transforms.py 文件源码

def build_backward_variance(self, Yvar):
        """
        Additional method for scaling variance backward (used in :class:`.Normalizer`). Can process both the diagonal
        variances returned by predict_f, as well as full covariance matrices.

        :param Yvar: size N x N x P or size N x P
        :return: Yvar scaled, same rank and size as input
        """
        rank = tf.rank(Yvar)
        # Because TensorFlow evaluates both fn1 and fn2, the transpose can't be in the same line. If a full cov
        # matrix is provided fn1 turns it into a rank 4, then tries to transpose it as a rank 3.
        # Splitting it in two steps however works fine.
        Yvar = tf.cond(tf.equal(rank, 2), lambda: tf.matrix_diag(tf.transpose(Yvar)), lambda: Yvar)
        Yvar = tf.cond(tf.equal(rank, 2), lambda: tf.transpose(Yvar, perm=[1, 2, 0]), lambda: Yvar)

        N = tf.shape(Yvar)[0]
        D = tf.shape(Yvar)[2]
        L = tf.cholesky(tf.square(tf.transpose(self.A)))
        Yvar = tf.reshape(Yvar, [N * N, D])
        scaled_var = tf.reshape(tf.transpose(tf.cholesky_solve(L, tf.transpose(Yvar))), [N, N, D])
        return tf.cond(tf.equal(rank, 2), lambda: tf.reduce_sum(scaled_var, axis=1), lambda: scaled_var)