Fix bugs

Author: ArneBouillon

src/Utilities.jl

@@ -475,5 +475,6 @@ end
 include("Utilities/canonical_correlation.jl")
 include("Utilities/decorrelator.jl")
 include("Utilities/elementwise_scaler.jl")
+include("Utilities/likelihood_informed.jl")
 
 end # module

src/Utilities/canonical_correlation.jl

@@ -181,9 +181,9 @@ initialize_processor!(
 """
 $(TYPEDSIGNATURES)
 
-Apply the `CanonicalCorrelation` encoder, on a columns-are-data matrix
+Apply the `CanonicalCorrelation` encoder, on a columns-are-data matrix or a data vector
 """
-function encode_data(cc::CanonicalCorrelation, data::MM) where {MM <: AbstractMatrix}
+function encode_data(cc::CanonicalCorrelation, data::MorV) where {MorV <: Union{AbstractMatrix, AbstractVector}}
     data_mean = get_data_mean(cc)[1]
     encoder_mat = get_encoder_mat(cc)[1]
     return encoder_mat * (data .- data_mean)
@@ -192,9 +192,9 @@ end
 """
 $(TYPEDSIGNATURES)
 
-Apply the `CanonicalCorrelation` decoder, on a columns-are-data matrix
+Apply the `CanonicalCorrelation` decoder, on a columns-are-data matrix or a data vector
 """
-function decode_data(cc::CanonicalCorrelation, data::MM) where {MM <: AbstractMatrix}
+function decode_data(cc::CanonicalCorrelation, data::MorV) where {MorV <: Union{AbstractMatrix, AbstractVector}}
     data_mean = get_data_mean(cc)[1]
     decoder_mat = get_decoder_mat(cc)[1]
     return decoder_mat * data .+ data_mean

src/Utilities/decorrelator.jl

@@ -187,9 +187,9 @@ end
 """
 $(TYPEDSIGNATURES)
 
-Apply the `Decorrelator` encoder, on a columns-are-data matrix
+Apply the `Decorrelator` encoder, on a columns-are-data matrix or a data vector
 """
-function encode_data(dd::Decorrelator, data::MM) where {MM <: AbstractMatrix}
+function encode_data(dd::Decorrelator, data::MorV) where {MorV <: Union{AbstractMatrix, AbstractVector}}
     data_mean = get_data_mean(dd)[1]
     encoder_mat = get_encoder_mat(dd)[1]
     return encoder_mat * (data .- data_mean)
@@ -198,9 +198,9 @@ end
 """
 $(TYPEDSIGNATURES)
 
-Apply the `Decorrelator` decoder, on a columns-are-data matrix
+Apply the `Decorrelator` decoder, on a columns-are-data matrix or a data vector
 """
-function decode_data(dd::Decorrelator, data::MM) where {MM <: AbstractMatrix}
+function decode_data(dd::Decorrelator, data::MorV) where {MorV <: Union{AbstractMatrix, AbstractVector}}
     data_mean = get_data_mean(dd)[1]
     decoder_mat = get_decoder_mat(dd)[1]
     return decoder_mat * data .+ data_mean

src/Utilities/elementwise_scaler.jl

@@ -126,9 +126,9 @@ end
 """
 $(TYPEDSIGNATURES)
 
-Apply the `ElementwiseScaler` encoder, on a columns-are-data matrix
+Apply the `ElementwiseScaler` encoder, on a columns-are-data matrix or a data vector
 """
-function encode_data(es::ElementwiseScaler, data::MM) where {MM <: AbstractMatrix}
+function encode_data(es::ElementwiseScaler, data::MorV) where {MorV <: Union{AbstractMatrix, AbstractVector}}
     out = deepcopy(data)
     for i in 1:size(out, 1)
         out[i, :] .-= get_shift(es)[i]
@@ -140,9 +140,9 @@ end
 """
 $(TYPEDSIGNATURES)
 
-Apply the `ElementwiseScaler` decoder, on a columns-are-data matrix
+Apply the `ElementwiseScaler` decoder, on a columns-are-data matrix or a data vector
 """
-function decode_data(es::ElementwiseScaler, data::MM) where {MM <: AbstractMatrix}
+function decode_data(es::ElementwiseScaler, data::MorV) where {MorV <: Union{AbstractMatrix, AbstractVector}}
     out = deepcopy(data)
     for i in 1:size(out, 1)
         out[i, :] *= get_scale(es)[i]

src/Utilities/likelihood_informed.jl

@@ -2,6 +2,8 @@
 
 using Manifolds, Manopt
 
+export LikelihoodInformed, likelihood_informed
+
 mutable struct LikelihoodInformed{FT <: Real} <: PairedDataContainerProcessor
     encoder_mat::Union{Nothing, AbstractMatrix}
     decoder_mat::Union{Nothing, AbstractMatrix}
@@ -33,7 +35,7 @@ function initialize_processor!(
     output_structure_vectors::Dict{Symbol, <:StructureVector},
     apply_to::AbstractString,
 ) where {MM <: AbstractMatrix}
-    output_dim = size(out_data, 2)
+    output_dim = size(out_data, 1)
 
     if isnothing(get_encoder_mat(li))
         α = li.α
@@ -116,7 +118,6 @@ function initialize_processor!(
                 egrad = (_, Vs) -> begin
                     B = Vs * inv(Vs' * obs_noise_cov * Vs) * Vs'
                     prec = noise_cov_inv - B
-                    
 
                     -2mean(begin
                         A = ((1-α)I + α^2 * (y - g)*(y - g)')
@@ -154,19 +155,19 @@ end
 """
 $(TYPEDSIGNATURES)
 
-Apply the `LikelihoodInformed` encoder, on a columns-are-data matrix
+Apply the `LikelihoodInformed` encoder, on a columns-are-data matrix or a data vector
 """
-function encode_data(li::LikelihoodInformed, data::MM) where {MM <: AbstractMatrix}
+function encode_data(li::LikelihoodInformed, data::MorV) where {MorV <: Union{AbstractMatrix, AbstractVector}}
     encoder_mat = get_encoder_mat(li)
     return encoder_mat * data
 end
 
 """
 $(TYPEDSIGNATURES)
 
-Apply the `LikelihoodInformed` decoder, on a columns-are-data matrix
+Apply the `LikelihoodInformed` decoder, on a columns-are-data matrix or a data vector
 """
-function decode_data(li::LikelihoodInformed, data::MM) where {MM <: AbstractMatrix}
+function decode_data(li::LikelihoodInformed, data::MorV) where {MorV <: Union{AbstractMatrix, AbstractVector}}
     decoder_mat = get_decoder_mat(li)
     return decoder_mat * data
 end