GPy/GPy/examples/dimensionality_reduction.py

# Copyright (c) 2012-2014, GPy authors (see AUTHORS.txt).
# Licensed under the BSD 3-clause license (see LICENSE.txt)
import numpy as _np
default_seed = 123344

# default_seed = _np.random.seed(123344)

def bgplvm_test_model(optimize=False, verbose=1, plot=False, output_dim=200, nan=False):
    """
    model for testing purposes. Samples from a GP with rbf kernel and learns
    the samples with a new kernel. Normally not for optimization, just model cheking
    """
    import GPy

    num_inputs = 13
    num_inducing = 5
    if plot:
        output_dim = 1
        input_dim = 3
    else:
        input_dim = 2
        output_dim = output_dim

    # generate GPLVM-like data
    X = _np.random.rand(num_inputs, input_dim)
    lengthscales = _np.random.rand(input_dim)
    k = GPy.kern.RBF(input_dim, .5, lengthscales, ARD=True)
    K = k.K(X)
    Y = _np.random.multivariate_normal(_np.zeros(num_inputs), K, (output_dim,)).T

    # k = GPy.kern.RBF_inv(input_dim, .5, _np.ones(input_dim) * 2., ARD=True) + GPy.kern.bias(input_dim) + GPy.kern.white(input_dim)
    # k = GPy.kern.linear(input_dim)# + GPy.kern.bias(input_dim) + GPy.kern.white(input_dim, 0.00001)
    # k = GPy.kern.RBF(input_dim, ARD = False)  + GPy.kern.white(input_dim, 0.00001)
    # k = GPy.kern.RBF(input_dim, .5, _np.ones(input_dim) * 2., ARD=True) + GPy.kern.RBF(input_dim, .3, _np.ones(input_dim) * .2, ARD=True)
    # k = GPy.kern.RBF(input_dim, .5, 2., ARD=0) + GPy.kern.RBF(input_dim, .3, .2, ARD=0)
    # k = GPy.kern.RBF(input_dim, .5, _np.ones(input_dim) * 2., ARD=True) + GPy.kern.linear(input_dim, _np.ones(input_dim) * .2, ARD=True)

    p = .3

    m = GPy.models.BayesianGPLVM(Y, input_dim, kernel=k, num_inducing=num_inducing)

    if nan:
        m.inference_method = GPy.inference.latent_function_inference.var_dtc.VarDTCMissingData()
        m.Y[_np.random.binomial(1, p, size=(Y.shape)).astype(bool)] = _np.nan
        m.parameters_changed()

    #===========================================================================
    # randomly obstruct data with percentage p
    #===========================================================================
    # m2 = GPy.models.BayesianGPLVMWithMissingData(Y_obstruct, input_dim, kernel=k, num_inducing=num_inducing)
    # m.lengthscales = lengthscales

    if plot:
        import matplotlib.pyplot as pb
        m.plot()
        pb.title('PCA initialisation')
        # m2.plot()
        # pb.title('PCA initialisation')

    if optimize:
        m.optimize('scg', messages=verbose)
        # m2.optimize('scg', messages=verbose)
        if plot:
            m.plot()
            pb.title('After optimisation')
            # m2.plot()
            # pb.title('After optimisation')

    return m

def gplvm_oil_100(optimize=True, verbose=1, plot=True):
    import GPy
    import pods
    data = pods.datasets.oil_100()
    Y = data['X']
    # create simple GP model
    kernel = GPy.kern.RBF(6, ARD=True) + GPy.kern.Bias(6)
    m = GPy.models.GPLVM(Y, 6, kernel=kernel)
    m.data_labels = data['Y'].argmax(axis=1)
    if optimize: m.optimize('scg', messages=verbose)
    if plot: m.plot_latent(labels=m.data_labels)
    return m

def sparse_gplvm_oil(optimize=True, verbose=0, plot=True, N=100, Q=6, num_inducing=15, max_iters=50):
    import GPy
    import pods

    _np.random.seed(0)
    data = pods.datasets.oil()
    Y = data['X'][:N]
    Y = Y - Y.mean(0)
    Y /= Y.std(0)
    # Create the model
    kernel = GPy.kern.RBF(Q, ARD=True) + GPy.kern.Bias(Q)
    m = GPy.models.SparseGPLVM(Y, Q, kernel=kernel, num_inducing=num_inducing)
    m.data_labels = data['Y'][:N].argmax(axis=1)

    if optimize: m.optimize('scg', messages=verbose, max_iters=max_iters)
    if plot:
        m.plot_latent(labels=m.data_labels)
        m.kern.plot_ARD()
    return m

def swiss_roll(optimize=True, verbose=1, plot=True, N=1000, num_inducing=25, Q=4, sigma=.2):
    import GPy
    from pods.datasets import swiss_roll_generated
    from GPy.models import BayesianGPLVM

    data = swiss_roll_generated(num_samples=N, sigma=sigma)
    Y = data['Y']
    Y -= Y.mean()
    Y /= Y.std()

    t = data['t']
    c = data['colors']

    try:
        from sklearn.manifold.isomap import Isomap
        iso = Isomap().fit(Y)
        X = iso.embedding_
        if Q > 2:
            X = _np.hstack((X, _np.random.randn(N, Q - 2)))
    except ImportError:
        X = _np.random.randn(N, Q)

    if plot:
        import matplotlib.pyplot as plt
        from mpl_toolkits.mplot3d import Axes3D  # @UnusedImport
        fig = plt.figure("Swiss Roll Data")
        ax = fig.add_subplot(121, projection='3d')
        ax.scatter(*Y.T, c=c)
        ax.set_title("Swiss Roll")

        ax = fig.add_subplot(122)
        ax.scatter(*X.T[:2], c=c)
        ax.set_title("BGPLVM init")

    var = .5
    S = (var * _np.ones_like(X) + _np.clip(_np.random.randn(N, Q) * var ** 2,
                                         - (1 - var),
                                         (1 - var))) + .001
    Z = _np.random.permutation(X)[:num_inducing]

    kernel = GPy.kern.RBF(Q, ARD=True) + GPy.kern.Bias(Q, _np.exp(-2)) + GPy.kern.White(Q, _np.exp(-2))

    m = BayesianGPLVM(Y, Q, X=X, X_variance=S, num_inducing=num_inducing, Z=Z, kernel=kernel)
    m.data_colors = c
    m.data_t = t

    if optimize:
        m.optimize('bfgs', messages=verbose, max_iters=2e3)

    if plot:
        fig = plt.figure('fitted')
        ax = fig.add_subplot(111)
        s = m.input_sensitivity().argsort()[::-1][:2]
        ax.scatter(*m.X.mean.T[s], c=c)

    return m

def bgplvm_oil(optimize=True, verbose=1, plot=True, N=200, Q=7, num_inducing=40, max_iters=1000, **k):
    import GPy
    from matplotlib import pyplot as plt
    import numpy as np
    _np.random.seed(0)
    try:
        import pods
        data = pods.datasets.oil()
    except ImportError:
        data = GPy.util.datasets.oil()


    kernel = GPy.kern.RBF(Q, 1., 1. / _np.random.uniform(0, 1, (Q,)), ARD=True)  # + GPy.kern.Bias(Q, _np.exp(-2))
    Y = data['X'][:N]
    m = GPy.models.BayesianGPLVM(Y, Q, kernel=kernel, num_inducing=num_inducing, **k)
    m.data_labels = data['Y'][:N].argmax(axis=1)

    if optimize:
        m.optimize('bfgs', messages=verbose, max_iters=max_iters, gtol=.05)

    if plot:
        fig, (latent_axes, sense_axes) = plt.subplots(1, 2)
        m.plot_latent(ax=latent_axes, labels=m.data_labels)
        data_show = GPy.plotting.matplot_dep.visualize.vector_show((m.Y[0, :]))
        lvm_visualizer = GPy.plotting.matplot_dep.visualize.lvm_dimselect(m.X.mean.values[0:1, :],  # @UnusedVariable
            m, data_show, latent_axes=latent_axes, sense_axes=sense_axes, labels=m.data_labels)
        raw_input('Press enter to finish')
        plt.close(fig)
    return m

def ssgplvm_oil(optimize=True, verbose=1, plot=True, N=200, Q=7, num_inducing=40, max_iters=1000, **k):
    import GPy
    from matplotlib import pyplot as plt
    import pods

    _np.random.seed(0)
    data = pods.datasets.oil()

    kernel = GPy.kern.RBF(Q, 1., 1. / _np.random.uniform(0, 1, (Q,)), ARD=True)  # + GPy.kern.Bias(Q, _np.exp(-2))
    Y = data['X'][:N]
    m = GPy.models.SSGPLVM(Y, Q, kernel=kernel, num_inducing=num_inducing, **k)
    m.data_labels = data['Y'][:N].argmax(axis=1)

    if optimize:
        m.optimize('bfgs', messages=verbose, max_iters=max_iters, gtol=.05)

    if plot:
        fig, (latent_axes, sense_axes) = plt.subplots(1, 2)
        m.plot_latent(ax=latent_axes, labels=m.data_labels)
        data_show = GPy.plotting.matplot_dep.visualize.vector_show((m.Y[0, :]))
        lvm_visualizer = GPy.plotting.matplot_dep.visualize.lvm_dimselect(m.X.mean.values[0:1, :],  # @UnusedVariable
            m, data_show, latent_axes=latent_axes, sense_axes=sense_axes, labels=m.data_labels)
        raw_input('Press enter to finish')
        plt.close(fig)
    return m

def _simulate_matern(D1, D2, D3, N, num_inducing, plot_sim=False):
    Q_signal = 4
    import GPy
    import numpy as np
    np.random.seed(3000)

    k = GPy.kern.Matern32(Q_signal, 1., lengthscale=(np.random.uniform(1, 6, Q_signal)), ARD=1)
    for i in range(Q_signal):
        k += GPy.kern.PeriodicExponential(1, variance=1., active_dims=[i], period=3., lower=-2, upper=6)
    t = np.c_[[np.linspace(-1, 5, N) for _ in range(Q_signal)]].T
    K = k.K(t)
    s2, s1, s3, sS = np.random.multivariate_normal(np.zeros(K.shape[0]), K, size=(4))[:, :, None]

    Y1, Y2, Y3, S1, S2, S3 = _generate_high_dimensional_output(D1, D2, D3, s1, s2, s3, sS)

    slist = [sS, s1, s2, s3]
    slist_names = ["sS", "s1", "s2", "s3"]
    Ylist = [Y1, Y2, Y3]

    if plot_sim:
        from matplotlib import pyplot as plt
        import matplotlib.cm as cm
        import itertools
        fig = plt.figure("MRD Simulation Data", figsize=(8, 6))
        fig.clf()
        ax = fig.add_subplot(2, 1, 1)
        labls = slist_names
        for S, lab in itertools.izip(slist, labls):
            ax.plot(S, label=lab)
        ax.legend()
        for i, Y in enumerate(Ylist):
            ax = fig.add_subplot(2, len(Ylist), len(Ylist) + 1 + i)
            ax.imshow(Y, aspect='auto', cmap=cm.gray)  # @UndefinedVariable
            ax.set_title("Y{}".format(i + 1))
        plt.draw()
        plt.tight_layout()

    return slist, [S1, S2, S3], Ylist

def _simulate_sincos(D1, D2, D3, N, num_inducing, plot_sim=False):
    _np.random.seed(1234)

    x = _np.linspace(0, 4 * _np.pi, N)[:, None]
    s1 = _np.vectorize(lambda x: _np.sin(x))
    s2 = _np.vectorize(lambda x: _np.cos(x) ** 2)
    s3 = _np.vectorize(lambda x:-_np.exp(-_np.cos(2 * x)))
    sS = _np.vectorize(lambda x: _np.cos(x))

    s1 = s1(x)
    s2 = s2(x)
    s3 = s3(x)
    sS = sS(x)

    s1 -= s1.mean(); s1 /= s1.std(0)
    s2 -= s2.mean(); s2 /= s2.std(0)
    s3 -= s3.mean(); s3 /= s3.std(0)
    sS -= sS.mean(); sS /= sS.std(0)

    Y1, Y2, Y3, S1, S2, S3 = _generate_high_dimensional_output(D1, D2, D3, s1, s2, s3, sS)

    slist = [sS, s1, s2, s3]
    slist_names = ["sS", "s1", "s2", "s3"]
    Ylist = [Y1, Y2, Y3]

    if plot_sim:
        from matplotlib import pyplot as plt
        import matplotlib.cm as cm
        import itertools
        fig = plt.figure("MRD Simulation Data", figsize=(8, 6))
        fig.clf()
        ax = fig.add_subplot(2, 1, 1)
        labls = slist_names
        for S, lab in itertools.izip(slist, labls):
            ax.plot(S, label=lab)
        ax.legend()
        for i, Y in enumerate(Ylist):
            ax = fig.add_subplot(2, len(Ylist), len(Ylist) + 1 + i)
            ax.imshow(Y, aspect='auto', cmap=cm.gray)  # @UndefinedVariable
            ax.set_title("Y{}".format(i + 1))
        plt.draw()
        plt.tight_layout()

    return slist, [S1, S2, S3], Ylist

def _generate_high_dimensional_output(D1, D2, D3, s1, s2, s3, sS):
    S1 = _np.hstack([s1, sS])
    S2 = _np.hstack([s2, s3, sS])
    S3 = _np.hstack([s3, sS])
    Y1 = S1.dot(_np.random.randn(S1.shape[1], D1))
    Y2 = S2.dot(_np.random.randn(S2.shape[1], D2))
    Y3 = S3.dot(_np.random.randn(S3.shape[1], D3))
    Y1 += .3 * _np.random.randn(*Y1.shape)
    Y2 += .2 * _np.random.randn(*Y2.shape)
    Y3 += .25 * _np.random.randn(*Y3.shape)
    Y1 -= Y1.mean(0)
    Y2 -= Y2.mean(0)
    Y3 -= Y3.mean(0)
    Y1 /= Y1.std(0)
    Y2 /= Y2.std(0)
    Y3 /= Y3.std(0)
    return Y1, Y2, Y3, S1, S2, S3

def bgplvm_simulation(optimize=True, verbose=1,
                      plot=True, plot_sim=False,
                      max_iters=2e4,
                      ):
    from GPy import kern
    from GPy.models import BayesianGPLVM

    D1, D2, D3, N, num_inducing, Q = 13, 5, 8, 45, 3, 9
    _, _, Ylist = _simulate_matern(D1, D2, D3, N, num_inducing, plot_sim)
    Y = Ylist[0]
    k = kern.Linear(Q, ARD=True)  # + kern.white(Q, _np.exp(-2)) # + kern.bias(Q)
    # k = kern.RBF(Q, ARD=True, lengthscale=10.)
    m = BayesianGPLVM(Y, Q, init="PCA", num_inducing=num_inducing, kernel=k)
    m.X.variance[:] = _np.random.uniform(0, .01, m.X.shape)
    m.likelihood.variance = .1

    if optimize:
        print "Optimizing model:"
        m.optimize('bfgs', messages=verbose, max_iters=max_iters,
                   gtol=.05)
    if plot:
        m.X.plot("BGPLVM Latent Space 1D")
        m.kern.plot_ARD('BGPLVM Simulation ARD Parameters')
    return m

def ssgplvm_simulation(optimize=True, verbose=1,
                      plot=True, plot_sim=False,
                      max_iters=2e4, useGPU=False
                      ):
    from GPy import kern
    from GPy.models import SSGPLVM

    D1, D2, D3, N, num_inducing, Q = 13, 5, 8, 45, 3, 9
    _, _, Ylist = _simulate_matern(D1, D2, D3, N, num_inducing, plot_sim)
    Y = Ylist[0]
    k = kern.Linear(Q, ARD=True)  # + kern.white(Q, _np.exp(-2)) # + kern.bias(Q)
    # k = kern.RBF(Q, ARD=True, lengthscale=10.)
    m = SSGPLVM(Y, Q, init="pca", num_inducing=num_inducing, kernel=k)
    m.X.variance[:] = _np.random.uniform(0, .01, m.X.shape)
    m.likelihood.variance = .1

    if optimize:
        print "Optimizing model:"
        m.optimize('scg', messages=verbose, max_iters=max_iters,
                   gtol=.05)
    if plot:
        m.X.plot("SSGPLVM Latent Space 1D")
        m.kern.plot_ARD('SSGPLVM Simulation ARD Parameters')
    return m

def bgplvm_simulation_missing_data(optimize=True, verbose=1,
                      plot=True, plot_sim=False,
                      max_iters=2e4, percent_missing=.1,
                      ):
    from GPy import kern
    from GPy.models.bayesian_gplvm_minibatch import BayesianGPLVMMiniBatch

    D1, D2, D3, N, num_inducing, Q = 13, 5, 8, 400, 3, 4
    _, _, Ylist = _simulate_matern(D1, D2, D3, N, num_inducing, plot_sim)
    Y = Ylist[0]
    k = kern.Linear(Q, ARD=True)  # + kern.white(Q, _np.exp(-2)) # + kern.bias(Q)

    inan = _np.random.binomial(1, percent_missing, size=Y.shape).astype(bool)  # 80% missing data
    Ymissing = Y.copy()
    Ymissing[inan] = _np.nan

    m = BayesianGPLVMMiniBatch(Ymissing, Q, init="random", num_inducing=num_inducing,
                      kernel=k, missing_data=True)

    m.Yreal = Y

    if optimize:
        print "Optimizing model:"
        m.optimize('bfgs', messages=verbose, max_iters=max_iters,
                   gtol=.05)
    if plot:
        m.X.plot("BGPLVM Latent Space 1D")
        m.kern.plot_ARD('BGPLVM Simulation ARD Parameters')
    return m


def mrd_simulation(optimize=True, verbose=True, plot=True, plot_sim=True, **kw):
    from GPy import kern
    from GPy.models import MRD

    D1, D2, D3, N, num_inducing, Q = 60, 20, 36, 60, 6, 5
    _, _, Ylist = _simulate_matern(D1, D2, D3, N, num_inducing, plot_sim)

    # Ylist = [Ylist[0]]
    k = kern.Linear(Q, ARD=True)
    m = MRD(Ylist, input_dim=Q, num_inducing=num_inducing, kernel=k, initx="PCA_concat", initz='permute', **kw)

    m['.*noise'] = [Y.var() / 40. for Y in Ylist]

    if optimize:
        print "Optimizing Model:"
        m.optimize(messages=verbose, max_iters=8e3)
    if plot:
        m.X.plot("MRD Latent Space 1D")
        m.plot_scales("MRD Scales")
    return m

def mrd_simulation_missing_data(optimize=True, verbose=True, plot=True, plot_sim=True, **kw):
    from GPy import kern
    from GPy.models import MRD

    D1, D2, D3, N, num_inducing, Q = 60, 20, 36, 60, 6, 5
    _, _, Ylist = _simulate_matern(D1, D2, D3, N, num_inducing, plot_sim)

    # Ylist = [Ylist[0]]
    k = kern.Linear(Q, ARD=True)
    inanlist = []

    for Y in Ylist:
        inan = _np.random.binomial(1, .6, size=Y.shape).astype(bool)
        inanlist.append(inan)
        Y[inan] = _np.nan

    m = MRD(Ylist, input_dim=Q, num_inducing=num_inducing,
            kernel=k, inference_method=None,
            initx="random", initz='permute', **kw)

    if optimize:
        print "Optimizing Model:"
        m.optimize('bfgs', messages=verbose, max_iters=8e3, gtol=.1)
    if plot:
        m.X.plot("MRD Latent Space 1D")
        m.plot_scales("MRD Scales")
    return m

def brendan_faces(optimize=True, verbose=True, plot=True):
    import GPy
    import pods

    data = pods.datasets.brendan_faces()
    Q = 2
    Y = data['Y']
    Yn = Y - Y.mean()
    Yn /= Yn.std()

    m = GPy.models.BayesianGPLVM(Yn, Q, num_inducing=20)

    # optimize

    if optimize: m.optimize('bfgs', messages=verbose, max_iters=1000)

    if plot:
        ax = m.plot_latent(which_indices=(0, 1))
        y = m.Y[0, :]
        data_show = GPy.plotting.matplot_dep.visualize.image_show(y[None, :], dimensions=(20, 28), transpose=True, order='F', invert=False, scale=False)
        lvm = GPy.plotting.matplot_dep.visualize.lvm(m.X.mean[0, :].copy(), m, data_show, ax)
        raw_input('Press enter to finish')

    return m

def olivetti_faces(optimize=True, verbose=True, plot=True):
    import GPy
    import pods

    data = pods.datasets.olivetti_faces()
    Q = 2
    Y = data['Y']
    Yn = Y - Y.mean()
    Yn /= Yn.std()

    m = GPy.models.BayesianGPLVM(Yn, Q, num_inducing=20)

    if optimize: m.optimize('bfgs', messages=verbose, max_iters=1000)
    if plot:
        ax = m.plot_latent(which_indices=(0, 1))
        y = m.Y[0, :]
        data_show = GPy.plotting.matplot_dep.visualize.image_show(y[None, :], dimensions=(112, 92), transpose=False, invert=False, scale=False)
        lvm = GPy.plotting.matplot_dep.visualize.lvm(m.X.mean[0, :].copy(), m, data_show, ax)
        raw_input('Press enter to finish')

    return m

def stick_play(range=None, frame_rate=15, optimize=False, verbose=True, plot=True):
    import GPy
    import pods

    data = pods.datasets.osu_run1()
    # optimize
    if range == None:
        Y = data['Y'].copy()
    else:
        Y = data['Y'][range[0]:range[1], :].copy()
    if plot:
        y = Y[0, :]
        data_show = GPy.plotting.matplot_dep.visualize.stick_show(y[None, :], connect=data['connect'])
        GPy.plotting.matplot_dep.visualize.data_play(Y, data_show, frame_rate)
    return Y

def stick(kernel=None, optimize=True, verbose=True, plot=True):
    from matplotlib import pyplot as plt
    import GPy
    import pods

    data = pods.datasets.osu_run1()
    # optimize
    m = GPy.models.GPLVM(data['Y'], 2, kernel=kernel)
    if optimize: m.optimize('bfgs', messages=verbose, max_f_eval=10000)
    if plot:
        plt.clf
        ax = m.plot_latent()
        y = m.Y[0, :]
        data_show = GPy.plotting.matplot_dep.visualize.stick_show(y[None, :], connect=data['connect'])
        lvm_visualizer = GPy.plotting.matplot_dep.visualize.lvm(m.X[:1, :].copy(), m, data_show, latent_axes=ax)
        raw_input('Press enter to finish')
        lvm_visualizer.close()
        data_show.close()
    return m

def bcgplvm_linear_stick(kernel=None, optimize=True, verbose=True, plot=True):
    from matplotlib import pyplot as plt
    import GPy
    import pods

    data = pods.datasets.osu_run1()
    # optimize
    mapping = GPy.mappings.Linear(data['Y'].shape[1], 2)
    m = GPy.models.BCGPLVM(data['Y'], 2, kernel=kernel, mapping=mapping)
    if optimize: m.optimize(messages=verbose, max_f_eval=10000)
    if plot and GPy.plotting.matplot_dep.visualize.visual_available:
        plt.clf
        ax = m.plot_latent()
        y = m.likelihood.Y[0, :]
        data_show = GPy.plotting.matplot_dep.visualize.stick_show(y[None, :], connect=data['connect'])
        GPy.plotting.matplot_dep.visualize.lvm(m.X[0, :].copy(), m, data_show, ax)
        raw_input('Press enter to finish')

    return m

def bcgplvm_stick(kernel=None, optimize=True, verbose=True, plot=True):
    from matplotlib import pyplot as plt
    import GPy
    import pods

    data = pods.datasets.osu_run1()
    # optimize
    back_kernel = GPy.kern.RBF(data['Y'].shape[1], lengthscale=5.)
    mapping = GPy.mappings.Kernel(X=data['Y'], output_dim=2, kernel=back_kernel)
    m = GPy.models.BCGPLVM(data['Y'], 2, kernel=kernel, mapping=mapping)
    if optimize: m.optimize(messages=verbose, max_f_eval=10000)
    if plot and GPy.plotting.matplot_dep.visualize.visual_available:
        plt.clf
        ax = m.plot_latent()
        y = m.likelihood.Y[0, :]
        data_show = GPy.plotting.matplot_dep.visualize.stick_show(y[None, :], connect=data['connect'])
        GPy.plotting.matplot_dep.visualize.lvm(m.X[0, :].copy(), m, data_show, ax)
        # raw_input('Press enter to finish')

    return m

def robot_wireless(optimize=True, verbose=True, plot=True):
    from matplotlib import pyplot as plt
    import GPy
    import pods

    data = pods.datasets.robot_wireless()
    # optimize
    m = GPy.models.BayesianGPLVM(data['Y'], 4, num_inducing=25)
    if optimize: m.optimize(messages=verbose, max_f_eval=10000)
    if plot:
        m.plot_latent()

    return m

def stick_bgplvm(model=None, optimize=True, verbose=True, plot=True):
    from GPy.models import BayesianGPLVM
    from matplotlib import pyplot as plt
    import numpy as np
    import GPy
    import pods

    data = pods.datasets.osu_run1()
    Q = 6
    kernel = GPy.kern.RBF(Q, lengthscale=np.repeat(.5, Q), ARD=True)
    m = BayesianGPLVM(data['Y'], Q, init="PCA", num_inducing=20, kernel=kernel)

    m.data = data
    m.likelihood.variance = 0.001

    # optimize
    try:
        if optimize: m.optimize('bfgs', messages=verbose, max_iters=5e3, bfgs_factor=10)
    except KeyboardInterrupt:
        print "Keyboard interrupt, continuing to plot and return"

    if plot:
        fig, (latent_axes, sense_axes) = plt.subplots(1, 2)
        plt.sca(latent_axes)
        m.plot_latent(ax=latent_axes)
        y = m.Y[:1, :].copy()
        data_show = GPy.plotting.matplot_dep.visualize.stick_show(y, connect=data['connect'])
        dim_select = GPy.plotting.matplot_dep.visualize.lvm_dimselect(m.X.mean[:1, :].copy(), m, data_show, latent_axes=latent_axes, sense_axes=sense_axes)
        fig.canvas.draw()
        fig.canvas.show()
        raw_input('Press enter to finish')

    return m


def cmu_mocap(subject='35', motion=['01'], in_place=True, optimize=True, verbose=True, plot=True):
    import GPy
    import pods

    data = pods.datasets.cmu_mocap(subject, motion)
    if in_place:
        # Make figure move in place.
        data['Y'][:, 0:3] = 0.0
    Y = data['Y']
    Y_mean = Y.mean(0)
    Y_std = Y.std(0)
    m = GPy.models.GPLVM((Y - Y_mean) / Y_std, 2)

    if optimize: m.optimize(messages=verbose, max_f_eval=10000)
    if plot:
        ax = m.plot_latent()
        y = m.Y[0, :]
        data_show = GPy.plotting.matplot_dep.visualize.skeleton_show(y[None, :], data['skel'])
        lvm_visualizer = GPy.plotting.matplot_dep.visualize.lvm(m.X[0].copy(), m, data_show, latent_axes=ax)
        raw_input('Press enter to finish')
        lvm_visualizer.close()
        data_show.close()

    return m

def ssgplvm_simulation_linear():
    import numpy as np
    import GPy
    N, D, Q = 1000, 20, 5
    pi = 0.2

    def sample_X(Q, pi):
        x = np.empty(Q)
        dies = np.random.rand(Q)
        for q in xrange(Q):
            if dies[q] < pi:
                x[q] = np.random.randn()
            else:
                x[q] = 0.
        return x

    Y = np.empty((N, D))
    X = np.empty((N, Q))
    # Generate data from random sampled weight matrices
    for n in xrange(N):
        X[n] = sample_X(Q, pi)
        w = np.random.randn(D, Q)
        Y[n] = np.dot(w, X[n])