From 4b552cb5f5fa5a7688976fef77b7abbbdee5ea3d Mon Sep 17 00:00:00 2001 From: Martin Bubel Date: Mon, 20 May 2024 14:30:03 +0200 Subject: [PATCH] replace scipy math functions by numpy --- GPy/kern/src/sde_standard_periodic.py | 300 +++++++++++++++----------- GPy/kern/src/sde_stationary.py | 186 +++++++++------- GPy/testing/test_grid.py | 3 + 3 files changed, 288 insertions(+), 201 deletions(-) diff --git a/GPy/kern/src/sde_standard_periodic.py b/GPy/kern/src/sde_standard_periodic.py index be32f7b2..2963eb66 100644 --- a/GPy/kern/src/sde_standard_periodic.py +++ b/GPy/kern/src/sde_standard_periodic.py @@ -13,213 +13,267 @@ import warnings from scipy import special as special + class sde_StdPeriodic(StdPeriodic): """ - + Class provide extra functionality to transfer this covariance function into SDE form. - + Standard Periodic kernel: .. math:: - k(x,y) = \theta_1 \exp \left[ - \frac{1}{2} {}\sum_{i=1}^{input\_dim} + k(x,y) = \theta_1 \exp \left[ - \frac{1}{2} {}\sum_{i=1}^{input\_dim} \left( \frac{\sin(\frac{\pi}{\lambda_i} (x_i - y_i) )}{l_i} \right)^2 \right] } """ + # TODO: write comment to the constructor arguments def __init__(self, *args, **kwargs): """ Init constructior. - - Two optinal extra parameters are added in addition to the ones in + + Two optinal extra parameters are added in addition to the ones in StdPeriodic kernel. - + :param approx_order: approximation order for the RBF covariance. (Default 7) :type approx_order: int - + :param balance: Whether to balance this kernel separately. (Defaulf False). Model has a separate parameter for balancing. :type balance: bool """ - - #import pdb; pdb.set_trace() - - if 'approx_order' in kwargs: - self.approx_order = kwargs.get('approx_order') - del kwargs['approx_order'] + + # import pdb; pdb.set_trace() + + if "approx_order" in kwargs: + self.approx_order = kwargs.get("approx_order") + del kwargs["approx_order"] else: self.approx_order = 7 - - - if 'balance' in kwargs: - self.balance = bool( kwargs.get('balance') ) - del kwargs['balance'] + + if "balance" in kwargs: + self.balance = bool(kwargs.get("balance")) + del kwargs["balance"] else: self.balance = False - + super(sde_StdPeriodic, self).__init__(*args, **kwargs) - + def sde_update_gradient_full(self, gradients): """ Update gradient in the order in which parameters are represented in the kernel """ - + self.variance.gradient = gradients[0] self.period.gradient = gradients[1] self.lengthscale.gradient = gradients[2] - - def sde(self): - """ + + def sde(self): + """ Return the state space representation of the standard periodic covariance. - - + + ! Note: one must constrain lengthscale not to drop below 0.2. (independently of approximation order) After this Bessel functions of the first becomes NaN. Rescaling time variable might help. - + ! Note: one must keep period also not very low. Because then - the gradients wrt wavelength become ustable. + the gradients wrt wavelength become ustable. However this might depend on the data. For test example with - 300 data points the low limit is 0.15. - """ - - #import pdb; pdb.set_trace() + 300 data points the low limit is 0.15. + """ + + # import pdb; pdb.set_trace() # Params to use: (in that order) - #self.variance - #self.period - #self.lengthscale + # self.variance + # self.period + # self.lengthscale if self.approx_order is not None: N = int(self.approx_order) else: - N = 7 # approximation order - - p_period = float(self.period) - p_lengthscale = 2*float(self.lengthscale) - p_variance = float(self.variance) - - w0 = 2*np.pi/p_period # frequency + N = 7 # approximation order + + p_period = float(self.period) + p_lengthscale = 2 * float(self.lengthscale) + p_variance = float(self.variance) + + w0 = 2 * np.pi / p_period # frequency # lengthscale is multiplied by 2 because of different definition of lengthscale - - [q2,dq2l] = seriescoeff(N, p_lengthscale, p_variance) - - dq2l = 2*dq2l # This is because the lengthscale if multiplied by 2. - + + [q2, dq2l] = seriescoeff(N, p_lengthscale, p_variance) + + dq2l = 2 * dq2l # This is because the lengthscale if multiplied by 2. + eps = 1e-12 - if np.any( np.isfinite(q2) == False) or np.any( np.abs(q2) > 1.0/eps) or np.any( np.abs(q2) < eps): - warnings.warn("sde_Periodic: Infinite, too small, or too large (eps={0:e}) values in q2 :".format(eps) + q2.__format__("") ) - - if np.any( np.isfinite(dq2l) == False) or np.any( np.abs(dq2l) > 1.0/eps) or np.any( np.abs(dq2l) < eps): - warnings.warn("sde_Periodic: Infinite, too small, or too large (eps={0:e}) values in dq2l :".format(eps) + q2.__format__("") ) - - - F = np.kron(np.diag(range(0,N+1)),np.array( ((0, -w0), (w0, 0)) ) ) - L = np.eye(2*(N+1)) - Qc = np.zeros((2*(N+1), 2*(N+1))) - P_inf = np.kron(np.diag(q2),np.eye(2)) - H = np.kron(np.ones((1,N+1)),np.array((1,0)) ) + if ( + np.any(np.isfinite(q2) == False) + or np.any(np.abs(q2) > 1.0 / eps) + or np.any(np.abs(q2) < eps) + ): + warnings.warn( + "sde_Periodic: Infinite, too small, or too large (eps={0:e}) values in q2 :".format( + eps + ) + + q2.__format__("") + ) + + if ( + np.any(np.isfinite(dq2l) == False) + or np.any(np.abs(dq2l) > 1.0 / eps) + or np.any(np.abs(dq2l) < eps) + ): + warnings.warn( + "sde_Periodic: Infinite, too small, or too large (eps={0:e}) values in dq2l :".format( + eps + ) + + q2.__format__("") + ) + + F = np.kron(np.diag(range(0, N + 1)), np.array(((0, -w0), (w0, 0)))) + L = np.eye(2 * (N + 1)) + Qc = np.zeros((2 * (N + 1), 2 * (N + 1))) + P_inf = np.kron(np.diag(q2), np.eye(2)) + H = np.kron(np.ones((1, N + 1)), np.array((1, 0))) P0 = P_inf.copy() - + # Derivatives dF = np.empty((F.shape[0], F.shape[1], 3)) dQc = np.empty((Qc.shape[0], Qc.shape[1], 3)) - dP_inf = np.empty((P_inf.shape[0], P_inf.shape[1], 3)) - + dP_inf = np.empty((P_inf.shape[0], P_inf.shape[1], 3)) + # Derivatives wrt self.variance - dF[:,:,0] = np.zeros(F.shape) - dQc[:,:,0] = np.zeros(Qc.shape) - dP_inf[:,:,0] = P_inf / p_variance + dF[:, :, 0] = np.zeros(F.shape) + dQc[:, :, 0] = np.zeros(Qc.shape) + dP_inf[:, :, 0] = P_inf / p_variance # Derivatives self.period - dF[:,:,1] = np.kron(np.diag(range(0,N+1)),np.array( ((0, w0), (-w0, 0)) ) / p_period ); - dQc[:,:,1] = np.zeros(Qc.shape) - dP_inf[:,:,1] = np.zeros(P_inf.shape) - - # Derivatives self.lengthscales - dF[:,:,2] = np.zeros(F.shape) - dQc[:,:,2] = np.zeros(Qc.shape) - dP_inf[:,:,2] = np.kron(np.diag(dq2l),np.eye(2)) + dF[:, :, 1] = np.kron( + np.diag(range(0, N + 1)), np.array(((0, w0), (-w0, 0))) / p_period + ) + dQc[:, :, 1] = np.zeros(Qc.shape) + dP_inf[:, :, 1] = np.zeros(P_inf.shape) + + # Derivatives self.lengthscales + dF[:, :, 2] = np.zeros(F.shape) + dQc[:, :, 2] = np.zeros(Qc.shape) + dP_inf[:, :, 2] = np.kron(np.diag(dq2l), np.eye(2)) dP0 = dP_inf.copy() - + if self.balance: # Benefits of this are not very sound. import GPy.models.state_space_main as ssm - (F, L, Qc, H, P_inf, P0, dF, dQc, dP_inf,dP0) = ssm.balance_ss_model(F, L, Qc, H, P_inf, P0, dF, dQc, dP_inf, dP0 ) - + + (F, L, Qc, H, P_inf, P0, dF, dQc, dP_inf, dP0) = ssm.balance_ss_model( + F, L, Qc, H, P_inf, P0, dF, dQc, dP_inf, dP0 + ) + return (F, L, Qc, H, P_inf, P0, dF, dQc, dP_inf, dP0) - - - - -def seriescoeff(m=6,lengthScale=1.0,magnSigma2=1.0, true_covariance=False): + + +def seriescoeff(m=6, lengthScale=1.0, magnSigma2=1.0, true_covariance=False): """ - Calculate the coefficients q_j^2 for the covariance function + Calculate the coefficients q_j^2 for the covariance function approximation: - + k(\tau) = \sum_{j=0}^{+\infty} q_j^2 \cos(j\omega_0 \tau) - + Reference is: - [1] Arno Solin and Simo Särkkä (2014). Explicit link between periodic - covariance functions and state space models. In Proceedings of the - Seventeenth International Conference on Artifcial Intelligence and - Statistics (AISTATS 2014). JMLR: W&CP, volume 33. - - Note! Only the infinite approximation (through Bessel function) + [1] Arno Solin and Simo Särkkä (2014). Explicit link between periodic + covariance functions and state space models. In Proceedings of the + Seventeenth International Conference on Artifcial Intelligence and + Statistics (AISTATS 2014). JMLR: W&CP, volume 33. + + Note! Only the infinite approximation (through Bessel function) is currently implemented. Input: ---------------- - + m: int Degree of approximation. Default 6. lengthScale: float Length scale parameter in the kerenl magnSigma2:float Multiplier in front of the kernel. - - + + Output: ----------------- - + coeffs: array(m+1) Covariance series coefficients - + coeffs_dl: array(m+1) Derivatives of the coefficients with respect to lengthscale. - + """ - + if true_covariance: - - bb = lambda j,m: (1.0 + np.array((j != 0), dtype=np.float64) ) / (2**(j)) *\ - sp.special.binom(j, sp.floor( (j-m)/2.0 * np.array(m<=j, dtype=np.float64) ))*\ - np.array(m<=j, dtype=np.float64) *np.array(sp.mod(j-m,2)==0, dtype=np.float64) - - M,J = np.meshgrid(range(0,m+1),range(0,m+1)) - - coeffs = bb(J,M) / sp.misc.factorial(J) * sp.exp( -lengthScale**(-2) ) *\ - (lengthScale**(-2))**J *magnSigma2 - - coeffs_dl = np.sum( coeffs*lengthScale**(-3)*(2.0-2.0*J*lengthScale**2),0) - - coeffs = np.sum(coeffs,0) - + + bb = ( + lambda j, m: (1.0 + np.array((j != 0), dtype=np.float64)) + / (2 ** (j)) + * sp.special.binom( + j, sp.floor((j - m) / 2.0 * np.array(m <= j, dtype=np.float64)) + ) + * np.array(m <= j, dtype=np.float64) + * np.array(sp.mod(j - m, 2) == 0, dtype=np.float64) + ) + + M, J = np.meshgrid(range(0, m + 1), range(0, m + 1)) + + coeffs = ( + bb(J, M) + / sp.misc.factorial(J) + * np.exp(-(lengthScale ** (-2))) + * (lengthScale ** (-2)) ** J + * magnSigma2 + ) + + coeffs_dl = np.sum( + coeffs * lengthScale ** (-3) * (2.0 - 2.0 * J * lengthScale**2), 0 + ) + + coeffs = np.sum(coeffs, 0) + else: - coeffs = 2*magnSigma2*sp.exp( -lengthScale**(-2) ) * special.iv(range(0,m+1),1.0/lengthScale**(2)) - if np.any( np.isfinite(coeffs) == False): + coeffs = ( + 2 + * magnSigma2 + * np.exp(-(lengthScale ** (-2))) + * special.iv(range(0, m + 1), 1.0 / lengthScale ** (2)) + ) + if np.any(np.isfinite(coeffs) == False): raise ValueError("sde_standard_periodic: Coefficients are not finite!") - #import pdb; pdb.set_trace() - coeffs[0] = 0.5*coeffs[0] - #print(coeffs) + # import pdb; pdb.set_trace() + coeffs[0] = 0.5 * coeffs[0] + # print(coeffs) # Derivatives wrt (lengthScale) - coeffs_dl = np.zeros(m+1) - coeffs_dl[1:] = magnSigma2*lengthScale**(-3) * sp.exp(-lengthScale**(-2))*\ - (-4*special.iv(range(0,m),lengthScale**(-2)) + 4*(1+np.arange(1,m+1)*lengthScale**(2))*special.iv(range(1,m+1),lengthScale**(-2)) ) - + coeffs_dl = np.zeros(m + 1) + coeffs_dl[1:] = ( + magnSigma2 + * lengthScale ** (-3) + * np.exp(-(lengthScale ** (-2))) + * ( + -4 * special.iv(range(0, m), lengthScale ** (-2)) + + 4 + * (1 + np.arange(1, m + 1) * lengthScale ** (2)) + * special.iv(range(1, m + 1), lengthScale ** (-2)) + ) + ) + # The first element - coeffs_dl[0] = magnSigma2*lengthScale**(-3) * np.exp(-lengthScale**(-2))*\ - (2*special.iv(0,lengthScale**(-2)) - 2*special.iv(1,lengthScale**(-2)) ) - + coeffs_dl[0] = ( + magnSigma2 + * lengthScale ** (-3) + * np.exp(-(lengthScale ** (-2))) + * ( + 2 * special.iv(0, lengthScale ** (-2)) + - 2 * special.iv(1, lengthScale ** (-2)) + ) + ) return coeffs.squeeze(), coeffs_dl.squeeze() diff --git a/GPy/kern/src/sde_stationary.py b/GPy/kern/src/sde_stationary.py index 9802905c..61516799 100644 --- a/GPy/kern/src/sde_stationary.py +++ b/GPy/kern/src/sde_stationary.py @@ -11,12 +11,14 @@ from .stationary import RatQuad import numpy as np import scipy as sp + try: from scipy.linalg import solve_continuous_lyapunov as lyap except ImportError: from scipy.linalg import solve_lyapunov as lyap import warnings + class sde_RBF(RBF): """ @@ -30,37 +32,35 @@ class sde_RBF(RBF): k(r) = \sigma^2 \exp \\bigg(- \\frac{1}{2} r^2 \\bigg) \\ \\ \\ \\ \text{ where } r = \sqrt{\sum_{i=1}^{input dim} \frac{(x_i-y_i)^2}{\ell_i^2} } """ + def __init__(self, *args, **kwargs): """ Init constructior. - - Two optinal extra parameters are added in addition to the ones in + + Two optinal extra parameters are added in addition to the ones in RBF kernel. - + :param approx_order: approximation order for the RBF covariance. (Default 10) :type approx_order: int - + :param balance: Whether to balance this kernel separately. (Defaulf True). Model has a separate parameter for balancing. :type balance: bool """ - - if 'balance' in kwargs: - self.balance = bool( kwargs.get('balance') ) - del kwargs['balance'] + + if "balance" in kwargs: + self.balance = bool(kwargs.get("balance")) + del kwargs["balance"] else: self.balance = True - - - if 'approx_order' in kwargs: - self.approx_order = kwargs.get('approx_order') - del kwargs['approx_order'] + + if "approx_order" in kwargs: + self.approx_order = kwargs.get("approx_order") + del kwargs["approx_order"] else: self.approx_order = 6 - - - + super(sde_RBF, self).__init__(*args, **kwargs) - + def sde_update_gradient_full(self, gradients): """ Update gradient in the order in which parameters are represented in the @@ -73,86 +73,111 @@ class sde_RBF(RBF): def sde(self): """ Return the state space representation of the covariance. - + Note! For Sparse GP inference too small or two high values of lengthscale lead to instabilities. This is because Qc are too high or too low and P_inf are not full rank. This effect depends on approximatio order. For N = 10. lengthscale must be in (0.8,8). For other N tests must be conducted. N=6: (0.06,31) Variance should be within reasonable bounds as well, but its dependence is linear. - + The above facts do not take into accout regularization. """ - #import pdb; pdb.set_trace() + # import pdb; pdb.set_trace() if self.approx_order is not None: N = self.approx_order else: - N = 10# approximation order ( number of terms in exponent series expansion) - + N = 10 # approximation order ( number of terms in exponent series expansion) + roots_rounding_decimals = 6 fn = np.math.factorial(N) - p_lengthscale = float( self.lengthscale ) + p_lengthscale = float(self.lengthscale) p_variance = float(self.variance) - kappa = 1.0/2.0/p_lengthscale**2 + kappa = 1.0 / 2.0 / p_lengthscale**2 + + Qc = np.array(((p_variance * np.sqrt(np.pi / kappa) * fn * (4 * kappa) ** N,),)) - Qc = np.array( ((p_variance*np.sqrt(np.pi/kappa)*fn*(4*kappa)**N,),) ) - eps = 1e-12 - if (float(Qc) > 1.0/eps) or (float(Qc) < eps): - warnings.warn("""sde_RBF kernel: the noise variance Qc is either very large or very small. - It influece conditioning of P_inf: {0:e}""".format(float(Qc)) ) + if (float(Qc) > 1.0 / eps) or (float(Qc) < eps): + warnings.warn( + """sde_RBF kernel: the noise variance Qc is either very large or very small. + It influece conditioning of P_inf: {0:e}""".format( + float(Qc) + ) + ) - pp1 = np.zeros((2*N+1,)) # array of polynomial coefficients from higher power to lower + pp1 = np.zeros( + (2 * N + 1,) + ) # array of polynomial coefficients from higher power to lower - for n in range(0, N+1): # (2N+1) - number of polynomial coefficients - pp1[2*(N-n)] = fn*(4.0*kappa)**(N-n)/np.math.factorial(n)*(-1)**n - - pp = sp.poly1d(pp1) - roots = sp.roots(pp) + for n in range(0, N + 1): # (2N+1) - number of polynomial coefficients + pp1[2 * (N - n)] = ( + fn * (4.0 * kappa) ** (N - n) / np.math.factorial(n) * (-1) ** n + ) - neg_real_part_roots = roots[np.round(np.real(roots) ,roots_rounding_decimals) < 0] - aa = sp.poly1d(neg_real_part_roots, r=True).coeffs + pp = np.poly1d(pp1) + roots = np.roots(pp) - F = np.diag(np.ones((N-1,)),1) - F[-1,:] = -aa[-1:0:-1] + neg_real_part_roots = roots[ + np.round(np.real(roots), roots_rounding_decimals) < 0 + ] + aa = np.poly1d(neg_real_part_roots, r=True).coeffs - L= np.zeros((N,1)) - L[N-1,0] = 1 + F = np.diag(np.ones((N - 1,)), 1) + F[-1, :] = -aa[-1:0:-1] - H = np.zeros((1,N)) - H[0,0] = 1 + L = np.zeros((N, 1)) + L[N - 1, 0] = 1 + + H = np.zeros((1, N)) + H[0, 0] = 1 # Infinite covariance: - Pinf = lyap(F, -np.dot(L,np.dot( Qc[0,0],L.T))) - Pinf = 0.5*(Pinf + Pinf.T) + Pinf = lyap(F, -np.dot(L, np.dot(Qc[0, 0], L.T))) + Pinf = 0.5 * (Pinf + Pinf.T) # Allocating space for derivatives - dF = np.empty([F.shape[0],F.shape[1],2]) - dQc = np.empty([Qc.shape[0],Qc.shape[1],2]) - dPinf = np.empty([Pinf.shape[0],Pinf.shape[1],2]) + dF = np.empty([F.shape[0], F.shape[1], 2]) + dQc = np.empty([Qc.shape[0], Qc.shape[1], 2]) + dPinf = np.empty([Pinf.shape[0], Pinf.shape[1], 2]) # Derivatives: dFvariance = np.zeros(F.shape) dFlengthscale = np.zeros(F.shape) - dFlengthscale[-1,:] = -aa[-1:0:-1]/p_lengthscale * np.arange(-N,0,1) + dFlengthscale[-1, :] = -aa[-1:0:-1] / p_lengthscale * np.arange(-N, 0, 1) - dQcvariance = Qc/p_variance - dQclengthscale = np.array(( (p_variance*np.sqrt(2*np.pi)*fn*2**N*p_lengthscale**(-2*N)*(1-2*N),),)) - - dPinf_variance = Pinf/p_variance + dQcvariance = Qc / p_variance + dQclengthscale = np.array( + ( + ( + p_variance + * np.sqrt(2 * np.pi) + * fn + * 2**N + * p_lengthscale ** (-2 * N) + * (1 - 2 * N), + ), + ) + ) + + dPinf_variance = Pinf / p_variance lp = Pinf.shape[0] - coeff = np.arange(1,lp+1).reshape(lp,1) + np.arange(1,lp+1).reshape(1,lp) - 2 - coeff[np.mod(coeff,2) != 0] = 0 - dPinf_lengthscale = -1/p_lengthscale*Pinf*coeff + coeff = ( + np.arange(1, lp + 1).reshape(lp, 1) + + np.arange(1, lp + 1).reshape(1, lp) + - 2 + ) + coeff[np.mod(coeff, 2) != 0] = 0 + dPinf_lengthscale = -1 / p_lengthscale * Pinf * coeff - dF[:,:,0] = dFvariance - dF[:,:,1] = dFlengthscale - dQc[:,:,0] = dQcvariance - dQc[:,:,1] = dQclengthscale - dPinf[:,:,0] = dPinf_variance - dPinf[:,:,1] = dPinf_lengthscale + dF[:, :, 0] = dFvariance + dF[:, :, 1] = dFlengthscale + dQc[:, :, 0] = dQcvariance + dQc[:, :, 1] = dQclengthscale + dPinf[:, :, 0] = dPinf_variance + dPinf[:, :, 1] = dPinf_lengthscale P0 = Pinf.copy() dP0 = dPinf.copy() @@ -161,10 +186,14 @@ class sde_RBF(RBF): # Benefits of this are not very sound. Helps only in one case: # SVD Kalman + RBF kernel import GPy.models.state_space_main as ssm - (F, L, Qc, H, Pinf, P0, dF, dQc, dPinf,dP0) = ssm.balance_ss_model(F, L, Qc, H, Pinf, P0, dF, dQc, dPinf, dP0 ) + + (F, L, Qc, H, Pinf, P0, dF, dQc, dPinf, dP0) = ssm.balance_ss_model( + F, L, Qc, H, Pinf, P0, dF, dQc, dPinf, dP0 + ) return (F, L, Qc, H, Pinf, P0, dF, dQc, dPinf, dP0) + class sde_Exponential(Exponential): """ @@ -195,30 +224,31 @@ class sde_Exponential(Exponential): variance = float(self.variance.values) lengthscale = float(self.lengthscale) - F = np.array(((-1.0/lengthscale,),)) - L = np.array(((1.0,),)) - Qc = np.array( ((2.0*variance/lengthscale,),) ) + F = np.array(((-1.0 / lengthscale,),)) + L = np.array(((1.0,),)) + Qc = np.array(((2.0 * variance / lengthscale,),)) H = np.array(((1.0,),)) Pinf = np.array(((variance,),)) P0 = Pinf.copy() - dF = np.zeros((1,1,2)); - dQc = np.zeros((1,1,2)); - dPinf = np.zeros((1,1,2)); + dF = np.zeros((1, 1, 2)) + dQc = np.zeros((1, 1, 2)) + dPinf = np.zeros((1, 1, 2)) - dF[:,:,0] = 0.0 - dF[:,:,1] = 1.0/lengthscale**2 + dF[:, :, 0] = 0.0 + dF[:, :, 1] = 1.0 / lengthscale**2 - dQc[:,:,0] = 2.0/lengthscale - dQc[:,:,1] = -2.0*variance/lengthscale**2 + dQc[:, :, 0] = 2.0 / lengthscale + dQc[:, :, 1] = -2.0 * variance / lengthscale**2 - dPinf[:,:,0] = 1.0 - dPinf[:,:,1] = 0.0 + dPinf[:, :, 0] = 1.0 + dPinf[:, :, 1] = 0.0 dP0 = dPinf.copy() return (F, L, Qc, H, Pinf, P0, dF, dQc, dPinf, dP0) + class sde_RatQuad(RatQuad): """ @@ -238,12 +268,12 @@ class sde_RatQuad(RatQuad): Return the state space representation of the covariance. """ - assert False, 'Not Implemented' + assert False, "Not Implemented" # Params to use: # self.lengthscale # self.variance - #self.power + # self.power - #return (F, L, Qc, H, Pinf, dF, dQc, dPinf) + # return (F, L, Qc, H, Pinf, dF, dQc, dPinf) diff --git a/GPy/testing/test_grid.py b/GPy/testing/test_grid.py index f46b95a6..dbd61183 100644 --- a/GPy/testing/test_grid.py +++ b/GPy/testing/test_grid.py @@ -29,6 +29,7 @@ class TestGridModel: self.dim = self.X.shape[1] def test_alpha_match(self): + self.setup() kernel = GPy.kern.RBF(input_dim=self.dim, variance=1, ARD=True) m = GPy.models.GPRegressionGrid(self.X, self.Y, kernel) @@ -38,6 +39,7 @@ class TestGridModel: np.testing.assert_almost_equal(m.posterior.alpha, m2.posterior.woodbury_vector) def test_gradient_match(self): + self.setup() kernel = GPy.kern.RBF(input_dim=self.dim, variance=1, ARD=True) m = GPy.models.GPRegressionGrid(self.X, self.Y, kernel) @@ -55,6 +57,7 @@ class TestGridModel: ) def test_prediction_match(self): + self.setup() kernel = GPy.kern.RBF(input_dim=self.dim, variance=1, ARD=True) m = GPy.models.GPRegressionGrid(self.X, self.Y, kernel)