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Merge branch 'devel' into link_functions
This commit is contained in:
Ricardo
commit
2dfda94176
28 changed files with 436 additions and 477 deletions
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@ -7,6 +7,7 @@ from matplotlib import pyplot as plt
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import GPy
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from GPy.models.Bayesian_GPLVM import Bayesian_GPLVM
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from GPy.util.datasets import swiss_roll_generated
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from GPy.core.transformations import logexp
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default_seed = np.random.seed(123344)
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@ -17,11 +18,11 @@ def BGPLVM(seed=default_seed):
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D = 4
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# generate GPLVM-like data
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X = np.random.rand(N, Q)
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k = GPy.kern.rbf(Q) + GPy.kern.white(Q, 0.00001)
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k = GPy.kern.rbf(Q) + GPy.kern.white(Q, 0.00001)
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K = k.K(X)
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Y = np.random.multivariate_normal(np.zeros(N), K, D).T
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k = GPy.kern.rbf(Q, ARD=True) + GPy.kern.linear(Q, ARD=True) + GPy.kern.rbf(Q, ARD=True) + GPy.kern.white(Q)
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k = GPy.kern.rbf(Q, ARD=True) + GPy.kern.linear(Q, ARD=True) + GPy.kern.rbf(Q, ARD=True) + GPy.kern.white(Q)
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# k = GPy.kern.rbf(Q) + GPy.kern.rbf(Q) + GPy.kern.white(Q)
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# k = GPy.kern.rbf(Q) + GPy.kern.bias(Q) + GPy.kern.white(Q, 0.00001)
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# k = GPy.kern.rbf(Q, ARD = False) + GPy.kern.white(Q, 0.00001)
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@ -187,8 +188,8 @@ def _simulate_sincos(D1, D2, D3, N, M, Q, plot_sim=False):
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Y2 = S2.dot(np.random.randn(S2.shape[1], D2))
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Y3 = S3.dot(np.random.randn(S3.shape[1], D3))
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Y1 += .1 * np.random.randn(*Y1.shape)
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Y2 += .1 * np.random.randn(*Y2.shape)
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Y1 += .3 * np.random.randn(*Y1.shape)
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Y2 += .2 * np.random.randn(*Y2.shape)
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Y3 += .1 * np.random.randn(*Y3.shape)
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Y1 -= Y1.mean(0)
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@ -262,13 +263,13 @@ def bgplvm_simulation(optimize='scg',
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# m.constrain('variance|noise', logexp_clipped())
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m.ensure_default_constraints()
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m['noise'] = Y.var() / 100.
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m['linear_variance'] = .01
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m['linear_variance'] = .001
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if optimize:
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print "Optimizing model:"
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m.optimize('bfgs', max_iters=max_f_eval,
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m.optimize('scg', max_iters=max_f_eval,
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max_f_eval=max_f_eval,
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messages=True, gtol=1e-2)
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messages=True, gtol=1e-6)
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if plot:
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import pylab
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m.plot_X_1d()
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@ -277,23 +278,21 @@ def bgplvm_simulation(optimize='scg',
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m.kern.plot_ARD()
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return m
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def mrd_simulation(optimize=True, plot_sim=False, **kw):
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D1, D2, D3, N, M, Q = 150, 200, 400, 300, 3, 7
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def mrd_simulation(optimize=True, plot=True, plot_sim=True, **kw):
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D1, D2, D3, N, M, Q = 150, 200, 400, 500, 3, 7
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slist, Slist, Ylist = _simulate_sincos(D1, D2, D3, N, M, Q, plot_sim)
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from GPy.models import mrd
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from GPy import kern
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from GPy.core.transformations import logexp_clipped
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reload(mrd); reload(kern)
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k = kern.linear(Q, [0.05] * Q, True) + kern.bias(Q, np.exp(-2)) + kern.white(Q, np.exp(-2))
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m = mrd.MRD(Ylist, Q=Q, M=M, kernels=k, initx="concat", initz='permute', **kw)
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k = kern.linear(Q, [.05] * Q, ARD=True) + kern.bias(Q, np.exp(-2)) + kern.white(Q, np.exp(-2))
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m = mrd.MRD(Ylist, Q=Q, M=M, kernels=k, initx="", initz='permute', **kw)
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for i, Y in enumerate(Ylist):
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m['{}_noise'.format(i + 1)] = Y.var() / 100.
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# m.constrain('variance|noise', logexp_clipped(1e-6))
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m.ensure_default_constraints()
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# DEBUG
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@ -301,8 +300,10 @@ def mrd_simulation(optimize=True, plot_sim=False, **kw):
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if optimize:
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print "Optimizing Model:"
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m.optimize('bfgs', messages=1, max_iters=3e3)
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m.optimize('scg', messages=1, max_iters=5e4, max_f_eval=5e4)
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if plot:
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m.plot_X_1d()
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m.plot_scales()
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return m
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def brendan_faces():
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@ -323,7 +324,7 @@ def brendan_faces():
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m.ensure_default_constraints()
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m.optimize('scg', messages=1, max_f_eval=10000)
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ax = m.plot_latent(which_indices=(0,1))
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ax = m.plot_latent(which_indices=(0, 1))
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y = m.likelihood.Y[0, :]
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data_show = GPy.util.visualize.image_show(y[None, :], dimensions=(20, 28), transpose=True, invert=False, scale=False)
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lvm_visualizer = GPy.util.visualize.lvm(m.X[0, :].copy(), m, data_show, ax)
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@ -10,7 +10,7 @@ import numpy as np
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import GPy
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def toy_rbf_1d():
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def toy_rbf_1d(max_nb_eval_optim=100):
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"""Run a simple demonstration of a standard Gaussian process fitting it to data sampled from an RBF covariance."""
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data = GPy.util.datasets.toy_rbf_1d()
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@ -19,13 +19,13 @@ def toy_rbf_1d():
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# optimize
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m.ensure_default_constraints()
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m.optimize()
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m.optimize(max_f_eval=max_nb_eval_optim)
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# plot
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m.plot()
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print(m)
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return m
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def rogers_girolami_olympics():
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def rogers_girolami_olympics(max_nb_eval_optim=100):
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"""Run a standard Gaussian process regression on the Rogers and Girolami olympics data."""
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data = GPy.util.datasets.rogers_girolami_olympics()
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@ -34,14 +34,14 @@ def rogers_girolami_olympics():
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# optimize
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m.ensure_default_constraints()
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m.optimize()
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m.optimize(max_f_eval=max_nb_eval_optim)
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# plot
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m.plot(plot_limits = (1850, 2050))
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print(m)
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return m
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def toy_rbf_1d_50():
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def toy_rbf_1d_50(max_nb_eval_optim=100):
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"""Run a simple demonstration of a standard Gaussian process fitting it to data sampled from an RBF covariance."""
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data = GPy.util.datasets.toy_rbf_1d_50()
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@ -50,14 +50,14 @@ def toy_rbf_1d_50():
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# optimize
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m.ensure_default_constraints()
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m.optimize()
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m.optimize(max_f_eval=max_nb_eval_optim)
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# plot
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m.plot()
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print(m)
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return m
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def silhouette():
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def silhouette(max_nb_eval_optim=100):
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"""Predict the pose of a figure given a silhouette. This is a task from Agarwal and Triggs 2004 ICML paper."""
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data = GPy.util.datasets.silhouette()
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@ -66,12 +66,12 @@ def silhouette():
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# optimize
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m.ensure_default_constraints()
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m.optimize(messages=True)
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m.optimize(messages=True,max_f_eval=max_nb_eval_optim)
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print(m)
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return m
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def coregionalisation_toy2():
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def coregionalisation_toy2(max_nb_eval_optim=100):
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"""
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A simple demonstration of coregionalisation on two sinusoidal functions.
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"""
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@ -90,8 +90,7 @@ def coregionalisation_toy2():
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m.constrain_fixed('rbf_var',1.)
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m.constrain_positive('kappa')
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m.ensure_default_constraints()
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m.optimize('sim',max_f_eval=5000,messages=1)
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#m.optimize()
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m.optimize('sim',messages=1,max_f_eval=max_nb_eval_optim)
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pb.figure()
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Xtest1 = np.hstack((np.linspace(0,9,100)[:,None],np.zeros((100,1))))
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@ -104,7 +103,7 @@ def coregionalisation_toy2():
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pb.plot(X2[:,0],Y2[:,0],'gx',mew=2)
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return m
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def coregionalisation_toy():
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def coregionalisation_toy(max_nb_eval_optim=100):
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"""
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A simple demonstration of coregionalisation on two sinusoidal functions.
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"""
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@ -123,7 +122,7 @@ def coregionalisation_toy():
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m.constrain_fixed('rbf_var',1.)
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m.constrain_positive('kappa')
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m.ensure_default_constraints()
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m.optimize()
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m.optimize(max_f_eval=max_nb_eval_optim)
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pb.figure()
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Xtest1 = np.hstack((np.linspace(0,9,100)[:,None],np.zeros((100,1))))
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@ -137,7 +136,7 @@ def coregionalisation_toy():
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return m
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def coregionalisation_sparse():
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def coregionalisation_sparse(max_nb_eval_optim=100):
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"""
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A simple demonstration of coregionalisation on two sinusoidal functions using sparse approximations.
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"""
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@ -162,7 +161,7 @@ def coregionalisation_sparse():
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m.constrain_positive('kappa')
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m.constrain_fixed('iip')
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m.ensure_default_constraints()
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m.optimize_restarts(5,robust=True,messages=1)
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m.optimize_restarts(5, robust=True, messages=1, max_f_eval=max_nb_eval_optim)
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pb.figure()
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Xtest1 = np.hstack((np.linspace(0,9,100)[:,None],np.zeros((100,1))))
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@ -179,7 +178,7 @@ def coregionalisation_sparse():
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return m
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def multiple_optima(gene_number=937,resolution=80, model_restarts=10, seed=10000):
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def multiple_optima(gene_number=937,resolution=80, model_restarts=10, seed=10000, max_nb_eval_optim=100):
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"""Show an example of a multimodal error surface for Gaussian process regression. Gene 939 has bimodal behaviour where the noisey mode is higher."""
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# Contour over a range of length scales and signal/noise ratios.
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@ -217,7 +216,7 @@ def multiple_optima(gene_number=937,resolution=80, model_restarts=10, seed=10000
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# optimize
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m.ensure_default_constraints()
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m.optimize(xtol=1e-6,ftol=1e-6)
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m.optimize(xtol=1e-6, ftol=1e-6, max_f_eval=max_nb_eval_optim)
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optim_point_x[1] = m.get('rbf_lengthscale')
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optim_point_y[1] = np.log10(m.get('rbf_variance')) - np.log10(m.get('white_variance'));
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@ -264,7 +263,7 @@ def _contour_data(data, length_scales, log_SNRs, signal_kernel_call=GPy.kern.rbf
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lls.append(length_scale_lls)
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return np.array(lls)
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def sparse_GP_regression_1D(N = 400, M = 5):
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def sparse_GP_regression_1D(N = 400, M = 5, max_nb_eval_optim=100):
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"""Run a 1D example of a sparse GP regression."""
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# sample inputs and outputs
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X = np.random.uniform(-3.,3.,(N,1))
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@ -279,11 +278,11 @@ def sparse_GP_regression_1D(N = 400, M = 5):
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m.constrain_positive('(variance|lengthscale|precision)')
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m.checkgrad(verbose=1)
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m.optimize('tnc', messages = 1)
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m.optimize('tnc', messages = 1, max_f_eval=max_nb_eval_optim)
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m.plot()
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return m
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def sparse_GP_regression_2D(N = 400, M = 50):
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def sparse_GP_regression_2D(N = 400, M = 50, max_nb_eval_optim=100):
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"""Run a 2D example of a sparse GP regression."""
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X = np.random.uniform(-3.,3.,(N,2))
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Y = np.sin(X[:,0:1]) * np.sin(X[:,1:2])+np.random.randn(N,1)*0.05
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@ -294,7 +293,7 @@ def sparse_GP_regression_2D(N = 400, M = 50):
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kernel = rbf + noise
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# create simple GP model
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m = GPy.models.sparse_GP_regression(X,Y,kernel, M = M)
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m = GPy.models.sparse_GP_regression(X,Y,kernel, M = M, max_nb_eval_optim=100)
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# contrain all parameters to be positive (but not inducing inputs)
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m.constrain_positive('(variance|lengthscale|precision)')
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@ -304,12 +303,12 @@ def sparse_GP_regression_2D(N = 400, M = 50):
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# optimize and plot
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pb.figure()
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m.optimize('tnc', messages = 1)
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m.optimize('tnc', messages = 1, max_f_eval=max_nb_eval_optim)
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m.plot()
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print(m)
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return m
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def uncertain_inputs_sparse_regression():
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def uncertain_inputs_sparse_regression(max_nb_eval_optim=100):
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"""Run a 1D example of a sparse GP regression with uncertain inputs."""
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# sample inputs and outputs
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S = np.ones((20,1))
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@ -327,7 +326,7 @@ def uncertain_inputs_sparse_regression():
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m.constrain_positive('(variance|prec)')
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# optimize and plot
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m.optimize('tnc', max_f_eval = 1000, messages=1)
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m.optimize('tnc', messages=1, max_f_eval=max_nb_eval_optim)
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m.plot()
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print(m)
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return m
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