mirror of
https://github.com/SheffieldML/GPy.git
synced 2026-05-14 14:32:37 +02:00
Plots tidied up.
This commit is contained in:
Ricardo
parent
b20ea09f89
commit
46eca3bbdd
2 changed files with 391 additions and 183 deletions
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@ -3,13 +3,14 @@ from .. import kern
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from ..util.plot import gpplot, Tango, x_frame1D, x_frame2D
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import pylab as pb
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from GPy.core.model import Model
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import warnings
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from ..likelihoods import Gaussian, Gaussian_Mixed_Noise
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class GPBase(Model):
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"""
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Gaussian process base model for holding shared behaviour between
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sparse_GP and GP models.
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"""
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def __init__(self, X, likelihood, kernel, normalize_X=False):
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self.X = X
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assert len(self.X.shape) == 2
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@ -57,7 +58,59 @@ class GPBase(Model):
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self.X = state.pop()
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Model.setstate(self, state)
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def plot_f(self, samples=0, plot_limits=None, which_data='all', which_parts='all', resolution=None, full_cov=False, fignum=None, ax=None,output=None):
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def posterior_samples_f(self,X,size=10,which_parts='all',full_cov=True):
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"""
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Samples the posterior GP at the points X.
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:param X: The points at which to take the samples.
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:type X: np.ndarray, Nnew x self.input_dim.
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:param size: the number of a posteriori samples to plot.
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:type size: int.
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:param which_parts: which of the kernel functions to plot (additively).
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:type which_parts: 'all', or list of bools.
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:param full_cov: whether to return the full covariance matrix, or just the diagonal.
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:type full_cov: bool.
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:returns: Ysim: set of simulations, a Numpy array (N x samples).
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"""
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m, v = self._raw_predict(X, which_parts=which_parts, full_cov=full_cov)
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v = v.reshape(m.size,-1) if len(v.shape)==3 else v
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if not full_cov:
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Ysim = np.random.multivariate_normal(m.flatten(), np.diag(v.flatten()), size).T
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else:
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Ysim = np.random.multivariate_normal(m.flatten(), v, size).T
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return Ysim
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def posterior_samples(self,X,size=10,which_parts='all',full_cov=True,noise_model=None):
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"""
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Samples the posterior GP at the points X.
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:param X: the points at which to take the samples.
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:type X: np.ndarray, Nnew x self.input_dim.
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:param size: the number of a posteriori samples to plot.
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:type size: int.
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:param which_parts: which of the kernel functions to plot (additively).
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:type which_parts: 'all', or list of bools.
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:param full_cov: whether to return the full covariance matrix, or just the diagonal.
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:type full_cov: bool.
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:param noise_model: for mixed noise likelihood, the noise model to use in the samples.
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:type noise_model: integer.
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:returns: Ysim: set of simulations, a Numpy array (N x samples).
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"""
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Ysim = self.posterior_samples_f(X, size, which_parts=which_parts, full_cov=full_cov)
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if isinstance(self.likelihood,Gaussian):
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noise_std = np.sqrt(self.likelihood._get_params())
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Ysim += np.random.normal(0,noise_std,Ysim.shape)
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elif isinstance(self.likelihood,Gaussian_Mixed_Noise):
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assert noise_model is not None, "A noise model must be specified."
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noise_std = np.sqrt(self.likelihood._get_params()[noise_model])
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Ysim += np.random.normal(0,noise_std,Ysim.shape)
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else:
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Ysim = self.likelihood.noise_model.samples(Ysim)
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return Ysim
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def plot_f(self, samples=0, plot_limits=None, which_data='all', which_parts='all', resolution=None, full_cov=False, fignum=None, ax=None):
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"""
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Plot the GP's view of the world, where the data is normalized and the
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- In one dimension, the function is plotted with a shaded region identifying two standard deviations.
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@ -89,82 +142,41 @@ class GPBase(Model):
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fig = pb.figure(num=fignum)
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ax = fig.add_subplot(111)
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if not hasattr(self,'multioutput'):
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if self.X.shape[1] == 1:
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resolution = resolution or 200
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Xnew, xmin, xmax = x_frame1D(self.X, plot_limits=plot_limits)
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if self.X.shape[1] == 1:
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Xnew, xmin, xmax = x_frame1D(self.X, plot_limits=plot_limits)
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if samples == 0:
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m, v = self._raw_predict(Xnew, which_parts=which_parts)
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gpplot(Xnew, m, m - 2 * np.sqrt(v), m + 2 * np.sqrt(v), axes=ax)
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ax.plot(self.X[which_data], self.likelihood.Y[which_data], 'kx', mew=1.5)
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else:
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m, v = self._raw_predict(Xnew, which_parts=which_parts, full_cov=True)
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v = v.reshape(m.size,-1) if len(v.shape)==3 else v
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Ysim = np.random.multivariate_normal(m.flatten(), v, samples)
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gpplot(Xnew, m, m - 2 * np.sqrt(np.diag(v)[:, None]), m + 2 * np.sqrt(np.diag(v))[:, None, ], axes=ax)
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for i in range(samples):
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ax.plot(Xnew, Ysim[i, :], Tango.colorsHex['darkBlue'], linewidth=0.25)
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m, v = self._raw_predict(Xnew, which_parts=which_parts)
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if samples:
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Ysim = self.posterior_samples_f(Xnew, samples, which_parts=which_parts, full_cov=True)
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for yi in Ysim.T:
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ax.plot(Xnew, yi[:,None], Tango.colorsHex['darkBlue'], linewidth=0.25)
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gpplot(Xnew, m, m - 2 * np.sqrt(v), m + 2 * np.sqrt(v), axes=ax)
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ax.plot(self.X[which_data], self.likelihood.Y[which_data], 'kx', mew=1.5)
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ax.set_xlim(xmin, xmax)
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ymin, ymax = min(np.append(self.likelihood.Y, m - 2 * np.sqrt(np.diag(v)[:, None]))), max(np.append(self.likelihood.Y, m + 2 * np.sqrt(np.diag(v)[:, None])))
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ymin, ymax = ymin - 0.1 * (ymax - ymin), ymax + 0.1 * (ymax - ymin)
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ax.set_ylim(ymin, ymax)
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ax.plot(self.X[which_data], self.likelihood.Y[which_data], 'kx', mew=1.5)
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ax.set_xlim(xmin, xmax)
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ymin, ymax = min(np.append(self.likelihood.Y, m - 2 * np.sqrt(np.diag(v)[:, None]))), max(np.append(self.likelihood.Y, m + 2 * np.sqrt(np.diag(v)[:, None])))
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ymin, ymax = ymin - 0.1 * (ymax - ymin), ymax + 0.1 * (ymax - ymin)
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ax.set_ylim(ymin, ymax)
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if hasattr(self,'Z'):
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Zu = self.Z * self._Xscale + self._Xoffset
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ax.plot(Zu, np.zeros_like(Zu) + ax.get_ylim()[0], 'r|', mew=1.5, markersize=12)
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elif self.X.shape[1] == 2:
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elif self.X.shape[1] == 2:
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resolution = resolution or 50
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Xnew, xmin, xmax, xx, yy = x_frame2D(self.X, plot_limits, resolution)
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m, v = self._raw_predict(Xnew, which_parts=which_parts)
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m = m.reshape(resolution, resolution).T
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ax.contour(xx, yy, m, vmin=m.min(), vmax=m.max(), cmap=pb.cm.jet) # @UndefinedVariable
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ax.scatter(self.X[:, 0], self.X[:, 1], 40, self.likelihood.Y, linewidth=0, cmap=pb.cm.jet, vmin=m.min(), vmax=m.max()) # @UndefinedVariable
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ax.set_xlim(xmin[0], xmax[0])
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ax.set_ylim(xmin[1], xmax[1])
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resolution = resolution or 50
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Xnew, xmin, xmax, xx, yy = x_frame2D(self.X, plot_limits, resolution)
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m, v = self._raw_predict(Xnew, which_parts=which_parts)
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m = m.reshape(resolution, resolution).T
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ax.contour(xx, yy, m, vmin=m.min(), vmax=m.max(), cmap=pb.cm.jet) # @UndefinedVariable
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ax.scatter(self.X[:, 0], self.X[:, 1], 40, self.likelihood.Y, linewidth=0, cmap=pb.cm.jet, vmin=m.min(), vmax=m.max()) # @UndefinedVariable
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ax.set_xlim(xmin[0], xmax[0])
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ax.set_ylim(xmin[1], xmax[1])
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if samples:
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warnings.warn("Samples only implemented for 1 dimensional inputs.")
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else:
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raise NotImplementedError, "Cannot define a frame with more than two input dimensions"
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else:
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assert len(self.likelihood.noise_model_list) > output, 'The model has only %s outputs.' %self.num_outputs
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raise NotImplementedError, "Cannot define a frame with more than two input dimensions"
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if self.X.shape[1] == 2:
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Xu = self.X[self.X[:,-1]==output ,0:1]
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Xnew, xmin, xmax = x_frame1D(Xu, plot_limits=plot_limits)
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if samples == 0:
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m, v = self._raw_predict_single_output(Xnew, output=output, which_parts=which_parts)
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gpplot(Xnew, m, m - 2 * np.sqrt(v), m + 2 * np.sqrt(v), axes=ax)
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ax.plot(Xu[which_data], self.likelihood.Y[self.likelihood.index==output][:,None], 'kx', mew=1.5)
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else:
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m, v = self._raw_predict_single_output(Xnew, output=output, which_parts=which_parts, full_cov=True)
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v = v.reshape(m.size,-1) if len(v.shape)==3 else v
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Ysim = np.random.multivariate_normal(m.flatten(), v, samples)
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gpplot(Xnew, m, m - 2 * np.sqrt(np.diag(v)[:, None]), m + 2 * np.sqrt(np.diag(v))[:, None, ], axes=ax)
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for i in range(samples):
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ax.plot(Xnew, Ysim[i, :], Tango.colorsHex['darkBlue'], linewidth=0.25)
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ax.set_xlim(xmin, xmax)
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ymin, ymax = min(np.append(self.likelihood.Y, m - 2 * np.sqrt(np.diag(v)[:, None]))), max(np.append(self.likelihood.Y, m + 2 * np.sqrt(np.diag(v)[:, None])))
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ymin, ymax = ymin - 0.1 * (ymax - ymin), ymax + 0.1 * (ymax - ymin)
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ax.set_ylim(ymin, ymax)
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elif self.X.shape[1] == 3:
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raise NotImplementedError, "Plots not implemented for multioutput models with 2D inputs...yet"
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assert self.num_outputs >= output, 'The model has only %s outputs.' %self.num_outputs
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else:
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raise NotImplementedError, "Cannot define a frame with more than two input dimensions"
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if hasattr(self,'Z'):
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Zu = self.Z[self.Z[:,-1]==output,:]
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Zu = self.Z * self._Xscale + self._Xoffset
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Zu = self.Z[self.Z[:,-1]==output ,0:1] #??
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ax.plot(Zu, np.zeros_like(Zu) + ax.get_ylim()[0], 'r|', mew=1.5, markersize=12)
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def plot(self, plot_limits=None, which_data='all', which_parts='all', resolution=None, levels=20, samples=0, fignum=None, ax=None, output=None, fixed_inputs=[], linecol=Tango.colorsHex['darkBlue'],fillcol=Tango.colorsHex['lightBlue']):
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def plot(self, plot_limits=None, which_data='all', which_parts='all', resolution=None, levels=20, samples=0, fignum=None, ax=None, fixed_inputs=[], linecol=Tango.colorsHex['darkBlue'],fillcol=Tango.colorsHex['lightBlue']):
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"""
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Plot the GP with noise where the likelihood is Gaussian.
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@ -200,7 +212,6 @@ class GPBase(Model):
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:param fillcol: color of fill
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:param levels: for 2D plotting, the number of contour levels to use is ax is None, create a new figure
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"""
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# TODO include samples
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if which_data == 'all':
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which_data = slice(None)
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@ -208,98 +219,202 @@ class GPBase(Model):
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fig = pb.figure(num=fignum)
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ax = fig.add_subplot(111)
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if not hasattr(self,'multioutput'):
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plotdims = self.input_dim - len(fixed_inputs)
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if plotdims == 1:
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resolution = resolution or 200
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plotdims = self.input_dim - len(fixed_inputs)
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if plotdims == 1:
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resolution = resolution or 200
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Xu = self.X * self._Xscale + self._Xoffset #NOTE self.X are the normalized values now
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Xu = self.X * self._Xscale + self._Xoffset #NOTE self.X are the normalized values now
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fixed_dims = np.array([i for i,v in fixed_inputs])
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freedim = np.setdiff1d(np.arange(self.input_dim),fixed_dims)
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fixed_dims = np.array([i for i,v in fixed_inputs])
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freedim = np.setdiff1d(np.arange(self.input_dim),fixed_dims)
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Xnew, xmin, xmax = x_frame1D(Xu[:,freedim], plot_limits=plot_limits)
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Xgrid = np.empty((Xnew.shape[0],self.input_dim))
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Xgrid[:,freedim] = Xnew
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for i,v in fixed_inputs:
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Xgrid[:,i] = v
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Xnew, xmin, xmax = x_frame1D(Xu[:,freedim], plot_limits=plot_limits)
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Xgrid = np.empty((Xnew.shape[0],self.input_dim))
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Xgrid[:,freedim] = Xnew
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for i,v in fixed_inputs:
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Xgrid[:,i] = v
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m, v, lower, upper = self.predict(Xgrid, which_parts=which_parts)
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m, _, lower, upper = self.predict(Xgrid, which_parts=which_parts)
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for d in range(m.shape[1]):
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gpplot(Xnew, m[:, d], lower[:, d], upper[:, d], axes=ax, edgecol=linecol, fillcol=fillcol)
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ax.plot(Xu[which_data,freedim], self.likelihood.data[which_data, d], 'kx', mew=1.5)
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ymin, ymax = min(np.append(self.likelihood.data, lower)), max(np.append(self.likelihood.data, upper))
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ymin, ymax = ymin - 0.1 * (ymax - ymin), ymax + 0.1 * (ymax - ymin)
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ax.set_xlim(xmin, xmax)
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ax.set_ylim(ymin, ymax)
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if samples: #NOTE not tested with fixed_inputs
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Ysim = self.posterior_samples(Xgrid, samples, which_parts=which_parts, full_cov=True)
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for yi in Ysim.T:
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ax.plot(Xnew, yi[:,None], Tango.colorsHex['darkBlue'], linewidth=0.25)
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#ax.plot(Xnew, yi[:,None], marker='x', linestyle='--',color=Tango.colorsHex['darkBlue']) #TODO apply this line for discrete outputs.
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for d in range(m.shape[1]):
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gpplot(Xnew, m[:, d], lower[:, d], upper[:, d], axes=ax, edgecol=linecol, fillcol=fillcol)
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ax.plot(Xu[which_data,freedim], self.likelihood.data[which_data, d], 'kx', mew=1.5)
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ymin, ymax = min(np.append(self.likelihood.data, lower)), max(np.append(self.likelihood.data, upper))
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ymin, ymax = ymin - 0.1 * (ymax - ymin), ymax + 0.1 * (ymax - ymin)
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ax.set_xlim(xmin, xmax)
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ax.set_ylim(ymin, ymax)
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elif self.X.shape[1] == 2:
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Xnew, xmin, xmax = x_frame1D(Xu, plot_limits=plot_limits,resolution=resolution)
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m, _, lower, upper = self.predict(Xnew, which_parts=which_parts)
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for d in range(m.shape[1]):
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gpplot(Xnew, m[:, d], lower[:, d], upper[:, d], axes=ax)
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ax.plot(Xu[which_data], self.likelihood.data[which_data, d], 'kx', mew=1.5)
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ymin, ymax = min(np.append(self.likelihood.data, lower)), max(np.append(self.likelihood.data, upper))
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ymin, ymax = ymin - 0.1 * (ymax - ymin), ymax + 0.1 * (ymax - ymin)
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ax.set_xlim(xmin, xmax)
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ax.set_ylim(ymin, ymax)
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resolution = resolution or 50
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Xnew, _, _, xmin, xmax = x_frame2D(self.X, plot_limits, resolution)
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x, y = np.linspace(xmin[0], xmax[0], resolution), np.linspace(xmin[1], xmax[1], resolution)
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m, _, lower, upper = self.predict(Xnew, which_parts=which_parts)
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m = m.reshape(resolution, resolution).T
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ax.contour(x, y, m, levels, vmin=m.min(), vmax=m.max(), cmap=pb.cm.jet) # @UndefinedVariable
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Yf = self.likelihood.Y.flatten()
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ax.scatter(self.X[:, 0], self.X[:, 1], 40, Yf, cmap=pb.cm.jet, vmin=m.min(), vmax=m.max(), linewidth=0.) # @UndefinedVariable
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ax.set_xlim(xmin[0], xmax[0])
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ax.set_ylim(xmin[1], xmax[1])
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elif self.X.shape[1] == 2:
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resolution = resolution or 50
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Xnew, _, _, xmin, xmax = x_frame2D(self.X, plot_limits, resolution)
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x, y = np.linspace(xmin[0], xmax[0], resolution), np.linspace(xmin[1], xmax[1], resolution)
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m, _, lower, upper = self.predict(Xnew, which_parts=which_parts)
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m = m.reshape(resolution, resolution).T
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ax.contour(x, y, m, levels, vmin=m.min(), vmax=m.max(), cmap=pb.cm.jet) # @UndefinedVariable
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Yf = self.likelihood.Y.flatten()
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ax.scatter(self.X[:, 0], self.X[:, 1], 40, Yf, cmap=pb.cm.jet, vmin=m.min(), vmax=m.max(), linewidth=0.) # @UndefinedVariable
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ax.set_xlim(xmin[0], xmax[0])
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ax.set_ylim(xmin[1], xmax[1])
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else:
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raise NotImplementedError, "Cannot define a frame with more than two input dimensions"
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if samples:
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warnings.warn("Samples only implemented for 1 dimensional inputs.")
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else:
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assert len(self.likelihood.noise_model_list) > output, 'The model has only %s outputs.' %self.num_outputs
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if self.X.shape[1] == 2:
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resolution = resolution or 200
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Xu = self.X[self.X[:,-1]==output,:] #keep the output of interest
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Xu = self.X * self._Xscale + self._Xoffset
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Xu = self.X[self.X[:,-1]==output ,0:1] #get rid of the index column
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raise NotImplementedError, "Cannot define a frame with more than two input dimensions"
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Xnew, xmin, xmax = x_frame1D(Xu, plot_limits=plot_limits)
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m, _, lower, upper = self.predict_single_output(Xnew, which_parts=which_parts,output=output)
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def plot_single_output_f(self, output=None, samples=0, plot_limits=None, which_data='all', which_parts='all', resolution=None, full_cov=False, fignum=None, ax=None):
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"""
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For a specific output, in a multioutput model, this function works just as plot_f on single output models.
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for d in range(m.shape[1]):
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gpplot(Xnew, m[:, d], lower[:, d], upper[:, d], axes=ax)
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ax.plot(Xu[which_data], self.likelihood.noise_model_list[output].data, 'kx', mew=1.5)
|
||||
ymin, ymax = min(np.append(self.likelihood.data, lower)), max(np.append(self.likelihood.data, upper))
|
||||
ymin, ymax = ymin - 0.1 * (ymax - ymin), ymax + 0.1 * (ymax - ymin)
|
||||
ax.set_xlim(xmin, xmax)
|
||||
ax.set_ylim(ymin, ymax)
|
||||
:param output: which output to plot (for multiple output models only)
|
||||
:type output: integer (first output is 0)
|
||||
:param samples: the number of a posteriori samples to plot
|
||||
:param plot_limits: The limits of the plot. If 1D [xmin,xmax], if 2D [[xmin,ymin],[xmax,ymax]]. Defaluts to data limits
|
||||
:param which_data: which if the training data to plot (default all)
|
||||
:type which_data: 'all' or a slice object to slice self.X, self.Y
|
||||
:param which_parts: which of the kernel functions to plot (additively)
|
||||
:type which_parts: 'all', or list of bools
|
||||
:param resolution: the number of intervals to sample the GP on. Defaults to 200 in 1D and 50 (a 50x50 grid) in 2D
|
||||
:type resolution: int
|
||||
:param full_cov:
|
||||
:type full_cov: bool
|
||||
:param fignum: figure to plot on.
|
||||
:type fignum: figure number
|
||||
:param ax: axes to plot on.
|
||||
:type ax: axes handle
|
||||
"""
|
||||
assert output is not None, "An output must be specified."
|
||||
assert len(self.likelihood.noise_model_list) > output, "The model has only %s outputs." %(self.output_dim + 1)
|
||||
|
||||
elif self.X.shape[1] == 3:
|
||||
raise NotImplementedError, "Plots not yet implemented for multioutput models with 2D inputs"
|
||||
resolution = resolution or 50
|
||||
|
||||
else:
|
||||
raise NotImplementedError, "Cannot define a frame with more than two input dimensions"
|
||||
|
||||
"""
|
||||
def samples_f(self,X,samples=10, which_data='all', which_parts='all',output=None):
|
||||
if which_data == 'all':
|
||||
which_data = slice(None)
|
||||
|
||||
if hasattr(self,'multioutput'):
|
||||
np.hstack([X,np.ones((X.shape[0],1))*output])
|
||||
if ax is None:
|
||||
fig = pb.figure(num=fignum)
|
||||
ax = fig.add_subplot(111)
|
||||
|
||||
m, v = self._raw_predict(X, which_parts=which_parts, full_cov=True)
|
||||
v = v.reshape(m.size,-1) if len(v.shape)==3 else v
|
||||
Ysim = np.random.multivariate_normal(m.flatten(), v, samples)
|
||||
#gpplot(X, m, m - 2 * np.sqrt(np.diag(v)[:, None]), m + 2 * np.sqrt(np.diag(v))[:, None, ], axes=ax)
|
||||
for i in range(samples):
|
||||
ax.plot(X, Ysim[i, :], Tango.colorsHex['darkBlue'], linewidth=0.25)
|
||||
if self.X.shape[1] == 2:
|
||||
Xu = self.X[self.X[:,-1]==output ,0:1]
|
||||
Xnew, xmin, xmax = x_frame1D(Xu, plot_limits=plot_limits)
|
||||
Xnew_indexed = self._add_output_index(Xnew,output)
|
||||
|
||||
"""
|
||||
m, v = self._raw_predict(Xnew_indexed, which_parts=which_parts)
|
||||
|
||||
if samples:
|
||||
Ysim = self.posterior_samples_f(Xnew_indexed, samples, which_parts=which_parts, full_cov=True)
|
||||
for yi in Ysim.T:
|
||||
ax.plot(Xnew, yi[:,None], Tango.colorsHex['darkBlue'], linewidth=0.25)
|
||||
|
||||
gpplot(Xnew, m, m - 2 * np.sqrt(v), m + 2 * np.sqrt(v), axes=ax)
|
||||
ax.plot(Xu[which_data], self.likelihood.Y[self.likelihood.index==output][:,None], 'kx', mew=1.5)
|
||||
ax.set_xlim(xmin, xmax)
|
||||
ymin, ymax = min(np.append(self.likelihood.Y, m - 2 * np.sqrt(np.diag(v)[:, None]))), max(np.append(self.likelihood.Y, m + 2 * np.sqrt(np.diag(v)[:, None])))
|
||||
ymin, ymax = ymin - 0.1 * (ymax - ymin), ymax + 0.1 * (ymax - ymin)
|
||||
ax.set_ylim(ymin, ymax)
|
||||
|
||||
elif self.X.shape[1] == 3:
|
||||
raise NotImplementedError, "Plots not implemented for multioutput models with 2D inputs...yet"
|
||||
#if samples:
|
||||
# warnings.warn("Samples only implemented for 1 dimensional inputs.")
|
||||
|
||||
else:
|
||||
raise NotImplementedError, "Cannot define a frame with more than two input dimensions"
|
||||
|
||||
|
||||
def plot_single_output(self, output=None, plot_limits=None, which_data='all', which_parts='all', resolution=None, levels=20, samples=0, fignum=None, ax=None, fixed_inputs=[], linecol=Tango.colorsHex['darkBlue'],fillcol=Tango.colorsHex['lightBlue']):
|
||||
"""
|
||||
For a specific output, in a multioutput model, this function works just as plot_f on single output models.
|
||||
|
||||
:param output: which output to plot (for multiple output models only)
|
||||
:type output: integer (first output is 0)
|
||||
:param plot_limits: The limits of the plot. If 1D [xmin,xmax], if 2D [[xmin,ymin],[xmax,ymax]]. Defaluts to data limits
|
||||
:type plot_limits: np.array
|
||||
:param which_data: which if the training data to plot (default all)
|
||||
:type which_data: 'all' or a slice object to slice self.X, self.Y
|
||||
:param which_parts: which of the kernel functions to plot (additively)
|
||||
:type which_parts: 'all', or list of bools
|
||||
:param resolution: the number of intervals to sample the GP on. Defaults to 200 in 1D and 50 (a 50x50 grid) in 2D
|
||||
:type resolution: int
|
||||
:param levels: number of levels to plot in a contour plot.
|
||||
:type levels: int
|
||||
:param samples: the number of a posteriori samples to plot
|
||||
:type samples: int
|
||||
:param fignum: figure to plot on.
|
||||
:type fignum: figure number
|
||||
:param ax: axes to plot on.
|
||||
:type ax: axes handle
|
||||
:type output: integer (first output is 0)
|
||||
:param fixed_inputs: a list of tuple [(i,v), (i,v)...], specifying that input index i should be set to value v.
|
||||
:type fixed_inputs: a list of tuples
|
||||
:param linecol: color of line to plot.
|
||||
:type linecol:
|
||||
:param fillcol: color of fill
|
||||
:param levels: for 2D plotting, the number of contour levels to use is ax is None, create a new figure
|
||||
"""
|
||||
assert output is not None, "An output must be specified."
|
||||
assert len(self.likelihood.noise_model_list) > output, "The model has only %s outputs." %(self.output_dim + 1)
|
||||
if which_data == 'all':
|
||||
which_data = slice(None)
|
||||
|
||||
if ax is None:
|
||||
fig = pb.figure(num=fignum)
|
||||
ax = fig.add_subplot(111)
|
||||
|
||||
if self.X.shape[1] == 2:
|
||||
resolution = resolution or 200
|
||||
|
||||
Xu = self.X[self.X[:,-1]==output,:] #keep the output of interest
|
||||
Xu = self.X * self._Xscale + self._Xoffset
|
||||
Xu = self.X[self.X[:,-1]==output ,0:1] #get rid of the index column
|
||||
|
||||
Xnew, xmin, xmax = x_frame1D(Xu, plot_limits=plot_limits)
|
||||
Xnew_indexed = self._add_output_index(Xnew,output)
|
||||
|
||||
|
||||
m, v, lower, upper = self.predict(Xnew_indexed, which_parts=which_parts,noise_model=output)
|
||||
|
||||
if samples: #NOTE not tested with fixed_inputs
|
||||
Ysim = self.posterior_samples(Xnew_indexed, samples, which_parts=which_parts, full_cov=True,noise_model=output)
|
||||
for yi in Ysim.T:
|
||||
ax.plot(Xnew, yi[:,None], Tango.colorsHex['darkBlue'], linewidth=0.25)
|
||||
|
||||
for d in range(m.shape[1]):
|
||||
gpplot(Xnew, m[:, d], lower[:, d], upper[:, d], axes=ax, edgecol=linecol, fillcol=fillcol)
|
||||
ax.plot(Xu[which_data], self.likelihood.noise_model_list[output].data, 'kx', mew=1.5)
|
||||
ymin, ymax = min(np.append(self.likelihood.data, lower)), max(np.append(self.likelihood.data, upper))
|
||||
ymin, ymax = ymin - 0.1 * (ymax - ymin), ymax + 0.1 * (ymax - ymin)
|
||||
ax.set_xlim(xmin, xmax)
|
||||
ax.set_ylim(ymin, ymax)
|
||||
|
||||
elif self.X.shape[1] == 3:
|
||||
raise NotImplementedError, "Plots not implemented for multioutput models with 2D inputs...yet"
|
||||
#if samples:
|
||||
# warnings.warn("Samples only implemented for 1 dimensional inputs.")
|
||||
|
||||
else:
|
||||
raise NotImplementedError, "Cannot define a frame with more than two input dimensions"
|
||||
|
||||
|
||||
def _add_output_index(self,X,output):
|
||||
"""
|
||||
In a multioutput model, appends an index column to X to specify the output it is related to.
|
||||
|
||||
:param X: Input data
|
||||
:type X: np.ndarray, N x self.input_dim
|
||||
:param output: output X is related to
|
||||
:type output: integer in {0,..., output_dim-1}
|
||||
|
||||
.. Note:: For multiple non-independent outputs models only.
|
||||
"""
|
||||
|
||||
assert hasattr(self,'multioutput'), 'This function is for multiple output models only.'
|
||||
|
||||
index = np.ones((X.shape[0],1))*output
|
||||
return np.hstack((X,index))
|
||||
|
|
|
|||
|
|
@ -34,7 +34,6 @@ class SparseGP(GPBase):
|
|||
|
||||
self.Z = Z
|
||||
self.num_inducing = Z.shape[0]
|
||||
# self.likelihood = likelihood
|
||||
|
||||
if X_variance is None:
|
||||
self.has_uncertain_inputs = False
|
||||
|
|
@ -305,9 +304,8 @@ class SparseGP(GPBase):
|
|||
|
||||
return mu, var[:, None]
|
||||
|
||||
def predict(self, Xnew, X_variance_new=None, which_parts='all', full_cov=False):
|
||||
def predict(self, Xnew, X_variance_new=None, which_parts='all', full_cov=False, **likelihood_args):
|
||||
"""
|
||||
|
||||
Predict the function(s) at the new point(s) Xnew.
|
||||
|
||||
**Arguments**
|
||||
|
|
@ -338,56 +336,90 @@ class SparseGP(GPBase):
|
|||
mu, var = self._raw_predict(Xnew, X_variance_new, full_cov=full_cov, which_parts=which_parts)
|
||||
|
||||
# now push through likelihood
|
||||
mean, var, _025pm, _975pm = self.likelihood.predictive_values(mu, var, full_cov)
|
||||
mean, var, _025pm, _975pm = self.likelihood.predictive_values(mu, var, full_cov, **likelihood_args)
|
||||
|
||||
return mean, var, _025pm, _975pm
|
||||
|
||||
def plot(self, samples=0, plot_limits=None, which_data='all', which_parts='all', resolution=None, levels=20, fignum=None, ax=None, output=None):
|
||||
|
||||
def plot_f(self, samples=0, plot_limits=None, which_data='all', which_parts='all', resolution=None, full_cov=False, fignum=None, ax=None):
|
||||
"""
|
||||
Plot the GP's view of the world, where the data is normalized and the
|
||||
- In one dimension, the function is plotted with a shaded region identifying two standard deviations.
|
||||
- In two dimsensions, a contour-plot shows the mean predicted function
|
||||
- Not implemented in higher dimensions
|
||||
|
||||
:param samples: the number of a posteriori samples to plot
|
||||
:param plot_limits: The limits of the plot. If 1D [xmin,xmax], if 2D [[xmin,ymin],[xmax,ymax]]. Defaluts to data limits
|
||||
:param which_data: which if the training data to plot (default all)
|
||||
:type which_data: 'all' or a slice object to slice self.X, self.Y
|
||||
:param which_parts: which of the kernel functions to plot (additively)
|
||||
:type which_parts: 'all', or list of bools
|
||||
:param resolution: the number of intervals to sample the GP on. Defaults to 200 in 1D and 50 (a 50x50 grid) in 2D
|
||||
:type resolution: int
|
||||
:param full_cov:
|
||||
:type full_cov: bool
|
||||
:param fignum: figure to plot on.
|
||||
:type fignum: figure number
|
||||
:param ax: axes to plot on.
|
||||
:type ax: axes handle
|
||||
|
||||
:param output: which output to plot (for multiple output models only)
|
||||
:type output: integer (first output is 0)
|
||||
"""
|
||||
if ax is None:
|
||||
fig = pb.figure(num=fignum)
|
||||
ax = fig.add_subplot(111)
|
||||
if fignum is None and ax is None:
|
||||
fignum = fig.num
|
||||
if which_data is 'all':
|
||||
which_data = slice(None)
|
||||
|
||||
GPBase.plot(self, samples=0, plot_limits=plot_limits, which_data='all', which_parts='all', resolution=None, levels=20, ax=ax, output=output)
|
||||
GPBase.plot_f(self, samples=samples, plot_limits=plot_limits, which_data='all', which_parts='all', resolution=resolution, full_cov=full_cov, fignum=fignum, ax=ax)
|
||||
|
||||
if not hasattr(self,'multioutput'):
|
||||
if self.X.shape[1] == 1:
|
||||
if self.has_uncertain_inputs:
|
||||
Xu = self.X * self._Xscale + self._Xoffset # NOTE self.X are the normalized values now
|
||||
ax.errorbar(Xu[which_data, 0], self.likelihood.data[which_data, 0],
|
||||
xerr=2 * np.sqrt(self.X_variance[which_data, 0]),
|
||||
ecolor='k', fmt=None, elinewidth=.5, alpha=.5)
|
||||
Zu = self.Z * self._Xscale + self._Xoffset
|
||||
ax.plot(Zu, np.zeros_like(Zu) + ax.get_ylim()[0], 'r|', mew=1.5, markersize=12)
|
||||
|
||||
if self.X.shape[1] == 1:
|
||||
if self.has_uncertain_inputs:
|
||||
Xu = self.X * self._Xscale + self._Xoffset # NOTE self.X are the normalized values now
|
||||
ax.errorbar(Xu[which_data, 0], self.likelihood.data[which_data, 0],
|
||||
xerr=2 * np.sqrt(self.X_variance[which_data, 0]),
|
||||
ecolor='k', fmt=None, elinewidth=.5, alpha=.5)
|
||||
Zu = self.Z * self._Xscale + self._Xoffset
|
||||
ax.plot(Zu, np.zeros_like(Zu) + ax.get_ylim()[0], 'r|', mew=1.5, markersize=12)
|
||||
elif self.X.shape[1] == 2:
|
||||
Zu = self.Z * self._Xscale + self._Xoffset
|
||||
ax.plot(Zu[:, 0], Zu[:, 1], 'wo')
|
||||
|
||||
elif self.X.shape[1] == 2:
|
||||
Zu = self.Z * self._Xscale + self._Xoffset
|
||||
ax.plot(Zu[:, 0], Zu[:, 1], 'wo')
|
||||
|
||||
else:
|
||||
if self.X.shape[1] == 2 and hasattr(self,'multioutput'):
|
||||
"""
|
||||
Xu = self.X[self.X[:,-1]==output,:]
|
||||
if self.has_uncertain_inputs:
|
||||
Xu = self.X * self._Xscale + self._Xoffset # NOTE self.X are the normalized values now
|
||||
raise NotImplementedError, "Cannot define a frame with more than two input dimensions"
|
||||
|
||||
Xu = self.X[self.X[:,-1]==output ,0:1] #??
|
||||
def plot(self, samples=0, plot_limits=None, which_data='all', which_parts='all', resolution=None, levels=20, fignum=None, ax=None):
|
||||
if ax is None:
|
||||
fig = pb.figure(num=fignum)
|
||||
ax = fig.add_subplot(111)
|
||||
if fignum is None and ax is None:
|
||||
fignum = fig.num
|
||||
if which_data is 'all':
|
||||
which_data = slice(None)
|
||||
|
||||
ax.errorbar(Xu[which_data, 0], self.likelihood.data[which_data, 0],
|
||||
xerr=2 * np.sqrt(self.X_variance[which_data, 0]),
|
||||
ecolor='k', fmt=None, elinewidth=.5, alpha=.5)
|
||||
GPBase.plot(self, samples=samples, plot_limits=plot_limits, which_data='all', which_parts='all', resolution=resolution, levels=20, fignum=fignum, ax=ax)
|
||||
|
||||
"""
|
||||
Zu = self.Z[self.Z[:,-1]==output,:]
|
||||
Zu = self.Z * self._Xscale + self._Xoffset
|
||||
Zu = self.Z[self.Z[:,-1]==output ,0:1] #??
|
||||
ax.plot(Zu, np.zeros_like(Zu) + ax.get_ylim()[0], 'r|', mew=1.5, markersize=12)
|
||||
#ax.set_ylim(ax.get_ylim()[0],)
|
||||
if self.X.shape[1] == 1:
|
||||
if self.has_uncertain_inputs:
|
||||
Xu = self.X * self._Xscale + self._Xoffset # NOTE self.X are the normalized values now
|
||||
ax.errorbar(Xu[which_data, 0], self.likelihood.data[which_data, 0],
|
||||
xerr=2 * np.sqrt(self.X_variance[which_data, 0]),
|
||||
ecolor='k', fmt=None, elinewidth=.5, alpha=.5)
|
||||
Zu = self.Z * self._Xscale + self._Xoffset
|
||||
ax.plot(Zu, np.zeros_like(Zu) + ax.get_ylim()[0], 'r|', mew=1.5, markersize=12)
|
||||
|
||||
else:
|
||||
raise NotImplementedError, "Cannot define a frame with more than two input dimensions"
|
||||
elif self.X.shape[1] == 2:
|
||||
Zu = self.Z * self._Xscale + self._Xoffset
|
||||
ax.plot(Zu[:, 0], Zu[:, 1], 'wo')
|
||||
|
||||
|
||||
else:
|
||||
raise NotImplementedError, "Cannot define a frame with more than two input dimensions"
|
||||
|
||||
def predict_single_output(self, Xnew, output=0, which_parts='all', full_cov=False):
|
||||
"""
|
||||
|
|
@ -470,3 +502,64 @@ class SparseGP(GPBase):
|
|||
var = Kxx - np.sum(np.sum(psi2 * Kmmi_LmiBLmi[None, :, :], 1), 1)
|
||||
|
||||
return mu, var[:, None]
|
||||
|
||||
|
||||
def plot_single_output_f(self, output=None, samples=0, plot_limits=None, which_data='all', which_parts='all', resolution=None, full_cov=False, fignum=None, ax=None):
|
||||
|
||||
if ax is None:
|
||||
fig = pb.figure(num=fignum)
|
||||
ax = fig.add_subplot(111)
|
||||
if fignum is None and ax is None:
|
||||
fignum = fig.num
|
||||
if which_data is 'all':
|
||||
which_data = slice(None)
|
||||
|
||||
GPBase.plot_single_output_f(self, output=output, samples=samples, plot_limits=plot_limits, which_data='all', which_parts='all', resolution=resolution, full_cov=full_cov, fignum=fignum, ax=ax)
|
||||
|
||||
if self.X.shape[1] == 2:
|
||||
if self.has_uncertain_inputs:
|
||||
Xu = self.X * self._Xscale + self._Xoffset # NOTE self.X are the normalized values now
|
||||
ax.errorbar(Xu[which_data, 0], self.likelihood.data[which_data, 0],
|
||||
xerr=2 * np.sqrt(self.X_variance[which_data, 0]),
|
||||
ecolor='k', fmt=None, elinewidth=.5, alpha=.5)
|
||||
Zu = self.Z * self._Xscale + self._Xoffset
|
||||
Zu = Zu[Zu[:,1]==output,0:1]
|
||||
ax.plot(Zu[:,0], np.zeros_like(Zu[:,0]) + ax.get_ylim()[0], 'r|', mew=1.5, markersize=12)
|
||||
|
||||
elif self.X.shape[1] == 2:
|
||||
Zu = self.Z * self._Xscale + self._Xoffset
|
||||
Zu = Zu[Zu[:,1]==output,0:2]
|
||||
ax.plot(Zu[:, 0], Zu[:, 1], 'wo')
|
||||
|
||||
|
||||
else:
|
||||
raise NotImplementedError, "Cannot define a frame with more than two input dimensions"
|
||||
|
||||
def plot_single_output(self, output=None, samples=0, plot_limits=None, which_data='all', which_parts='all', resolution=None, levels=20, fignum=None, ax=None):
|
||||
if ax is None:
|
||||
fig = pb.figure(num=fignum)
|
||||
ax = fig.add_subplot(111)
|
||||
if fignum is None and ax is None:
|
||||
fignum = fig.num
|
||||
if which_data is 'all':
|
||||
which_data = slice(None)
|
||||
|
||||
GPBase.plot_single_output(self, samples=samples, plot_limits=plot_limits, which_data='all', which_parts='all', resolution=resolution, levels=20, fignum=fignum, ax=ax, output=output)
|
||||
|
||||
if self.X.shape[1] == 2:
|
||||
if self.has_uncertain_inputs:
|
||||
Xu = self.X * self._Xscale + self._Xoffset # NOTE self.X are the normalized values now
|
||||
ax.errorbar(Xu[which_data, 0], self.likelihood.data[which_data, 0],
|
||||
xerr=2 * np.sqrt(self.X_variance[which_data, 0]),
|
||||
ecolor='k', fmt=None, elinewidth=.5, alpha=.5)
|
||||
Zu = self.Z * self._Xscale + self._Xoffset
|
||||
Zu = Zu[Zu[:,1]==output,0:1]
|
||||
ax.plot(Zu, np.zeros_like(Zu) + ax.get_ylim()[0], 'r|', mew=1.5, markersize=12)
|
||||
|
||||
elif self.X.shape[1] == 3:
|
||||
Zu = self.Z * self._Xscale + self._Xoffset
|
||||
Zu = Zu[Zu[:,1]==output,0:1]
|
||||
ax.plot(Zu[:, 0], Zu[:, 1], 'wo')
|
||||
|
||||
else:
|
||||
raise NotImplementedError, "Cannot define a frame with more than two input dimensions"
|
||||
|
|
|
|||
Loading…
Add table
Add a link
Reference in a new issue