Merge branch 'devel' of github.com:SheffieldML/GPy into devel

GPy/core/parameterization/parameter_core.py

@@ -18,8 +18,6 @@ import numpy as np
 import re
 import logging
 
-__updated__ = '2014-11-03'
-
 class HierarchyError(Exception):
     """
     Gets thrown when something is wrong with the parameter hierarchy.
@@ -896,6 +894,7 @@ class OptimizationHandlable(Indexable):
     def _connect_parameters(self):
         pass
 
+_name_digit = re.compile("(?P<name>.*)_(?P<digit>\d+)$")
 class Parameterizable(OptimizationHandlable):
     """
     A parameterisable class.
@@ -1022,29 +1021,38 @@ class Parameterizable(OptimizationHandlable):
             self.__dict__[pname] = param
             return
 
-        def warn_and_retry():
-            print """
-            WARNING: added a parameter with formatted name {},
-            which is already assigned to {}.
-            Trying to change the parameter name to
-
-            {}.{}
-            """.format(pname, self.hierarchy_name(), self.hierarchy_name(), param.name + "_")
-            param.name += "_"
+        def warn_and_retry(param, match=None):
+            #===================================================================
+            # print """
+            # WARNING: added a parameter with formatted name {},
+            # which is already assigned to {}.
+            # Trying to change the parameter name to
+            #
+            # {}.{}
+            # """.format(pname, self.hierarchy_name(), self.hierarchy_name(), param.name + "_")
+            #===================================================================
+            if match is None:
+                param.name += "_1"
+            else:
+                param.name = match.group('name') + "_" + str(int(match.group('digit'))+1)
             self._add_parameter_name(param, ignore_added_names)
         # and makes sure to not delete programmatically added parameters
-        if pname in self.__dict__:
-            if not (param is self.__dict__[pname]):
-                if pname in self._added_names_:
-                    del self.__dict__[pname]
-                    self._add_parameter_name(param)
-                else:
-                    warn_and_retry()
-        elif pname not in dir(self):
+        for other in self.parameters[::-1]:
+            if other is not param and other.name.startswith(param.name):
+                warn_and_retry(param, _name_digit.match(other.name))
+                return
+        if pname not in dir(self):
             self.__dict__[pname] = param
             self._added_names_.add(pname)
-        else:
-            warn_and_retry()
+        elif pname in self.__dict__:
+            if pname in self._added_names_:
+                other = self.__dict__[pname]
+                if not (param is other):
+                    del self.__dict__[pname]
+                    self._added_names_.remove(pname)
+                    warn_and_retry(other)
+                    warn_and_retry(param, _name_digit.match(other.name))
+            return
 
     def _remove_parameter_name(self, param=None, pname=None):
         assert param is None or pname is None, "can only delete either param by name, or the name of a param"

GPy/inference/latent_function_inference/var_dtc.py

@@ -76,12 +76,14 @@ class VarDTC(LatentFunctionInference):
         # VVT_factor is a matrix such that tdot(VVT_factor) = VVT...this is for efficiency!
         #self.YYTfactor = self.get_YYTfactor(Y)
         #VVT_factor = self.get_VVTfactor(self.YYTfactor, beta)
+        het_noise = beta.size > 1
+        if beta.ndim == 1:
+            beta = beta[:, None]
         VVT_factor = beta*Y
         #VVT_factor = beta*Y
         trYYT = self.get_trYYT(Y)
 
         # do the inference:
-        het_noise = beta.size > 1
         num_inducing = Z.shape[0]
         num_data = Y.shape[0]
         # kernel computations, using BGPLVM notation

GPy/likelihoods/mixed_noise.py

@@ -23,7 +23,7 @@ class MixedNoise(Likelihood):
         variance = np.zeros(ind.size)
         for lik, j in zip(self.likelihoods_list, range(len(self.likelihoods_list))):
             variance[ind==j] = lik.variance
-        return variance[:,None]
+        return variance
 
     def betaY(self,Y,Y_metadata):
         #TODO not here.

GPy/models/gp_coregionalized_regression.py

@@ -28,7 +28,7 @@ class GPCoregionalizedRegression(GP):
     :param kernel_name: name of the kernel
     :type kernel_name: string
     """
-    def __init__(self, X_list, Y_list, kernel=None, likelihoods_list=None, name='GPCR',W_rank=1,kernel_name='X'):
+    def __init__(self, X_list, Y_list, kernel=None, likelihoods_list=None, name='GPCR',W_rank=1,kernel_name='coreg'):
 
         #Input and Output
         X,Y,self.output_index = util.multioutput.build_XY(X_list,Y_list)

GPy/models/gplvm.py

@@ -15,7 +15,7 @@ class GPLVM(GP):
 
 
     """
-    def __init__(self, Y, input_dim, init='PCA', X=None, kernel=None, normalize_Y=False, name="gplvm"):
+    def __init__(self, Y, input_dim, init='PCA', X=None, kernel=None, name="gplvm"):
 
         """
         :param Y: observed data
@@ -68,7 +68,7 @@ class GPLVM(GP):
     def plot_latent(self, labels=None, which_indices=None,
                 resolution=50, ax=None, marker='o', s=40,
                 fignum=None, legend=True,
-                plot_limits=None, 
+                plot_limits=None,
                 aspect='auto', updates=False, **kwargs):
         import sys
         assert "matplotlib" in sys.modules, "matplotlib package has not been imported."

GPy/models/sparse_gp_coregionalized_regression.py

@@ -35,7 +35,7 @@ class SparseGPCoregionalizedRegression(SparseGP):
     :type kernel_name: string
     """
 
-    def __init__(self, X_list, Y_list, Z_list=[], kernel=None, likelihoods_list=None, num_inducing=10, X_variance=None, name='SGPCR',W_rank=1,kernel_name='X'):
+    def __init__(self, X_list, Y_list, Z_list=[], kernel=None, likelihoods_list=None, num_inducing=10, X_variance=None, name='SGPCR',W_rank=1,kernel_name='coreg'):
 
         #Input and Output
         X,Y,self.output_index = util.multioutput.build_XY(X_list,Y_list)

GPy/testing/kernel_tests.py

@@ -18,6 +18,7 @@ class Kern_check_model(GPy.core.Model):
     """
     def __init__(self, kernel=None, dL_dK=None, X=None, X2=None):
         GPy.core.Model.__init__(self, 'kernel_test_model')
+        np.random.seed()
         if kernel==None:
             kernel = GPy.kern.RBF(1)
         if X is None:

GPy/testing/model_tests.py

@@ -377,17 +377,14 @@ class GradientTests(np.testing.TestCase):
         m = GPy.models.GPLVM(Y, input_dim, init='PCA', kernel=k)
         self.assertTrue(m.checkgrad())
 
-    @unittest.expectedFailure
     def test_GP_EP_probit(self):
         N = 20
         X = np.hstack([np.random.normal(5, 2, N / 2), np.random.normal(10, 2, N / 2)])[:, None]
         Y = np.hstack([np.ones(N / 2), np.zeros(N / 2)])[:, None]
         kernel = GPy.kern.RBF(1)
         m = GPy.models.GPClassification(X, Y, kernel=kernel)
-        m.update_likelihood_approximation()
         self.assertTrue(m.checkgrad())
 
-    @unittest.expectedFailure
     def test_sparse_EP_DTC_probit(self):
         N = 20
         X = np.hstack([np.random.normal(5, 2, N / 2), np.random.normal(10, 2, N / 2)])[:, None]
@@ -399,7 +396,6 @@ class GradientTests(np.testing.TestCase):
         # likelihood = GPy.likelihoods.EP(Y, distribution)
         # m = GPy.core.SparseGP(X, likelihood, kernel, Z)
         # m.ensure_default_constraints()
-        m.update_likelihood_approximation()
         self.assertTrue(m.checkgrad())
 
     @unittest.expectedFailure
@@ -412,7 +408,8 @@ class GradientTests(np.testing.TestCase):
         m.update_likelihood_approximation()
         self.assertTrue(m.checkgrad())
 
-    def multioutput_regression_1D(self):
+    @unittest.expectedFailure
+    def test_multioutput_regression_1D(self):
         X1 = np.random.rand(50, 1) * 8
         X2 = np.random.rand(30, 1) * 5
         X = np.vstack((X1, X2))
@@ -422,10 +419,12 @@ class GradientTests(np.testing.TestCase):
 
         k1 = GPy.kern.RBF(1)
         m = GPy.models.GPMultioutputRegression(X_list=[X1, X2], Y_list=[Y1, Y2], kernel_list=[k1])
+        import ipdb;ipdb.set_trace()
         m.constrain_fixed('.*rbf_var', 1.)
         self.assertTrue(m.checkgrad())
 
-    def multioutput_sparse_regression_1D(self):
+    @unittest.expectedFailure
+    def test_multioutput_sparse_regression_1D(self):
         X1 = np.random.rand(500, 1) * 8
         X2 = np.random.rand(300, 1) * 5
         X = np.vstack((X1, X2))
@@ -447,6 +446,21 @@ class GradientTests(np.testing.TestCase):
         m = GPy.models.GPHeteroscedasticRegression(X, Y, kern)
         self.assertTrue(m.checkgrad())
 
+    def test_sparse_gp_heteroscedastic_regression(self):
+        num_obs = 25
+        X = np.random.randint(0, 140, num_obs)
+        X = X[:, None]
+        Y = 25. + np.sin(X / 20.) * 2. + np.random.rand(num_obs)[:, None]
+        kern = GPy.kern.Bias(1) + GPy.kern.RBF(1)
+        Y_metadata = {'output_index':np.arange(num_obs)[:,None]}
+        noise_terms = np.unique(Y_metadata['output_index'].flatten())
+        likelihoods_list = [GPy.likelihoods.Gaussian(name="Gaussian_noise_%s" %j) for j in noise_terms]
+        likelihood = GPy.likelihoods.MixedNoise(likelihoods_list=likelihoods_list)
+        m = GPy.core.SparseGP(X, Y, X[np.random.choice(num_obs, 10)],
+                              kern, likelihood,
+                              GPy.inference.latent_function_inference.VarDTC(),
+                              Y_metadata=Y_metadata)
+        self.assertTrue(m.checkgrad())
 
     def test_gp_kronecker_gaussian(self):
         N1, N2 = 30, 20

GPy/util/__init__.py

@@ -16,5 +16,4 @@ import diag
 import initialization
 import multioutput
 import linalg_gpu
-import mpi
 

setup.py

@@ -5,9 +5,8 @@ import os
 from setuptools import setup
 
 # Version number
-version = '0.4.6'
+version = '0.6.0'
 
-from pkg_resources import Requirement
 def read(fname):
     return open(os.path.join(os.path.dirname(__file__), fname)).read()
 
@@ -19,14 +18,25 @@ setup(name = 'GPy',
       license = "BSD 3-clause",
       keywords = "machine-learning gaussian-processes kernels",
       url = "http://sheffieldml.github.com/GPy/",
-      packages = ["GPy.models", "GPy.inference.optimization", "GPy.inference", "GPy.inference.latent_function_inference", "GPy.likelihoods", "GPy.mappings", "GPy.examples", "GPy.core.parameterization", "GPy.core", "GPy.testing", "GPy", "GPy.util", "GPy.kern", "GPy.kern._src.psi_comp", "GPy.kern._src", "GPy.plotting.matplot_dep.latent_space_visualizations.controllers", "GPy.plotting.matplot_dep.latent_space_visualizations", "GPy.plotting.matplot_dep", "GPy.plotting"],
+      packages = ["GPy.models",
+                  "GPy.inference.optimization",
+                  "GPy.inference",
+                  "GPy.inference.latent_function_inference",
+                  "GPy.likelihoods", "GPy.mappings",
+                  "GPy.examples", "GPy.core.parameterization",
+                  "GPy.core", "GPy.testing",
+                  "GPy", "GPy.util", "GPy.kern",
+                  "GPy.kern._src.psi_comp", "GPy.kern._src",
+                  "GPy.plotting.matplot_dep.latent_space_visualizations.controllers",
+                  "GPy.plotting.matplot_dep.latent_space_visualizations",
+                  "GPy.plotting.matplot_dep", "GPy.plotting"],
       package_dir={'GPy': 'GPy'},
       package_data = {'GPy': ['defaults.cfg', 'installation.cfg', 'util/data_resources.json', 'util/football_teams.json']},
       py_modules = ['GPy.__init__'],
       long_description=read('README.md'),
-      install_requires=['numpy>=1.6', 'scipy>=0.9'],
+      install_requires=['numpy>=1.8', 'scipy>=0.14'],
       extras_require = {
-        'docs':['matplotlib>=1.1','Sphinx','ipython'],
+        'docs':['matplotlib>=1.4','Sphinx','ipython'],
       },
       classifiers=[
       "License :: OSI Approved :: BSD License"],