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37 lines
909 B
Python
37 lines
909 B
Python
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"""
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Test the regression we get with the new transformations.
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Author:
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Ilias Bilionis
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Date:
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3/8/2015
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"""
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import sys
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import os
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# Make sure we load the GP that is here
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sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), '..')))
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import GPy
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import matplotlib.pyplot as plt
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import numpy as np
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import triangle
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if __name__ == '__main__':
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m = GPy.examples.regression.olympic_marathon_men(optimize=True)
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plt.show(block=True)
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print m
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mcmc = GPy.inference.mcmc.samplers.Metropolis_Hastings(m)
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mcmc.sample(Ntotal=100000, Nburn=10000, Nthin=100, tune_interval=1000, tune_throughout=True)
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samples = np.array(mcmc.chains[-1])
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fig = triangle.corner(samples)
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m.plot()
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fig = plt.figure()
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for i in xrange(samples.shape[1]):
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ax = fig.add_subplot(samples.shape[1], 1, i + 1)
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ax.plot(samples[:, i], linewidth=1.5)
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plt.show(block=True)
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