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

This commit is contained in:
Andreas 2013-07-17 18:18:07 +01:00
commit 3de342506f
3 changed files with 67 additions and 11 deletions

View file

@ -161,7 +161,7 @@ def BGPLVM_oil(optimize=True, N=200, Q=10, num_inducing=15, max_iters=150, plot=
# optimize
if optimize:
m.constrain_fixed('noise')
m.optimize('scg', messages=1, max_iters=100, gtol=.05)
m.optimize('scg', messages=1, max_iters=200, gtol=.05)
m.constrain_positive('noise')
m.optimize('scg', messages=1, max_iters=max_iters, gtol=.05)
@ -277,7 +277,6 @@ def bgplvm_simulation(optimize='scg',
from GPy import kern
reload(mrd); reload(kern)
Y = Ylist[0]
k = kern.linear(Q, ARD=True) + kern.bias(Q, np.exp(-2)) + kern.white(Q, np.exp(-2)) # + kern.bias(Q)
@ -286,7 +285,6 @@ def bgplvm_simulation(optimize='scg',
# m.constrain('variance|noise', logexp_clipped())
m['noise'] = Y.var() / 100.
if optimize:
print "Optimizing model:"
m.optimize(optimize, max_iters=max_iters,

View file

@ -66,12 +66,26 @@ class kern(Parameterized):
Parameterized.setstate(self, state)
def plot_ARD(self, fignum=None, ax=None, title=None):
"""If an ARD kernel is present, it bar-plots the ARD parameters"""
def plot_ARD(self, fignum=None, ax=None, title='', legend=False):
"""If an ARD kernel is present, it bar-plots the ARD parameters,
:param fignum: figure number of the plot
:param ax: matplotlib axis to plot on
:param title:
title of the plot,
pass '' to not print a title
pass None for a generic title
"""
if ax is None:
fig = pb.figure(fignum)
ax = fig.add_subplot(111)
from GPy.util import Tango
from matplotlib.textpath import TextPath
Tango.reset()
xticklabels = []
bars = []
x0 = 0
for p in self.parts:
c = Tango.nextMedium()
if hasattr(p, 'ARD') and p.ARD:
if title is None:
ax.set_title('ARD parameters, %s kernel' % p.name)
@ -82,10 +96,32 @@ class kern(Parameterized):
else:
ard_params = 1. / p.lengthscale
x = np.arange(len(ard_params))
ax.bar(x - 0.4, ard_params)
ax.set_xticks(x)
ax.set_xticklabels([r"${}$".format(i) for i in x])
x = np.arange(x0, x0 + len(ard_params))
bars.append(ax.bar(x, ard_params, align='center', color=c, edgecolor='k', linewidth=1.2, label=p.name))
xticklabels.extend([r"$\mathrm{{{name}}}\ {x}$".format(name=p.name, x=i) for i in np.arange(len(ard_params))])
x0 += len(ard_params)
x = np.arange(x0)
for bar in bars:
for patch, num in zip(bar.patches, np.arange(len(bar.patches))):
height = patch.get_height()
xi = patch.get_x() + patch.get_width() / 2.
va = 'top'
c = 'w'
t = TextPath((0, 0), "${xi}$".format(xi=xi), rotation=0, usetex=True, ha='center')
if patch.get_extents().height <= t.get_extents().height + 2:
va = 'bottom'
c = 'k'
ax.text(xi, height, "${xi}$".format(xi=int(num)), color=c, rotation=0, ha='center', va=va)
# for xi, t in zip(x, xticklabels):
# ax.text(xi, maxi / 2, t, rotation=90, ha='center', va='center')
# ax.set_xticklabels(xticklabels, rotation=17)
ax.set_xticks([])
ax.set_xlim(-.5, x0 - .5)
if title is '':
ax.legend(bbox_to_anchor=(0., 1.02, 1., .102), loc=3,
ncol=max(2, len(bars)), mode="expand", borderaxespad=0.)
else:
ax.legend()
return ax
def _transform_gradients(self, g):

View file

@ -59,7 +59,7 @@ def kmm_init(X, m = 10):
return X[inducing]
def fast_array_equal(A, B):
code="""
code2="""
int i, j;
return_val = 1;
@ -74,6 +74,23 @@ def fast_array_equal(A, B):
}
"""
code3="""
int i, j, z;
return_val = 1;
#pragma omp parallel for private(i, j, z)
for(i=0;i<N;i++){
for(j=0;j<D;j++){
for(z=0;z<Q;z++){
if(A(i, j, z) != B(i, j, z)){
return_val = 0;
break;
}
}
}
}
"""
support_code = """
#include <omp.h>
#include <math.h>
@ -93,9 +110,14 @@ def fast_array_equal(A, B):
elif A.shape == B.shape:
if len(A.shape) == 2:
N, D = A.shape
value = weave.inline(code, support_code=support_code, libraries=['gomp'],
value = weave.inline(code2, support_code=support_code, libraries=['gomp'],
arg_names=['A', 'B', 'N', 'D'],
type_converters=weave.converters.blitz,**weave_options)
elif len(A.shape) == 3:
N, D, Q = A.shape
value = weave.inline(code3, support_code=support_code, libraries=['gomp'],
arg_names=['A', 'B', 'N', 'D', 'Q'],
type_converters=weave.converters.blitz,**weave_options)
else:
value = np.array_equal(A,B)