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ENH: Adding SDE representation of addition, sumation and standard periodic kernel.

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All changes have been tested tests are added in later commits.
This commit is contained in:
Alexander Grigorievskiy 2015-05-19 14:03:12 +03:00
parent 00e95f957d
commit 06a7fedd22
8 changed files with 477 additions and 82 deletions
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16
GPy/examples/state_space.py
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@ -4,7 +4,7 @@ import matplotlib.pyplot as plt
import GPy.models.state_space_new as SS_new
X = np.linspace(0, 10, 4000)[:, None]
X = np.linspace(0, 10, 2000)[:, None]
Y = np.sin(X) + np.random.randn(*X.shape)*0.1
# Need to run these lines when X and Y are imported ->
@ -23,14 +23,14 @@ Y = np.sin(X) + np.random.randn(*X.shape)*0.1
#plt.plot( X, Y)
#plt.show()
#kernel = GPy.kern.Matern32(X.shape[1])
#m = GPy.models.StateSpace(X,Y, kernel)
kernel = GPy.kern.Matern32(X.shape[1])
m = GPy.models.StateSpace(X,Y, kernel)
print m
#
#print m
##
#m.optimize(optimizer='bfgs',messages=True)
##
#print m
m.optimize(optimizer='bfgs',messages=True)
#
print m
kernel1 = GPy.kern.Matern32(X.shape[1])
m1 = GPy.models.GPRegression(X,Y, kernel1)