Example is working

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Ricardo Andrade 2013-02-07 11:35:29 +00:00
parent 8fd79f6eee
commit 02dc5c7b48

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@ -3,46 +3,45 @@
"""
Simple Gaussian Processes classification
Gaussian Processes + Expectation Propagation - Poisson Likelihood
"""
import pylab as pb
import numpy as np
import GPy
pb.ion()
pb.close('all')
default_seed=10000
model_type='Full'
inducing=4
seed=default_seed
"""Simple 1D classification example.
:param model_type: type of model to fit ['Full', 'FITC', 'DTC'].
:param seed : seed value for data generation (default is 4).
:type seed: int
:param inducing : number of inducing variables (only used for 'FITC' or 'DTC').
:type inducing: int
"""
def toy_1d(seed=default_seed):
"""
Simple 1D classification example
:param seed : seed value for data generation (default is 4).
:type seed: int
"""
X = np.arange(0,100,5)[:,None]
F = np.round(np.sin(X/18.) + .1*X) + np.arange(5,25)[:,None]
E = np.random.randint(-5,5,20)[:,None]
Y = F + E
pb.figure()
likelihood = GPy.inference.likelihoods.poisson(Y,scale=1.)
X = np.arange(0,100,5)[:,None]
F = np.round(np.sin(X/18.) + .1*X) + np.arange(5,25)[:,None]
E = np.random.randint(-5,5,20)[:,None]
Y = F + E
m = GPy.models.GP(X,likelihood=likelihood)
#m = GPy.models.GP(X,Y=likelihood.Y)
kernel = GPy.kern.rbf(1)
distribution = GPy.likelihoods.likelihood_functions.Poisson()
likelihood = GPy.likelihoods.EP(Y,distribution)
m.constrain_positive('var')
m.constrain_positive('len')
m.tie_param('lengthscale')
if not isinstance(m.likelihood,GPy.inference.likelihoods.gaussian):
m.approximate_likelihood()
print m.checkgrad()
# Optimize and plot
m.optimize()
#m.em(plot_all=False) # EM algorithm
m.plot(samples=4)
m = GPy.models.GP(X,likelihood,kernel)
m.ensure_default_constraints()
print(m)
# Approximate likelihood
m.update_likelihood_approximation()
# Optimize and plot
m.optimize()
#m.EPEM FIXME
print m
# Plot
pb.subplot(211)
m.plot_f() #GP plot
pb.subplot(212)
m.plot() #Output plot
return m