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Changing definitions again...

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This commit is contained in:
Alan Saul 2013-03-21 14:00:22 +00:00
parent a9d5555976
commit 474d5484b0
3 changed files with 43 additions and 26 deletions
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15
python/examples/laplace_approximations.py
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@ -15,8 +15,9 @@ def student_t_approx():
Y = np.sin(X)
#Add student t random noise to datapoints
deg_free = 3.5
t_rv = t(deg_free, loc=0, scale=1)
deg_free = 100000.5
real_var = 4
t_rv = t(deg_free, loc=0, scale=real_var)
noise = t_rv.rvs(size=Y.shape)
Y += noise
@ -46,7 +47,7 @@ def student_t_approx():
#print m
#with a student t distribution, since it has heavy tails it should work well
likelihood_function = student_t(deg_free, sigma=1)
likelihood_function = student_t(deg_free, sigma=real_var)
lap = Laplace(Y, likelihood_function)
cov = kernel.K(X)
lap.fit_full(cov)
@ -64,7 +65,7 @@ def student_t_approx():
import ipdb; ipdb.set_trace() ### XXX BREAKPOINT
# Likelihood object
t_distribution = student_t(deg_free, sigma=1)
t_distribution = student_t(deg_free, sigma=real_var)
stu_t_likelihood = Laplace(Y, t_distribution)
kernel = GPy.kern.rbf(X.shape[1]) + GPy.kern.bias(X.shape[1])
@ -77,12 +78,16 @@ def student_t_approx():
# optimize
#m.optimize()
print(m)
#print(m)
# plot
m.plot()
import ipdb; ipdb.set_trace() ### XXX BREAKPOINT
m.optimize()
print(m)
import ipdb; ipdb.set_trace() ### XXX BREAKPOINT
return m