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moved cubic sine from tests to examples
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76f3ff65a1
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2 changed files with 27 additions and 28 deletions
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@ -550,3 +550,29 @@ def parametric_mean_function(max_iters=100, optimize=True, plot=True):
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return m
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def warped_gp_cubic_sine(max_iters=100):
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"""
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A test replicating the sine regression problem from
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Snelson's paper.
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"""
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X = (2 * np.pi) * np.random.random(151) - np.pi
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Y = np.sin(X) + np.random.normal(0,0.2,151)
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Y = np.array([np.power(abs(y),float(1)/3) * (1,-1)[y<0] for y in Y])
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warp_k = GPy.kern.RBF(1)
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warp_f = GPy.util.warping_functions.TanhFunction(n_terms=2)
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warp_m = GPy.models.WarpedGP(X[:, None], Y[:, None], kernel=warp_k, warping_function=warp_f)
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m = GPy.models.GPRegression(X[:, None], Y[:, None])
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m.optimize_restarts(parallel=False, robust=True, num_restarts=5, max_iters=max_iters)
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warp_m.optimize_restarts(parallel=False, robust=True, num_restarts=5, max_iters=max_iters)
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print(warp_m)
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print(warp_m['.*warp.*'])
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warp_m.predict_in_warped_space = False
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warp_m.plot(title="Warped GP - Latent space")
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warp_m.predict_in_warped_space = True
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warp_m.plot(title="Warped GP - Warped space")
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m.plot(title="Standard GP")
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#warp_f.plot(X.min()-10, X.max()+10)
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warp_m.plot_warping()
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pb.show()
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@ -311,6 +311,7 @@ class MiscTests(unittest.TestCase):
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"""
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A WarpedGP with the log warping function should be
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equal to a standard GP with log labels.
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Note that we predict the median here.
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"""
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k = GPy.kern.RBF(1)
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Y = np.abs(self.Y)
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@ -327,34 +328,6 @@ class MiscTests(unittest.TestCase):
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np.testing.assert_almost_equal(np.exp(preds), warp_preds, decimal=4)
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@unittest.skip('Comment this to plot the modified sine function')
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def test_warped_gp_sine(self):
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"""
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A test replicating the sine regression problem from
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Snelson's paper.
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"""
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X = (2 * np.pi) * np.random.random(151) - np.pi
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Y = np.sin(X) + np.random.normal(0,0.2,151)
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Y = np.array([np.power(abs(y),float(1)/3) * (1,-1)[y<0] for y in Y])
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import matplotlib.pyplot as plt
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warp_k = GPy.kern.RBF(1)
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warp_f = GPy.util.warping_functions.TanhFunction(n_terms=2)
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warp_m = GPy.models.WarpedGP(X[:, None], Y[:, None], kernel=warp_k, warping_function=warp_f)
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m = GPy.models.GPRegression(X[:, None], Y[:, None])
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m.optimize_restarts(parallel=False, robust=True, num_restarts=5)
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warp_m.optimize_restarts(parallel=False, robust=True, num_restarts=5)
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print(warp_m)
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print(warp_m['.*warp.*'])
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warp_m.predict_in_warped_space = False
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warp_m.plot()
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warp_m.predict_in_warped_space = True
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warp_m.plot()
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m.plot()
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warp_f.plot(X.min()-10, X.max()+10)
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plt.show()
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class GradientTests(np.testing.TestCase):
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def setUp(self):
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