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very basic GP_regression demo is working
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10 changed files with 31 additions and 41 deletions
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@ -7,7 +7,7 @@ import pylab as pb
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from scipy import stats, linalg
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from .. import kern
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from ..inference.Expectation_Propagation import EP,Full
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from ..inference.likelihoods import likelihood,probit,poisson,gaussian
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from ..inference.likelihoods import likelihood,probit#,poisson,gaussian
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from ..core import model
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from ..util.linalg import pdinv,jitchol
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from ..util.plot import gpplot
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@ -29,7 +29,7 @@ class GP_regression(model):
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def __init__(self,X,Y,kernel=None,normalize_X=False,normalize_Y=False, Xslices=None):
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if kernel is None:
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kernel = kern.rbf(X.shape[1]) + kern.bias(X.shape[1]) + kern.white(X.shape[1])
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kernel = kern.rbf(X.shape[1]) + kern.white(X.shape[1])
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# parse arguments
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self.Xslices = Xslices
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@ -103,7 +103,7 @@ class GP_regression(model):
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return dL_dK
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def log_likelihood_gradients(self):
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return self.kern.dK_dtheta(self.X,partial=self.dL_dK())
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return self.kern.dK_dtheta(partial=self.dL_dK(),X=self.X)
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def predict(self,Xnew, slices=None):
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"""
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@ -6,6 +6,6 @@ from GP_regression import GP_regression
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from sparse_GP_regression import sparse_GP_regression
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from GPLVM import GPLVM
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from warped_GP import warpedGP
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from simple_GP_EP import GP_EP
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from GP_EP import GP_EP
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from generalized_FITC import generalized_FITC
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from sparse_GPLVM import sparse_GPLVM
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@ -9,7 +9,7 @@ from .. import kern
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from ..core import model
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from ..util.linalg import pdinv,mdot
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from ..util.plot import gpplot
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from ..inference.Expectation_Propagation import EP,Full,DTC,FITC
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from ..inference.Expectation_Propagation import EP,Full,FITC
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from ..inference.likelihoods import likelihood,probit
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class generalized_FITC(model):
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@ -17,14 +17,12 @@ class generalized_FITC(model):
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"""
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Naish-Guzman, A. and Holden, S. (2008) implemantation of EP with FITC.
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Arguments
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---------
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X : input observations
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likelihood : Output's likelihood (likelihood class)
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kernel : a GPy kernel
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inducing : Either an array specifying the inducing points location or a scalar defining their number.
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epsilon_ep : EP convergence criterion, maximum squared difference allowed between mean updates to stop iterations (float)
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powerep : Power-EP parameters (eta,delta) - 2x1 numpy array (floats)
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:param X: input observations
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:param likelihood: Output's likelihood (likelihood class)
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:param kernel: a GPy kernel
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:param inducing: Either an array specifying the inducing points location or a scalar defining their number.
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:param epsilon_ep: EP convergence criterion, maximum squared difference allowed between mean updates to stop iterations (float)
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:param powerep: Power-EP parameters (eta,delta) - 2x1 numpy array (floats)
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"""
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assert isinstance(kernel,kern.kern)
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self.likelihood = likelihood
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