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gp_fit.f95
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gp_fit.f95
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! HND XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
! HND X
! HND X GAP (Gaussian Approximation Potental)
! HND X
! HND X
! HND X Portions of GAP were written by Albert Bartok-Partay, Gabor Csanyi,
! HND X Copyright 2006-2021.
! HND X
! HND X Portions of GAP were written by Noam Bernstein as part of
! HND X his employment for the U.S. Government, and are not subject
! HND X to copyright in the USA.
! HND X
! HND X GAP is published and distributed under the
! HND X Academic Software License v1.0 (ASL)
! HND X
! HND X GAP is distributed in the hope that it will be useful for non-commercial
! HND X academic research, but WITHOUT ANY WARRANTY; without even the implied
! HND X warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
! HND X ASL for more details.
! HND X
! HND X You should have received a copy of the ASL along with this program
! HND X (e.g. in a LICENSE.md file); if not, you can write to the original licensors,
! HND X Gabor Csanyi or Albert Bartok-Partay. The ASL is also published at
! HND X http://github.com/gabor1/ASL
! HND X
! HND X When using this software, please cite the following reference:
! HND X
! HND X A. P. Bartok et al Physical Review Letters vol 104 p136403 (2010)
! HND X
! HND X When using the SOAP kernel or its variants, please additionally cite:
! HND X
! HND X A. P. Bartok et al Physical Review B vol 87 p184115 (2013)
! HND X
! HND XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
!XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
!X
!X Gaussian Process module
!X
!% Module for general GP function interpolations.
!% A gp object contains the training set (fitting points and function values),
!% important temporary matrices, vectors and parameters.
!X
!XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
#include "error.inc"
module gp_fit_module
use iso_c_binding, only : C_NULL_CHAR
use error_module
use system_module
use extendable_str_module
use linearalgebra_module
use dictionary_module, only : STRING_LENGTH
use gp_predict_module
use clustering_module
use task_manager_module, only : task_manager_type
use MPI_context_module, only: bcast, gatherv, is_root, scatterv, sum
implicit none
private
integer, parameter, public :: EXCLUDE_CONFIG_TYPE = -10
interface gp_sparsify
module procedure gpFull_sparsify_array_config_type
endinterface gp_sparsify
public :: gp_sparsify
public :: count_entries_in_sparse_file
contains
subroutine gpCoordinates_sparsify_config_type(this, n_sparseX, default_all, task_manager, sparse_method, sparse_file, &
use_actual_gpcov, print_sparse_index, unique_hash_tolerance, unique_descriptor_tolerance, error)
type(gpCoordinates), intent(inout), target :: this
integer, dimension(:), intent(in) :: n_sparseX
logical, intent(in) :: default_all
type(task_manager_type), intent(in) :: task_manager
integer, intent(in), optional :: sparse_method
character(len=STRING_LENGTH), intent(in), optional :: sparse_file, print_sparse_index
logical, intent(in), optional :: use_actual_gpcov
real(dp), intent(in), optional :: unique_descriptor_tolerance, unique_hash_tolerance
integer, intent(out), optional :: error
integer :: my_sparse_method, i, j, li, ui, i_config_type, n_config_type, d, n_x
integer, dimension(:), allocatable :: config_type_index, sparseX_index, my_n_sparseX, x_index
real(dp), dimension(:,:), allocatable :: sparseX_array
integer, dimension(:), pointer :: config_type_ptr, x_size_ptr
real(dp), dimension(:), pointer :: covdiag_x_x_ptr, cutoff_ptr
real(dp), dimension(:,:), pointer :: dm, x_ptr
character(len=STRING_LENGTH) :: my_sparse_file
type(Inoutput) :: inout_sparse_index
nullify(config_type_ptr, x_size_ptr)
nullify(covdiag_x_x_ptr, cutoff_ptr)
nullify(dm, x_ptr)
INIT_ERROR(error)
my_sparse_method = optional_default(GP_SPARSE_RANDOM,sparse_method)
my_sparse_file = optional_default("",sparse_file)
if( .not. this%initialised ) then
RAISE_ERROR('gpCoordinates_sparsify: : object not initialised',error)
endif
d = size(this%x, 1)
if (task_manager%active) then
select case(my_sparse_method)
case (GP_SPARSE_NONE) ! shared task for Kmm breaks if n_sparseX increases
call system_abort("sparse_method NONE is not implemented for MPI.")
case (GP_SPARSE_INDEX_FILE) ! keeping original ordering of xyz frames would be too much effort
call system_abort("sparse_method INDEX_FILE is not implemented for MPI.")
case (GP_SPARSE_CLUSTER) ! routines depend directly on gpCoordinates
call system_abort("sparse_method CLUSTER is not implemented for MPI.")
case (GP_SPARSE_COVARIANCE) ! routines depend directly on gpCoordinates
call system_abort("sparse_method COVARIANCE is not implemented for MPI.")
case (GP_SPARSE_CUR_COVARIANCE) ! routines depend directly on gpCoordinates
call system_abort("sparse_method CUR_COVARIANCE is not implemented for MPI.")
case (GP_SPARSE_FILE)
! use serial pointers
case default
call print("Collecting x on a single process for sparsification with MPI.")
n_x = sum(task_manager%mpi_obj, size(this%config_type), error)
if (.not. is_root(task_manager%mpi_obj)) then
my_sparse_method = GP_SPARSE_SKIP
d = 1
n_x = 1
end if
allocate(config_type_ptr(n_x))
allocate(x_size_ptr(n_x))
allocate(covdiag_x_x_ptr(n_x))
allocate(cutoff_ptr(n_x))
allocate(x_ptr(d, n_x))
call gatherv(task_manager%mpi_obj, this%config_type, config_type_ptr, error=error)
call gatherv(task_manager%mpi_obj, this%x, x_ptr, error=error)
call gatherv(task_manager%mpi_obj, this%cutoff, cutoff_ptr, error=error)
if (this%covariance_type == COVARIANCE_BOND_REAL_SPACE) then
call gatherv(task_manager%mpi_obj, this%x_size, x_size_ptr, error=error)
end if
end select
end if
if (.not. associated(config_type_ptr)) config_type_ptr => this%config_type
if (.not. associated(x_size_ptr)) x_size_ptr => this%x_size
if (.not. associated(covdiag_x_x_ptr)) covdiag_x_x_ptr => this%covarianceDiag_x_x
if (.not. associated(cutoff_ptr)) cutoff_ptr => this%cutoff
if (.not. associated(x_ptr)) x_ptr => this%x
if (my_sparse_method /= GP_SPARSE_SKIP) then
allocate(my_n_sparseX(size(n_sparseX)), source=0)
call exclude_duplicates(x_ptr, config_type_ptr, unique_descriptor_tolerance, unique_hash_tolerance, error)
n_x = count(EXCLUDE_CONFIG_TYPE /= config_type_ptr)
end if
if (my_sparse_method == GP_SPARSE_SKIP) then
! pass
elseif(my_sparse_method == GP_SPARSE_UNIQ) then
RAISE_ERROR('gpCoordinates_sparsify: UNIQ is no longer in use, please use NONE instead.',error)
elseif(my_sparse_method == GP_SPARSE_NONE) then
allocate(x_index(n_x))
j = 0
do i = 1, size(x_ptr,2)
if( config_type_ptr(i) /= EXCLUDE_CONFIG_TYPE ) then
j = j + 1
x_index(j) = i
endif
enddo
this%n_sparseX = n_x
call print('NONE type sparsification specified. The number of sparse points was changed from '//n_sparseX//' to '//this%n_sparseX//'.')
elseif(my_sparse_method == GP_SPARSE_FILE .or. my_sparse_method == GP_SPARSE_INDEX_FILE) then
this%n_sparseX = count_entries_in_sparse_file(my_sparse_file, my_sparse_method, d, error)
else
do i_config_type = 1, size(n_sparseX)
if(default_all) then
if( n_x < sum(n_sparseX) ) then
call print_warning('gpCoordinates_sparsify: number of data points ('//n_x//') less than the number of sparse points ('//sum(n_sparseX)//'), &
number of sparse points changed to '//n_x)
call print_warning('gpCoordinates_sparsify: affected descriptor : '//this%descriptor_str)
my_n_sparseX(1) = n_x
else
my_n_sparseX(1) = sum(n_sparseX)
endif
else
if( n_sparseX(i_config_type) == 0 ) cycle
n_config_type = count(i_config_type == config_type_ptr)
if( n_config_type < n_sparseX(i_config_type) ) then
call print_warning('gpCoordinates_sparsify: number of data points ('//n_config_type//') less than the number of sparse points ('//n_sparseX(i_config_type)//'), &
number of sparse points changed to '//n_config_type)
call print_warning('gpCoordinates_sparsify: affected descriptor : '//this%descriptor_str)
my_n_sparseX(i_config_type) = n_config_type
else
my_n_sparseX(i_config_type) = n_sparseX(i_config_type)
endif
endif
if(default_all) exit
enddo
this%n_sparseX = sum(my_n_sparseX)
endif
if (task_manager%active .and. my_sparse_method /= GP_SPARSE_FILE) then
call bcast(task_manager%mpi_obj, this%n_sparseX, error)
end if
call reallocate(this%sparseX, this%d, this%n_sparseX, zero = .true.)
call reallocate(this%sparseX_index, this%n_sparseX, zero = .true.)
call reallocate(this%map_sparseX_globalSparseX, this%n_sparseX, zero = .true.)
call reallocate(this%alpha, this%n_sparseX, zero = .true.)
call reallocate(this%sparseCutoff, this%n_sparseX, zero = .true.)
this%sparseCutoff = 1.0_dp
if (my_sparse_method == GP_SPARSE_SKIP) then
! pass
elseif( my_sparse_method /= GP_SPARSE_FILE .and. my_sparse_method /= GP_SPARSE_INDEX_FILE) then
ui = 0
do i_config_type = 1, size(my_n_sparseX)
if( my_sparse_method == GP_SPARSE_NONE) exit
if(default_all) then
allocate(config_type_index(n_x), sparseX_index(this%n_sparseX))
j = 0
do i = 1, size(x_ptr,2)
if( config_type_ptr(i) /= EXCLUDE_CONFIG_TYPE ) then
j = j + 1
config_type_index(j) = i
endif
enddo
li = 1
ui = this%n_sparseX
n_config_type = n_x
else
if( my_n_sparseX(i_config_type) == 0 ) cycle
n_config_type = count(i_config_type == config_type_ptr)
allocate(config_type_index(n_config_type),sparseX_index(my_n_sparseX(i_config_type)))
config_type_index = find(i_config_type == config_type_ptr)
li = ui + 1
ui = ui + my_n_sparseX(i_config_type)
endif
select case(my_sparse_method)
case(GP_SPARSE_RANDOM)
call fill_random_integer(sparseX_index, n_config_type)
case(GP_SPARSE_PIVOT)
if(this%covariance_type == COVARIANCE_DOT_PRODUCT) then
call pivot(x_ptr(:,config_type_index), sparseX_index)
else
call pivot(x_ptr(:,config_type_index), sparseX_index, theta = this%theta)
endif
case(GP_SPARSE_CLUSTER)
if(use_actual_gpcov) then
call print('Started kernel distance matrix calculation')
dm => kernel_distance_matrix(this, config_type_index = config_type_index)
call print('Finished kernel distance matrix calculation')
endif
call print('Started kmedoids clustering')
if(use_actual_gpcov) then
call bisect_kmedoids(dm, my_n_sparseX(i_config_type), med = sparseX_index)
else
if(this%covariance_type == COVARIANCE_DOT_PRODUCT) then
call bisect_kmedoids(x_ptr(:,config_type_index), my_n_sparseX(i_config_type), med = sparseX_index, is_distance_matrix = .false.)
else
call bisect_kmedoids(x_ptr(:,config_type_index), my_n_sparseX(i_config_type), med = sparseX_index, theta = this%theta, is_distance_matrix = .false.)
endif
endif
call print('Finished kmedoids clustering')
if(use_actual_gpcov) deallocate(dm)
case(GP_SPARSE_UNIFORM)
call select_uniform(x_ptr(:,config_type_index), sparseX_index)
case(GP_SPARSE_KMEANS)
call print('Started kmeans clustering')
if(this%covariance_type == COVARIANCE_DOT_PRODUCT) then
call cluster_kmeans(x_ptr(:,config_type_index), sparseX_index)
else
call cluster_kmeans(x_ptr(:,config_type_index), sparseX_index, theta = this%theta)
endif
call print('Finished kmeans clustering')
case(GP_SPARSE_COVARIANCE)
call sparse_covariance(this,sparseX_index,config_type_index,use_actual_gpcov)
case(GP_SPARSE_FUZZY)
call print('Started fuzzy cmeans clustering')
if(this%covariance_type == COVARIANCE_DOT_PRODUCT) then
call cluster_fuzzy_cmeans(x_ptr(:,config_type_index), sparseX_index, fuzziness=2.0_dp)
else
call cluster_fuzzy_cmeans(x_ptr(:,config_type_index), sparseX_index, theta=this%theta,fuzziness=2.0_dp)
endif
call print('Finished fuzzy cmeans clustering')
case(GP_SPARSE_CUR_COVARIANCE)
call print("Started covariance matrix calculation")
dm => kernel_distance_matrix(this, config_type_index=config_type_index, covariance_only = .true.)
call print("Finished covariance matrix calculation")
call print("Started CUR decomposition")
call cur_decomposition(dm, sparseX_index)
call print("Finished CUR decomposition")
deallocate(dm)
case(GP_SPARSE_CUR_POINTS)
call print("Started CUR decomposition")
call cur_decomposition(x_ptr(:,config_type_index), sparseX_index)
call print("Finished CUR decomposition")
case default
RAISE_ERROR('gpCoordinates_sparsify: '//my_sparse_method//' method is unknown', error)
endselect
this%sparseX_index(li:ui) = config_type_index(sparseX_index)
deallocate(config_type_index,sparseX_index)
if(default_all) exit
enddo
elseif(my_sparse_method == GP_SPARSE_INDEX_FILE) then
call print('Started reading sparse indices from file '//trim(my_sparse_file))
call fread_array_i(size(this%sparseX_index),this%sparseX_index(1),trim(my_sparse_file)//C_NULL_CHAR)
call print('Finished reading sparse indices from file, '//size(this%sparseX_index)//' of them.')
endif
call reallocate(this%covarianceDiag_sparseX_sparseX, this%n_sparseX)
if (my_sparse_method == GP_SPARSE_SKIP) then
! pass
elseif(my_sparse_method == GP_SPARSE_FILE) then
call print('Started reading sparse descriptors from file '//trim(my_sparse_file))
allocate(sparseX_array(d+1,this%n_sparseX))
call fread_array_d(size(sparseX_array),sparseX_array(1,1),trim(my_sparse_file)//C_NULL_CHAR)
this%sparseCutoff = sparseX_array(1,:)
this%sparseX = sparseX_array(2:,:)
this%covarianceDiag_sparseX_sparseX = 1.0_dp ! only used for COVARIANCE_BOND_REAL_SPACE
deallocate(sparseX_array)
call print('Finished reading sparse descriptors from file, '//size(this%sparseCutoff)//' of them.')
else
if(my_sparse_method == GP_SPARSE_NONE) this%sparseX_index = x_index
call sort_array(this%sparseX_index)
if(this%covariance_type == COVARIANCE_BOND_REAL_SPACE) then
call reallocate(this%sparseX, maxval(x_size_ptr(this%sparseX_index)), this%n_sparseX)
call reallocate(this%sparseX_size, this%n_sparseX)
this%sparseX(:,:) = x_ptr(1:maxval(x_size_ptr(this%sparseX_index)),this%sparseX_index)
this%sparseX_size = x_size_ptr(this%sparseX_index)
else
this%sparseX(:,:) = x_ptr(:,this%sparseX_index)
endif
this%covarianceDiag_sparseX_sparseX = covdiag_x_x_ptr(this%sparseX_index)
this%sparseCutoff = cutoff_ptr(this%sparseX_index)
if(present(print_sparse_index)) then
if(len_trim(print_sparse_index) > 0) then
call initialise(inout_sparse_index, trim(print_sparse_index), action=OUTPUT, append=.true.)
call print(""//this%sparseX_index,file=inout_sparse_index)
call finalise(inout_sparse_index)
endif
endif
endif
if (task_manager%active .and. my_sparse_method /= GP_SPARSE_FILE) then
call print("Distributing sparseX after sparsification with MPI.")
call bcast(task_manager%mpi_obj, this%covarianceDiag_sparseX_sparseX, error=error)
call bcast(task_manager%mpi_obj, this%sparseCutoff, error=error)
call bcast(task_manager%mpi_obj, this%sparseX, error=error)
if (allocated(this%sparseX_size)) call bcast(task_manager%mpi_obj, this%sparseX_size, error=error)
deallocate(config_type_ptr)
deallocate(x_size_ptr)
deallocate(covdiag_x_x_ptr)
deallocate(cutoff_ptr)
deallocate(x_ptr)
end if
if (allocated(this%config_type)) deallocate(this%config_type)
if (allocated(this%sparseX_index)) deallocate(this%sparseX_index)
this%sparsified = .true.
endsubroutine gpCoordinates_sparsify_config_type
subroutine exclude_duplicates(x, config_type, unique_descriptor_tolerance, unique_hash_tolerance, error)
real(dp), dimension(:,:), intent(in) :: x
integer, dimension(:), intent(inout) :: config_type
real(dp), intent(in), optional :: unique_descriptor_tolerance, unique_hash_tolerance
integer, intent(out), optional :: error
integer :: i, j, n_x
real(dp) :: my_unique_hash_tolerance, my_unique_descriptor_tolerance
real(dp) :: max_diff
integer, dimension(:), allocatable :: x_index
real(dp), dimension(:), allocatable :: x_hash
INIT_ERROR(error)
my_unique_hash_tolerance = optional_default(1.0e-10_dp, unique_hash_tolerance)
my_unique_descriptor_tolerance = optional_default(1.0e-10_dp, unique_descriptor_tolerance)
n_x = count(config_type /= EXCLUDE_CONFIG_TYPE)
allocate(x_hash(n_x))
allocate(x_index(n_x))
! Compute 1-norm hash on all descriptors that we want to include, and the mapping to the full vector
j = 0
do i = 1, size(x,2)
if (config_type(i) /= EXCLUDE_CONFIG_TYPE) then
j = j + 1
x_hash(j) = sum(abs(x(:,i)))
x_index(j) = i
end if
end do
call heap_sort(x_hash, i_data=x_index)
! Compare neighbouring hashes. If they're within tolerance, compare the corresponding descriptors using the eucledian norm.
! Update the config type if they're equivalent.
do j = 2, n_x
if (abs(x_hash(j-1) - x_hash(j)) < my_unique_hash_tolerance) then
max_diff = maxval(abs(x(:,x_index(j)) - x(:,x_index(j-1))))
if (max_diff < my_unique_descriptor_tolerance) then
config_type(x_index(j-1)) = EXCLUDE_CONFIG_TYPE
end if
end if
end do
end subroutine exclude_duplicates
function count_entries_in_sparse_file(sparse_file, sparse_method, d, error) result(res)
character(len=*), intent(in) :: sparse_file
integer, intent(in) :: sparse_method
integer, intent(in) :: d ! coordinate_length
integer, intent(out), optional :: error
integer :: res
logical :: exist_sparse_file
integer :: n_sparse_file
INIT_ERROR(error)
inquire(file=trim(sparse_file), exist=exist_sparse_file)
if (.not. exist_sparse_file) then
RAISE_ERROR('count_entries_in_sparse_file: "'//trim(sparse_file)//'" does not exist', error)
end if
call fwc_l(trim(sparse_file)//C_NULL_CHAR, n_sparse_file)
select case (sparse_method)
case (GP_SPARSE_INDEX_FILE)
res = n_sparse_file
case (GP_SPARSE_FILE)
if (mod(n_sparse_file, d+1) /= 0) then
RAISE_ERROR('count_entries_in_sparse_file: file '//trim(sparse_file)//' contains '//n_sparse_file//" lines, not conforming with descriptor size "//d, error)
end if
res = n_sparse_file / (d + 1)
case default
RAISE_ERROR('count_entries_in_sparse_file: given sparse_method is not implemented: '//sparse_method, error)
end select
end function count_entries_in_sparse_file
subroutine gpFull_sparsify_array_config_type(this, n_sparseX, default_all, task_manager, sparse_method, sparse_file, &
use_actual_gpcov, print_sparse_index, unique_hash_tolerance, unique_descriptor_tolerance, error)
type(gpFull), intent(inout) :: this
integer, dimension(:,:), intent(in) :: n_sparseX
logical, dimension(:), intent(in) :: default_all
type(task_manager_type), intent(in) :: task_manager
integer, dimension(:), intent(in), optional :: sparse_method
character(len=STRING_LENGTH), dimension(:), intent(in), optional :: sparse_file, print_sparse_index
logical, intent(in), optional :: use_actual_gpcov
real(dp), dimension(:), intent(in), optional :: unique_hash_tolerance, unique_descriptor_tolerance
integer, intent(out), optional :: error
integer :: i
integer, dimension(:), allocatable :: my_sparse_method
character(len=STRING_LENGTH), dimension(:), allocatable :: my_sparse_file
INIT_ERROR(error)
if( .not. this%initialised ) then
RAISE_ERROR('gpFull_sparsify_array: object not initialised',error)
endif
allocate(my_sparse_method(this%n_coordinate))
allocate(my_sparse_file(this%n_coordinate))
my_sparse_method = optional_default((/ (GP_SPARSE_RANDOM, i=1,this%n_coordinate) /),sparse_method)
my_sparse_file = optional_default((/ ("", i=1,this%n_coordinate) /),sparse_file)
do i = 1, this%n_coordinate
call gpCoordinates_sparsify_config_type(this%coordinate(i), n_sparseX(:,i), default_all(i), task_manager, &
sparse_method=my_sparse_method(i), sparse_file=my_sparse_file(i), use_actual_gpcov=use_actual_gpcov, &
print_sparse_index=print_sparse_index(i), unique_hash_tolerance=unique_hash_tolerance(i), &
unique_descriptor_tolerance=unique_descriptor_tolerance(i), error=error)
enddo
endsubroutine gpFull_sparsify_array_config_type
function kernel_distance_matrix(this, config_type_index, covariance_only) result(k_nn)
type(gpCoordinates), intent(in) :: this
integer, dimension(:), intent(in), optional :: config_type_index
logical, intent(in), optional :: covariance_only
real(dp), pointer, dimension(:,:) :: k_nn ! actually the kernel distance matrix
!real(dp), dimension(:,:), allocatable :: k_nn
real(dp), dimension(:), allocatable :: k_self
logical :: do_kernel_distance
integer :: i, j, n, ii, jj
integer :: stat
call system_timer('kernel_distance_matrix')
do_kernel_distance = .not. optional_default(.false., covariance_only)
if(present(config_type_index)) then
n = size(config_type_index)
else
n = size(this%x,2)
endif
allocate(k_self(n))
allocate(k_nn(n,n), stat=stat)
if(stat /= 0) call system_abort('kernel_distance_matrix: could not allocate matrix.')
!$omp parallel do default(none) shared(this,n,config_type_index,k_self) private(i,ii)
do i = 1, n
if(present(config_type_index)) then
ii = config_type_index(i)
else
ii = i
endif
k_self(i) = gpCoordinates_Covariance(this, i_x = ii, j_x = ii, normalise = .false.)
enddo
do j = 1, n
if(present(config_type_index)) then
jj = config_type_index(j)
else
jj = j
endif
!k_nn(j,j) = 1.0_dp ! normalised kernel self-covariance
k_nn(j,j) = 0.0_dp ! distance to itself = 0
!$omp parallel do default(none) shared(n,this,k_nn,jj,j,k_self,config_type_index,do_kernel_distance) private(i,ii)
do i = j+1, n
if(present(config_type_index)) then
ii = config_type_index(i)
else
ii = i
endif
! kernel covariance
k_nn(j,i) = gpCoordinates_Covariance(this, i_x = ii, j_x = jj, normalise = .false.)
! then normalise
k_nn(j,i) = k_nn(j,i) / sqrt(k_self(i)*k_self(j))
if (do_kernel_distance) then
! now convert to distance
k_nn(j,i) = sqrt(2.0_dp * (1.0_dp - k_nn(j,i)))
endif
! finally, symmetrise
k_nn(i,j) = k_nn(j,i)
enddo ! i
enddo ! j
!dm = sqrt(2.0_dp * (1.0_dp - k_nn))
!do i = 1, n
! do j = i+1, n
! dm(i,j) = sqrt(2.0_dp*(1.0_dp - kij))
! dm(j,i) = dm(i,j)
! end do
!end do
!deallocate(k_nn, k_self)
deallocate(k_self)
call system_timer('kernel_distance_matrix')
end function kernel_distance_matrix
subroutine sparse_covariance(this, index_out, config_type_index, use_actual_gpcov)
type(gpCoordinates), intent(in) :: this
integer, dimension(:), intent(out) :: index_out
integer, dimension(:), intent(in), optional :: config_type_index
logical, intent(in), optional :: use_actual_gpcov
real(dp), dimension(:), allocatable :: score, k_self !, xI_xJ
real(dp), dimension(:,:), allocatable :: k_mn, k_mm_k_m
real(dp), dimension(1,1) :: k_mm
integer :: m, n, i, ii, j, jj, i_p, zeta_int
integer, dimension(1) :: j_loc
logical, dimension(:), allocatable :: not_yet_added
logical :: do_use_actual_gpcov
type(LA_Matrix) :: LA_k_mm
call system_timer('sparse_covariance')
if(present(config_type_index)) then
n = size(config_type_index)
else
n = size(this%x,2)
endif
m = size(index_out)
do_use_actual_gpcov = optional_default(.false., use_actual_gpcov)
if(do_use_actual_gpcov) then
call print("sparse_covariance using actual gpCoordinates_Covariance")
else
call print("sparse_covariance using manual 'covariance'")
endif
allocate(k_mn(m,n), score(n), k_mm_k_m(m,n), k_self(n), not_yet_added(n))
k_mn = 0.0_dp
not_yet_added = .true.
!allocate(xI_xJ(this%d))
j = 1
index_out(j) = 1 !ceiling(ran_uniform() * n)
not_yet_added(index_out(j)) = .false.
k_mm = 1.0_dp+1.0e-6_dp
zeta_int = nint(this%zeta)
call initialise(LA_k_mm,k_mm)
!$omp parallel do default(none) shared(this,n,config_type_index,k_self,do_use_actual_gpcov,zeta_int) private(i,ii,i_p)
do i = 1, n
if(present(config_type_index)) then
ii = config_type_index(i)
else
ii = i
endif
if(do_use_actual_gpcov) then
k_self(i) = gpCoordinates_Covariance(this, i_x = ii, j_x = ii, normalise = .false.)
else
if(this%covariance_type == COVARIANCE_BOND_REAL_SPACE) then
elseif(this%covariance_type == COVARIANCE_DOT_PRODUCT) then
if( zeta_int .feq. this%zeta ) then
k_self(i) = dot_product( this%x(:,ii), this%x(:,ii) )**zeta_int
else
k_self(i) = dot_product( this%x(:,ii), this%x(:,ii) )**this%zeta
endif
elseif( this%covariance_type == COVARIANCE_ARD_SE ) then
k_self(i) = 0.0_dp
do i_p = 1, this%n_permutations
!xI_xJ = (this%x(this%permutations(:,i_p),i) - this%x(:,j)) / 4.0_dp
k_self(i) = k_self(i) + exp( -0.5_dp * sum((this%x(this%permutations(:,i_p),ii) - this%x(:,ii))**2) / 16.0_dp )
enddo
elseif( this%covariance_type == COVARIANCE_PP ) then
k_self(i) = 0.0_dp
do i_p = 1, this%n_permutations
!xI_xJ = (this%x(this%permutations(:,i_p),i) - this%x(:,j)) / 4.0_dp
k_self(i) = k_self(i) + covariancePP( sqrt( sum((this%x(this%permutations(:,i_p),ii) - this%x(:,ii))**2) ) / 4.0_dp, PP_Q, this%d)
enddo
endif
endif
enddo
do j = 1, m-1
if(present(config_type_index)) then
jj = config_type_index(index_out(j))
else
jj = index_out(j)
endif
!$omp parallel do default(none) shared(n,this,k_mn,jj,j,LA_k_mm,k_mm_k_m,score,k_self,config_type_index,index_out,do_use_actual_gpcov,zeta_int) private(i,i_p,ii)
do i = 1, n
if(present(config_type_index)) then
ii = config_type_index(i)
else
ii = i
endif
if(do_use_actual_gpcov) then
k_mn(j,i) = gpCoordinates_Covariance(this, i_x = ii, j_x = jj, normalise = .false.)
else
if(this%covariance_type == COVARIANCE_BOND_REAL_SPACE) then
elseif(this%covariance_type == COVARIANCE_DOT_PRODUCT) then
if( zeta_int .feq. this%zeta ) then
k_mn(j,i) = dot_product( this%x(:,ii), this%x(:,jj) )**zeta_int
else
k_mn(j,i) = dot_product( this%x(:,ii), this%x(:,jj) )**this%zeta
endif
elseif( this%covariance_type == COVARIANCE_ARD_SE ) then
k_mn(j,i) = 0.0_dp
do i_p = 1, this%n_permutations
!xI_xJ = (this%x(this%permutations(:,i_p),i) - this%x(:,j)) / 4.0_dp
k_mn(j,i) = k_mn(j,i) + exp( -0.5_dp * sum((this%x(this%permutations(:,i_p),ii) - this%x(:,jj))**2) / 16.0_dp )
enddo
elseif( this%covariance_type == COVARIANCE_PP ) then
k_mn(j,i) = 0.0_dp
do i_p = 1, this%n_permutations
!xI_xJ = (this%x(this%permutations(:,i_p),i) - this%x(:,j)) / 4.0_dp
k_mn(j,i) = k_mn(j,i) + covariancePP( sqrt( sum((this%x(this%permutations(:,i_p),ii) - this%x(:,jj))**2) ) / 4.0_dp, PP_Q, this%d)
enddo
endif
endif
k_mn(j,i) = k_mn(j,i) / sqrt(k_self(i)*k_self(index_out(j)))
call Matrix_Solve(LA_k_mm,k_mn(1:j,i),k_mm_k_m(1:j,i))
score(i) = sum( k_mn(1:j,i) * k_mm_k_m(1:j,i) )
enddo
j_loc = minloc(score, mask=not_yet_added)
jj = j_loc(1)
index_out(j+1) = jj
not_yet_added(jj) = .false.
if(j == 1) then
call print('Initial score: '//score)
endif
call print('Min score: '//minval(score))
!k_mm(1:j_i,j_i+1) = k_mn(1:j_i,j)
!k_mm(j_i+1,1:j_i) = k_mn(1:j_i,j)
!k_mm(j_i+1,j_i+1) = 1.0_dp
call LA_Matrix_Expand_Symmetrically(LA_k_mm,(/k_mn(1:j,jj),1.0_dp+1.0e-6_dp/))
!call initialise(LA_k_mm,k_mm(1:j_i+1,1:j_i+1))
enddo
call print('Final score: '//score)
call print('Min score: '//minval(score))
deallocate(k_mn, score, k_mm_k_m, k_self, not_yet_added)
!if(allocated(xI_xJ)) deallocate(xI_xJ)
call finalise(LA_k_mm)
call system_timer('sparse_covariance')
endsubroutine sparse_covariance
end module gp_fit_module