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Added derivatives for poisson and a couple of examples,
need to fix for EP.
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3 changed files with 169 additions and 18 deletions
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@ -270,6 +270,50 @@ def toy_rbf_1d_50(max_iters=100):
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print(m)
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return m
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def toy_poisson_rbf_1d(optimizer='bfgs', 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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X = np.linspace(0,10)[:, None]
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F = np.round(X*3-4)
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F = np.where(F > 0, F, 0)
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eps = np.random.randint(0,4, F.shape[0])[:, None]
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Y = F + eps
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noise_model = GPy.likelihoods.poisson()
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likelihood = GPy.likelihoods.EP(Y,noise_model)
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# create simple GP Model
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m = GPy.models.GPRegression(X, Y, likelihood=likelihood)
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# optimize
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m.optimize(optimizer, 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 toy_poisson_rbf_1d_laplace(optimizer='bfgs', 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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X = np.linspace(0,10)[:, None]
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F = np.round(X*3-4)
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F = np.where(F > 0, F, 0)
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eps = np.random.randint(0,4, F.shape[0])[:, None]
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Y = F + eps
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noise_model = GPy.likelihoods.poisson()
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likelihood = GPy.likelihoods.Laplace(Y,noise_model)
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# create simple GP Model
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m = GPy.models.GPRegression(X, Y, likelihood=likelihood)
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# optimize
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m.optimize(optimizer, 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 toy_ARD(max_iters=1000, kernel_type='linear', num_samples=300, D=4):
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# Create an artificial dataset where the values in the targets (Y)
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# only depend in dimensions 1 and 3 of the inputs (X). Run ARD to
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