Fixed lots of examples

This commit is contained in:
Alan Saul 2014-11-05 17:43:32 +00:00
parent f65e92228d
commit 1cf4ad1ff4
11 changed files with 22 additions and 699 deletions

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@ -4,7 +4,6 @@
from gp_regression import GPRegression
from gp_classification import GPClassification
from sparse_gp_regression import SparseGPRegression, SparseGPRegressionUncertainInput
from svigp_regression import SVIGPRegression
from sparse_gp_classification import SparseGPClassification
from gplvm import GPLVM
from bcgplvm import BCGPLVM

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@ -1,45 +0,0 @@
# Copyright (c) 2012, James Hensman
# Licensed under the BSD 3-clause license (see LICENSE.txt)
import numpy as np
from ..core import SVIGP
from .. import likelihoods
from .. import kern
class SVIGPRegression(SVIGP):
"""
Gaussian Process model for regression
This is a thin wrapper around the SVIGP class, with a set of sensible defalts
:param X: input observations
:param Y: observed values
:param kernel: a GPy kernel, defaults to rbf+white
:param normalize_X: whether to normalize the input data before computing (predictions will be in original scales)
:type normalize_X: False|True
:param normalize_Y: whether to normalize the input data before computing (predictions will be in original scales)
:type normalize_Y: False|True
:rtype: model object
.. Note:: Multiple independent outputs are allowed using columns of Y
"""
def __init__(self, X, Y, kernel=None, Z=None, num_inducing=10, q_u=None, batchsize=10, normalize_Y=False):
# kern defaults to rbf (plus white for stability)
if kernel is None:
kernel = kern.rbf(X.shape[1], variance=1., lengthscale=4.) + kern.white(X.shape[1], 1e-3)
# Z defaults to a subset of the data
if Z is None:
i = np.random.permutation(X.shape[0])[:num_inducing]
Z = X[i].copy()
else:
assert Z.shape[1] == X.shape[1]
# likelihood defaults to Gaussian
likelihood = likelihoods.Gaussian(Y, normalize=normalize_Y)
SVIGP.__init__(self, X, likelihood, kernel, Z, q_u=q_u, batchsize=batchsize)
self.load_batch()