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Merge pull request #365 from SheffieldML/devel

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patch 1.0.5
This commit is contained in:
Max Zwiessele 2016-04-08 13:45:33 +01:00
commit 22b6f11b4e
35 changed files with 223 additions and 2111 deletions
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2
AUTHORS.txt
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@ -1 +1 @@
[GPy Authors](https://github.com/SheffieldML/GPy/graphs/contributors)
GPy Authors: https://github.com/SheffieldML/GPy/graphs/contributors

2
GPy/__version__.py
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@ -1 +1 @@
__version__ = "1.0.3"
__version__ = "1.0.5"

10
GPy/core/gp.py
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@ -532,21 +532,23 @@ class GP(Model):
def get_most_significant_input_dimensions(self, which_indices=None):
return self.kern.get_most_significant_input_dimensions(which_indices)
def optimize(self, optimizer=None, start=None, **kwargs):
def optimize(self, optimizer=None, start=None, messages=False, max_iters=1000, ipython_notebook=True, clear_after_finish=False, **kwargs):
"""
Optimize the model using self.log_likelihood and self.log_likelihood_gradient, as well as self.priors.
kwargs are passed to the optimizer. They can be:
:param max_f_eval: maximum number of function evaluations
:type max_f_eval: int
:param max_iters: maximum number of function evaluations
:type max_iters: int
:messages: whether to display during optimisation
:type messages: bool
:param optimizer: which optimizer to use (defaults to self.preferred optimizer), a range of optimisers can be found in :module:`~GPy.inference.optimization`, they include 'scg', 'lbfgs', 'tnc'.
:type optimizer: string
:param bool ipython_notebook: whether to use ipython notebook widgets or not.
:param bool clear_after_finish: if in ipython notebook, we can clear the widgets after optimization.
"""
self.inference_method.on_optimization_start()
try:
super(GP, self).optimize(optimizer, start, **kwargs)
super(GP, self).optimize(optimizer, start, messages, max_iters, ipython_notebook, clear_after_finish, **kwargs)
except KeyboardInterrupt:
print("KeyboardInterrupt caught, calling on_optimization_end() to round things up")
self.inference_method.on_optimization_end()

4
GPy/kern/src/stationary.py
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@ -315,10 +315,10 @@ class Exponential(Stationary):
super(Exponential, self).__init__(input_dim, variance, lengthscale, ARD, active_dims, name)
def K_of_r(self, r):
return self.variance * np.exp(-0.5 * r)
return self.variance * np.exp(-r)
def dK_dr(self, r):
return -0.5*self.K_of_r(r)
return -self.K_of_r(r)
# def sde(self):
# """

8
GPy/models/state_space_main.py
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@ -3237,6 +3237,7 @@ class ContDescrStateSpace(DescreteStateSpace):
AB = np.dot(AB, np.vstack((np.zeros((n,n)),np.eye(n))))
Q_noise_1 = linalg.solve(AB[n:,:].T,AB[:n,:].T)
Q_noise_2 = P_inf - A.dot(P_inf).dot(A.T)
# The covariance matrix Q by matrix fraction decomposition <-
if compute_derivatives:
@ -3276,8 +3277,9 @@ class ContDescrStateSpace(DescreteStateSpace):
else:
dA = None
dQ = None
Q_noise = Q_noise_1
Q_noise = Q_noise_2
# Innacuracies have been observed when Q_noise_1 was used.
#Q_noise = Q_noise_1
# Return
@ -3484,4 +3486,4 @@ def balance_ss_model(F,L,Qc,H,Pinf,P0,dF=None,dQc=None,dPinf=None,dP0=None):
# (F,L,Qc,H,Pinf,P0,dF,dQc,dPinf,dP0)
return bF, bL, bQc, bH, bPinf, bP0, bdF, bdQc, bdPinf, bdP0, T
return bF, bL, bQc, bH, bPinf, bP0, bdF, bdQc, bdPinf, bdP0, T

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322
GPy/testing/gpy_kernels_state_space_tests.py
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@ -17,326 +17,334 @@ from .state_space_main_tests import generate_x_points, generate_sine_data, \
class StateSpaceKernelsTests(np.testing.TestCase):
def setUp(self):
pass
def run_for_model(self, X, Y, ss_kernel, kalman_filter_type = 'regular',
use_cython=False, check_gradients=True,
optimize=True, optimize_max_iters=1000,predict_X=None,
compare_with_GP=True, gp_kernel=None,
use_cython=False, check_gradients=True,
optimize=True, optimize_max_iters=250, predict_X=None,
compare_with_GP=True, gp_kernel=None,
mean_compare_decimal=10, var_compare_decimal=7):
m1 = SS_model.StateSpace(X,Y, ss_kernel,
m1 = SS_model.StateSpace(X,Y, ss_kernel,
kalman_filter_type=kalman_filter_type,
use_cython=use_cython)
m1.likelihood[:] = Y.var()/100.
if check_gradients:
self.assertTrue(m1.checkgrad())
if optimize:
m1.optimize(optimizer='lbfgsb',max_iters=optimize_max_iters)
if 1:#optimize:
m1.optimize(optimizer='lbfgsb', max_iters=1)
if compare_with_GP and (predict_X is None):
predict_X = X
if (predict_X is not None):
x_pred_reg_1 = m1.predict(predict_X)
x_quant_reg_1 = m1.predict_quantiles(predict_X)
self.assertTrue(compare_with_GP)
if compare_with_GP:
m2 = GPy.models.GPRegression(X,Y, gp_kernel)
m2.optimize(optimizer='lbfgsb', max_iters=optimize_max_iters)
#print(m2)
m2[:] = m1[:]
if (predict_X is not None):
x_pred_reg_1 = m1.predict(predict_X)
x_quant_reg_1 = m1.predict_quantiles(predict_X)
x_pred_reg_2 = m2.predict(predict_X)
x_quant_reg_2 = m2.predict_quantiles(predict_X)
# Test values
#print np.max(np.abs(x_pred_reg_1[0]-x_pred_reg_2[0]))
np.testing.assert_almost_equal(np.max(np.abs(x_pred_reg_1[0]- \
x_pred_reg_2[0])), 0, decimal=mean_compare_decimal)
# Test variances
#print np.max(np.abs(x_pred_reg_1[1]-x_pred_reg_2[1]))
np.testing.assert_almost_equal(np.max(np.abs(x_pred_reg_1[1]- \
x_pred_reg_2[1])), 0, decimal=var_compare_decimal)
np.testing.assert_array_almost_equal(x_pred_reg_1[0], x_pred_reg_2[0], mean_compare_decimal)
np.testing.assert_array_almost_equal(x_pred_reg_1[1], x_pred_reg_2[1], var_compare_decimal)
np.testing.assert_array_almost_equal(x_quant_reg_1[0], x_quant_reg_2[0], mean_compare_decimal)
np.testing.assert_array_almost_equal(x_quant_reg_1[1], x_quant_reg_2[1], mean_compare_decimal)
np.testing.assert_array_almost_equal(m1.gradient, m2.gradient, var_compare_decimal)
np.testing.assert_almost_equal(m1.log_likelihood(), m2.log_likelihood(), var_compare_decimal)
def test_Matern32_kernel(self,):
np.random.seed(234) # seed the random number generator
(X,Y) = generate_sine_data(x_points=None, sin_period=5.0, sin_ampl=10.0, noise_var=2.0,
plot = False, points_num=50, x_interval = (0, 20), random=True)
X.shape = (X.shape[0],1); Y.shape = (Y.shape[0],1)
ss_kernel = GPy.kern.sde_Matern32(1,active_dims=[0,])
gp_kernel = GPy.kern.Matern32(1,active_dims=[0,])
self.run_for_model(X, Y, ss_kernel, check_gradients=True,
predict_X=X,
compare_with_GP=True,
gp_kernel=gp_kernel,
mean_compare_decimal=10, var_compare_decimal=7)
gp_kernel=gp_kernel,
mean_compare_decimal=5, var_compare_decimal=5)
def test_Matern52_kernel(self,):
np.random.seed(234) # seed the random number generator
(X,Y) = generate_sine_data(x_points=None, sin_period=5.0, sin_ampl=10.0, noise_var=2.0,
plot = False, points_num=50, x_interval = (0, 20), random=True)
X.shape = (X.shape[0],1); Y.shape = (Y.shape[0],1)
ss_kernel = GPy.kern.sde_Matern52(1,active_dims=[0,])
gp_kernel = GPy.kern.Matern52(1,active_dims=[0,])
self.run_for_model(X, Y, ss_kernel, check_gradients=True,
optimize = True, predict_X=X,
compare_with_GP=True, gp_kernel=gp_kernel,
mean_compare_decimal=8, var_compare_decimal=7)
self.run_for_model(X, Y, ss_kernel, check_gradients=True,
optimize = True, predict_X=X,
compare_with_GP=True, gp_kernel=gp_kernel,
mean_compare_decimal=5, var_compare_decimal=5)
def test_RBF_kernel(self,):
np.random.seed(234) # seed the random number generator
(X,Y) = generate_sine_data(x_points=None, sin_period=5.0, sin_ampl=10.0, noise_var=2.0,
plot = False, points_num=50, x_interval = (0, 20), random=True)
X.shape = (X.shape[0],1); Y.shape = (Y.shape[0],1)
ss_kernel = GPy.kern.sde_RBF(1,active_dims=[0,])
gp_kernel = GPy.kern.RBF(1,active_dims=[0,])
ss_kernel = GPy.kern.sde_RBF(1, 110., 1.5, active_dims=[0,])
gp_kernel = GPy.kern.RBF(1, 110., 1.5, active_dims=[0,])
self.run_for_model(X, Y, ss_kernel, check_gradients=True,
predict_X=X,
gp_kernel=gp_kernel,
mean_compare_decimal=1, var_compare_decimal=1)
predict_X=X,
gp_kernel=gp_kernel,
optimize_max_iters=1000,
mean_compare_decimal=2, var_compare_decimal=1)
def test_periodic_kernel(self,):
np.random.seed(322) # seed the random number generator
(X,Y) = generate_sine_data(x_points=None, sin_period=5.0, sin_ampl=10.0, noise_var=2.0,
plot = False, points_num=50, x_interval = (0, 20), random=True)
X.shape = (X.shape[0],1); Y.shape = (Y.shape[0],1)
ss_kernel = GPy.kern.sde_StdPeriodic(1,active_dims=[0,])
ss_kernel.lengthscale.constrain_bounded(0.27, 1000)
ss_kernel.period.constrain_bounded(0.17, 100)
gp_kernel = GPy.kern.StdPeriodic(1,active_dims=[0,])
gp_kernel.lengthscale.constrain_bounded(0.27, 1000)
gp_kernel.period.constrain_bounded(0.17, 100)
gp_kernel.period.constrain_bounded(0.17, 100)
self.run_for_model(X, Y, ss_kernel, check_gradients=True,
predict_X=X,
gp_kernel=gp_kernel,
mean_compare_decimal=3, var_compare_decimal=3)
predict_X=X,
gp_kernel=gp_kernel,
mean_compare_decimal=3, var_compare_decimal=3)
def test_quasi_periodic_kernel(self,):
np.random.seed(329) # seed the random number generator
(X,Y) = generate_sine_data(x_points=None, sin_period=5.0, sin_ampl=10.0, noise_var=2.0,
plot = False, points_num=50, x_interval = (0, 20), random=True)
X.shape = (X.shape[0],1); Y.shape = (Y.shape[0],1)
ss_kernel = GPy.kern.sde_Matern32(1)*GPy.kern.sde_StdPeriodic(1,active_dims=[0,])
ss_kernel.std_periodic.lengthscale.constrain_bounded(0.25, 1000)
ss_kernel.std_periodic.period.constrain_bounded(0.15, 100)
gp_kernel = GPy.kern.Matern32(1)*GPy.kern.StdPeriodic(1,active_dims=[0,])
gp_kernel.std_periodic.lengthscale.constrain_bounded(0.25, 1000)
gp_kernel.std_periodic.period.constrain_bounded(0.15, 100)
gp_kernel.std_periodic.period.constrain_bounded(0.15, 100)
self.run_for_model(X, Y, ss_kernel, check_gradients=True,
predict_X=X,
gp_kernel=gp_kernel,
mean_compare_decimal=1, var_compare_decimal=2)
predict_X=X,
gp_kernel=gp_kernel,
mean_compare_decimal=1, var_compare_decimal=2)
def test_linear_kernel(self,):
np.random.seed(234) # seed the random number generator
(X,Y) = generate_linear_data(x_points=None, tangent=2.0, add_term=20.0, noise_var=2.0,
plot = False, points_num=50, x_interval = (0, 20), random=True)
X.shape = (X.shape[0],1); Y.shape = (Y.shape[0],1)
ss_kernel = GPy.kern.sde_Linear(1,X,active_dims=[0,]) + GPy.kern.sde_Bias(1, active_dims=[0,])
gp_kernel = GPy.kern.Linear(1, active_dims=[0,]) + GPy.kern.Bias(1, active_dims=[0,])
self.run_for_model(X, Y, ss_kernel, check_gradients= False,
predict_X=X,
gp_kernel=gp_kernel,
self.run_for_model(X, Y, ss_kernel, check_gradients= False,
predict_X=X,
gp_kernel=gp_kernel,
mean_compare_decimal=5, var_compare_decimal=5)
def test_brownian_kernel(self,):
np.random.seed(234) # seed the random number generator
(X,Y) = generate_brownian_data(x_points=None, kernel_var=2.0, noise_var = 0.1,
plot = False, points_num=50, x_interval = (0, 20), random=True)
X.shape = (X.shape[0],1); Y.shape = (Y.shape[0],1)
ss_kernel = GPy.kern.sde_Brownian()
gp_kernel = GPy.kern.Brownian()
self.run_for_model(X, Y, ss_kernel, check_gradients=True,
predict_X=X,
gp_kernel=gp_kernel,
mean_compare_decimal=10, var_compare_decimal=7)
self.run_for_model(X, Y, ss_kernel, check_gradients=True,
predict_X=X,
gp_kernel=gp_kernel,
mean_compare_decimal=4, var_compare_decimal=4)
def test_exponential_kernel(self,):
np.random.seed(234) # seed the random number generator
np.random.seed(12345) # seed the random number generator
(X,Y) = generate_linear_data(x_points=None, tangent=1.0, add_term=20.0, noise_var=2.0,
plot = False, points_num=50, x_interval = (0, 20), random=True)
plot = False, points_num=10, x_interval = (0, 20), random=True)
X.shape = (X.shape[0],1); Y.shape = (Y.shape[0],1)
ss_kernel = GPy.kern.sde_Exponential(1, active_dims=[0,])
gp_kernel = GPy.kern.Exponential(1, active_dims=[0,])
self.run_for_model(X, Y, ss_kernel, check_gradients=True,
predict_X=X,
gp_kernel=gp_kernel,
mean_compare_decimal=5, var_compare_decimal=6)
ss_kernel = GPy.kern.sde_Exponential(1, Y.var(), X.ptp()/2., active_dims=[0,])
gp_kernel = GPy.kern.Exponential(1, Y.var(), X.ptp()/2., active_dims=[0,])
Y -= Y.mean()
self.run_for_model(X, Y, ss_kernel, check_gradients=True,
predict_X=X,
gp_kernel=gp_kernel,
optimize_max_iters=1000,
mean_compare_decimal=2, var_compare_decimal=2)
def test_kernel_addition(self,):
#np.random.seed(329) # seed the random number generator
np.random.seed(333)
(X,Y) = generate_sine_data(x_points=None, sin_period=5.0, sin_ampl=5.0, noise_var=2.0,
plot = False, points_num=100, x_interval = (0, 40), random=True)
(X1,Y1) = generate_linear_data(x_points=X, tangent=1.0, add_term=20.0, noise_var=0.0,
plot = False, points_num=100, x_interval = (0, 40), random=True)
# Sine data <-
Y = Y + Y1
Y -= Y.mean()
X.shape = (X.shape[0],1); Y.shape = (Y.shape[0],1)
def get_new_kernels():
ss_kernel = GPy.kern.sde_Linear(1,X) + GPy.kern.sde_StdPeriodic(1,active_dims=[0,])
ss_kernel.std_periodic.lengthscale.constrain_bounded(0.25, 1000)
ss_kernel.std_periodic.period.constrain_bounded(3, 8)
gp_kernel = GPy.kern.Linear(1) + GPy.kern.StdPeriodic(1,active_dims=[0,])
gp_kernel.std_periodic.lengthscale.constrain_bounded(0.25, 1000)
gp_kernel.std_periodic.period.constrain_bounded(3, 8)
ss_kernel = GPy.kern.sde_Linear(1,X,variances=1) + GPy.kern.sde_StdPeriodic(1,period=5.0, variance=300, lengthscale=3., active_dims=[0,])
#ss_kernel.std_periodic.lengthscale.constrain_bounded(0.25, 1000)
#ss_kernel.std_periodic.period.constrain_bounded(3, 8)
gp_kernel = GPy.kern.Linear(1,variances=1) + GPy.kern.StdPeriodic(1,period=5.0, variance=300, lengthscale=3., active_dims=[0,])
#gp_kernel.std_periodic.lengthscale.constrain_bounded(0.25, 1000)
#gp_kernel.std_periodic.period.constrain_bounded(3, 8)
return ss_kernel, gp_kernel
# Cython is available only with svd.
ss_kernel, gp_kernel = get_new_kernels()
self.run_for_model(X, Y, ss_kernel, kalman_filter_type = 'svd',
use_cython=True, optimize_max_iters=10, check_gradients=False,
predict_X=X,
gp_kernel=gp_kernel,
predict_X=X,
gp_kernel=gp_kernel,
mean_compare_decimal=5, var_compare_decimal=5)
ss_kernel, gp_kernel = get_new_kernels()
self.run_for_model(X, Y, ss_kernel, kalman_filter_type = 'regular',
use_cython=False, optimize_max_iters=10, check_gradients=True,
predict_X=X,
gp_kernel=gp_kernel,
predict_X=X,
gp_kernel=gp_kernel,
mean_compare_decimal=5, var_compare_decimal=5)
ss_kernel, gp_kernel = get_new_kernels()
self.run_for_model(X, Y, ss_kernel, kalman_filter_type = 'svd',
use_cython=False, optimize_max_iters=10, check_gradients=False,
predict_X=X,
gp_kernel=gp_kernel,
predict_X=X,
gp_kernel=gp_kernel,
mean_compare_decimal=5, var_compare_decimal=5)
def test_kernel_multiplication(self,):
np.random.seed(329) # seed the random number generator
(X,Y) = generate_sine_data(x_points=None, sin_period=5.0, sin_ampl=10.0, noise_var=2.0,
plot = False, points_num=50, x_interval = (0, 20), random=True)
X.shape = (X.shape[0],1); Y.shape = (Y.shape[0],1)
def get_new_kernels():
ss_kernel = GPy.kern.sde_Matern32(1)*GPy.kern.sde_Matern52(1)
gp_kernel = GPy.kern.Matern32(1)*GPy.kern.sde_Matern52(1)
return ss_kernel, gp_kernel
ss_kernel, gp_kernel = get_new_kernels()
#import ipdb;ipdb.set_trace()
self.run_for_model(X, Y, ss_kernel, kalman_filter_type = 'svd',
use_cython=True, optimize_max_iters=10, check_gradients=True,
predict_X=X,
gp_kernel=gp_kernel,
mean_compare_decimal=-1, var_compare_decimal=-1)
predict_X=X,
gp_kernel=gp_kernel,
mean_compare_decimal=2, var_compare_decimal=2)
ss_kernel, gp_kernel = get_new_kernels()
self.run_for_model(X, Y, ss_kernel, kalman_filter_type = 'regular',
use_cython=False, optimize_max_iters=10, check_gradients=True,
predict_X=X,
gp_kernel=gp_kernel,
mean_compare_decimal=-1, var_compare_decimal=-1)
predict_X=X,
gp_kernel=gp_kernel,
mean_compare_decimal=2, var_compare_decimal=2)
ss_kernel, gp_kernel = get_new_kernels()
self.run_for_model(X, Y, ss_kernel, kalman_filter_type = 'svd',
use_cython=False, optimize_max_iters=10, check_gradients=True,
predict_X=X,
gp_kernel=gp_kernel,
mean_compare_decimal=-1, var_compare_decimal=0)
predict_X=X,
gp_kernel=gp_kernel,
mean_compare_decimal=2, var_compare_decimal=2)
def test_forecast(self,):
"""
Test time-series forecasting.
"""
# Generate data ->
np.random.seed(339) # seed the random number generator
#import pdb; pdb.set_trace()
(X,Y) = generate_sine_data(x_points=None, sin_period=5.0, sin_ampl=5.0, noise_var=2.0,
plot = False, points_num=100, x_interval = (0, 40), random=True)
(X1,Y1) = generate_linear_data(x_points=X, tangent=1.0, add_term=20.0, noise_var=0.0,
plot = False, points_num=100, x_interval = (0, 40), random=True)
Y = Y + Y1
X_train = X[X <= 20]
Y_train = Y[X <= 20]
Y_train = Y[X <= 20]
X_test = X[X > 20]
Y_test = Y[X > 20]
X.shape = (X.shape[0],1); Y.shape = (Y.shape[0],1)
X_train.shape = (X_train.shape[0],1); Y_train.shape = (Y_train.shape[0],1)
X_test.shape = (X_test.shape[0],1); Y_test.shape = (Y_test.shape[0],1)
X.shape = (X.shape[0],1); Y.shape = (Y.shape[0],1)
X_train.shape = (X_train.shape[0],1); Y_train.shape = (Y_train.shape[0],1)
X_test.shape = (X_test.shape[0],1); Y_test.shape = (Y_test.shape[0],1)
# Generate data <-
#import pdb; pdb.set_trace()
def get_new_kernels():
periodic_kernel = GPy.kern.StdPeriodic(1,active_dims=[0,])
gp_kernel = GPy.kern.Linear(1, active_dims=[0,]) + GPy.kern.Bias(1, active_dims=[0,]) + periodic_kernel
gp_kernel.std_periodic.lengthscale.constrain_bounded(0.25, 1000)
gp_kernel.std_periodic.period.constrain_bounded(0.15, 100)
periodic_kernel = GPy.kern.sde_StdPeriodic(1,active_dims=[0,])
ss_kernel = GPy.kern.sde_Linear(1,X,active_dims=[0,]) + \
GPy.kern.sde_Bias(1, active_dims=[0,]) + periodic_kernel
ss_kernel.std_periodic.lengthscale.constrain_bounded(0.25, 1000)
ss_kernel.std_periodic.period.constrain_bounded(0.15, 100)
return ss_kernel, gp_kernel
ss_kernel, gp_kernel = get_new_kernels()
self.run_for_model(X_train, Y_train, ss_kernel, kalman_filter_type = 'regular',
use_cython=False, optimize_max_iters=30, check_gradients=True,
predict_X=X_test,
gp_kernel=gp_kernel,
mean_compare_decimal=0, var_compare_decimal=-1)
predict_X=X_test,
gp_kernel=gp_kernel,
mean_compare_decimal=2, var_compare_decimal=2)
ss_kernel, gp_kernel = get_new_kernels()
self.run_for_model(X_train, Y_train, ss_kernel, kalman_filter_type = 'svd',
use_cython=False, optimize_max_iters=30, check_gradients=False,
predict_X=X_test,
gp_kernel=gp_kernel,
mean_compare_decimal=-1, var_compare_decimal=-1)
predict_X=X_test,
gp_kernel=gp_kernel,
mean_compare_decimal=2, var_compare_decimal=2)
ss_kernel, gp_kernel = get_new_kernels()
self.run_for_model(X_train, Y_train, ss_kernel, kalman_filter_type = 'svd',
use_cython=True, optimize_max_iters=30, check_gradients=False,
predict_X=X_test,
gp_kernel=gp_kernel,
mean_compare_decimal=-1, var_compare_decimal=-1)
predict_X=X_test,
gp_kernel=gp_kernel,
mean_compare_decimal=2, var_compare_decimal=2)
if __name__ == "__main__":
print("Running state-space inference tests...")
unittest.main()
#tt = StateSpaceKernelsTests('test_periodic_kernel')
#import pdb; pdb.set_trace()
#tt.test_Matern32_kernel()
@ -350,4 +358,4 @@ if __name__ == "__main__":
#tt.test_kernel_addition()
#tt.test_kernel_multiplication()
#tt.test_forecast()

4
GPy/testing/kernel_tests.py
View file

@ -395,14 +395,12 @@ class KernelTestsNonContinuous(unittest.TestCase):
self.X2[:(N0*2), -1] = 0
self.X2[(N0*2):, -1] = 1
#@unittest.expectedFailure
def test_IndependentOutputs(self):
k = [GPy.kern.RBF(1, active_dims=[1], name='rbf1'), GPy.kern.RBF(self.D, active_dims=range(self.D), name='rbf012'), GPy.kern.RBF(2, active_dims=[0,2], name='rbf02')]
kern = GPy.kern.IndependentOutputs(k, -1, name='ind_split')
np.testing.assert_array_equal(kern.active_dims, [-1,0,1,2])
np.testing.assert_array_equal(kern._all_dims_active, [0,1,2,-1])
#@skip('Gradients for independend outputs with different X do not work correctly')
def testIndependendGradients(self):
k = GPy.kern.RBF(self.D, active_dims=range(self.D))
kern = GPy.kern.IndependentOutputs(k, -1, 'ind_single')
@ -411,14 +409,12 @@ class KernelTestsNonContinuous(unittest.TestCase):
kern = GPy.kern.IndependentOutputs(k, -1, name='ind_split')
self.assertTrue(check_kernel_gradient_functions(kern, X=self.X, X2=self.X2, verbose=verbose, fixed_X_dims=-1))
#@unittest.expectedFailure
def test_Hierarchical(self):
k = [GPy.kern.RBF(2, active_dims=[0,2], name='rbf1'), GPy.kern.RBF(2, active_dims=[0,2], name='rbf2')]
kern = GPy.kern.IndependentOutputs(k, -1, name='ind_split')
np.testing.assert_array_equal(kern.active_dims, [-1,0,2])
np.testing.assert_array_equal(kern._all_dims_active, [0,1,2,-1])
#@skip('Gradients for independend outputs with different X do not work correctly')
def test_Hierarchical_gradients(self):
k = [GPy.kern.RBF(2, active_dims=[0,2], name='rbf1'), GPy.kern.RBF(2, active_dims=[0,2], name='rbf2')]
kern = GPy.kern.IndependentOutputs(k, -1, name='ind_split')

4
README.md
View file

@ -5,11 +5,11 @@ The Gaussian processes framework in Python.
* GPy [homepage](http://sheffieldml.github.io/GPy/)
* Tutorial [notebooks](http://nbviewer.ipython.org/github/SheffieldML/notebook/blob/master/GPy/index.ipynb)
* User [mailing-list](https://lists.shef.ac.uk/sympa/subscribe/gpy-users)
* Developer [documentation](http://gpy.readthedocs.org/en/devel/)
* Developer [documentation](http://pythonhosted.org/GPy/)
* Travis-CI [unit-tests](https://travis-ci.org/SheffieldML/GPy)
* [![licence](https://img.shields.io/badge/licence-BSD-blue.svg)](http://opensource.org/licenses/BSD-3-Clause)
[![develstat](https://travis-ci.org/SheffieldML/GPy.svg?branch=devel)](https://travis-ci.org/SheffieldML/GPy) [![covdevel](http://codecov.io/github/SheffieldML/GPy/coverage.svg?branch=devel)](http://codecov.io/github/SheffieldML/GPy?branch=devel) [![docdevel](https://readthedocs.org/projects/gpy/badge/?version=devel)](http://gpy.readthedocs.org/en/devel/) [![Research software impact](http://depsy.org/api/package/pypi/GPy/badge.svg)](http://depsy.org/package/python/GPy)
[![develstat](https://travis-ci.org/SheffieldML/GPy.svg?branch=devel)](https://travis-ci.org/SheffieldML/GPy) [![covdevel](http://codecov.io/github/SheffieldML/GPy/coverage.svg?branch=devel)](http://codecov.io/github/SheffieldML/GPy?branch=devel) [![Research software impact](http://depsy.org/api/package/pypi/GPy/badge.svg)](http://depsy.org/package/python/GPy)
## Updated Structure

20
README.rst
View file

@ -1,12 +1,16 @@
# GPy
===
GPy
===
The Gaussian processes framework in Python.
-------------------------------------------
* GPy [homepage](http://sheffieldml.github.io/GPy/)
* Tutorial [notebooks](http://nbviewer.ipython.org/github/SheffieldML/notebook/blob/master/GPy/index.ipynb)
* User [mailing-list](https://lists.shef.ac.uk/sympa/subscribe/gpy-users)
* Developer [documentation](http://gpy.readthedocs.org/en/devel/)
* Travis-CI [unit-tests](https://travis-ci.org/SheffieldML/GPy)
* [![licence](https://img.shields.io/badge/licence-BSD-blue.svg)](http://opensource.org/licenses/BSD-3-Clause)
- `GPy homepage <http://sheffieldml.github.io/GPy/>`_
- `Tutorial notebooks <http://nbviewer.ipython.org/github/SheffieldML/notebook/blob/master/GPy/index.ipynb>`_
- `User mailing-list <https://lists.shef.ac.uk/sympa/subscribe/gpy-users>`_
- `Developer documentation <http://gpy.readthedocs.org/en/devel/>`_
- `Travis-CI unit-tests <https://travis-ci.org/SheffieldML/GPy>`_
- .. image:: https://img.shields.io/badge/licence-BSD-blue.svg
:target: https://opensource.org/licenses/BSD-3-Clause
For full description please refer to the [github page](http://sheffieldml.github.io/GPy/)
For full description and installation instructions please refer to the github page.

118
doc/source/GPy.core.parameterization.rst
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@ -1,118 +0,0 @@
GPy.core.parameterization package
=================================
Submodules
----------
GPy.core.parameterization.domains module
----------------------------------------
.. automodule:: GPy.core.parameterization.domains
:members:
:undoc-members:
:show-inheritance:
GPy.core.parameterization.index_operations module
-------------------------------------------------
.. automodule:: GPy.core.parameterization.index_operations
:members:
:undoc-members:
:show-inheritance:
GPy.core.parameterization.lists_and_dicts module
------------------------------------------------
.. automodule:: GPy.core.parameterization.lists_and_dicts
:members:
:undoc-members:
:show-inheritance:
GPy.core.parameterization.observable module
-------------------------------------------
.. automodule:: GPy.core.parameterization.observable
:members:
:undoc-members:
:show-inheritance:
GPy.core.parameterization.observable_array module
-------------------------------------------------
.. automodule:: GPy.core.parameterization.observable_array
:members:
:undoc-members:
:show-inheritance:
GPy.core.parameterization.param module
--------------------------------------
.. automodule:: GPy.core.parameterization.param
:members:
:undoc-members:
:show-inheritance:
GPy.core.parameterization.parameter_core module
-----------------------------------------------
.. automodule:: GPy.core.parameterization.parameter_core
:members:
:undoc-members:
:show-inheritance:
GPy.core.parameterization.parameterized module
----------------------------------------------
.. automodule:: GPy.core.parameterization.parameterized
:members:
:undoc-members:
:show-inheritance:
GPy.core.parameterization.priors module
---------------------------------------
.. automodule:: GPy.core.parameterization.priors
:members:
:undoc-members:
:show-inheritance:
GPy.core.parameterization.ties_and_remappings module
----------------------------------------------------
.. automodule:: GPy.core.parameterization.ties_and_remappings
:members:
:undoc-members:
:show-inheritance:
GPy.core.parameterization.transformations module
------------------------------------------------
.. automodule:: GPy.core.parameterization.transformations
:members:
:undoc-members:
:show-inheritance:
GPy.core.parameterization.updateable module
-------------------------------------------
.. automodule:: GPy.core.parameterization.updateable
:members:
:undoc-members:
:show-inheritance:
GPy.core.parameterization.variational module
--------------------------------------------
.. automodule:: GPy.core.parameterization.variational
:members:
:undoc-members:
:show-inheritance:
Module contents
---------------
.. automodule:: GPy.core.parameterization
:members:
:undoc-members:
:show-inheritance:

85
doc/source/GPy.core.rst
View file

@ -1,85 +0,0 @@
GPy.core package
================
Subpackages
-----------
.. toctree::
GPy.core.parameterization
Submodules
----------
GPy.core.gp module
------------------
.. automodule:: GPy.core.gp
:members:
:undoc-members:
:show-inheritance:
GPy.core.mapping module
-----------------------
.. automodule:: GPy.core.mapping
:members:
:undoc-members:
:show-inheritance:
GPy.core.model module
---------------------
.. automodule:: GPy.core.model
:members:
:undoc-members:
:show-inheritance:
GPy.core.sparse_gp module
-------------------------
.. automodule:: GPy.core.sparse_gp
:members:
:undoc-members:
:show-inheritance:
GPy.core.sparse_gp_mpi module
-----------------------------
.. automodule:: GPy.core.sparse_gp_mpi
:members:
:undoc-members:
:show-inheritance:
GPy.core.svgp module
--------------------
.. automodule:: GPy.core.svgp
:members:
:undoc-members:
:show-inheritance:
GPy.core.symbolic module
------------------------
.. automodule:: GPy.core.symbolic
:members:
:undoc-members:
:show-inheritance:
GPy.core.verbose_optimization module
------------------------------------
.. automodule:: GPy.core.verbose_optimization
:members:
:undoc-members:
:show-inheritance:
Module contents
---------------
.. automodule:: GPy.core
:members:
:undoc-members:
:show-inheritance:

54
doc/source/GPy.examples.rst
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@ -1,54 +0,0 @@
GPy.examples package
====================
Submodules
----------
GPy.examples.classification module
----------------------------------
.. automodule:: GPy.examples.classification
:members:
:undoc-members:
:show-inheritance:
GPy.examples.coreg_example module
---------------------------------
.. automodule:: GPy.examples.coreg_example
:members:
:undoc-members:
:show-inheritance:
GPy.examples.dimensionality_reduction module
--------------------------------------------
.. automodule:: GPy.examples.dimensionality_reduction
:members:
:undoc-members:
:show-inheritance:
GPy.examples.non_gaussian module
--------------------------------
.. automodule:: GPy.examples.non_gaussian
:members:
:undoc-members:
:show-inheritance:
GPy.examples.regression module
------------------------------
.. automodule:: GPy.examples.regression
:members:
:undoc-members:
:show-inheritance:
Module contents
---------------
.. automodule:: GPy.examples
:members:
:undoc-members:
:show-inheritance:

102
doc/source/GPy.inference.latent_function_inference.rst
View file

@ -1,102 +0,0 @@
GPy.inference.latent_function_inference package
===============================================
Submodules
----------
GPy.inference.latent_function_inference.dtc module
--------------------------------------------------
.. automodule:: GPy.inference.latent_function_inference.dtc
:members:
:undoc-members:
:show-inheritance:
GPy.inference.latent_function_inference.exact_gaussian_inference module
-----------------------------------------------------------------------
.. automodule:: GPy.inference.latent_function_inference.exact_gaussian_inference
:members:
:undoc-members:
:show-inheritance:
GPy.inference.latent_function_inference.expectation_propagation module
----------------------------------------------------------------------
.. automodule:: GPy.inference.latent_function_inference.expectation_propagation
:members:
:undoc-members:
:show-inheritance:
GPy.inference.latent_function_inference.fitc module
---------------------------------------------------
.. automodule:: GPy.inference.latent_function_inference.fitc
:members:
:undoc-members:
:show-inheritance:
GPy.inference.latent_function_inference.inferenceX module
---------------------------------------------------------
.. automodule:: GPy.inference.latent_function_inference.inferenceX
:members:
:undoc-members:
:show-inheritance:
GPy.inference.latent_function_inference.laplace module
------------------------------------------------------
.. automodule:: GPy.inference.latent_function_inference.laplace
:members:
:undoc-members:
:show-inheritance:
GPy.inference.latent_function_inference.posterior module
--------------------------------------------------------
.. automodule:: GPy.inference.latent_function_inference.posterior
:members:
:undoc-members:
:show-inheritance:
GPy.inference.latent_function_inference.svgp module
---------------------------------------------------
.. automodule:: GPy.inference.latent_function_inference.svgp
:members:
:undoc-members:
:show-inheritance:
GPy.inference.latent_function_inference.var_dtc module
------------------------------------------------------
.. automodule:: GPy.inference.latent_function_inference.var_dtc
:members:
:undoc-members:
:show-inheritance:
GPy.inference.latent_function_inference.var_dtc_parallel module
---------------------------------------------------------------
.. automodule:: GPy.inference.latent_function_inference.var_dtc_parallel
:members:
:undoc-members:
:show-inheritance:
GPy.inference.latent_function_inference.var_gauss module
--------------------------------------------------------
.. automodule:: GPy.inference.latent_function_inference.var_gauss
:members:
:undoc-members:
:show-inheritance:
Module contents
---------------
.. automodule:: GPy.inference.latent_function_inference
:members:
:undoc-members:
:show-inheritance:

30
doc/source/GPy.inference.mcmc.rst
View file

@ -1,30 +0,0 @@
GPy.inference.mcmc package
==========================
Submodules
----------
GPy.inference.mcmc.hmc module
-----------------------------
.. automodule:: GPy.inference.mcmc.hmc
:members:
:undoc-members:
:show-inheritance:
GPy.inference.mcmc.samplers module
----------------------------------
.. automodule:: GPy.inference.mcmc.samplers
:members:
:undoc-members:
:show-inheritance:
Module contents
---------------
.. automodule:: GPy.inference.mcmc
:members:
:undoc-members:
:show-inheritance:

54
doc/source/GPy.inference.optimization.rst
View file

@ -1,54 +0,0 @@
GPy.inference.optimization package
==================================
Submodules
----------
GPy.inference.optimization.conjugate_gradient_descent module
------------------------------------------------------------
.. automodule:: GPy.inference.optimization.conjugate_gradient_descent
:members:
:undoc-members:
:show-inheritance:
GPy.inference.optimization.gradient_descent_update_rules module
---------------------------------------------------------------
.. automodule:: GPy.inference.optimization.gradient_descent_update_rules
:members:
:undoc-members:
:show-inheritance:
GPy.inference.optimization.optimization module
----------------------------------------------
.. automodule:: GPy.inference.optimization.optimization
:members:
:undoc-members:
:show-inheritance:
GPy.inference.optimization.scg module
-------------------------------------
.. automodule:: GPy.inference.optimization.scg
:members:
:undoc-members:
:show-inheritance:
GPy.inference.optimization.stochastics module
---------------------------------------------
.. automodule:: GPy.inference.optimization.stochastics
:members:
:undoc-members:
:show-inheritance:
Module contents
---------------
.. automodule:: GPy.inference.optimization
:members:
:undoc-members:
:show-inheritance:

19
doc/source/GPy.inference.rst
View file

@ -1,19 +0,0 @@
GPy.inference package
=====================
Subpackages
-----------
.. toctree::
GPy.inference.latent_function_inference
GPy.inference.mcmc
GPy.inference.optimization
Module contents
---------------
.. automodule:: GPy.inference
:members:
:undoc-members:
:show-inheritance:

17
doc/source/GPy.kern.rst
View file

@ -1,17 +0,0 @@
GPy.kern package
================
Subpackages
-----------
.. toctree::
GPy.kern.src
Module contents
---------------
.. automodule:: GPy.kern
:members:
:undoc-members:
:show-inheritance:

70
doc/source/GPy.kern.src.psi_comp.rst
View file

@ -1,70 +0,0 @@
GPy.kern.src.psi_comp package
=============================
Submodules
----------
GPy.kern.src.psi_comp.gaussherm module
--------------------------------------
.. automodule:: GPy.kern.src.psi_comp.gaussherm
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.psi_comp.linear_psi_comp module
--------------------------------------------
.. automodule:: GPy.kern.src.psi_comp.linear_psi_comp
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.psi_comp.rbf_psi_comp module
-----------------------------------------
.. automodule:: GPy.kern.src.psi_comp.rbf_psi_comp
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.psi_comp.rbf_psi_gpucomp module
--------------------------------------------
.. automodule:: GPy.kern.src.psi_comp.rbf_psi_gpucomp
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.psi_comp.sslinear_psi_comp module
----------------------------------------------
.. automodule:: GPy.kern.src.psi_comp.sslinear_psi_comp
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.psi_comp.ssrbf_psi_comp module
-------------------------------------------
.. automodule:: GPy.kern.src.psi_comp.ssrbf_psi_comp
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.psi_comp.ssrbf_psi_gpucomp module
----------------------------------------------
.. automodule:: GPy.kern.src.psi_comp.ssrbf_psi_gpucomp
:members:
:undoc-members:
:show-inheritance:
Module contents
---------------
.. automodule:: GPy.kern.src.psi_comp
:members:
:undoc-members:
:show-inheritance:

237
doc/source/GPy.kern.src.rst
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@ -1,237 +0,0 @@
GPy.kern.src package
====================
Subpackages
-----------
.. toctree::
GPy.kern.src.psi_comp
Submodules
----------
GPy.kern.src.ODE_UY module
--------------------------
.. automodule:: GPy.kern.src.ODE_UY
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.ODE_UYC module
---------------------------
.. automodule:: GPy.kern.src.ODE_UYC
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.ODE_st module
--------------------------
.. automodule:: GPy.kern.src.ODE_st
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.ODE_t module
-------------------------
.. automodule:: GPy.kern.src.ODE_t
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.add module
-----------------------
.. automodule:: GPy.kern.src.add
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.basis_funcs module
-------------------------------
.. automodule:: GPy.kern.src.basis_funcs
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.brownian module
----------------------------
.. automodule:: GPy.kern.src.brownian
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.coregionalize module
---------------------------------
.. automodule:: GPy.kern.src.coregionalize
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.coregionalize_cython module
----------------------------------------
.. automodule:: GPy.kern.src.coregionalize_cython
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.eq_ode2 module
---------------------------
.. automodule:: GPy.kern.src.eq_ode2
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.independent_outputs module
---------------------------------------
.. automodule:: GPy.kern.src.independent_outputs
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.kern module
------------------------
.. automodule:: GPy.kern.src.kern
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.kernel_slice_operations module
-------------------------------------------
.. automodule:: GPy.kern.src.kernel_slice_operations
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.linear module
--------------------------
.. automodule:: GPy.kern.src.linear
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.mlp module
-----------------------
.. automodule:: GPy.kern.src.mlp
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.periodic module
----------------------------
.. automodule:: GPy.kern.src.periodic
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.poly module
------------------------
.. automodule:: GPy.kern.src.poly
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.prod module
------------------------
.. automodule:: GPy.kern.src.prod
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.rbf module
-----------------------
.. automodule:: GPy.kern.src.rbf
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.spline module
--------------------------
.. automodule:: GPy.kern.src.spline
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.splitKern module
-----------------------------
.. automodule:: GPy.kern.src.splitKern
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.standard_periodic module
-------------------------------------
.. automodule:: GPy.kern.src.standard_periodic
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.static module
--------------------------
.. automodule:: GPy.kern.src.static
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.stationary module
------------------------------
.. automodule:: GPy.kern.src.stationary
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.stationary_cython module
-------------------------------------
.. automodule:: GPy.kern.src.stationary_cython
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.symbolic module
----------------------------
.. automodule:: GPy.kern.src.symbolic
:members:
:undoc-members:
:show-inheritance:
GPy.kern.src.trunclinear module
-------------------------------
.. automodule:: GPy.kern.src.trunclinear
:members:
:undoc-members:
:show-inheritance:
Module contents
---------------
.. automodule:: GPy.kern.src
:members:
:undoc-members:
:show-inheritance:

94
doc/source/GPy.likelihoods.rst
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@ -1,94 +0,0 @@
GPy.likelihoods package
=======================
Submodules
----------
GPy.likelihoods.bernoulli module
--------------------------------
.. automodule:: GPy.likelihoods.bernoulli
:members:
:undoc-members:
:show-inheritance:
GPy.likelihoods.binomial module
-------------------------------
.. automodule:: GPy.likelihoods.binomial
:members:
:undoc-members:
:show-inheritance:
GPy.likelihoods.exponential module
----------------------------------
.. automodule:: GPy.likelihoods.exponential
:members:
:undoc-members:
:show-inheritance:
GPy.likelihoods.gamma module
----------------------------
.. automodule:: GPy.likelihoods.gamma
:members:
:undoc-members:
:show-inheritance:
GPy.likelihoods.gaussian module
-------------------------------
.. automodule:: GPy.likelihoods.gaussian
:members:
:undoc-members:
:show-inheritance:
GPy.likelihoods.likelihood module
---------------------------------
.. automodule:: GPy.likelihoods.likelihood
:members:
:undoc-members:
:show-inheritance:
GPy.likelihoods.link_functions module
-------------------------------------
.. automodule:: GPy.likelihoods.link_functions
:members:
:undoc-members:
:show-inheritance:
GPy.likelihoods.mixed_noise module
----------------------------------
.. automodule:: GPy.likelihoods.mixed_noise
:members:
:undoc-members:
:show-inheritance:
GPy.likelihoods.poisson module
------------------------------
.. automodule:: GPy.likelihoods.poisson
:members:
:undoc-members:
:show-inheritance:
GPy.likelihoods.student_t module
--------------------------------
.. automodule:: GPy.likelihoods.student_t
:members:
:undoc-members:
:show-inheritance:
Module contents
---------------
.. automodule:: GPy.likelihoods
:members:
:undoc-members:
:show-inheritance:

78
doc/source/GPy.mappings.rst
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@ -1,78 +0,0 @@
GPy.mappings package
====================
Submodules
----------
GPy.mappings.additive module
----------------------------
.. automodule:: GPy.mappings.additive
:members:
:undoc-members:
:show-inheritance:
GPy.mappings.compound module
----------------------------
.. automodule:: GPy.mappings.compound
:members:
:undoc-members:
:show-inheritance:
GPy.mappings.constant module
----------------------------
.. automodule:: GPy.mappings.constant
:members:
:undoc-members:
:show-inheritance:
GPy.mappings.identity module
----------------------------
.. automodule:: GPy.mappings.identity
:members:
:undoc-members:
:show-inheritance:
GPy.mappings.kernel module
--------------------------
.. automodule:: GPy.mappings.kernel
:members:
:undoc-members:
:show-inheritance:
GPy.mappings.linear module
--------------------------
.. automodule:: GPy.mappings.linear
:members:
:undoc-members:
:show-inheritance:
GPy.mappings.mlp module
-----------------------
.. automodule:: GPy.mappings.mlp
:members:
:undoc-members:
:show-inheritance:
GPy.mappings.piecewise_linear module
------------------------------------
.. automodule:: GPy.mappings.piecewise_linear
:members:
:undoc-members:
:show-inheritance:
Module contents
---------------
.. automodule:: GPy.mappings
:members:
:undoc-members:
:show-inheritance:

198
doc/source/GPy.models.rst
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@ -1,198 +0,0 @@
GPy.models package
==================
Submodules
----------
GPy.models.bayesian_gplvm module
--------------------------------
.. automodule:: GPy.models.bayesian_gplvm
:members:
:undoc-members:
:show-inheritance:
GPy.models.bayesian_gplvm_minibatch module
------------------------------------------
.. automodule:: GPy.models.bayesian_gplvm_minibatch
:members:
:undoc-members:
:show-inheritance:
GPy.models.bcgplvm module
-------------------------
.. automodule:: GPy.models.bcgplvm
:members:
:undoc-members:
:show-inheritance:
GPy.models.dpgplvm module
-------------------------
.. automodule:: GPy.models.dpgplvm
:members:
:undoc-members:
:show-inheritance:
GPy.models.gp_classification module
-----------------------------------
.. automodule:: GPy.models.gp_classification
:members:
:undoc-members:
:show-inheritance:
GPy.models.gp_coregionalized_regression module
----------------------------------------------
.. automodule:: GPy.models.gp_coregionalized_regression
:members:
:undoc-members:
:show-inheritance:
GPy.models.gp_heteroscedastic_regression module
-----------------------------------------------
.. automodule:: GPy.models.gp_heteroscedastic_regression
:members:
:undoc-members:
:show-inheritance:
GPy.models.gp_kronecker_gaussian_regression module
--------------------------------------------------
.. automodule:: GPy.models.gp_kronecker_gaussian_regression
:members:
:undoc-members:
:show-inheritance:
GPy.models.gp_regression module
-------------------------------
.. automodule:: GPy.models.gp_regression
:members:
:undoc-members:
:show-inheritance:
GPy.models.gp_var_gauss module
------------------------------
.. automodule:: GPy.models.gp_var_gauss
:members:
:undoc-members:
:show-inheritance:
GPy.models.gplvm module
-----------------------
.. automodule:: GPy.models.gplvm
:members:
:undoc-members:
:show-inheritance:
GPy.models.gradient_checker module
----------------------------------
.. automodule:: GPy.models.gradient_checker
:members:
:undoc-members:
:show-inheritance:
GPy.models.mrd module
---------------------
.. automodule:: GPy.models.mrd
:members:
:undoc-members:
:show-inheritance:
GPy.models.one_vs_all_classification module
-------------------------------------------
.. automodule:: GPy.models.one_vs_all_classification
:members:
:undoc-members:
:show-inheritance:
GPy.models.one_vs_all_sparse_classification module
--------------------------------------------------
.. automodule:: GPy.models.one_vs_all_sparse_classification
:members:
:undoc-members:
:show-inheritance:
GPy.models.sparse_gp_classification module
------------------------------------------
.. automodule:: GPy.models.sparse_gp_classification
:members:
:undoc-members:
:show-inheritance:
GPy.models.sparse_gp_coregionalized_regression module
-----------------------------------------------------
.. automodule:: GPy.models.sparse_gp_coregionalized_regression
:members:
:undoc-members:
:show-inheritance:
GPy.models.sparse_gp_minibatch module
-------------------------------------
.. automodule:: GPy.models.sparse_gp_minibatch
:members:
:undoc-members:
:show-inheritance:
GPy.models.sparse_gp_regression module
--------------------------------------
.. automodule:: GPy.models.sparse_gp_regression
:members:
:undoc-members:
:show-inheritance:
GPy.models.sparse_gplvm module
------------------------------
.. automodule:: GPy.models.sparse_gplvm
:members:
:undoc-members:
:show-inheritance:
GPy.models.ss_gplvm module
--------------------------
.. automodule:: GPy.models.ss_gplvm
:members:
:undoc-members:
:show-inheritance:
GPy.models.ss_mrd module
------------------------
.. automodule:: GPy.models.ss_mrd
:members:
:undoc-members:
:show-inheritance:
GPy.models.warped_gp module
---------------------------
.. automodule:: GPy.models.warped_gp
:members:
:undoc-members:
:show-inheritance:
Module contents
---------------
.. automodule:: GPy.models
:members:
:undoc-members:
:show-inheritance:

62
doc/source/GPy.plotting.gpy_plot.rst
View file

@ -1,62 +0,0 @@
GPy.plotting.gpy_plot package
=============================
Submodules
----------
GPy.plotting.gpy_plot.data_plots module
---------------------------------------
.. automodule:: GPy.plotting.gpy_plot.data_plots
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.gpy_plot.gp_plots module
-------------------------------------
.. automodule:: GPy.plotting.gpy_plot.gp_plots
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.gpy_plot.inference_plots module
--------------------------------------------
.. automodule:: GPy.plotting.gpy_plot.inference_plots
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.gpy_plot.kernel_plots module
-----------------------------------------
.. automodule:: GPy.plotting.gpy_plot.kernel_plots
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.gpy_plot.latent_plots module
-----------------------------------------
.. automodule:: GPy.plotting.gpy_plot.latent_plots
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.gpy_plot.plot_util module
--------------------------------------
.. automodule:: GPy.plotting.gpy_plot.plot_util
:members:
:undoc-members:
:show-inheritance:
Module contents
---------------
.. automodule:: GPy.plotting.gpy_plot
:members:
:undoc-members:
:show-inheritance:

30
doc/source/GPy.plotting.matplot_dep.controllers.rst
View file

@ -1,30 +0,0 @@
GPy.plotting.matplot_dep.controllers package
============================================
Submodules
----------
GPy.plotting.matplot_dep.controllers.axis_event_controller module
-----------------------------------------------------------------
.. automodule:: GPy.plotting.matplot_dep.controllers.axis_event_controller
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.matplot_dep.controllers.imshow_controller module
-------------------------------------------------------------
.. automodule:: GPy.plotting.matplot_dep.controllers.imshow_controller
:members:
:undoc-members:
:show-inheritance:
Module contents
---------------
.. automodule:: GPy.plotting.matplot_dep.controllers
:members:
:undoc-members:
:show-inheritance:

117
doc/source/GPy.plotting.matplot_dep.rst
View file

@ -1,117 +0,0 @@
GPy.plotting.matplot_dep package
================================
Subpackages
-----------
.. toctree::
GPy.plotting.matplot_dep.controllers
Submodules
----------
GPy.plotting.matplot_dep.defaults module
----------------------------------------
.. automodule:: GPy.plotting.matplot_dep.defaults
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.matplot_dep.img_plots module
-----------------------------------------
.. automodule:: GPy.plotting.matplot_dep.img_plots
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.matplot_dep.kernel_plots module
--------------------------------------------
.. automodule:: GPy.plotting.matplot_dep.kernel_plots
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.matplot_dep.mapping_plots module
---------------------------------------------
.. automodule:: GPy.plotting.matplot_dep.mapping_plots
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.matplot_dep.maps module
------------------------------------
.. automodule:: GPy.plotting.matplot_dep.maps
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.matplot_dep.plot_definitions module
------------------------------------------------
.. automodule:: GPy.plotting.matplot_dep.plot_definitions
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.matplot_dep.priors_plots module
--------------------------------------------
.. automodule:: GPy.plotting.matplot_dep.priors_plots
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.matplot_dep.ssgplvm module
---------------------------------------
.. automodule:: GPy.plotting.matplot_dep.ssgplvm
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.matplot_dep.svig_plots module
------------------------------------------
.. automodule:: GPy.plotting.matplot_dep.svig_plots
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.matplot_dep.util module
------------------------------------
.. automodule:: GPy.plotting.matplot_dep.util
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.matplot_dep.variational_plots module
-------------------------------------------------
.. automodule:: GPy.plotting.matplot_dep.variational_plots
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.matplot_dep.visualize module
-----------------------------------------
.. automodule:: GPy.plotting.matplot_dep.visualize
:members:
:undoc-members:
:show-inheritance:
Module contents
---------------
.. automodule:: GPy.plotting.matplot_dep
:members:
:undoc-members:
:show-inheritance:

30
doc/source/GPy.plotting.plotly_dep.rst
View file

@ -1,30 +0,0 @@
GPy.plotting.plotly_dep package
===============================
Submodules
----------
GPy.plotting.plotly_dep.defaults module
---------------------------------------
.. automodule:: GPy.plotting.plotly_dep.defaults
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.plotly_dep.plot_definitions module
-----------------------------------------------
.. automodule:: GPy.plotting.plotly_dep.plot_definitions
:members:
:undoc-members:
:show-inheritance:
Module contents
---------------
.. automodule:: GPy.plotting.plotly_dep
:members:
:undoc-members:
:show-inheritance:

39
doc/source/GPy.plotting.rst
View file

@ -1,39 +0,0 @@
GPy.plotting package
====================
Subpackages
-----------
.. toctree::
GPy.plotting.gpy_plot
GPy.plotting.matplot_dep
GPy.plotting.plotly_dep
Submodules
----------
GPy.plotting.Tango module
-------------------------
.. automodule:: GPy.plotting.Tango
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.abstract_plotting_library module
---------------------------------------------
.. automodule:: GPy.plotting.abstract_plotting_library
:members:
:undoc-members:
:show-inheritance:
Module contents
---------------
.. automodule:: GPy.plotting
:members:
:undoc-members:
:show-inheritance:

26
doc/source/GPy.rst
View file

@ -1,26 +0,0 @@
GPy package
===========
Subpackages
-----------
.. toctree::
GPy.core
GPy.examples
GPy.inference
GPy.kern
GPy.likelihoods
GPy.mappings
GPy.models
GPy.plotting
GPy.testing
GPy.util
Module contents
---------------
.. automodule:: GPy
:members:
:undoc-members:
:show-inheritance:

206
doc/source/GPy.testing.rst
View file

@ -1,206 +0,0 @@
GPy.testing package
===================
Submodules
----------
GPy.testing.bgplvm_minibatch_tests module
-----------------------------------------
.. automodule:: GPy.testing.bgplvm_minibatch_tests
:members:
:undoc-members:
:show-inheritance:
GPy.testing.cacher_tests module
-------------------------------
.. automodule:: GPy.testing.cacher_tests
:members:
:undoc-members:
:show-inheritance:
GPy.testing.cython_tests module
-------------------------------
.. automodule:: GPy.testing.cython_tests
:members:
:undoc-members:
:show-inheritance:
GPy.testing.examples_tests module
---------------------------------
.. automodule:: GPy.testing.examples_tests
:members:
:undoc-members:
:show-inheritance:
GPy.testing.fitc module
-----------------------
.. automodule:: GPy.testing.fitc
:members:
:undoc-members:
:show-inheritance:
GPy.testing.gp_tests module
---------------------------
.. automodule:: GPy.testing.gp_tests
:members:
:undoc-members:
:show-inheritance:
GPy.testing.index_operations_tests module
-----------------------------------------
.. automodule:: GPy.testing.index_operations_tests
:members:
:undoc-members:
:show-inheritance:
GPy.testing.inference_tests module
----------------------------------
.. automodule:: GPy.testing.inference_tests
:members:
:undoc-members:
:show-inheritance:
GPy.testing.kernel_tests module
-------------------------------
.. automodule:: GPy.testing.kernel_tests
:members:
:undoc-members:
:show-inheritance:
GPy.testing.likelihood_tests module
-----------------------------------
.. automodule:: GPy.testing.likelihood_tests
:members:
:undoc-members:
:show-inheritance:
GPy.testing.linalg_test module
------------------------------
.. automodule:: GPy.testing.linalg_test
:members:
:undoc-members:
:show-inheritance:
GPy.testing.link_function_tests module
--------------------------------------
.. automodule:: GPy.testing.link_function_tests
:members:
:undoc-members:
:show-inheritance:
GPy.testing.mapping_tests module
--------------------------------
.. automodule:: GPy.testing.mapping_tests
:members:
:undoc-members:
:show-inheritance:
GPy.testing.meanfunc_tests module
---------------------------------
.. automodule:: GPy.testing.meanfunc_tests
:members:
:undoc-members:
:show-inheritance:
GPy.testing.misc_tests module
-----------------------------
.. automodule:: GPy.testing.misc_tests
:members:
:undoc-members:
:show-inheritance:
GPy.testing.model_tests module
------------------------------
.. automodule:: GPy.testing.model_tests
:members:
:undoc-members:
:show-inheritance:
GPy.testing.mpi_tests module
----------------------------
.. automodule:: GPy.testing.mpi_tests
:members:
:undoc-members:
:show-inheritance:
GPy.testing.observable_tests module
-----------------------------------
.. automodule:: GPy.testing.observable_tests
:members:
:undoc-members:
:show-inheritance:
GPy.testing.parameterized_tests module
--------------------------------------
.. automodule:: GPy.testing.parameterized_tests
:members:
:undoc-members:
:show-inheritance:
GPy.testing.pickle_tests module
-------------------------------
.. automodule:: GPy.testing.pickle_tests
:members:
:undoc-members:
:show-inheritance:
GPy.testing.plotting_tests module
---------------------------------
.. automodule:: GPy.testing.plotting_tests
:members:
:undoc-members:
:show-inheritance:
GPy.testing.prior_tests module
------------------------------
.. automodule:: GPy.testing.prior_tests
:members:
:undoc-members:
:show-inheritance:
GPy.testing.rv_transformation_tests module
------------------------------------------
.. automodule:: GPy.testing.rv_transformation_tests
:members:
:undoc-members:
:show-inheritance:
GPy.testing.svgp_tests module
-----------------------------
.. automodule:: GPy.testing.svgp_tests
:members:
:undoc-members:
:show-inheritance:
Module contents
---------------
.. automodule:: GPy.testing
:members:
:undoc-members:
:show-inheritance:

238
doc/source/GPy.util.rst
View file

@ -1,238 +0,0 @@
GPy.util package
================
Submodules
----------
GPy.util.block_matrices module
------------------------------
.. automodule:: GPy.util.block_matrices
:members:
:undoc-members:
:show-inheritance:
GPy.util.caching module
-----------------------
.. automodule:: GPy.util.caching
:members:
:undoc-members:
:show-inheritance:
GPy.util.choleskies module
--------------------------
.. automodule:: GPy.util.choleskies
:members:
:undoc-members:
:show-inheritance:
GPy.util.choleskies_cython module
---------------------------------
.. automodule:: GPy.util.choleskies_cython
:members:
:undoc-members:
:show-inheritance:
GPy.util.classification module
------------------------------
.. automodule:: GPy.util.classification
:members:
:undoc-members:
:show-inheritance:
GPy.util.config module
----------------------
.. automodule:: GPy.util.config
:members:
:undoc-members:
:show-inheritance:
GPy.util.datasets module
------------------------
.. automodule:: GPy.util.datasets
:members:
:undoc-members:
:show-inheritance:
GPy.util.debug module
---------------------
.. automodule:: GPy.util.debug
:members:
:undoc-members:
:show-inheritance:
GPy.util.decorators module
--------------------------
.. automodule:: GPy.util.decorators
:members:
:undoc-members:
:show-inheritance:
GPy.util.diag module
--------------------
.. automodule:: GPy.util.diag
:members:
:undoc-members:
:show-inheritance:
GPy.util.functions module
-------------------------
.. automodule:: GPy.util.functions
:members:
:undoc-members:
:show-inheritance:
GPy.util.gpu_init module
------------------------
.. automodule:: GPy.util.gpu_init
:members:
:undoc-members:
:show-inheritance:
GPy.util.initialization module
------------------------------
.. automodule:: GPy.util.initialization
:members:
:undoc-members:
:show-inheritance:
GPy.util.linalg module
----------------------
.. automodule:: GPy.util.linalg
:members:
:undoc-members:
:show-inheritance:
GPy.util.linalg_cython module
-----------------------------
.. automodule:: GPy.util.linalg_cython
:members:
:undoc-members:
:show-inheritance:
GPy.util.linalg_gpu module
--------------------------
.. automodule:: GPy.util.linalg_gpu
:members:
:undoc-members:
:show-inheritance:
GPy.util.ln_diff_erfs module
----------------------------
.. automodule:: GPy.util.ln_diff_erfs
:members:
:undoc-members:
:show-inheritance:
GPy.util.misc module
--------------------
.. automodule:: GPy.util.misc
:members:
:undoc-members:
:show-inheritance:
GPy.util.mocap module
---------------------
.. automodule:: GPy.util.mocap
:members:
:undoc-members:
:show-inheritance:
GPy.util.multioutput module
---------------------------
.. automodule:: GPy.util.multioutput
:members:
:undoc-members:
:show-inheritance:
GPy.util.netpbmfile module
--------------------------
.. automodule:: GPy.util.netpbmfile
:members:
:undoc-members:
:show-inheritance:
GPy.util.normalizer module
--------------------------
.. automodule:: GPy.util.normalizer
:members:
:undoc-members:
:show-inheritance:
GPy.util.parallel module
------------------------
.. automodule:: GPy.util.parallel
:members:
:undoc-members:
:show-inheritance:
GPy.util.pca module
-------------------
.. automodule:: GPy.util.pca
:members:
:undoc-members:
:show-inheritance:
GPy.util.squashers module
-------------------------
.. automodule:: GPy.util.squashers
:members:
:undoc-members:
:show-inheritance:
GPy.util.subarray_and_sorting module
------------------------------------
.. automodule:: GPy.util.subarray_and_sorting
:members:
:undoc-members:
:show-inheritance:
GPy.util.univariate_Gaussian module
-----------------------------------
.. automodule:: GPy.util.univariate_Gaussian
:members:
:undoc-members:
:show-inheritance:
GPy.util.warping_functions module
---------------------------------
.. automodule:: GPy.util.warping_functions
:members:
:undoc-members:
:show-inheritance:
Module contents
---------------
.. automodule:: GPy.util
:members:
:undoc-members:
:show-inheritance:

5
doc/source/conf.py
View file

@ -22,7 +22,7 @@ import shlex
#for p in os.walk('../../GPy'):
# sys.path.append(p[0])
sys.path.insert(0, os.path.abspath('../../'))
sys.path.insert(0, os.path.abspath('../../GPy/'))
#sys.path.insert(0, os.path.abspath('../../GPy/'))
on_rtd = os.environ.get('READTHEDOCS', None) == 'True'
@ -82,7 +82,8 @@ MOCK_MODULES = ['scipy.linalg.blas', 'blas', 'scipy.optimize', 'scipy.optimize.l
'sympy', 'sympy.utilities.iterables', 'sympy.utilities.lambdify',
'sympy.utilities', 'sympy.utilities.codegen', 'sympy.core.cache',
'sympy.core', 'sympy.parsing', 'sympy.parsing.sympy_parser',
'nose', 'nose.tools']
'nose', 'nose.tools'
]
autodoc_mock_imports = MOCK_MODULES
#

2
doc/source/requirements.txt
View file

@ -1 +1 @@
paramz
paramz

2
setup.cfg
View file

@ -1,5 +1,5 @@
[bumpversion]
current_version = 1.0.3
current_version = 1.0.5
tag = False
commit = True

45
setup.py
View file

@ -57,7 +57,7 @@ def read_to_rst(fname):
except ImportError:
return read(fname)
#desc = read_to_rst('README.md')
desc = read('README.rst')
version_dummy = {}
exec(read('GPy/__version__.py'), version_dummy)
@ -143,7 +143,7 @@ setup(name = 'GPy',
include_package_data = True,
py_modules = ['GPy.__init__'],
test_suite = 'GPy.testing',
#long_description=desc,
long_description=desc,
install_requires=['numpy>=1.7', 'scipy>=0.16', 'six', 'paramz'],
extras_require = {'docs':['sphinx'],
'optional':['mpi4py',
@ -176,23 +176,26 @@ home = os.getenv('HOME') or os.getenv('USERPROFILE')
user_file = os.path.join(home,'.config', 'GPy', 'user.cfg')
print("")
if not os.path.exists(user_file):
# Does an old config exist?
old_user_file = os.path.join(home,'.gpy_user.cfg')
if os.path.exists(old_user_file):
# Move it to new location:
print("GPy: Found old config file, moving to new location {}".format(user_file))
if not os.path.exists(os.path.dirname(user_file)):
os.makedirs(os.path.dirname(user_file))
os.rename(old_user_file, user_file)
try:
if not os.path.exists(user_file):
# Does an old config exist?
old_user_file = os.path.join(home,'.gpy_user.cfg')
if os.path.exists(old_user_file):
# Move it to new location:
print("GPy: Found old config file, moving to new location {}".format(user_file))
if not os.path.exists(os.path.dirname(user_file)):
os.makedirs(os.path.dirname(user_file))
os.rename(old_user_file, user_file)
else:
# No config file exists, save informative stub to user config folder:
print("GPy: Saving user configuration file to {}".format(user_file))
if not os.path.exists(os.path.dirname(user_file)):
os.makedirs(os.path.dirname(user_file))
with open(user_file, 'w') as f:
with open(local_file, 'r') as l:
tmp = l.read()
f.write(tmp)
else:
# No config file exists, save informative stub to user config folder:
print("GPy: Saving user configuration file to {}".format(user_file))
if not os.path.exists(os.path.dirname(user_file)):
os.makedirs(os.path.dirname(user_file))
with open(user_file, 'w') as f:
with open(local_file, 'r') as l:
tmp = l.read()
f.write(tmp)
else:
print("GPy: User configuration file at location {}".format(user_file))
print("GPy: User configuration file at location {}".format(user_file))
except:
print("GPy: Could not write user configuration file {}".format(user_file))