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Extension of #269: Use \circ and compose and deprecate transform #276

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2 changes: 2 additions & 0 deletions Project.toml
Original file line number Diff line number Diff line change
Expand Up @@ -5,6 +5,7 @@ version = "0.9.0"
[deps]
ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
Compat = "34da2185-b29b-5c13-b0c7-acf172513d20"
CompositionsBase = "a33af91c-f02d-484b-be07-31d278c5ca2b"
Distances = "b4f34e82-e78d-54a5-968a-f98e89d6e8f7"
Functors = "d9f16b24-f501-4c13-a1f2-28368ffc5196"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
Expand All @@ -20,6 +21,7 @@ ZygoteRules = "700de1a5-db45-46bc-99cf-38207098b444"
[compat]
ChainRulesCore = "0.9"
Compat = "3.7"
CompositionsBase = "0.1"
Distances = "0.10"
Functors = "0.1"
Requires = "1.0.1"
Expand Down
5 changes: 4 additions & 1 deletion src/KernelFunctions.jl
Original file line number Diff line number Diff line change
Expand Up @@ -39,11 +39,12 @@ export MOInput
export IndependentMOKernel, LatentFactorMOKernel

# Reexports
export tensor, ⊗
export tensor, ⊗, compose

using Compat
using ChainRulesCore: ChainRulesCore, Composite, Zero, One, DoesNotExist, NO_FIELDS
using ChainRulesCore: @thunk, InplaceableThunk
using CompositionsBase
using Requires
using Distances, LinearAlgebra
using Functors
Expand Down Expand Up @@ -106,6 +107,8 @@ include("zygoterules.jl")

include("test_utils.jl")

include("deprecations.jl")

function __init__()
@require Kronecker = "2c470bb0-bcc8-11e8-3dad-c9649493f05e" begin
include(joinpath("matrix", "kernelkroneckermat.jl"))
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4 changes: 4 additions & 0 deletions src/deprecations.jl
Original file line number Diff line number Diff line change
@@ -0,0 +1,4 @@
@deprecate transform(k::Kernel, t::Transform) ∘(k, t)
@deprecate transform(k::TransformedKernel, t::Transform) ∘(k.kernel, t ∘ k.transform)
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As noted in #269, currently the transformations of TransformedKernels are chained in a weird way (IMO it's a bug). Therefore the deprecation looks a bit strange as well.

@deprecate transform(k::Kernel, ρ::Real) ∘(k, ScaleTransform(ρ))
@deprecate transform(k::Kernel, ρ::AbstractVector) ∘(k, ARDTransform(ρ))
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41 changes: 9 additions & 32 deletions src/kernels/transformedkernel.jl
Original file line number Diff line number Diff line change
Expand Up @@ -3,9 +3,9 @@

Kernel derived from `k` for which inputs are transformed via a [`Transform`](@ref) `t`.

It is preferred to create kernels with input transformations with [`transform`](@ref)
instead of `TransformedKernel` directly since [`transform`](@ref) allows optimized
implementations for specific kernels and transformations.
It is preferred to create kernels with input transformations with [``](@ref), or its
alias [`compose`](@ref), instead of `TransformedKernel` directly since [``](@ref)
allows optimized implementations for specific kernels and transformations.

# Definition

Expand Down Expand Up @@ -41,31 +41,8 @@ function _scale(t::ScaleTransform, metric::Union{SqEuclidean,DotProduct}, x, y)
end
_scale(t::ScaleTransform, metric, x, y) = evaluate(metric, t(x), t(y))

"""
transform(k::Kernel, t::Transform)

Create a [`TransformedKernel`](@ref) for kernel `k` and transform `t`.
"""
transform(k::Kernel, t::Transform) = TransformedKernel(k, t)
function transform(k::TransformedKernel, t::Transform)
return TransformedKernel(k.kernel, t ∘ k.transform)
end

"""
transform(k::Kernel, ρ::Real)

Create a [`TransformedKernel`](@ref) for kernel `k` and inverse lengthscale `ρ`.
"""
transform(k::Kernel, ρ::Real) = transform(k, ScaleTransform(ρ))

"""
transform(k::Kernel, ρ::AbstractVector)

Create a [`TransformedKernel`](@ref) for kernel `k` and inverse lengthscales `ρ`.
"""
transform(k::Kernel, ρ::AbstractVector) = transform(k, ARDTransform(ρ))

kernel(κ) = κ.kernel
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Base.:∘(k::Kernel, t::Transform) = TransformedKernel(k, t)
Base.:∘(k::TransformedKernel, t::Transform) = TransformedKernel(k.kernel, k.transform ∘ t)

Base.show(io::IO, κ::TransformedKernel) = printshifted(io, κ, 0)

Expand All @@ -87,13 +64,13 @@ function kernelmatrix_diag!(
end

function kernelmatrix!(K::AbstractMatrix, κ::TransformedKernel, x::AbstractVector)
return kernelmatrix!(K, kernel(κ), _map(κ.transform, x))
return kernelmatrix!(K, κ.kernel, _map(κ.transform, x))
end

function kernelmatrix!(
K::AbstractMatrix, κ::TransformedKernel, x::AbstractVector, y::AbstractVector
)
return kernelmatrix!(K, kernel(κ), _map(κ.transform, x), _map(κ.transform, y))
return kernelmatrix!(K, κ.kernel, _map(κ.transform, x), _map(κ.transform, y))
end

function kernelmatrix_diag(κ::TransformedKernel, x::AbstractVector)
Expand All @@ -105,9 +82,9 @@ function kernelmatrix_diag(κ::TransformedKernel, x::AbstractVector, y::Abstract
end

function kernelmatrix(κ::TransformedKernel, x::AbstractVector)
return kernelmatrix(kernel(κ), _map(κ.transform, x))
return kernelmatrix(κ.kernel, _map(κ.transform, x))
end

function kernelmatrix(κ::TransformedKernel, x::AbstractVector, y::AbstractVector)
return kernelmatrix(kernel(κ), _map(κ.transform, x), _map(κ.transform, y))
return kernelmatrix(κ.kernel, _map(κ.transform, x), _map(κ.transform, y))
end
7 changes: 7 additions & 0 deletions test/kernels/transformedkernel.jl
Original file line number Diff line number Diff line change
Expand Up @@ -12,8 +12,10 @@
ktard = TransformedKernel(k, ARDTransform(v))
@test kt(v1, v2) == transform(k, ScaleTransform(s))(v1, v2)
@test kt(v1, v2) == transform(k, s)(v1, v2)
@test kt(v1, v2) == (k ∘ ScaleTransform(s))(v1, v2)
@test kt(v1, v2) ≈ k(s * v1, s * v2) atol = 1e-5
@test ktard(v1, v2) ≈ transform(k, ARDTransform(v))(v1, v2) atol = 1e-5
@test ktard(v1, v2) == (k ∘ ARDTransform(v))(v1, v2)
@test ktard(v1, v2) == transform(k, v)(v1, v2)
@test ktard(v1, v2) == k(v .* v1, v .* v2)
@test transform(kt, s2)(v1, v2) ≈ kt(s2 * v1, s2 * v2)
Expand Down Expand Up @@ -54,4 +56,9 @@
test_params(transform(k, LinearTransform(P)), (k, P))
test_params(transform(k, LinearTransform(P) ∘ ScaleTransform(s)), (k, [s], P))
test_params(transform(k, FunctionTransform(c)), (k, c))

@test (k ∘ (LinearTransform(P') ∘ ScaleTransform(s)))(v1, v2) == ((k ∘ LinearTransform(P')) ∘ ScaleTransform(s))(v1, v2)
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test_params(k ∘ LinearTransform(P), (P, k))
test_params(k ∘ LinearTransform(P) ∘ ScaleTransform(s), ([s], P, k))
test_params(k ∘ FunctionTransform(c), (c, k))
end