Merge pull request #25 from itskalvik/main

Fix Independent kernel

bayesnewton/kernels.py

@@ -1586,11 +1586,11 @@ def __init__(self, kernels):
     def K(self, X, X2):
         zeros = np.zeros(self.num_kernels)
         K0 = self.kernel0.K(X, X2)
-        index_vector = index_vector.at[0].add(1.)
+        index_vector = zeros.at[0].add(1.)
         Kstack = np.kron(K0, np.diag(index_vector))
         for i in range(1, self.num_kernels):
             kerneli = eval("self.kernel" + str(i))
-            index_vector = index_vector.at[i].add(1.)
+            index_vector = zeros.at[i].add(1.)
             Kstack += np.kron(kerneli.K(X, X2), np.diag(index_vector))
         return Kstack
 

bayesnewton/ops.py

@@ -44,26 +44,9 @@ def get_3d_off_diag(offdiag_elems):
 def blockdiagmatrix_to_blocktensor(blockdiagmatrix, N, D):
     """
     Convert [ND, ND] block-diagonal matrix to [N, D, D] tensor
-    TODO: extend to D>3 case
+    Code from https://stackoverflow.com/questions/10831417/extracting-diagonal-blocks-from-a-numpy-array
     """
-    diags = vmap(np.diag)(np.diag(blockdiagmatrix).reshape(N, D))
-    if D == 1:
-        blocktensors = diags
-    elif D == 2:
-        offdiag_elems = np.diag(np.concatenate([np.zeros([N * D, 1]), blockdiagmatrix], axis=1)).reshape(N, D)[:, 1:]
-        offdiags = offdiag_elems[..., None] * np.fliplr(np.eye(D))
-        blocktensors = diags + offdiags
-    elif D == 3:
-        addzeros = np.concatenate([np.zeros([N * D, 1]), blockdiagmatrix], axis=1)
-        addzeros2 = np.concatenate([np.zeros([N * D, 1]), addzeros], axis=1)
-        offdiag_elems = np.diag(addzeros).reshape(N, D)[:, 1:]
-        offdiags = get_3d_off_diag(offdiag_elems)
-        corner_elements = np.diag(addzeros2).reshape(N, D)[:, 2:]
-        corners = corner_elements[..., None] * np.array([[0., 0., 1.], [0., 0., 0.], [1., 0., 0.]])
-        blocktensors = diags + offdiags + corners
-    else:
-        raise NotImplementedError('Multi-latent case with D>3 not implemented')
-    return blocktensors
+    return np.array([blockdiagmatrix[i*D:(i+1)*D,i*D:(i+1)*D] for i in range(N)])
 
 
 def gaussian_conditional(kernel, y, noise_cov, X, X_star=None):