diff --git a/grid_parameters.py b/grid_parameters.py new file mode 100644 index 00000000..8c4c1e0a --- /dev/null +++ b/grid_parameters.py @@ -0,0 +1,51 @@ +import numpy as np +import pylab as pb +pb.ion() +import sys +import GPy + +pb.close('all') + +N = 1000 +M = 10 +resolution=5 + +X = np.linspace(0,12,N)[:,None] +Z = np.linspace(0,12,M)[:,None] # inducing points (fixed for now) +Y = np.sin(X) + np.random.randn(*X.shape)/np.sqrt(50.) +k = GPy.kern.rbf(1) + + +m = GPy.models.sparse_GP_regression(X,Y,Z=Z,kernel=k) +m.constrain_fixed('iip') +#m.constrain_fixed('white',1e-6) +m.constrain_fixed('precision',50) +m.ensure_default_constraints() + + +xx,yy = np.mgrid[1.5:4:0+resolution*1j,-2:2:0+resolution*1j] + +lls = [] +cgs = [] +for l,v in zip(xx.flatten(),yy.flatten()): + m.set('lengthscale',l) + m.set('rbf_variance',10.**v) + lls.append(m.log_likelihood()) + cgs.append(m.checkgrad()) + #m.plot() + +lls = np.array(lls).reshape(resolution,resolution) +cgs = np.array(cgs,dtype=np.float64).reshape(resolution,resolution) + +pb.contourf(xx,yy,lls,np.linspace(-500,560,100),linewidths=2,cmap=pb.cm.jet) +pb.colorbar() +pb.scatter(xx.flatten(),yy.flatten(),10,cgs.flatten(),linewidth=0,cmap=pb.cm.gray) +pb.figure() +#pb.imshow(lls,origin='upper',cmap=pb.cm.jet,extent=[xx[0,0],xx[-1,0],yy[0].min(),yy[0].max()],vmin=-500) +pb.scatter(xx.flatten(),yy.flatten(),10,lls.flatten(),linewidth=0,cmap=pb.cm.jet) +pb.colorbar() +pb.figure() +#pb.imshow(cgs,origin='upper',cmap=pb.cm.jet,extent=[xx[0,0],xx[-1,0],yy[0].min(),yy[0].max()]) +pb.scatter(xx.flatten(),yy.flatten(),10,cgs.flatten(),linewidth=0,cmap=pb.cm.jet) +pb.colorbar() +