This commit is contained in:
beckdaniel 2016-03-07 10:53:17 +00:00
parent 2ecd13b08d
commit 419f2fb284

View file

@ -552,27 +552,28 @@ def parametric_mean_function(max_iters=100, optimize=True, plot=True):
def warped_gp_cubic_sine(max_iters=100):
"""
A test replicating the sine regression problem from
A test replicating the cubic sine regression problem from
Snelson's paper.
"""
X = (2 * np.pi) * np.random.random(151) - np.pi
Y = np.sin(X) + np.random.normal(0,0.2,151)
Y = np.array([np.power(abs(y),float(1)/3) * (1,-1)[y<0] for y in Y])
X = X[:, None]
Y = Y[:, None]
warp_k = GPy.kern.RBF(1)
warp_f = GPy.util.warping_functions.TanhFunction(n_terms=2)
warp_m = GPy.models.WarpedGP(X[:, None], Y[:, None], kernel=warp_k, warping_function=warp_f)
m = GPy.models.GPRegression(X[:, None], Y[:, None])
warp_m = GPy.models.WarpedGP(X, Y, kernel=warp_k, warping_function=warp_f)
m = GPy.models.GPRegression(X, Y)
m.optimize_restarts(parallel=False, robust=True, num_restarts=5, max_iters=max_iters)
warp_m.optimize_restarts(parallel=False, robust=True, num_restarts=5, max_iters=max_iters)
print(warp_m)
print(warp_m['.*warp.*'])
warp_m.predict_in_warped_space = False
warp_m.plot(title="Warped GP - Latent space")
warp_m.predict_in_warped_space = True
warp_m.plot(title="Warped GP - Warped space")
m.plot(title="Standard GP")
#warp_f.plot(X.min()-10, X.max()+10)
warp_m.plot_warping()
pb.show()