From 2f7ebb96ba185c76a3d6873846df565b888dbe48 Mon Sep 17 00:00:00 2001
From: Max Zwiessele <ibinbei@gmail.com>
Date: Mon, 24 Feb 2014 14:56:28 +0000
Subject: [PATCH] added initialization

---
 GPy/util/initialization.py | 17 +++++++++++++++++
 1 file changed, 17 insertions(+)
 create mode 100644 GPy/util/initialization.py

diff --git a/GPy/util/initialization.py b/GPy/util/initialization.py
new file mode 100644
index 00000000..24194b41
--- /dev/null
+++ b/GPy/util/initialization.py
@@ -0,0 +1,17 @@
+'''
+Created on 24 Feb 2014
+
+@author: maxz
+'''
+
+import numpy as np
+from linalg import PCA
+
+def initialize_latent(init, input_dim, Y):
+    Xr = np.random.randn(Y.shape[0], input_dim)
+    if init == 'PCA':
+        PC = PCA(Y, input_dim)[0]
+        Xr[:PC.shape[0], :PC.shape[1]] = PC
+    else:
+        pass
+    return Xr
\ No newline at end of file