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Merged
merged 15 commits into from
Sep 29, 2021
Merged

Fix input types, improve readability #369

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d72a72f
Fix input types, improve readability
Crown421 Sep 24, 2021
497a498
Add missing bit
Crown421 Sep 24, 2021
84c09cc
Add doc string
Crown421 Sep 24, 2021
9dba0c6
Fix mistake
Crown421 Sep 24, 2021
f537ddf
Add docstring to docs
Crown421 Sep 24, 2021
10ac9ee
Reformulate
Crown421 Sep 24, 2021
439c6fa
Bump version
Crown421 Sep 24, 2021
7120a57
Update src/matrix/kernelkroneckermat.jl
Crown421 Sep 28, 2021
8c8d4c8
Bump version further, rename api section
Crown421 Sep 28, 2021
5bd79d9
Apply format suggestions from code review
Crown421 Sep 28, 2021
75e351a
Merge branch 'master' into mo-lazy-fix
Crown421 Sep 28, 2021
407c972
Merge branch 'mo-lazy-fix' of github.com:Crown421/KernelFunctions.jl …
Crown421 Sep 28, 2021
361096f
Improve error handling.
Crown421 Sep 29, 2021
04cd8b5
Formatter
Crown421 Sep 29, 2021
97baa16
Merge branch 'master' into mo-lazy-fix
Crown421 Sep 29, 2021
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2 changes: 1 addition & 1 deletion Project.toml
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Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
name = "KernelFunctions"
uuid = "ec8451be-7e33-11e9-00cf-bbf324bd1392"
version = "0.10.19"
version = "0.10.20"

[deps]
ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
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9 changes: 9 additions & 0 deletions docs/src/api.md
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Expand Up @@ -88,3 +88,12 @@ kernelpdmat
nystrom
NystromFact
```

## Conditional Utilities
To keep the dependencies of KernelFunctions lean, some functionality is only available if specific other packages are explicitly loaded (`using`).
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@st-- st-- Sep 29, 2021 •
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also the case for kernelpdmat above, which requires PDMats.jl

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@theogf theogf Sep 29, 2021 •
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We mentioned it should/could be done in a different PR (also to add kernelkronmat)


### Kronecker.jl
[*https://github.com/MichielStock/Kronecker.jl*](https://github.com/MichielStock/Kronecker.jl)
```@docs
kronecker_kernelmatrix
```
31 changes: 21 additions & 10 deletions src/matrix/kernelkroneckermat.jl
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Expand Up @@ -27,31 +27,42 @@ end
"""
@inline iskroncompatible(κ::Kernel) = false # Default return for kernels

function _kernelmatrix_kroneckerjl_helper(::MOInputIsotopicByFeatures, Kfeatures, Koutputs)
function _kernelmatrix_kroneckerjl_helper(
::Type{<:MOInputIsotopicByFeatures}, Kfeatures, Koutputs
)
return Kronecker.kronecker(Kfeatures, Koutputs)
end

function _kernelmatrix_kroneckerjl_helper(::MOInputIsotopicByOutputs, Kfeatures, Koutputs)
function _kernelmatrix_kroneckerjl_helper(
::Type{<:MOInputIsotopicByOutputs}, Kfeatures, Koutputs
)
return Kronecker.kronecker(Koutputs, Kfeatures)
end

"""
kronecker_kernelmatrix(
k::Union{IndependentMOKernel,IntrinsicCoregionMOKernel}, x::MOI, y::MOI
) where {MOI<:IsotopicMOInputsUnion}

Requires Kronecker.jl: Computes the `kernelmatrix` for the `IndependentMOKernel` and the
`IntrinsicCoregionMOKernel`, but returns a lazy kronecker product. This object can be very
efficiently inverted or decomposed. See also [`kernelmatrix`](@ref).
"""
function kronecker_kernelmatrix(
k::Union{IndependentMOKernel,IntrinsicCoregionMOKernel},
x::IsotopicMOInputsUnion,
y::IsotopicMOInputsUnion,
)
k::Union{IndependentMOKernel,IntrinsicCoregionMOKernel}, x::MOI, y::MOI
) where {MOI<:IsotopicMOInputsUnion}
@assert x.out_dim == y.out_dim
Kfeatures = kernelmatrix(k.kernel, x.x, y.x)
Koutputs = _mo_output_covariance(k, x.out_dim)
return _kernelmatrix_kroneckerjl_helper(x, Kfeatures, Koutputs)
return _kernelmatrix_kroneckerjl_helper(MOI, Kfeatures, Koutputs)
end

function kronecker_kernelmatrix(
k::Union{IndependentMOKernel,IntrinsicCoregionMOKernel}, x::IsotopicMOInputsUnion
)
k::Union{IndependentMOKernel,IntrinsicCoregionMOKernel}, x::MOI
) where {MOI<:IsotopicMOInputsUnion}
Kfeatures = kernelmatrix(k.kernel, x.x)
Koutputs = _mo_output_covariance(k, x.out_dim)
return _kernelmatrix_kroneckerjl_helper(x, Kfeatures, Koutputs)
return _kernelmatrix_kroneckerjl_helper(MOI, Kfeatures, Koutputs)
end

function kronecker_kernelmatrix(
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15 changes: 6 additions & 9 deletions src/mokernels/independent.jl
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Expand Up @@ -30,25 +30,22 @@ end
_mo_output_covariance(k::IndependentMOKernel, out_dim) = Eye{Bool}(out_dim)

function kernelmatrix(
k::IndependentMOKernel, x::IsotopicMOInputsUnion, y::IsotopicMOInputsUnion
)
k::IndependentMOKernel, x::MOI, y::MOI
) where {MOI<:IsotopicMOInputsUnion}
@assert x.out_dim == y.out_dim
Kfeatures = kernelmatrix(k.kernel, x.x, y.x)
Koutputs = _mo_output_covariance(k, x.out_dim)
return _kernelmatrix_kron_helper(x, Kfeatures, Koutputs)
return _kernelmatrix_kron_helper(MOI, Kfeatures, Koutputs)
end

if VERSION >= v"1.6"
function kernelmatrix!(
K::AbstractMatrix,
k::IndependentMOKernel,
x::IsotopicMOInputsUnion,
y::IsotopicMOInputsUnion,
)
K::AbstractMatrix, k::IndependentMOKernel, x::MOI, y::MOI
) where {MOI<:IsotopicMOInputsUnion}
@assert x.out_dim == y.out_dim
Kfeatures = kernelmatrix(k.kernel, x.x, y.x)
Koutputs = _mo_output_covariance(k, x.out_dim)
return _kernelmatrix_kron_helper!(K, x, Kfeatures, Koutputs)
return _kernelmatrix_kron_helper!(K, MOI, Kfeatures, Koutputs)
end
end

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15 changes: 6 additions & 9 deletions src/mokernels/intrinsiccoregion.jl
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Expand Up @@ -48,25 +48,22 @@ function _mo_output_covariance(k::IntrinsicCoregionMOKernel, out_dim)
end

function kernelmatrix(
k::IntrinsicCoregionMOKernel, x::IsotopicMOInputsUnion, y::IsotopicMOInputsUnion
)
k::IntrinsicCoregionMOKernel, x::MOI, y::MOI
) where {MOI<:IsotopicMOInputsUnion}
@assert x.out_dim == y.out_dim
Kfeatures = kernelmatrix(k.kernel, x.x, y.x)
Koutputs = _mo_output_covariance(k, x.out_dim)
return _kernelmatrix_kron_helper(x, Kfeatures, Koutputs)
return _kernelmatrix_kron_helper(MOI, Kfeatures, Koutputs)
end

if VERSION >= v"1.6"
function kernelmatrix!(
K::AbstractMatrix,
k::IntrinsicCoregionMOKernel,
x::IsotopicMOInputsUnion,
y::IsotopicMOInputsUnion,
)
K::AbstractMatrix, k::IntrinsicCoregionMOKernel, x::MOI, y::MOI
) where {MOI<:IsotopicMOInputsUnion}
@assert x.out_dim == y.out_dim
Kfeatures = kernelmatrix(k.kernel, x.x, y.x)
Koutputs = _mo_output_covariance(k, x.out_dim)
return _kernelmatrix_kron_helper!(K, x, Kfeatures, Koutputs)
return _kernelmatrix_kron_helper!(K, MOI, Kfeatures, Koutputs)
end
end

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12 changes: 8 additions & 4 deletions src/mokernels/mokernel.jl
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Expand Up @@ -5,20 +5,24 @@ Abstract type for kernels with multiple outpus.
"""
abstract type MOKernel <: Kernel end

function _kernelmatrix_kron_helper(::MOInputIsotopicByFeatures, Kfeatures, Koutputs)
function _kernelmatrix_kron_helper(::Type{<:MOInputIsotopicByFeatures}, Kfeatures, Koutputs)
return kron(Kfeatures, Koutputs)
end

function _kernelmatrix_kron_helper(::MOInputIsotopicByOutputs, Kfeatures, Koutputs)
function _kernelmatrix_kron_helper(::Type{<:MOInputIsotopicByOutputs}, Kfeatures, Koutputs)
return kron(Koutputs, Kfeatures)
end

if VERSION >= v"1.6"
function _kernelmatrix_kron_helper!(K, ::MOInputIsotopicByFeatures, Kfeatures, Koutputs)
function _kernelmatrix_kron_helper!(
K, ::Type{<:MOInputIsotopicByFeatures}, Kfeatures, Koutputs
)
return kron!(K, Kfeatures, Koutputs)
end

function _kernelmatrix_kron_helper!(K, ::MOInputIsotopicByOutputs, Kfeatures, Koutputs)
function _kernelmatrix_kron_helper!(
K, ::Type{<:MOInputIsotopicByOutputs}, Kfeatures, Koutputs
)
return kron!(K, Koutputs, Kfeatures)
end
end