testing a bit cleaned periodic is turned off, bc it need different tests, discontinuous still needed

This commit is contained in:
Max Zwiessele 2014-03-13 13:13:15 +00:00
parent 0d343cf0ca
commit 1f9509d979
9 changed files with 71 additions and 65 deletions

View file

@ -15,13 +15,13 @@ from ..likelihoods import Gaussian
class MRD(Model):
"""
Apply MRD to all given datasets Y in Ylist.
Apply MRD to all given datasets Y in Ylist.
Y_i in [n x p_i]
The samples n in the datasets need
The samples n in the datasets need
to match up, whereas the dimensionality p_d can differ.
:param [array-like] Ylist: List of datasets to apply MRD on
:param input_dim: latent dimensionality
:type input_dim: int
@ -45,13 +45,12 @@ class MRD(Model):
:param str name: the name of this model
:param [str] Ynames: the names for the datasets given, must be of equal length as Ylist or None
"""
def __init__(self, Ylist, input_dim, X=None, X_variance=None,
def __init__(self, Ylist, input_dim, X=None, X_variance=None,
initx = 'PCA', initz = 'permute',
num_inducing=10, Z=None, kernel=None,
num_inducing=10, Z=None, kernel=None,
inference_method=None, likelihood=None, name='mrd', Ynames=None):
super(MRD, self).__init__(name)
# sort out the kernels
if kernel is None:
from ..kern import RBF
@ -64,23 +63,23 @@ class MRD(Model):
self.kern = kernel
self.input_dim = input_dim
self.num_inducing = num_inducing
self.Ylist = Ylist
self._in_init_ = True
X = self._init_X(initx, Ylist)
self.Z = Param('inducing inputs', self._init_Z(initz, X))
self.num_inducing = self.Z.shape[0] # ensure M==N if M>N
if X_variance is None:
X_variance = np.random.uniform(0, .2, X.shape)
self.variational_prior = NormalPrior()
self.X = NormalPosterior(X, X_variance)
if likelihood is None:
self.likelihood = [Gaussian(name='Gaussian_noise'.format(i)) for i in range(len(Ylist))]
else: self.likelihood = likelihood
if inference_method is None:
self.inference_method= []
for y in Ylist:
@ -91,12 +90,12 @@ class MRD(Model):
else:
self.inference_method = inference_method
self.inference_method.set_limit(len(Ylist))
self.add_parameters(self.X, self.Z)
if Ynames is None:
Ynames = ['Y{}'.format(i) for i in range(len(Ylist))]
for i, n, k, l in itertools.izip(itertools.count(), Ynames, self.kern, self.likelihood):
p = Parameterized(name=n)
p.add_parameter(k)