Removed opt_params and moved functions from squeeze.jl to different files

Author: theogf

src/KernelFunctions.jl

@@ -1,7 +1,7 @@
 module KernelFunctions
 
-export kernelmatrix, kernelmatrix!, kerneldiagmatrix, kerneldiagmatrix!, kappa, kernelpdmat
-export get_params, set_params!
+export kernelmatrix, kernelmatrix!, kerneldiagmatrix, kerneldiagmatrix!, kappa, kernelpdmat # Main matrix functions
+export params, duplicate, set! # Helpers
 
 export Kernel
 export ConstantKernel, WhiteKernel, ZeroKernel
@@ -12,8 +12,7 @@ export LinearKernel, PolynomialKernel
 export RationalQuadraticKernel, GammaRationalQuadraticKernel
 export KernelSum, KernelProduct
 
-export SelectTransform, ChainTransform, ScaleTransform, LowRankTransform, IdentityTransform, FunctionTransform
-
+export Transform, SelectTransform, ChainTransform, ScaleTransform, LowRankTransform, IdentityTransform, FunctionTransform
 
 using Distances, LinearAlgebra
 using SpecialFunctions: lgamma, besselk
@@ -42,6 +41,5 @@ include("kernels/kernelsum.jl")
 include("kernels/kernelproduct.jl")
 
 include("generic.jl")
-include("squeeze.jl")
 
 end

src/kernels/kernelproduct.jl

@@ -20,6 +20,7 @@ end
 
 params(k::KernelProduct) = params.(k.kernels)
 opt_params(k::KernelProduct) = opt_params.(k.kernels)
+duplicate(k::KernelProduct,θ) = KernelProduct(duplicate.(k.kernels,θ))
 
 Base.:*(k1::Kernel,k2::Kernel) = KernelProduct([k1,k2])
 Base.:*(k1::KernelProduct,k2::KernelProduct) = KernelProduct(vcat(k1.kernels,k2.kernels)) #TODO Add test

src/kernels/kernelsum.jl

@@ -27,6 +27,7 @@ end
 
 params(k::KernelSum) = (k.weights,params.(k.kernels))
 opt_params(k::KernelSum) = (k.weights,opt_params.(k.kernels))
+duplicate(k::KernelSum,θ) = KernelSum(duplicate.(k.kernels,θ[end]),weights=first(θ))
 
 Base.:+(k1::Kernel,k2::Kernel) = KernelSum([k1,k2],weights=[1.0,1.0])
 Base.:+(k1::KernelSum,k2::KernelSum) = KernelSum(vcat(k1.kernels,k2.kernels),weights=vcat(k1.weights,k2.weights))

src/squeeze.jl

@@ -26,7 +26,6 @@ function set!(t::ARDTransform{T},ρ::AbstractVector{T}) where {T<:Real}
 end
 
 params(t::ARDTransform) = t.v
-opt_params(t::ARDTransform) = t.v
 dim(t::ARDTransform) = length(t.v)
 
 function transform(t::ARDTransform,X::AbstractMatrix{<:Real},obsdim::Int)

src/transform/ardtransform.jl

@@ -32,7 +32,8 @@ end
 
 set!(t::ChainTransform,θ) = set!.(t.transforms,θ)
 params(t::ChainTransform) = (params.(t.transforms))
-opt_params(t::ChainTransform) = (opt_params.(t.transforms))
+duplicate(t::ChainTransform,θ) = ChainTransform(duplicate.(t.transforms,θ))
+
 
 Base.:∘(t₁::Transform,t₂::Transform) = ChainTransform([t₂,t₁])
 Base.:∘(t::Transform,tc::ChainTransform) = ChainTransform(vcat(tc.transforms,t)) #TODO add test

src/transform/chaintransform.jl

@@ -16,3 +16,4 @@ transform(t::FunctionTransform,X::T,obsdim::Int=defaultobs) where {T} = mapslice
 
 params(t::FunctionTransform) = t.f
 opt_params(t::FunctionTransform) = nothing
+duplicate(t::FunctionTransform,θ) = t

src/transform/functiontransform.jl

@@ -17,7 +17,6 @@ function set!(t::LowRankTransform{<:AbstractMatrix{T}},M::AbstractMatrix{T}) whe
 end
 
 params(t::LowRankTransform) = t.proj
-opt_params(t::LowRankTransform) = params(t)
 
 Base.size(tr::LowRankTransform,i::Int) = size(tr.proj,i)
 Base.size(tr::LowRankTransform) = size(tr.proj) #  TODO Add test

src/transform/lowranktransform.jl

@@ -16,9 +16,7 @@ function ScaleTransform(s::T=1.0) where {T<:Real}
 end
 
 set!(t::ScaleTransform,ρ::Real) = t.s .= [ρ]
-
 params(t::ScaleTransform) = first(t.s)
-opt_params(t::ScaleTransform) = first(t.s)
 dim(str::ScaleTransform) = 1
 
 transform(t::ScaleTransform,x::AbstractVecOrMat,obsdim::Int=defaultobs) = first(t.s) * x

src/transform/scaletransform.jl

@@ -23,7 +23,9 @@ end
 set!(t::SelectTransform{<:AbstractVector{T}},dims::AbstractVector{T}) where {T<:Int} = t.select .= dims
 
 params(t::SelectTransform) = t.select
-opt_params(t::SelectTransform) = nothing
+
+duplicate(t::SelectTransform,θ) = t
+
 
 Base.maximum(t::SelectTransform) = maximum(t.select)