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merged GPLVM, used Andreas changes

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This commit is contained in:
Max Zwiessele 2013-05-22 17:18:40 +01:00
commit 3e7b833d0f
6 changed files with 61 additions and 107 deletions
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18
GPy/examples/dimensionality_reduction.py
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@ -266,15 +266,19 @@ def bgplvm_simulation(optimize='scg',
if optimize:
print "Optimizing model:"
m.optimize('scg', max_iters=max_f_eval, max_f_eval=max_f_eval, messages=True)
m.optimize('bfgs', max_iters=max_f_eval,
max_f_eval=max_f_eval,
messages=True, gtol=1e-2)
if plot:
import pylab
m.plot_X_1d()
pylab.figure(); pylab.axis(); m.kern.plot_ARD()
pylab.figure('BGPLVM Simulation ARD Parameters');
pylab.axis();
m.kern.plot_ARD()
return m
def mrd_simulation(optimize=True, plot_sim=False, **kw):
D1, D2, D3, N, M, Q = 150, 250, 30, 200, 3, 7
D1, D2, D3, N, M, Q = 15, 8, 8, 100, 3, 7
slist, Slist, Ylist = _simulate_sincos(D1, D2, D3, N, M, Q, plot_sim)
from GPy.models import mrd
@ -284,20 +288,20 @@ def mrd_simulation(optimize=True, plot_sim=False, **kw):
reload(mrd); reload(kern)
k = kern.linear(Q, [0.01] * Q, True) + kern.bias(Q, np.exp(-2)) + kern.white(Q, np.exp(-2))
m = mrd.MRD(*Ylist, Q=Q, M=M, kernel=k, initx="concat", initz='permute', **kw)
m = mrd.MRD(Ylist, Q=Q, M=M, kernel=k, initx="concat", initz='permute', **kw)
for i, Y in enumerate(Ylist):
m['{}_noise'.format(i + 1)] = Y.var() / 100.
# m.constrain('variance|noise', logexp_clipped())
m.constrain('variance|noise', logexp_clipped())
m.ensure_default_constraints()
# DEBUG
np.seterr("raise")
# np.seterr("raise")
if optimize:
print "Optimizing Model:"
m.optimize('scg', messages=1, max_iters=3e3)
m.optimize('bfgs', messages=1, max_iters=3e3)
return m