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extend inference X for all gp models

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Zhenwen Dai 2014-11-03 16:04:15 +00:00
parent 3eb2fa3a8f
commit 1840b7e6b8
5 changed files with 78 additions and 37 deletions
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16
GPy/core/gp.py
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@ -354,3 +354,19 @@ class GP(Model):
print "KeyboardInterrupt caught, calling on_optimization_end() to round things up"
self.inference_method.on_optimization_end()
raise
def infer_newX(self, Y_new, optimize=True, ):
"""
Infer the distribution of X for the new observed data *Y_new*.
:param model: the GPy model used in inference
:type model: GPy.core.Model
:param Y_new: the new observed data for inference
:type Y_new: numpy.ndarray
:param optimize: whether to optimize the location of new X (True by default)
:type optimize: boolean
:return: a tuple containing the estimated posterior distribution of X and the model that optimize X
:rtype: (GPy.core.parameterization.variational.VariationalPosterior, GPy.core.Model)
"""
from ..inference.latent_function_inference.inferenceX import infer_newX
return infer_newX(self, Y_new, optimize=optimize)