂,T₃}(ScaleTransform(ρ),α,γ)
 end
 
 function GammaRationalQuadraticKernel(ρ::A,α::T₁=2.0,γ::T₂=2.0) where {A<:AbstractVector{<:Real},T₁<:Real,T₂<:Real}
     @check_args(GammaRationalQuadraticKernel, α, α > one(T₁), "α > 1")
-    @check_args(GammaRationalQuadraticKernel, γ, γ > one(T₂), "γ > 1")
+    @check_args(GammaRationalQuadraticKernel, γ, γ >= one(T₂), "γ >= 1")
     GammaRationalQuadraticKernel{eltype(A),ScaleTransform{A},T₁,T₂}(ScaleTransform(ρ),α,γ)
 end
 
 function GammaRationalQuadraticKernel(t::Tr,α::T₁=2.0,γ::T₂=2.0) where {Tr<:Transform,T₁<:Real,T₂<:Real}
     @check_args(GammaRationalQuadraticKernel, α, α > one(T₁), "α > 1")
-    @check_args(GammaRationalQuadraticKernel, γ, γ > one(T₂), "γ > 1")
+    @check_args(GammaRationalQuadraticKernel, γ, γ >= one(T₂), "γ >= 1")
     GammaRationalQuadraticKernel{eltype(t),Tr,T₁,T₂}(t,α,γ)
 end
 
-@inline kappa(κ::GammaRationalQuadraticKernel, d²::T) where {T<:Real} = (one(T)+0.5d²/κ.α)^(-κ.α)
+@inline kappa(κ::GammaRationalQuadraticKernel, d²::T) where {T<:Real} = (one(T)+d²^κ.γ/κ.α)^(-κ.α)

test/runtests.jl

@@ -13,5 +13,7 @@ include("test_kernelmatrix.jl")
 include("test_constructors.jl")
 # include("test_AD.jl")
 include("test_transform.jl")
+include("test_distances.jl")
+include("test_kernels.jl")
     #include("types.jl")
 end

test/test_kernels.jl

@@ -113,16 +113,66 @@ x = rand()*2; v1 = rand(3); v2 = rand(3)
             @test k(v1,v2) ≈ (1+sqrt(5)*norm(v.*(v1-v2))+5/3*norm(v.*(v1-v2))^2)exp(-sqrt(5)*norm(v.*(v1-v2)))
         end
         @testset "Coherence Materns" begin
-            x = 0.5
             @test kappa(MaternKernel(1.0,0.5),x) ≈ kappa(ExponentialKernel(),x)
             @test kappa(MaternKernel(1.0,1.5),x) ≈ kappa(Matern32Kernel(),x)
             @test kappa(MaternKernel(1.0,2.5),x) ≈ kappa(Matern52Kernel(),x)
         end
     end
     @testset "Polynomial" begin
         c = randn();
-
+        @testset "LinearKernel" begin
+            k = LinearKernel()
+            @test kappa(k,x) ≈ x
+            @test k(v1,v2) ≈ dot(v1,v2)
+            l = 0.5
+            k = LinearKernel(l,c)
+            @test k(v1,v2) ≈ l^2*dot(v1,v2) + c
+            v = rand(3)
+            k = LinearKernel(v,c)
+            @test k(v1,v2) ≈ dot(v.*v1,v.*v2) + c
+        end
+        @testset "PolynomialKernel" begin
+            k = PolynomialKernel()
+            @test kappa(k,x) ≈ x^2
+            @test k(v1,v2) ≈ dot(v1,v2)^2
+            d = 3.0
+            l = 0.5
+            k = PolynomialKernel(l,d,c)
+            @test k(v1,v2) ≈ (l^2*dot(v1,v2) + c)^d
+            v = rand(3)
+            k = PolynomialKernel(v,d,c)
+            @test k(v1,v2) ≈ (dot(v.*v1,v.*v2) + c)^d
+            #Coherence test
+            @test kappa(PolynomialKernel(1.0,1.0,c),x) ≈ kappa(LinearKernel(1.0,c),x)
+        end
     end
     @testset "RationalQuadratic" begin
+        @testset "RationalQuadraticKernel" begin
+            k = RationalQuadraticKernel()
+            @test kappa(k,x) ≈ (1.0+x/2.0)^-2
+            @test k(v1,v2) ≈ (1.0+norm(v1-v2)^2/2.0)^-2
+            l = 0.5
+            a = 1.0 + rand()
+            k = RationalQuadraticKernel(l,a)
+            @test k(v1,v2) ≈ (1.0+l^2*norm(v1-v2)^2/a)^-a
+            v = rand(3)
+            k = RationalQuadraticKernel(v,a)
+            @test k(v1,v2) ≈ (1.0+norm(v.*(v1-v2))^2/a)^-a
+        end
+        @testset "GammaRationalQuadraticKernel" begin
+            k = GammaRationalQuadraticKernel()
+            @test kappa(k,x) ≈ (1.0+x^2.0/2.0)^-2
+            @test k(v1,v2) ≈ (1.0+norm(v1-v2)^4.0/2.0)^-2
+            l = 0.5
+            a = 1.0 + rand()
+            g = 4.0
+            k = GammaRationalQuadraticKernel(l,a,g)
+            @test k(v1,v2) ≈ (1.0+(l^2g)*norm(v1-v2)^(2g)/a)^-a
+            v = rand(3)
+            k = GammaRationalQuadraticKernel(v,a,g)
+            @test k(v1,v2) ≈ (1.0+(norm(v.*(v1-v2))^(2g))/a)^-a
+            #Coherence test
+            @test kappa(GammaRationalQuadraticKernel(1.0,a,1.0),x) ≈ kappa(RationalQuadraticKernel(1.0,a),x)
+        end
     end
 end