some progress for parameter tie

This commit is contained in:
Zhenwen Dai 2014-08-29 18:52:53 +01:00
parent 140354c02d
commit 1110cc31e6
5 changed files with 208 additions and 70 deletions

View file

@ -387,7 +387,7 @@ def silhouette(max_iters=100, optimize=True, plot=True):
print m
return m
def sparse_GP_regression_1D(num_samples=400, num_inducing=5, max_iters=100, optimize=True, plot=True):
def sparse_GP_regression_1D(num_samples=400, num_inducing=5, max_iters=100, optimize=True, plot=True, checkgrad=True):
"""Run a 1D example of a sparse GP regression."""
# sample inputs and outputs
X = np.random.uniform(-3., 3., (num_samples, 1))
@ -396,7 +396,9 @@ def sparse_GP_regression_1D(num_samples=400, num_inducing=5, max_iters=100, opti
rbf = GPy.kern.RBF(1)
# create simple GP Model
m = GPy.models.SparseGPRegression(X, Y, kernel=rbf, num_inducing=num_inducing)
m.checkgrad(verbose=1)
if checkgrad:
m.checkgrad(verbose=1)
if optimize:
m.optimize('tnc', messages=1, max_iters=max_iters)