icnn_ebundle.py 文件源码

def mseGrad(y, trueY, G):
    try:
        k,n = G.shape
    except:
        import IPython; IPython.embed(); sys.exit(-1)
    assert(len(y) == n)

    # y_ = np.copy(y)
    # eps = 1e-8
    # y_ = np.clip(y_, eps, 1.-eps)

    I = np.where((y > 1e-8) & (1.-y > 1e-8))
    # print(len(I[0]))
    z = np.ones_like(y)
    z[I] = (1./y[I] + 1./(1.-y[I]))
    z = 1./y + 1./(1.-y)
    zinv = 1./z
    G_zinv = G*zinv
    G_zinv_GT = np.dot(G_zinv, G.T)
    H = np.bmat([[G_zinv_GT, np.ones((k,1))], [np.ones((1,k)), np.zeros((1,1))]])

    # Different scaling than the MSE plots.
    dl = -(y-trueY)

    b = np.concatenate([np.dot(G_zinv, dl), np.zeros(1)])
    clamt = np.linalg.solve(H, b)
    clam, ct = np.split(clamt, [k])
    cy = zinv*dl - np.dot((G*zinv).T, clam)
    cy[(y == 0) | (y == 1)] = 0
    return cy, clam, ct