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last changes for mrd stability

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Max Zwiessele 2013-05-08 16:47:56 +01:00
parent f39afb9ea5
commit 18117bba81
4 changed files with 8 additions and 7 deletions
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6
GPy/examples/dimensionality_reduction.py
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@ -312,7 +312,7 @@ def mrd_simulation(plot_sim=False):
# Y2 = np.random.multivariate_normal(np.zeros(N), k.K(X), D2).T
# Y2 -= Y2.mean(0)
# make_params = lambda ard: np.hstack([[1], ard, [1, .3]])
D1, D2, D3, N, M, Q = 150, 250, 300, 700, 10, 7
D1, D2, D3, N, M, Q = 150, 250, 300, 700, 3, 7
slist, Slist, Ylist = _simulate_sincos(D1, D2, D3, N, M, Q, plot_sim)
from GPy.models import mrd
@ -328,7 +328,7 @@ def mrd_simulation(plot_sim=False):
# k = kern.rbf(Q, ARD=True) + kern.bias(Q) + kern.white(Q)
k = kern.linear(Q, ARD=True) + kern.bias(Q, np.exp(-2)) + kern.white(Q, np.exp(-2))
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', _debug=False)
for i, Y in enumerate(Ylist):
@ -347,7 +347,7 @@ def mrd_simulation(plot_sim=False):
print "initializing beta"
cstr = "noise"
m.unconstrain(cstr); m.constrain_fixed(cstr)
m.optimize('scg', messages=1, max_f_eval=200, gtol=11)
m.optimize('scg', messages=1, max_f_eval=2e3, gtol=100)
print "releasing beta"
cstr = "noise"