Merge branch 'devel' of github.com:SheffieldML/GPy into devel

GPy/examples/dimensionality_reduction.py

@@ -131,7 +131,7 @@ def BGPLVM_oil(optimize=True, N=100, Q=5, M=25, max_f_eval=4e3, plot=False, **k)
     m = GPy.models.Bayesian_GPLVM(Yn, Q, kernel=kernel, M=M, **k)
     m.data_labels = data['Y'][:N].argmax(axis=1)
 
-    m.constrain('variance|leng', logexp_clipped())
+    # m.constrain('variance|leng', logexp_clipped())
     m['lengt'] = m.X.var(0).max() / m.X.var(0)
     m['noise'] = Yn.var() / 100.
 
@@ -246,7 +246,7 @@ def bgplvm_simulation_matlab_compare():
 def bgplvm_simulation(optimize='scg',
                       plot=True,
                       max_f_eval=2e4):
-    from GPy.core.transformations import logexp_clipped
+#     from GPy.core.transformations import logexp_clipped
     D1, D2, D3, N, M, Q = 15, 8, 8, 100, 3, 5
     slist, Slist, Ylist = _simulate_sincos(D1, D2, D3, N, M, Q, plot)
 
@@ -259,8 +259,8 @@ def bgplvm_simulation(optimize='scg',
 
     k = kern.linear(Q, ARD=True) + kern.bias(Q, np.exp(-2)) + kern.white(Q, np.exp(-2)) # + kern.bias(Q)
     m = Bayesian_GPLVM(Y, Q, init="PCA", M=M, kernel=k, _debug=True)
-    m.constrain('variance|noise', logexp_clipped())
+    # m.constrain('variance|noise', logexp_clipped())
-#     m.ensure_default_constraints()
+    m.ensure_default_constraints()
     m['noise'] = Y.var() / 100.
     m['linear_variance'] = .01
 
@@ -273,8 +273,8 @@ def bgplvm_simulation(optimize='scg',
         pylab.figure(); pylab.axis(); m.kern.plot_ARD()
     return m
 
-def mrd_simulation(optimize=True, plot_sim=False):
+def mrd_simulation(optimize=True, plot_sim=False, **kw):
-    D1, D2, D3, N, M, Q = 150, 250, 30, 300, 3, 7
+    D1, D2, D3, N, M, Q = 150, 250, 30, 200, 3, 7
     slist, Slist, Ylist = _simulate_sincos(D1, D2, D3, N, M, Q, plot_sim)
 
     from GPy.models import mrd
@@ -284,12 +284,12 @@ def mrd_simulation(optimize=True, plot_sim=False):
     reload(mrd); reload(kern)
 
     k = kern.linear(Q, [0.01] * Q, True) + kern.bias(Q, np.exp(-2)) + kern.white(Q, np.exp(-2))
-    m = mrd.MRD(*Ylist, Q=Q, M=M, kernel=k, initx="concat", initz='permute')
+    m = mrd.MRD(*Ylist, Q=Q, M=M, kernel=k, initx="concat", initz='permute', **kw)
 
     for i, Y in enumerate(Ylist):
         m['{}_noise'.format(i + 1)] = Y.var() / 100.
 
-    m.constrain('variance|noise', logexp_clipped())
+    # m.constrain('variance|noise', logexp_clipped())
     m.ensure_default_constraints()
 
     # DEBUG

GPy/inference/SCG.py

@@ -39,11 +39,6 @@ def SCG(f, gradf, x, optargs=(), maxiters=500, max_f_eval=500, display=True, xto
     function_eval number of fn evaluations
     status: string describing convergence status
     """
-    
-    if display:
-        print "  SCG"
-        print ' {0:{mi}s}   {1:11s}    {2:11s}    {3:11s}'.format("I", "F", "Scale", "|g|", mi=len(str(maxiters)))
-
     if xtol is None:
         xtol = 1e-6
     if ftol is None:
@@ -69,6 +64,9 @@ def SCG(f, gradf, x, optargs=(), maxiters=500, max_f_eval=500, display=True, xto
 
     iteration = 0
 
+    if display:
+        print ' {0:{mi}s}   {1:11s}    {2:11s}    {3:11s}'.format("I", "F", "Scale", "|g|", mi=len(str(maxiters)))
+
     # Main optimization loop.
     while iteration < maxiters:
 
@@ -129,10 +127,10 @@ def SCG(f, gradf, x, optargs=(), maxiters=500, max_f_eval=500, display=True, xto
 
             else:
                 # Update variables for new position
-                fold = fnew
-                gradold = gradnew
                 gradnew = gradf(x, *optargs)
                 current_grad = np.dot(gradnew, gradnew)
+                gradold = gradnew
+                fold = fnew
                 # If the gradient is zero then we are done.
                 if current_grad <= gtol:
                     status = 'converged'

GPy/likelihoods/Gaussian.py

@@ -53,7 +53,7 @@ class Gaussian(likelihood):
     def _set_params(self, x):
         x = float(x)
         if self._variance != x:
-            self.precision = 1. / x
+            self.precision = 1. / max(x, 1e-6)
             self.covariance_matrix = np.eye(self.N) * x
             self.V = (self.precision) * self.Y
             self._variance = x

GPy/models/Bayesian_GPLVM.py

@@ -37,6 +37,7 @@ class Bayesian_GPLVM(sparse_GP, GPLVM):
 
         if X == None:
             X = self.initialise_latent(init, Q, likelihood.Y)
+        self.init = init
 
         if X_variance is None:
             X_variance = np.clip((np.ones_like(X) * 0.5) + .01 * np.random.randn(*X.shape), 0.001, 1)
@@ -262,6 +263,14 @@ class Bayesian_GPLVM(sparse_GP, GPLVM):
         fig.tight_layout(h_pad=.01) # , rect=(0, 0, 1, .95))
         return fig
 
+    def __getstate__(self):
+        return (self.likelihood, self.Q, self.X, self.X_variance,
+                self.init, self.M, self.Z, self.kern,
+                self.oldpsave, self._debug)
+
+    def __setstate__(self, state):
+        self.__init__(*state)
+
     def _debug_filter_params(self, x):
         start, end = 0, self.X.size,
         X = x[start:end].reshape(self.N, self.Q)

GPy/models/GPLVM.py

@@ -60,7 +60,7 @@ class GPLVM(GP):
         mu, var, upper, lower = self.predict(Xnew)
         pb.plot(mu[:,0], mu[:,1],'k',linewidth=1.5)
 
-    def plot_latent(self, labels=None, which_indices=None, resolution=50, ax=None):
+    def plot_latent(self, labels=None, which_indices=None, resolution=50, ax=None, marker='o', s=40):
         """
         :param labels: a np.array of size self.N containing labels for the points (can be number, strings, etc)
         :param resolution: the resolution of the grid on which to evaluate the predictive variance
@@ -94,13 +94,23 @@ class GPLVM(GP):
         ax.imshow(var.reshape(resolution, resolution).T,
                   extent=[xmin[0], xmax[0], xmin[1], xmax[1]], cmap=pb.cm.binary,interpolation='bilinear',origin='lower')
 
-        for i,ul in enumerate(np.unique(labels)):
+        # make sure labels are in order of input:
+        ulabels = []
+        for lab in labels:
+            if not lab in ulabels:
+                ulabels.append(lab)
+
+        for i, ul in enumerate(ulabels):
             if type(ul) is np.string_:
                 this_label = ul
             elif type(ul) is np.int64:
                 this_label = 'class %i'%ul
             else:
                 this_label = 'class %i'%i
+            if len(marker) == len(ulabels):
+                m = marker[i]
+            else:
+                m = marker
 
             index = np.nonzero(labels==ul)[0]
             if self.Q==1:
@@ -109,7 +119,7 @@ class GPLVM(GP):
             else:
                 x = self.X[index,input_1]
                 y = self.X[index,input_2]
-            ax.plot(x,y,marker='o',color=util.plot.Tango.nextMedium(),mew=0,label=this_label,linewidth=0)
+            ax.scatter(x, y, marker=m, s=s, color=util.plot.Tango.nextMedium(), mew=1.3, label=this_label)
 
         ax.set_xlabel('latent dimension %i'%input_1)
         ax.set_ylabel('latent dimension %i'%input_2)

GPy/models/mrd.py

@@ -41,8 +41,40 @@ class MRD(model):
     :param kernel:
         kernel to use
     """
-    #TODO allow different kernels for different outputs
+    def __init__(self,likelihood_list,Q,M=10,names=None,kernels=None,initX='PCA',initz='permute',_debug=False, **kwargs):
-    #def __init__(self, *Ylist, **kwargs):
+        if names is None:
+            self.names = ["{}".format(i + 1) for i in range(len(likelihood_list))]
+
+        #sort out the kernels
+        if kernels is None:
+            kernels = [None]*len(likelihood_list)
+        elif isinstance(kernels,kern.kern):
+            kernels = [kernels.copy() for i in range(len(likelihood_list))]
+        else:
+            assert len(kernels)==len(likelihood_list), "need one kernel per output"
+            assert all([isinstance(k, kern.kern) for k in kernels]), "invalid kernel object detected!"
+
+        self.Q = Q
+        self.M = M
+        self.N = self.gref.N
+        self.NQ = self.N * self.Q
+        self.MQ = self.M * self.Q
+
+        self._init = True
+        X = self._init_X(initx, likelihood_list)
+        Z = self._init_Z(initz, X)
+        self.bgplvms = [Bayesian_GPLVM(l, k, X=X, Z=Z, M=self.M, **kwargs) for l,k in zip(likelihood_list,kernels)]
+
+        del self._init
+
+        self.gref = self.bgplvms[0]
+        nparams = numpy.array([0] + [sparse_GP._get_params(g).size - g.Z.size for g in self.bgplvms])
+        self.nparams = nparams.cumsum()
+
+        model.__init__(self) # @UndefinedVariable
+
+
+
     def __init__(self, *likelihood_list, **kwargs):
         if kwargs.has_key("_debug"):
             self._debug = kwargs['_debug']

GPy/testing/__init__.py

@@ -7,6 +7,6 @@ import unittest
 import sys
 
 def deepTest(reason):
-    if 'deep' in sys.argv:
+    if reason:
         return lambda x:x
     return unittest.skip("Not deep scanning, enable deepscan by adding 'deep' argument")

GPy/testing/psi_stat_expactation_tests.py

@@ -6,10 +6,9 @@ Created on 26 Apr 2013
 import unittest
 import GPy
 import numpy as np
-import sys
+from GPy import testing
-from .. import testing
 
-__test__ = True
+__test__ = False
 np.random.seed(0)
 
 def ard(p):
@@ -20,7 +19,7 @@ def ard(p):
         pass
     return ""
 
-@testing.deepTest
+@testing.deepTest(__test__)
 class Test(unittest.TestCase):
     D = 9
     M = 4
@@ -29,13 +28,22 @@ class Test(unittest.TestCase):
 
     def setUp(self):
         self.kerns = (
-                      GPy.kern.rbf(self.D), GPy.kern.rbf(self.D, ARD=True),
+#                       (GPy.kern.rbf(self.D, ARD=True) +
-                      GPy.kern.linear(self.D, ARD=False), GPy.kern.linear(self.D, ARD=True),
+#                        GPy.kern.linear(self.D, ARD=True) +
-                      GPy.kern.linear(self.D) + GPy.kern.bias(self.D),
+#                        GPy.kern.bias(self.D) +
-                      GPy.kern.rbf(self.D) + GPy.kern.bias(self.D),
+#                        GPy.kern.white(self.D)),
-                      GPy.kern.linear(self.D) + GPy.kern.bias(self.D) + GPy.kern.white(self.D),
+                      (GPy.kern.rbf(self.D, np.random.rand(), np.random.rand(self.D), ARD=True) +
-                      GPy.kern.rbf(self.D) + GPy.kern.bias(self.D) + GPy.kern.white(self.D),
+                       GPy.kern.rbf(self.D, np.random.rand(), np.random.rand(self.D), ARD=True) +
-                      GPy.kern.bias(self.D), GPy.kern.white(self.D),
+                       GPy.kern.linear(self.D, np.random.rand(self.D), ARD=True) +
+                       GPy.kern.bias(self.D) +
+                       GPy.kern.white(self.D)),
+#                       GPy.kern.rbf(self.D), GPy.kern.rbf(self.D, ARD=True),
+#                       GPy.kern.linear(self.D, ARD=False), GPy.kern.linear(self.D, ARD=True),
+#                       GPy.kern.linear(self.D) + GPy.kern.bias(self.D),
+#                       GPy.kern.rbf(self.D) + GPy.kern.bias(self.D),
+#                       GPy.kern.linear(self.D) + GPy.kern.bias(self.D) + GPy.kern.white(self.D),
+#                       GPy.kern.rbf(self.D) + GPy.kern.bias(self.D) + GPy.kern.white(self.D),
+#                       GPy.kern.bias(self.D), GPy.kern.white(self.D),
                       )
         self.q_x_mean = np.random.randn(self.D)
         self.q_x_variance = np.exp(np.random.randn(self.D))
@@ -64,8 +72,9 @@ class Test(unittest.TestCase):
             K_ /= self.Nsamples / Nsamples
             msg = "psi1: " + "+".join([p.name + ard(p) for p in kern.parts])
             try:
-#                 pylab.figure(msg)
+                import pylab
-#                 pylab.plot(diffs)
+                pylab.figure(msg)
+                pylab.plot(diffs)
                 self.assertTrue(np.allclose(psi1.squeeze(), K_,
                                             rtol=1e-1, atol=.1),
                                 msg=msg + ": not matching")
@@ -90,8 +99,9 @@ class Test(unittest.TestCase):
             K_ /= self.Nsamples / Nsamples
             msg = "psi2: {}".format("+".join([p.name + ard(p) for p in kern.parts]))
             try:
-#                 pylab.figure(msg)
+                import pylab
-#                 pylab.plot(diffs)
+                pylab.figure(msg)
+                pylab.plot(diffs)
                 self.assertTrue(np.allclose(psi2.squeeze(), K_,
                                             rtol=1e-1, atol=.1),
                                 msg=msg + ": not matching")
@@ -104,7 +114,9 @@ class Test(unittest.TestCase):
                 pass
 
 if __name__ == "__main__":
-    import sys;sys.argv = ['',
+    import sys
+    __test__ = 'deep' in sys.argv
+    sys.argv = ['',
          'Test.test_psi0',
          'Test.test_psi1',
          'Test.test_psi2',

GPy/util/mocap.py

@@ -1,6 +1,8 @@
 import os
 import numpy as np
 import math
+from GPy.util import datasets as dat
+import urllib2
 
 class vertex:
     def __init__(self, name, id, parents=[], children=[], meta = {}):
@@ -687,3 +689,71 @@ def read_connections(file_name, point_names):
     
   
 skel = acclaim_skeleton()
+
+
+
+    
+def fetch_data(base_url = 'http://mocap.cs.cmu.edu:8080/subjects', skel_store_dir = '.', motion_store_dir = '.', subj_motions = None, store_motions = True, return_motions = True, messages = True):
+    ''' 
+    Download and store the skel. and motions indicated in a tuple (A,B) where A is a list of skeletons and B
+    the corresponding 2-D list of motions, ie B_ij is the j-th motion to download for skeleton A_i
+    The method can optionally store the fetched data and / or return them as arrays.
+    If the data are already stored, they are not fetched but just retrieved.
+
+    e.g.
+    # Download the data, do not return anything
+    GPy.util.mocap.fetch_data(subj_motions = (['35'],[['01','02','03']]), return_motions = False)
+    # Fetch and return the data in a list. Do not store them anywhere
+    GPy.util.mocap.fetch_data(subj_motions = (['35'],[['01','02','03']]), return_motions = True, store_motions = False)
+
+    In both cases above, if the data do exist in the given skel_store_dir and motion_store_dir, they are just loaded from there.
+    '''
+    
+    subjects = subj_motions[0]
+    motions = subj_motions[1]
+    all_skels = []
+    
+    assert len(subjects) == len(motions)
+    
+    if return_motions:
+        all_motions = [list() for _ in range(len(subjects))]
+    else:
+        all_motions = []
+            
+    for i in range(len(subjects)):
+        cur_skel_suffix = '/' + subjects[i] + '/' 
+        cur_skel_dir = skel_store_dir + cur_skel_suffix
+        cur_skel_file = cur_skel_dir + subjects[i] + '.asf'
+        cur_skel_url = base_url + cur_skel_suffix + subjects[i] + '.asf'
+        
+        if os.path.isfile(cur_skel_file):
+            if return_motions:
+                with open(cur_skel_file, 'r') as f:
+                    cur_skel_data = f.read()
+        else:
+            if store_motions:
+                if not os.path.isdir(cur_skel_dir):
+                    os.mkdir(cur_skel_dir)
+                if not os.path.isdir(motion_store_dir + cur_skel_suffix):
+                    os.mkdir(motion_store_dir + cur_skel_suffix)
+            cur_skel_data = dat.fetch_dataset(cur_skel_url, cur_skel_file, store_motions, messages)
+        
+        if return_motions:
+            all_skels.append(cur_skel_data)
+        
+        for j in range(len(motions[i])):
+            cur_motion_url = base_url + cur_skel_suffix + subjects[i] + '_' + motions[i][j] + '.amc'
+            cur_motion_file = motion_store_dir + cur_skel_suffix  + subjects[i] + '_' + motions[i][j] + '.amc'
+            if os.path.isfile(cur_motion_file):
+                with open(cur_motion_file, 'r') as f:
+                    if return_motions:
+                        cur_motion_data = f.read()
+            else:
+                cur_motion_data = dat.fetch_dataset(cur_motion_url, cur_motion_file, store_motions, messages)
+
+            if return_motions:
+                all_motions[i].append(cur_motion_data)
+
+    return all_skels, all_motions
+
+

GPy/util/mocap_fetch.py

@@ -1,13 +0,0 @@
-import GPy
-import urllib2
-
-# TODO...
-class mocap_fetch(base_url = 'http://mocap.cs.cmu.edu:8080/subjects/', skel_store_dir = './', motion_store_dir = './'):
-    def __init__(self):
-        self.base_url = base_url
-        self.store_dir = store_dir
-        self.motion_dict = []
-    
-    def fetch_motions(self, motion_dict = None):
-        response = urllib2.urlopen(...)
-        html = response.read()