Solved kernel matrix construction issues

Author: theogf

src/KernelFunctions.jl

@@ -7,7 +7,7 @@ export MaternKernel, Matern32Kernel, Matern52Kernel
 export LinearKernel, PolynomialKernel
 export ConstantKernel, WhiteKernel, ZeroKernel
 
-export Transform, ScaleTransform
+
 
 using Distances, LinearAlgebra
 using Zygote: @adjoint
@@ -16,7 +16,7 @@ using StatsFuns: logtwo
 
 const defaultobs = 2
 
-include("zygote_rules.jl")
+# include("zygote_rules.jl")
 include("utils.jl")
 include("distances/dotproduct.jl")
 include("distances/delta.jl")

src/kernelmatrix.jl

@@ -8,10 +8,9 @@ function kernelmatrix!(
         K::Matrix{T₁},
         κ::Kernel{T},
         X::AbstractMatrix{T₂};
-        obsdim::Int = defaultobs,
-        symmetrize::Bool = true
+        obsdim::Int = defaultobs
         ) where {T,T₁<:Real,T₂<:Real}
-        @assert check_dims(K,X,X,obsdim) "Dimensions of the target array are not consistent with X and Y"
+        @assert check_dims(K,X,X,feature_dim(obsdim),obsdim) "Dimensions of the target array are not consistent with X and Y"
         map!(x->kappa(κ,x),K,pairwise(metric(κ),transform(κ,X,obsdim),dims=obsdim))
 end
 
@@ -28,16 +27,15 @@ function kernelmatrix!(
         Y::AbstractMatrix{T₃};
         obsdim::Int = defaultobs
         ) where {T,T₁,T₂,T₃}
-        @assert check_dims(K,X,Y,obsdim) "Dimensions of the target array are not consistent with X and Y"
+        @assert check_dims(K,X,Y,feature_dim(obsdim),obsdim) "Dimensions $(size(K)) of the target array K are not consistent with X ($(size(X))) and Y ($(size(Y)))"
         map!(x->kappa(κ,x),K,pairwise(metric(κ),transform(κ,X,obsdim),transform(κ,Y,obsdim),dims=obsdim))
 end
 
 """
 ```
     kernel(κ::Kernel, x, y; obsdim=2)
 ```
-Apply the kernel `κ` to ``x`` and ``y`` where ``x`` and ``y`` are vectors or scalars of
-some subtype of ``Real``.
+Apply the kernel `κ` to `x` and `y`.
 """
 function kernel(κ::Kernel{T}, x::Real, y::Real) where {T}
     kernel(κ, [T(x)], [T(y)])
@@ -58,6 +56,8 @@ end
     kernelmatrix(κ::Kernel, X::Matrix ; obsdim::Int=2, symmetrize::Bool=true)
 ```
 Calculate the kernel matrix of `X` with respect to kernel `κ`.
+`obsdim=1` means the matrix `X` has size #samples x #dimension
+`obsdim=2` means the matrix `X` has size #dimension x #samples
 """
 function kernelmatrix(
         κ::Kernel{T,<:Transform},
@@ -73,13 +73,16 @@ end
     kernelmatrix(κ::Kernel, X::Matrix, Y::Matrix; obsdim::Int=2)
 ```
 Calculate the base matrix of `X` and `Y` with respect to kernel `κ`.
+`obsdim=1` means the matrices `X` and `Y` have sizes #samples x #dimension
+`obsdim=2` means the matrices `X` and `Y` have size #dimension x #samples
 """
 function kernelmatrix(
         κ::Kernel{T},
         X::AbstractMatrix{T₁},
         Y::AbstractMatrix{T₂};
         obsdim=defaultobs
     ) where {T,T₁<:Real,T₂<:Real}
+    @assert check_dims(X,Y,feature_dim(obsdim),obsdim) "X ($(size(X))) and Y ($(size(Y))) do not have the same number of features on the dimension obsdim : $(feature_dim(obsdim))"
     K = map(x->kappa(κ,x),pairwise(metric(κ),transform(κ,X,obsdim),transform(κ,Y,obsdim),dims=obsdim))
     return K
 end
@@ -89,6 +92,8 @@ end
     kerneldiagmatrix(κ::Kernel, X::Matrix; obsdim::Int=2)
 ```
 Calculate the diagonal matrix of `X` with respect to kernel `κ`
+`obsdim=1` means the matrix `X` has size #samples x #dimension
+`obsdim=2` means the matrix `X` has size #dimension x #samples
 """
 function kerneldiagmatrix(
         κ::Kernel{T},

src/utils.jl

@@ -19,13 +19,9 @@ function promote_float(Tₖ::DataType...)
     return T <: Real ? T : Float64
 end
 
-function check_dims(K,X,Y,obsdim)
-    if size(X,obsdim) == size(Y,obsdim)
-        if obsdim == 1
-            return size(K) == (size(X,1),size(Y,1))
-        elseif obsdim == 2
-            return size(K) == (size(X,2),size(Y,2))
-        end
-    end
-    return false
-end
+check_dims(K,X,Y,featdim,obsdim) = check_dims(X,Y,featdim,obsdim) && (size(K) == (size(X,obsdim),size(Y,obsdim)))
+
+check_dims(X,Y,featdim,obsdim) = size(X,featdim) == size(Y,featdim)
+
+
+feature_dim(obsdim::Int) = obsdim == 1 ? 2 : 1

test/kernelmatrix.jl renamed to test/test_kernelmatrix.jl

@@ -1,4 +1,5 @@
 using Distances, LinearAlgebra
+using Test
 using KernelFunctions
 
 dims = [10,5]