coregionalisation changed to coregionalization

GPy/examples/regression.py

@@ -9,9 +9,9 @@ import pylab as pb
 import numpy as np
 import GPy
 
-def coregionalisation_toy2(max_iters=100):
+def coregionalization_toy2(max_iters=100):
     """
-    A simple demonstration of coregionalisation on two sinusoidal functions.
+    A simple demonstration of coregionalization on two sinusoidal functions.
     """
     X1 = np.random.rand(50, 1) * 8
     X2 = np.random.rand(30, 1) * 5
@@ -22,7 +22,7 @@ def coregionalisation_toy2(max_iters=100):
     Y = np.vstack((Y1, Y2))
 
     k1 = GPy.kern.rbf(1) + GPy.kern.bias(1)
-    k2 = GPy.kern.coregionalise(2,1)
+    k2 = GPy.kern.coregionalize(2,1)
     k = k1**k2 #k = k1.prod(k2,tensor=True)
     m = GPy.models.GPRegression(X, Y, kernel=k)
     m.constrain_fixed('.*rbf_var', 1.)
@@ -40,9 +40,9 @@ def coregionalisation_toy2(max_iters=100):
     pb.plot(X2[:, 0], Y2[:, 0], 'gx', mew=2)
     return m
 
-def coregionalisation_toy(max_iters=100):
+def coregionalization_toy(max_iters=100):
     """
-    A simple demonstration of coregionalisation on two sinusoidal functions.
+    A simple demonstration of coregionalization on two sinusoidal functions.
     """
     X1 = np.random.rand(50, 1) * 8
     X2 = np.random.rand(30, 1) * 5
@@ -63,9 +63,9 @@ def coregionalisation_toy(max_iters=100):
     axes[1].set_title('Output 1')
     return m
 
-def coregionalisation_sparse(max_iters=100):
+def coregionalization_sparse(max_iters=100):
     """
-    A simple demonstration of coregionalisation on two sinusoidal functions using sparse approximations.
+    A simple demonstration of coregionalization on two sinusoidal functions using sparse approximations.
     """
     X1 = np.random.rand(500, 1) * 8
     X2 = np.random.rand(300, 1) * 5
@@ -76,19 +76,14 @@ def coregionalisation_sparse(max_iters=100):
     Y = np.vstack((Y1, Y2))
 
     num_inducing = 40
-    Z = np.hstack((np.random.rand(num_inducing, 1) * 8, np.random.randint(0, 2, num_inducing)[:, None]))
+    #Z = np.hstack((np.random.rand(num_inducing, 1) * 8, np.random.randint(0, 2, num_inducing)[:, None]))
-    Z = np.hstack((np.random.rand(num_inducing, 1) * 8, np.random.randint(0, 2, num_inducing)[:, None]))
 
     k1 = GPy.kern.rbf(1)
 
     m = GPy.models.SparseGPMultioutputRegression(X_list=[X1,X2],Y_list=[Y1,Y2],kernel_list=[k1],num_inducing=20)
-    #k2 = GPy.kern.coregionalise(2, 2)
-    #k = k1**k2 #.prod(k2, tensor=True) # + GPy.kern.white(2,0.001)
-    #m = GPy.models.SparseGPRegression(X, Y, kernel=k, Z=Z)
-    m.constrain_fixed('.*rbf_var', 1.)
 
     #m.constrain_fixed('iip')
-    #m.constrain_bounded('noise_variance', 1e-3, 1e-1)
+    m.constrain_bounded('noise_variance', 1e-3, 1e-1)
 #     m.optimize_restarts(5, robust=True, messages=1, max_iters=max_iters, optimizer='bfgs')
     m.optimize(max_iters=max_iters)
 
@@ -97,19 +92,6 @@ def coregionalisation_sparse(max_iters=100):
     m.plot(output=1,ax=axes[1])
     axes[0].set_title('Output 0')
     axes[1].set_title('Output 1')
-    # plotting:
-    #pb.figure()
-    #Xtest1 = np.hstack((np.linspace(0, 9, 100)[:, None], np.zeros((100, 1))))
-    #Xtest2 = np.hstack((np.linspace(0, 9, 100)[:, None], np.ones((100, 1))))
-    #mean, var, low, up = m.predict(Xtest1)
-    #GPy.util.plot.gpplot(Xtest1[:, 0], mean, low, up)
-    #mean, var, low, up = m.predict(Xtest2)
-    #GPy.util.plot.gpplot(Xtest2[:, 0], mean, low, up)
-    #pb.plot(X1[:, 0], Y1[:, 0], 'rx', mew=2)
-    #pb.plot(X2[:, 0], Y2[:, 0], 'gx', mew=2)
-    #y = pb.ylim()[0]
-    #pb.plot(Z[:, 0][Z[:, 1] == 0], np.zeros(np.sum(Z[:, 1] == 0)) + y, 'r|', mew=2)
-    #pb.plot(Z[:, 0][Z[:, 1] == 1], np.zeros(np.sum(Z[:, 1] == 1)) + y, 'g|', mew=2)
     return m
 
 def epomeo_gpx(max_iters=100):
@@ -135,7 +117,7 @@ def epomeo_gpx(max_iters=100):
                    np.random.randint(0, 4, num_inducing)[:, None]))
 
     k1 = GPy.kern.rbf(1)
-    k2 = GPy.kern.coregionalise(output_dim=5, rank=5)
+    k2 = GPy.kern.coregionalize(output_dim=5, rank=5)
     k = k1**k2
 
     m = GPy.models.SparseGPRegression(t, Y, kernel=k, Z=Z, normalize_Y=True)

GPy/kern/constructors.py

@@ -340,7 +340,7 @@ def symmetric(k):
     k_.parts = [symmetric.Symmetric(p) for p in k.parts]
     return k_
 
-def coregionalise(num_outputs,W_columns=1, W=None, kappa=None):
+def coregionalize(num_outputs,W_columns=1, W=None, kappa=None):
     """
     Coregionlization matrix B, of the form:
     .. math::
@@ -352,18 +352,18 @@ def coregionalise(num_outputs,W_columns=1, W=None, kappa=None):
 
     it is obtainded as the tensor product between a kernel k(x,y) and B.
 
-    :param num_outputs: the number of outputs to corregionalise
+    :param num_outputs: the number of outputs to coregionalize
     :type num_outputs: int
     :param W_columns: number of columns of the W matrix (this parameter is ignored if parameter W is not None)
     :type W_colunns: int
-    :param W: a low rank matrix that determines the correlations between the different outputs, together with kappa it forms the coregionalisation matrix B
+    :param W: a low rank matrix that determines the correlations between the different outputs, together with kappa it forms the coregionalization matrix B
     :type W: numpy array of dimensionality (num_outpus, W_columns)
     :param kappa: a vector which allows the outputs to behave independently
     :type kappa: numpy array of dimensionality  (num_outputs,)
     :rtype: kernel object
 
     """
-    p = parts.coregionalise.Coregionalise(num_outputs,W_columns,W,kappa)
+    p = parts.coregionalize.Coregionalize(num_outputs,W_columns,W,kappa)
     return kern(1,[p])
 
 
@@ -442,11 +442,11 @@ def build_lcm(input_dim, num_outputs, kernel_list = [], W_columns=1,W=None,kappa
             k.input_dim = input_dim
             warnings.warn("kernel's input dimension overwritten to fit input_dim parameter.")
 
-    k_coreg = coregionalise(num_outputs,W_columns,W,kappa)
+    k_coreg = coregionalize(num_outputs,W_columns,W,kappa)
     kernel = kernel_list[0]**k_coreg.copy()
 
     for k in kernel_list[1:]:
-        k_coreg = coregionalise(num_outputs,W_columns,W,kappa)
+        k_coreg = coregionalize(num_outputs,W_columns,W,kappa)
         kernel += k**k_coreg.copy()
 
     return kernel

GPy/kern/parts/__init__.py

@@ -1,6 +1,6 @@
 import bias
 import Brownian
-import coregionalise
+import coregionalize
 import exponential
 import finite_dimensional
 import fixed

GPy/kern/parts/coregionalize.py

@@ -7,7 +7,7 @@ from GPy.util.linalg import mdot, pdinv
 import pdb
 from scipy import weave
 
-class Coregionalise(Kernpart):
+class Coregionalize(Kernpart):
     """
     Kernel for intrinsic/linear coregionalization models
 
@@ -25,12 +25,12 @@ class Coregionalise(Kernpart):
     :type num_outputs: int
     :param W_columns: number of columns of the W matrix (this parameter is ignored if parameter W is not None)
     :type W_colunns: int
-    :param W: a low rank matrix that determines the correlations between the different outputs, together with kappa it forms the coregionalisation matrix B
+    :param W: a low rank matrix that determines the correlations between the different outputs, together with kappa it forms the coregionalization matrix B
     :type W: numpy array of dimensionality (num_outpus, W_columns)
     :param kappa: a vector which allows the outputs to behave independently
     :type kappa: numpy array of dimensionality  (num_outputs,)
 
-    .. Note: see coregionalisation examples in GPy.examples.regression for some usage.
+    .. Note: see coregionalization examples in GPy.examples.regression for some usage.
     """
     def __init__(self,num_outputs,W_columns=1, W=None, kappa=None):
         self.input_dim = 1

GPy/kern/parts/prod.py

@@ -18,7 +18,7 @@ class Prod(Kernpart):
     """
     def __init__(self,k1,k2,tensor=False):
         self.num_params = k1.num_params + k2.num_params
-        self.name = '['+k1.name + '(x)' + k2.name +']'
+        self.name = '['+k1.name + '**' + k2.name +']'
         self.k1 = k1
         self.k2 = k2
         if tensor:

GPy/models/gp_multioutput_regression.py

@@ -6,7 +6,6 @@ import numpy as np
 from ..core import GP
 from .. import likelihoods
 from .. import kern
-#from ..util import multioutput
 
 class GPMultioutputRegression(GP):
     """

GPy/testing/kernel_tests.py

@@ -50,7 +50,7 @@ class KernelTests(unittest.TestCase):
         m = GPy.models.GPRegression(X,Y,kernel=kernel)
         self.assertTrue(m.checkgrad())
 
-    def test_coregionalisation(self):
+    def test_coregionalization(self):
         X1 = np.random.rand(50,1)*8
         X2 = np.random.rand(30,1)*5
         index = np.vstack((np.zeros_like(X1),np.ones_like(X2)))
@@ -60,7 +60,7 @@ class KernelTests(unittest.TestCase):
         Y = np.vstack((Y1,Y2))
 
         k1 = GPy.kern.rbf(1) + GPy.kern.bias(1)
-        k2 = GPy.kern.coregionalise(2,1)
+        k2 = GPy.kern.coregionalize(2,1)
         k = k1.prod(k2,tensor=True)
         m = GPy.models.GPRegression(X,Y,kernel=k)
         self.assertTrue(m.checkgrad())

GPy/util/__init__.py

@@ -14,4 +14,3 @@ import visualize
 import decorators
 import classification
 import latent_space_visualizations
-#import multioutput

GPy/util/multioutput.py

@@ -1,35 +0,0 @@
-import numpy as np
-import warnings
-from .. import kern
-
-def build_lcm(input_dim, num_outputs, CK = [], NC = [], W_columns=1,W=None,kappa=None):
-    #TODO build_icm or build_lcm
-    """
-    Builds a kernel for a linear coregionalization model
-
-    :input_dim: Input dimensionality
-    :num_outputs: Number of outputs
-    :param CK: List of coregionalized kernels (i.e., this will be multiplied by a coregionalise kernel).
-    :param K: List of kernels that will be added up together with CK, but won't be multiplied by a coregionalise kernel
-    :param W_columns: number tuples of the corregionalization parameters 'coregion_W'
-    :type W_columns: integer
-    """
-
-    for k in CK:
-        if k.input_dim <> input_dim:
-            k.input_dim = input_dim
-            warnings.warn("kernel's input dimension overwritten to fit input_dim parameter.")
-
-    for k in NC:
-        if k.input_dim <> input_dim + 1:
-            k.input_dim = input_dim + 1
-            warnings.warn("kernel's input dimension overwritten to fit input_dim parameter.")
-
-    kernel = CK[0].prod(kern.coregionalise(num_outputs,W_columns,W,kappa),tensor=True)
-    for k in CK[1:]:
-        k_coreg = kern.coregionalise(num_outputs,W_columns,W,kappa)
-        kernel += k.prod(k_coreg,tensor=True)
-    for k in NC:
-        kernel += k
-
-    return kernel