Merge pull request #358 from Thomas-Christie/zero-mean-fix

Fix bug in zero mean function and add test

Author: Thomas-Christie

gpjax/kernels/__init__.py

@@ -17,6 +17,7 @@
 from gpjax.kernels.approximations import RFF
 from gpjax.kernels.base import (
     AbstractKernel,
+    Constant,
     ProductKernel,
     SumKernel,
 )
@@ -27,7 +28,10 @@
     DiagonalKernelComputation,
     EigenKernelComputation,
 )
-from gpjax.kernels.non_euclidean import GraphKernel, CatKernel
+from gpjax.kernels.non_euclidean import (
+    CatKernel,
+    GraphKernel,
+)
 from gpjax.kernels.nonstationary import (
     ArcCosine,
     Linear,
@@ -47,6 +51,7 @@
 __all__ = [
     "AbstractKernel",
     "ArcCosine",
+    "Constant",
     "RBF",
     "GraphKernel",
     "CatKernel",

gpjax/mean_functions.py

@@ -150,6 +150,17 @@ def __call__(self, x: Num[Array, "N D"]) -> Float[Array, "N 1"]:
         return jnp.ones((x.shape[0], 1)) * self.constant
 
 
+@dataclasses.dataclass
+class Zero(Constant):
+    r"""Zero mean function.
+
+    The zero mean function. This function returns a zero scalar value for all
+    inputs. Unlike the Constant mean function, the constant scalar zero is fixed, and
+    cannot be treated as a model hyperparameter and learned during training.
+    """
+    constant: Float[Array, "1"] = static_field(jnp.array([0.0]), init=False)
+
+
 @dataclasses.dataclass
 class CombinationMeanFunction(AbstractMeanFunction):
     r"""A base class for products or sums of AbstractMeanFunctions."""
@@ -199,4 +210,3 @@ def __call__(self, x: Num[Array, "N D"]) -> Float[Array, "N 1"]:
 ProductMeanFunction = partial(
     CombinationMeanFunction, operator=partial(jnp.sum, axis=0)
 )
-Zero = partial(Constant, constant=jnp.array([0.0]))

tests/test_mean_functions.py

@@ -1,13 +1,24 @@
+# Enable Float64 for more stable matrix inversions.
+from jax import config
+
+config.update("jax_enable_x64", True)
+
+
+import jax
 import jax.numpy as jnp
+import jax.random as jr
 from jaxtyping import (
     Array,
     Float,
 )
+import optax as ox
 import pytest
 
+import gpjax as gpx
 from gpjax.mean_functions import (
     AbstractMeanFunction,
     Constant,
+    Zero,
 )
 
 
@@ -40,3 +51,45 @@ def test_constant(constant: Float[Array, " Q"]) -> None:
     assert (
         mf(jnp.array([[1.0, 2.0], [3.0, 4.0]])) == jnp.array([constant, constant])
     ).all()
+
+
+def test_zero_mean_remains_zero() -> None:
+    key = jr.PRNGKey(123)
+
+    x = jr.uniform(key=key, minval=0, maxval=1, shape=(20, 1))
+    y = jnp.full((20, 1), 50, dtype=jnp.float64)  # Dataset with non-zero mean
+    D = gpx.Dataset(X=x, y=y)
+
+    kernel = gpx.kernels.Constant(constant=jnp.array(0.0))
+    kernel = kernel.replace_trainable(
+        constant=False
+    )  # Prevent kernel from modelling non-zero mean
+    meanf = Zero()
+    prior = gpx.Prior(mean_function=meanf, kernel=kernel)
+    likelihood = gpx.Gaussian(num_datapoints=D.n, obs_noise=jnp.array(1e-6))
+    likelihood = likelihood.replace_trainable(obs_noise=False)
+    posterior = prior * likelihood
+
+    negative_mll = gpx.objectives.ConjugateMLL(negative=True)
+    opt_posterior, _ = gpx.fit(
+        model=posterior,
+        objective=negative_mll,
+        train_data=D,
+        optim=ox.adam(learning_rate=0.5),
+        num_iters=1000,
+        safe=True,
+        key=key,
+    )
+
+    assert opt_posterior.prior.mean_function.constant == 0.0
+
+
+def test_zero_mean_pytree_no_leaves():
+    zero_mean = Zero()
+    leaves = jax.tree_util.tree_leaves(zero_mean)
+    assert len(leaves) == 0
+
+
+def test_initialising_zero_mean_with_constant_raises_error():
+    with pytest.raises(TypeError):
+        Zero(constant=jnp.array([1.0]))