rbf kern chaching bug fixed

This commit is contained in:
Max Zwiessele 2013-07-18 16:42:17 +01:00
parent cdf7735176
commit 0eac358f46
3 changed files with 16 additions and 11 deletions

View file

@ -24,7 +24,7 @@ def BGPLVM(seed=default_seed):
Y = np.random.multivariate_normal(np.zeros(N), K, Q).T
lik = Gaussian(Y, normalize=True)
k = GPy.kern.rbf_inv(Q, ARD=True) + GPy.kern.bias(Q) + GPy.kern.white(Q)
k = GPy.kern.rbf(Q, ARD=True) + GPy.kern.bias(Q) + GPy.kern.white(Q)
# k = GPy.kern.rbf(Q) + GPy.kern.bias(Q) + GPy.kern.white(Q, 0.00001)
# k = GPy.kern.rbf(Q, ARD = False) + GPy.kern.white(Q, 0.00001)
@ -144,7 +144,7 @@ def BGPLVM_oil(optimize=True, N=200, Q=10, num_inducing=15, max_iters=150, plot=
data = GPy.util.datasets.oil()
# create simple GP model
kernel = GPy.kern.rbf_inv(Q, ARD=True) + GPy.kern.bias(Q, np.exp(-2)) + GPy.kern.white(Q, np.exp(-2))
kernel = GPy.kern.rbf(Q, ARD=True) + GPy.kern.bias(Q, np.exp(-2)) + GPy.kern.white(Q, np.exp(-2))
Y = data['X'][:N]
Yn = Y - Y.mean(0)
@ -160,9 +160,9 @@ def BGPLVM_oil(optimize=True, N=200, Q=10, num_inducing=15, max_iters=150, plot=
# optimize
if optimize:
m.constrain_fixed('noise')
m.optimize('scg', messages=1, max_iters=200, gtol=.05)
m.constrain_positive('noise')
# m.constrain_fixed('noise')
# m.optimize('scg', messages=1, max_iters=200, gtol=.05)
# m.constrain_positive('noise')
m.optimize('scg', messages=1, max_iters=max_iters, gtol=.05)
if plot:
@ -377,10 +377,10 @@ def stick_bgplvm(model=None):
data = GPy.util.datasets.stick()
Q = 6
kernel = GPy.kern.rbf(Q, ARD=True) + GPy.kern.bias(Q, np.exp(-2)) + GPy.kern.white(Q, np.exp(-2))
m = BayesianGPLVM(data['Y'], Q, init="PCA", num_inducing=20,kernel=kernel)
m = BayesianGPLVM(data['Y'], Q, init="PCA", num_inducing=20, kernel=kernel)
# optimize
m.ensure_default_constraints()
m.optimize(messages=1, max_iters=3000,xtol=1e-300,ftol=1e-300)
m.optimize(messages=1, max_iters=3000, xtol=1e-300, ftol=1e-300)
m._set_params(m._get_params())
plt.clf, (latent_axes, sense_axes) = plt.subplots(1, 2)
plt.sca(latent_axes)