Merge pull request #178 from JaxGaussianProcesses/init_params

` init_params` revamp, remove test from `./gpjax`

Author: thomaspinder

docs/_api.rst

@@ -30,7 +30,7 @@ process objects.
 .. autoclass:: AbstractPrior
    :members:
    :special-members: __call__
-   :private-members: _initialise_params
+   :private-members: init_params
    :exclude-members: from_tuple, replace, to_tuple
 
 .. autoclass:: AbstractPosterior

examples/graph_kernels.pct.py

@@ -85,7 +85,7 @@
 kernel = jk.GraphKernel(laplacian=L)
 prior = gpx.Prior(kernel=kernel)
 
-true_params = prior._initialise_params(key)
+true_params = prior.init_params(key)
 true_params["kernel"] = {
     "lengthscale": jnp.array(2.3),
     "variance": jnp.array(3.2),
@@ -101,7 +101,7 @@
 kernel.compute_engine.gram
 
 # %%
-kernel.gram(params=kernel._initialise_params(key), inputs=x)
+kernel.gram(params=kernel.init_params(key), inputs=x)
 
 # %% [markdown]
 #

examples/haiku.pct.py

@@ -107,12 +107,16 @@ def __call__(
 
     def initialise(self, dummy_x: Float[Array, "1 D"], key: jr.KeyArray) -> None:
         nn_params = self.network.init(rng=key, x=dummy_x)
-        base_kernel_params = self.base_kernel._initialise_params(key)
+        base_kernel_params = self.base_kernel.init_params(key)
         self._params = {**nn_params, **base_kernel_params}
 
-    def _initialise_params(self, key: jr.KeyArray) -> Dict:
+    def init_params(self, key: jr.KeyArray) -> Dict:
         return self._params
 
+    # This is depreciated. Can be removed once JaxKern is updated.
+    def _initialise_params(self, key: jr.KeyArray) -> Dict:
+        return self.init_params(key)
+
 
 # %% [markdown]
 # ### Defining a network

examples/kernels.pct.py

@@ -9,7 +9,7 @@
 #       format_version: '1.3'
 #       jupytext_version: 1.11.2
 #   kernelspec:
-#     display_name: Python 3.9.7 ('gpjax')
+#     display_name: base
 #     language: python
 #     name: python3
 # ---
@@ -97,7 +97,7 @@
 
 # %%
 print(f"ARD: {slice_kernel.ard}")
-print(f"Lengthscales: {slice_kernel._initialise_params(key)['lengthscale']}")
+print(f"Lengthscales: {slice_kernel.init_params(key)['lengthscale']}")
 
 # %% [markdown]
 # We'll now simulate some data and evaluate the kernel on the previously selected input dimensions.
@@ -107,7 +107,7 @@
 x_matrix = jr.normal(key, shape=(50, 5))
 
 # Default parameter dictionary
-params = slice_kernel._initialise_params(key)
+params = slice_kernel.init_params(key)
 
 # Compute the Gram matrix
 K = slice_kernel.gram(params, x_matrix)
@@ -127,9 +127,9 @@
 sum_k = k1 + k2
 
 fig, ax = plt.subplots(ncols=3, figsize=(20, 5))
-im0 = ax[0].matshow(k1.gram(k1._initialise_params(key), x).to_dense())
-im1 = ax[1].matshow(k2.gram(k2._initialise_params(key), x).to_dense())
-im2 = ax[2].matshow(sum_k.gram(sum_k._initialise_params(key), x).to_dense())
+im0 = ax[0].matshow(k1.gram(k1.init_params(key), x).to_dense())
+im1 = ax[1].matshow(k2.gram(k2.init_params(key), x).to_dense())
+im2 = ax[2].matshow(sum_k.gram(sum_k.init_params(key), x).to_dense())
 
 fig.colorbar(im0, ax=ax[0])
 fig.colorbar(im1, ax=ax[1])
@@ -144,10 +144,10 @@
 prod_k = k1 * k2 * k3
 
 fig, ax = plt.subplots(ncols=4, figsize=(20, 5))
-im0 = ax[0].matshow(k1.gram(k1._initialise_params(key), x).to_dense())
-im1 = ax[1].matshow(k2.gram(k2._initialise_params(key), x).to_dense())
-im2 = ax[2].matshow(k3.gram(k3._initialise_params(key), x).to_dense())
-im3 = ax[3].matshow(prod_k.gram(prod_k._initialise_params(key), x).to_dense())
+im0 = ax[0].matshow(k1.gram(k1.init_params(key), x).to_dense())
+im1 = ax[1].matshow(k2.gram(k2.init_params(key), x).to_dense())
+im2 = ax[2].matshow(k3.gram(k3.init_params(key), x).to_dense())
+im3 = ax[3].matshow(prod_k.gram(prod_k.init_params(key), x).to_dense())
 
 fig.colorbar(im0, ax=ax[0])
 fig.colorbar(im1, ax=ax[1])
@@ -218,9 +218,13 @@ def __call__(
         K = (1 + tau * t / self.c) * jnp.clip(1 - t / self.c, 0, jnp.inf) ** tau
         return K.squeeze()
 
-    def _initialise_params(self, key: jr.PRNGKey) -> dict:
+    def init_params(self, key: jr.KeyArray) -> dict:
         return {"tau": jnp.array([4.0])}
 
+    # This is depreciated. Can be removed once JaxKern is updated.
+    def _initialise_params(self, key: jr.KeyArray) -> Dict:
+        return self.init_params(key)
+
 
 # %% [markdown]
 # We unpack this now to make better sense of it. In the kernel's `__init__`

gpjax/config.py

@@ -13,138 +13,33 @@
 # limitations under the License.
 # ==============================================================================
 
-import jax
-import distrax as dx
-import jax.numpy as jnp
-import jax.random as jr
-import tensorflow_probability.substrates.jax.bijectors as tfb
-from ml_collections import ConfigDict
 
-__config = None
+import deprecation
 
-Identity = dx.Lambda(forward=lambda x: x, inverse=lambda x: x)
-Softplus = dx.Lambda(
-    forward=lambda x: jnp.log(1 + jnp.exp(x)),
-    inverse=lambda x: jnp.log(jnp.exp(x) - 1.0),
+depreciate = deprecation.deprecated(
+    deprecated_in="0.5.6",
+    removed_in="0.6.0",
+    details="Use method from jaxutils.config instead.",
 )
 
-
-def reset_global_config() -> None:
-    global __config
-    __config = get_default_config()
-
-
-def get_global_config() -> ConfigDict:
-    """Get the global config file used within GPJax.
-
-    Returns:
-        ConfigDict: A `ConfigDict` describing parameter transforms and default values.
-    """
-    global __config
-
-    if __config is None:
-        __config = get_default_config()
-        return __config
-
-    # If the global config is available, check if the x64 state has changed
-    x64_state = jax.config.x64_enabled
-
-    # If the x64 state has not changed, return the existing global config
-    if x64_state is __config.x64_state:
-        return __config
-
-    # If the x64 state has changed, return the updated global config
-    update_x64_sensitive_settings()
-    return __config
-
-
-def update_x64_sensitive_settings() -> None:
-    """Update the global config if x64 state changes."""
-    global __config
-
-    # Update the x64 state
-    x64_state = jax.config.x64_enabled
-    __config.x64_state = x64_state
-
-    # Update the x64 sensitive bijectors
-    FillScaleTriL = dx.Chain(
-        [
-            tfb.FillScaleTriL(diag_shift=jnp.array(__config.jitter)),
-        ]
-    )
-
-    transformations = __config.transformations
-    transformations.triangular_transform = FillScaleTriL
-
-
-def get_default_config() -> ConfigDict:
-    """Construct and return the default config file.
-
-    Returns:
-        ConfigDict: A `ConfigDict` describing parameter transforms and default values.
-    """
-
-    config = ConfigDict(type_safe=False)
-    config.key = jr.PRNGKey(123)
-
-    # Set the x64 state
-    config.x64_state = jax.config.x64_enabled
-
-    # Covariance matrix stabilising jitter
-    config.jitter = 1e-6
-
-    FillScaleTriL = dx.Chain(
-        [
-            tfb.FillScaleTriL(diag_shift=jnp.array(config.jitter)),
-        ]
-    )
-
-    # Default bijections
-    config.transformations = transformations = ConfigDict()
-    transformations.positive_transform = Softplus
-    transformations.identity_transform = Identity
-    transformations.triangular_transform = FillScaleTriL
-
-    # Default parameter transforms
-    transformations.alpha = "positive_transform"
-    transformations.lengthscale = "positive_transform"
-    transformations.variance = "positive_transform"
-    transformations.smoothness = "positive_transform"
-    transformations.shift = "positive_transform"
-    transformations.obs_noise = "positive_transform"
-    transformations.latent = "identity_transform"
-    transformations.basis_fns = "identity_transform"
-    transformations.offset = "identity_transform"
-    transformations.inducing_inputs = "identity_transform"
-    transformations.variational_mean = "identity_transform"
-    transformations.variational_root_covariance = "triangular_transform"
-    transformations.natural_vector = "identity_transform"
-    transformations.natural_matrix = "identity_transform"
-    transformations.expectation_vector = "identity_transform"
-    transformations.expectation_matrix = "identity_transform"
-
-    return config
-
-
-# This function is created for testing purposes only
-def get_global_config_if_exists() -> ConfigDict:
-    """Get the global config file used within GPJax if it is available.
-
-    Returns:
-        ConfigDict: A `ConfigDict` describing parameter transforms and default values.
-    """
-    global __config
-    return __config
-
-
-def add_parameter(param_name: str, bijection: dx.Bijector) -> None:
-    """Add a parameter and its corresponding transform to GPJax's config file.
-
-    Args:
-        param_name (str): The name of the parameter that is to be added.
-        bijection (dx.Bijector): The bijection that should be used to unconstrain the parameter's value.
-    """
-    lookup_name = f"{param_name}_transform"
-    get_global_config()
-    __config.transformations[lookup_name] = bijection
-    __config.transformations[param_name] = lookup_name
+from jaxutils import config
+
+Identity = config.Identity
+Softplus = config.Softplus
+reset_global_config = depreciate(config.reset_global_config)
+get_global_config = depreciate(config.get_global_config)
+get_default_config = depreciate(config.get_default_config)
+update_x64_sensitive_settings = depreciate(config.update_x64_sensitive_settings)
+get_global_config_if_exists = depreciate(config.get_global_config_if_exists)
+add_parameter = depreciate(config.add_parameter)
+
+__all__ = [
+    "Identity",
+    "Softplus",
+    "reset_global_config",
+    "get_global_config",
+    "get_default_config",
+    "update_x64_sensitive_settings",
+    "get_global_config_if_exists",
+    "set_global_config",
+]