dimensionality reduction examples updated with optimize, plot and verbose

This commit is contained in:
Max Zwiessele 2013-11-27 16:12:58 +00:00
parent d0a9995c38
commit 50e9034a6d
2 changed files with 216 additions and 261 deletions

View file

@ -66,5 +66,5 @@ class SparseGPLVM(SparseGPRegression, GPLVM):
pb.plot(mu[:, 0] , mu[:, 1], 'ko')
def plot_latent(self, *args, **kwargs):
input_1, input_2 = GPLVM.plot_latent(*args, **kwargs)
pb.plot(m.Z[:, input_1], m.Z[:, input_2], '^w')
GPLVM.plot_latent(self, *args, **kwargs)
#pb.plot(self.Z[:, input_1], self.Z[:, input_2], '^w')

View file

@ -1,99 +1,93 @@
# Copyright (c) 2012, GPy authors (see AUTHORS.txt).
# Licensed under the BSD 3-clause license (see LICENSE.txt)
import numpy as _np
default_seed = _np.random.seed(123344)
import numpy as np
from matplotlib import pyplot as plt, cm
import GPy
from GPy.core.transformations import logexp
from GPy.likelihoods.gaussian import Gaussian
from GPy.models import BayesianGPLVM
default_seed = np.random.seed(123344)
def BGPLVM(seed=default_seed):
N = 13
def bgplvm_test_model(seed=default_seed, optimize=0, verbose=1, plot=0):
"""
model for testing purposes. Samples from a GP with rbf kernel and learns
the samples with a new kernel. Normally not for optimization, just model cheking
"""
from GPy.likelihoods.gaussian import Gaussian
import GPy
num_inputs = 13
num_inducing = 5
Q = 6
D = 25
if plot:
output_dim = 1
input_dim = 2
else:
input_dim = 2
output_dim = 25
# generate GPLVM-like data
X = np.random.rand(N, Q)
lengthscales = np.random.rand(Q)
k = (GPy.kern.rbf(Q, .5, lengthscales, ARD=True)
+ GPy.kern.white(Q, 0.01))
X = _np.random.rand(num_inputs, input_dim)
lengthscales = _np.random.rand(input_dim)
k = (GPy.kern.rbf(input_dim, .5, lengthscales, ARD=True)
+ GPy.kern.white(input_dim, 0.01))
K = k.K(X)
Y = np.random.multivariate_normal(np.zeros(N), K, D).T
Y = _np.random.multivariate_normal(_np.zeros(num_inputs), K, output_dim).T
lik = Gaussian(Y, normalize=True)
# k = GPy.kern.rbf_inv(Q, .5, np.ones(Q) * 2., ARD=True) + GPy.kern.bias(Q) + GPy.kern.white(Q)
# k = GPy.kern.linear(Q) + GPy.kern.bias(Q) + GPy.kern.white(Q, 0.00001)
# k = GPy.kern.rbf(Q, ARD = False) + GPy.kern.white(Q, 0.00001)
# k = GPy.kern.rbf(Q, .5, np.ones(Q) * 2., ARD=True) + GPy.kern.rbf(Q, .3, np.ones(Q) * .2, ARD=True)
k = GPy.kern.rbf(Q, .5, np.ones(Q) * 2., ARD=True) + GPy.kern.linear(Q, np.ones(Q) * .2, ARD=True)
# k = GPy.kern.rbf(Q, .5, 2., ARD=0) + GPy.kern.rbf(Q, .3, .2, ARD=0)
k = GPy.kern.rbf_inv(input_dim, .5, _np.ones(input_dim) * 2., ARD=True) + GPy.kern.bias(input_dim) + GPy.kern.white(input_dim)
# k = GPy.kern.linear(input_dim) + GPy.kern.bias(input_dim) + GPy.kern.white(input_dim, 0.00001)
# k = GPy.kern.rbf(input_dim, ARD = False) + GPy.kern.white(input_dim, 0.00001)
# k = GPy.kern.rbf(input_dim, .5, _np.ones(input_dim) * 2., ARD=True) + GPy.kern.rbf(input_dim, .3, _np.ones(input_dim) * .2, ARD=True)
# k = GPy.kern.rbf(input_dim, .5, 2., ARD=0) + GPy.kern.rbf(input_dim, .3, .2, ARD=0)
# k = GPy.kern.rbf(input_dim, .5, _np.ones(input_dim) * 2., ARD=True) + GPy.kern.linear(input_dim, _np.ones(input_dim) * .2, ARD=True)
m = GPy.models.BayesianGPLVM(lik, Q, kernel=k, num_inducing=num_inducing)
m = GPy.models.BayesianGPLVM(lik, input_dim, kernel=k, num_inducing=num_inducing)
m.lengthscales = lengthscales
# m.constrain_positive('(rbf|bias|noise|white|S)')
# m.constrain_fixed('S', 1)
# pb.figure()
# m.plot()
# pb.title('PCA initialisation')
# pb.figure()
# m.optimize(messages = 1)
# m.plot()
# pb.title('After optimisation')
# m.randomize()
# m.checkgrad(verbose=1)
if plot:
import matplotlib.pyplot as pb
m.plot()
pb.title('PCA initialisation')
if optimize:
m.optimize('scg', messages=verbose)
if plot:
m.plot()
pb.title('After optimisation')
return m
def GPLVM_oil_100(optimize=True):
def gplvm_oil_100(optimize=1, verbose=1, plot=1):
import GPy
data = GPy.util.datasets.oil_100()
Y = data['X']
# create simple GP model
kernel = GPy.kern.rbf(6, ARD=True) + GPy.kern.bias(6)
m = GPy.models.GPLVM(Y, 6, kernel=kernel)
m.data_labels = data['Y'].argmax(axis=1)
# optimize
if optimize:
m.optimize('scg', messages=1)
# plot
print(m)
m.plot_latent(labels=m.data_labels)
if optimize: m.optimize('scg', messages=verbose)
if plot: m.plot_latent(labels=m.data_labels)
return m
def sparseGPLVM_oil(optimize=True, N=100, Q=6, num_inducing=15, max_iters=50):
np.random.seed(0)
def sparse_gplvm_oil(optimize=1, verbose=0, plot=1, N=100, Q=6, num_inducing=15, max_iters=50):
import GPy
_np.random.seed(0)
data = GPy.util.datasets.oil()
Y = data['X'][:N]
Y = Y - Y.mean(0)
Y /= Y.std(0)
# create simple GP model
# Create the model
kernel = GPy.kern.rbf(Q, ARD=True) + GPy.kern.bias(Q)
m = GPy.models.SparseGPLVM(Y, Q, kernel=kernel, num_inducing=num_inducing)
m.data_labels = data['Y'].argmax(axis=1)
m.data_labels = data['Y'][:N].argmax(axis=1)
# optimize
if optimize:
m.optimize('scg', messages=1, max_iters=max_iters)
# plot
print(m)
# m.plot_latent(labels=m.data_labels)
if optimize: m.optimize('scg', messages=verbose, max_iters=max_iters)
if plot:
m.plot_latent(labels=m.data_labels)
m.kern.plot_ARD()
return m
def swiss_roll(optimize=True, N=1000, num_inducing=15, Q=4, sigma=.2, plot=False):
def swiss_roll(optimize=1, verbose=1, plot=1, N=1000, num_inducing=15, Q=4, sigma=.2):
import GPy
from GPy.util.datasets import swiss_roll_generated
from GPy.core.transformations import logexp_clipped
from GPy.models import BayesianGPLVM
data = swiss_roll_generated(N=N, sigma=sigma)
data = swiss_roll_generated(num_samples=N, sigma=sigma)
Y = data['Y']
Y -= Y.mean()
Y /= Y.std()
@ -106,114 +100,98 @@ def swiss_roll(optimize=True, N=1000, num_inducing=15, Q=4, sigma=.2, plot=False
iso = Isomap().fit(Y)
X = iso.embedding_
if Q > 2:
X = np.hstack((X, np.random.randn(N, Q - 2)))
X = _np.hstack((X, _np.random.randn(N, Q - 2)))
except ImportError:
X = np.random.randn(N, Q)
X = _np.random.randn(N, Q)
if plot:
from mpl_toolkits import mplot3d
import pylab
fig = pylab.figure("Swiss Roll Data")
import matplotlib.pyplot as plt
from mpl_toolkits.mplot3d import Axes3D # @UnusedImport
fig = plt.figure("Swiss Roll Data")
ax = fig.add_subplot(121, projection='3d')
ax.scatter(*Y.T, c=c)
ax.set_title("Swiss Roll")
ax = fig.add_subplot(122)
ax.scatter(*X.T[:2], c=c)
ax.set_title("Initialization")
ax.set_title("BGPLVM init")
var = .5
S = (var * np.ones_like(X) + np.clip(np.random.randn(N, Q) * var ** 2,
S = (var * _np.ones_like(X) + _np.clip(_np.random.randn(N, Q) * var ** 2,
- (1 - var),
(1 - var))) + .001
Z = np.random.permutation(X)[:num_inducing]
Z = _np.random.permutation(X)[:num_inducing]
kernel = GPy.kern.rbf(Q, ARD=True) + GPy.kern.bias(Q, np.exp(-2)) + GPy.kern.white(Q, np.exp(-2))
kernel = GPy.kern.rbf(Q, ARD=True) + GPy.kern.bias(Q, _np.exp(-2)) + GPy.kern.white(Q, _np.exp(-2))
m = BayesianGPLVM(Y, Q, X=X, X_variance=S, num_inducing=num_inducing, Z=Z, kernel=kernel)
m.data_colors = c
m.data_t = t
m['rbf_lengthscale'] = 1. # X.var(0).max() / X.var(0)
m['noise_variance'] = Y.var() / 100.
m['bias_variance'] = 0.05
if optimize:
m.optimize('scg', messages=1)
m.optimize('scg', messages=verbose, max_iters=2e3)
if plot:
fig = plt.figure('fitted')
ax = fig.add_subplot(111)
s = m.input_sensitivity().argsort()[::-1][:2]
ax.scatter(*m.X.T[s], c=c)
return m
def BGPLVM_oil(optimize=True, N=200, Q=7, num_inducing=40, max_iters=1000, plot=False, **k):
np.random.seed(0)
def bgplvm_oil(optimize=1, verbose=1, plot=1, N=200, Q=7, num_inducing=40, max_iters=1000, **k):
import GPy
from GPy.likelihoods import Gaussian
from matplotlib import pyplot as plt
_np.random.seed(0)
data = GPy.util.datasets.oil()
# create simple GP model
kernel = GPy.kern.rbf_inv(Q, 1., [.1] * Q, ARD=True) + GPy.kern.bias(Q, np.exp(-2))
kernel = GPy.kern.rbf_inv(Q, 1., [.1] * Q, ARD=True) + GPy.kern.bias(Q, _np.exp(-2))
Y = data['X'][:N]
Yn = Gaussian(Y, normalize=True)
# Yn = Y - Y.mean(0)
# Yn /= Yn.std(0)
m = GPy.models.BayesianGPLVM(Yn, Q, kernel=kernel, num_inducing=num_inducing, **k)
m.data_labels = data['Y'][:N].argmax(axis=1)
# m.constrain('variance|leng', logexp_clipped())
# m['.*lengt'] = m.X.var(0).max() / m.X.var(0)
m['noise'] = Yn.Y.var() / 100.
# optimize
if optimize:
m.optimize('scg', messages=1, max_iters=max_iters, gtol=.05)
m.optimize('scg', messages=verbose, max_iters=max_iters, gtol=.05)
if plot:
y = m.likelihood.Y[0, :]
fig, (latent_axes, sense_axes) = plt.subplots(1, 2)
m.plot_latent(ax=latent_axes)
data_show = GPy.util.visualize.vector_show(y)
lvm_visualizer = GPy.util.visualize.lvm_dimselect(m.X[0, :], m, data_show, latent_axes=latent_axes, sense_axes=sense_axes)
lvm_visualizer = GPy.util.visualize.lvm_dimselect(m.X[0, :], # @UnusedVariable
m, data_show, latent_axes=latent_axes, sense_axes=sense_axes)
raw_input('Press enter to finish')
plt.close(fig)
return m
def oil_100():
data = GPy.util.datasets.oil_100()
m = GPy.models.GPLVM(data['X'], 2)
# optimize
m.optimize(messages=1, max_iters=2)
# plot
print(m)
# m.plot_latent(labels=data['Y'].argmax(axis=1))
return m
def _simulate_sincos(D1, D2, D3, N, num_inducing, Q, plot_sim=False):
x = np.linspace(0, 4 * np.pi, N)[:, None]
s1 = np.vectorize(lambda x: np.sin(x))
s2 = np.vectorize(lambda x: np.cos(x))
s3 = np.vectorize(lambda x:-np.exp(-np.cos(2 * x)))
sS = np.vectorize(lambda x: np.sin(2 * x))
x = _np.linspace(0, 4 * _np.pi, N)[:, None]
s1 = _np.vectorize(lambda x: _np.sin(x))
s2 = _np.vectorize(lambda x: _np.cos(x))
s3 = _np.vectorize(lambda x:-_np.exp(-_np.cos(2 * x)))
sS = _np.vectorize(lambda x: _np.sin(2 * x))
s1 = s1(x)
s2 = s2(x)
s3 = s3(x)
sS = sS(x)
S1 = np.hstack([s1, sS])
S2 = np.hstack([s2, s3, sS])
S3 = np.hstack([s3, sS])
S1 = _np.hstack([s1, sS])
S2 = _np.hstack([s2, s3, sS])
S3 = _np.hstack([s3, sS])
Y1 = S1.dot(np.random.randn(S1.shape[1], D1))
Y2 = S2.dot(np.random.randn(S2.shape[1], D2))
Y3 = S3.dot(np.random.randn(S3.shape[1], D3))
Y1 = S1.dot(_np.random.randn(S1.shape[1], D1))
Y2 = S2.dot(_np.random.randn(S2.shape[1], D2))
Y3 = S3.dot(_np.random.randn(S3.shape[1], D3))
Y1 += .3 * np.random.randn(*Y1.shape)
Y2 += .2 * np.random.randn(*Y2.shape)
Y3 += .25 * np.random.randn(*Y3.shape)
Y1 += .3 * _np.random.randn(*Y1.shape)
Y2 += .2 * _np.random.randn(*Y2.shape)
Y3 += .25 * _np.random.randn(*Y3.shape)
Y1 -= Y1.mean(0)
Y2 -= Y2.mean(0)
@ -245,88 +223,74 @@ def _simulate_sincos(D1, D2, D3, N, num_inducing, Q, plot_sim=False):
return slist, [S1, S2, S3], Ylist
def bgplvm_simulation_matlab_compare():
from GPy.util.datasets import simulation_BGPLVM
sim_data = simulation_BGPLVM()
Y = sim_data['Y']
S = sim_data['S']
mu = sim_data['mu']
num_inducing, [_, Q] = 3, mu.shape
# def bgplvm_simulation_matlab_compare():
# from GPy.util.datasets import simulation_BGPLVM
# from GPy import kern
# from GPy.models import BayesianGPLVM
#
# sim_data = simulation_BGPLVM()
# Y = sim_data['Y']
# mu = sim_data['mu']
# num_inducing, [_, Q] = 3, mu.shape
#
# k = kern.linear(Q, ARD=True) + kern.bias(Q, _np.exp(-2)) + kern.white(Q, _np.exp(-2))
# m = BayesianGPLVM(Y, Q, init="PCA", num_inducing=num_inducing, kernel=k,
# _debug=False)
# m.auto_scale_factor = True
# m['noise'] = Y.var() / 100.
# m['linear_variance'] = .01
# return m
from GPy.models import mrd
from GPy import kern
reload(mrd); reload(kern)
k = kern.linear(Q, ARD=True) + kern.bias(Q, np.exp(-2)) + kern.white(Q, np.exp(-2))
m = BayesianGPLVM(Y, Q, init="PCA", num_inducing=num_inducing, kernel=k,
# X=mu,
# X_variance=S,
_debug=False)
m.auto_scale_factor = True
m['noise'] = Y.var() / 100.
m['linear_variance'] = .01
return m
def bgplvm_simulation(optimize='scg',
plot=True,
def bgplvm_simulation(optimize=1, verbose=1,
plot=1, plot_sim=False,
max_iters=2e4,
plot_sim=False):
# from GPy.core.transformations import logexp_clipped
D1, D2, D3, N, num_inducing, Q = 15, 5, 8, 30, 3, 10
slist, Slist, Ylist = _simulate_sincos(D1, D2, D3, N, num_inducing, Q, plot_sim)
from GPy.models import mrd
):
from GPy import kern
reload(mrd); reload(kern)
from GPy.models import BayesianGPLVM
D1, D2, D3, N, num_inducing, Q = 15, 5, 8, 30, 3, 10
_, _, Ylist = _simulate_sincos(D1, D2, D3, N, num_inducing, Q, plot_sim)
Y = Ylist[0]
k = kern.linear(Q, ARD=True) + kern.bias(Q, np.exp(-2)) + kern.white(Q, np.exp(-2)) # + kern.bias(Q)
k = kern.linear(Q, ARD=True) + kern.bias(Q, _np.exp(-2)) + kern.white(Q, _np.exp(-2)) # + kern.bias(Q)
m = BayesianGPLVM(Y, Q, init="PCA", num_inducing=num_inducing, kernel=k)
# m.constrain('variance|noise', logexp_clipped())
m['noise'] = Y.var() / 100.
if optimize:
print "Optimizing model:"
m.optimize(optimize, max_iters=max_iters,
messages=True, gtol=.05)
m.optimize('scg', messages=verbose, max_iters=max_iters,
gtol=.05)
if plot:
m.plot_X_1d("BGPLVM Latent Space 1D")
m.kern.plot_ARD('BGPLVM Simulation ARD Parameters')
return m
def mrd_simulation(optimize=True, plot=True, plot_sim=True, **kw):
def mrd_simulation(optimize=True, verbose=True, plot=True, plot_sim=True, **kw):
from GPy import kern
from GPy.models import MRD
from GPy.likelihoods import Gaussian
D1, D2, D3, N, num_inducing, Q = 60, 20, 36, 60, 6, 5
slist, Slist, Ylist = _simulate_sincos(D1, D2, D3, N, num_inducing, Q, plot_sim)
_, _, Ylist = _simulate_sincos(D1, D2, D3, N, num_inducing, Q, plot_sim)
likelihood_list = [Gaussian(x, normalize=True) for x in Ylist]
from GPy.models import mrd
from GPy import kern
reload(mrd); reload(kern)
k = kern.linear(Q, ARD=True) + kern.bias(Q, np.exp(-2)) + kern.white(Q, np.exp(-2))
m = mrd.MRD(likelihood_list, input_dim=Q, num_inducing=num_inducing, kernels=k, initx="", initz='permute', **kw)
k = kern.linear(Q, ARD=True) + kern.bias(Q, _np.exp(-2)) + kern.white(Q, _np.exp(-2))
m = MRD(likelihood_list, input_dim=Q, num_inducing=num_inducing, kernels=k, initx="", initz='permute', **kw)
m.ensure_default_constraints()
for i, bgplvm in enumerate(m.bgplvms):
m['{}_noise'.format(i)] = bgplvm.likelihood.Y.var() / 500.
# DEBUG
# np.seterr("raise")
if optimize:
print "Optimizing Model:"
m.optimize(messages=1, max_iters=8e3, gtol=.1)
m.optimize(messages=verbose, max_iters=8e3, gtol=.1)
if plot:
m.plot_X_1d("MRD Latent Space 1D")
m.plot_scales("MRD Scales")
return m
def brendan_faces():
from GPy import kern
def brendan_faces(optimize=True, verbose=True, plot=True):
import GPy
data = GPy.util.datasets.brendan_faces()
Q = 2
Y = data['Y']
@ -338,18 +302,20 @@ def brendan_faces():
# optimize
m.constrain('rbf|noise|white', GPy.core.transformations.logexp_clipped())
m.optimize('scg', messages=1, max_iters=1000)
if optimize: m.optimize('scg', messages=verbose, max_iters=1000)
ax = m.plot_latent(which_indices=(0, 1))
y = m.likelihood.Y[0, :]
data_show = GPy.util.visualize.image_show(y[None, :], dimensions=(20, 28), transpose=True, order='F', invert=False, scale=False)
lvm_visualizer = GPy.util.visualize.lvm(m.X[0, :].copy(), m, data_show, ax)
raw_input('Press enter to finish')
if plot:
ax = m.plot_latent(which_indices=(0, 1))
y = m.likelihood.Y[0, :]
data_show = GPy.util.visualize.image_show(y[None, :], dimensions=(20, 28), transpose=True, order='F', invert=False, scale=False)
GPy.util.visualize.lvm(m.X[0, :].copy(), m, data_show, ax)
raw_input('Press enter to finish')
return m
def olivetti_faces():
from GPy import kern
def olivetti_faces(optimize=True, verbose=True, plot=True):
import GPy
data = GPy.util.datasets.olivetti_faces()
Q = 2
Y = data['Y']
@ -357,153 +323,142 @@ def olivetti_faces():
Yn /= Yn.std()
m = GPy.models.GPLVM(Yn, Q)
m.optimize('scg', messages=1, max_iters=1000)
ax = m.plot_latent(which_indices=(0, 1))
y = m.likelihood.Y[0, :]
data_show = GPy.util.visualize.image_show(y[None, :], dimensions=(112, 92), transpose=False, invert=False, scale=False)
lvm_visualizer = GPy.util.visualize.lvm(m.X[0, :].copy(), m, data_show, ax)
raw_input('Press enter to finish')
if optimize: m.optimize('scg', messages=verbose, max_iters=1000)
if plot:
ax = m.plot_latent(which_indices=(0, 1))
y = m.likelihood.Y[0, :]
data_show = GPy.util.visualize.image_show(y[None, :], dimensions=(112, 92), transpose=False, invert=False, scale=False)
GPy.util.visualize.lvm(m.X[0, :].copy(), m, data_show, ax)
raw_input('Press enter to finish')
return m
def stick_play(range=None, frame_rate=15):
def stick_play(range=None, frame_rate=15, optimize=False, verbose=True, plot=True):
import GPy
data = GPy.util.datasets.osu_run1()
# optimize
if range == None:
Y = data['Y'].copy()
else:
Y = data['Y'][range[0]:range[1], :].copy()
y = Y[0, :]
data_show = GPy.util.visualize.stick_show(y[None, :], connect=data['connect'])
GPy.util.visualize.data_play(Y, data_show, frame_rate)
if plot:
y = Y[0, :]
data_show = GPy.util.visualize.stick_show(y[None, :], connect=data['connect'])
GPy.util.visualize.data_play(Y, data_show, frame_rate)
return Y
def stick(kernel=None):
def stick(kernel=None, optimize=True, verbose=True, plot=True):
from matplotlib import pyplot as plt
import GPy
data = GPy.util.datasets.osu_run1()
# optimize
m = GPy.models.GPLVM(data['Y'], 2, kernel=kernel)
m.optimize(messages=1, max_f_eval=10000)
if GPy.util.visualize.visual_available:
if optimize: m.optimize(messages=verbose, max_f_eval=10000)
if plot and GPy.util.visualize.visual_available:
plt.clf
ax = m.plot_latent()
y = m.likelihood.Y[0, :]
data_show = GPy.util.visualize.stick_show(y[None, :], connect=data['connect'])
lvm_visualizer = GPy.util.visualize.lvm(m.X[0, :].copy(), m, data_show, ax)
GPy.util.visualize.lvm(m.X[0, :].copy(), m, data_show, ax)
raw_input('Press enter to finish')
return m
def bcgplvm_linear_stick(kernel=None):
def bcgplvm_linear_stick(kernel=None, optimize=True, verbose=True, plot=True):
from matplotlib import pyplot as plt
import GPy
data = GPy.util.datasets.osu_run1()
# optimize
mapping = GPy.mappings.Linear(data['Y'].shape[1], 2)
m = GPy.models.BCGPLVM(data['Y'], 2, kernel=kernel, mapping=mapping)
m.optimize(messages=1, max_f_eval=10000)
if GPy.util.visualize.visual_available:
if optimize: m.optimize(messages=verbose, max_f_eval=10000)
if plot and GPy.util.visualize.visual_available:
plt.clf
ax = m.plot_latent()
y = m.likelihood.Y[0, :]
data_show = GPy.util.visualize.stick_show(y[None, :], connect=data['connect'])
lvm_visualizer = GPy.util.visualize.lvm(m.X[0, :].copy(), m, data_show, ax)
GPy.util.visualize.lvm(m.X[0, :].copy(), m, data_show, ax)
raw_input('Press enter to finish')
return m
def bcgplvm_stick(kernel=None):
def bcgplvm_stick(kernel=None, optimize=True, verbose=True, plot=True):
from matplotlib import pyplot as plt
import GPy
data = GPy.util.datasets.osu_run1()
# optimize
back_kernel=GPy.kern.rbf(data['Y'].shape[1], lengthscale=5.)
mapping = GPy.mappings.Kernel(X=data['Y'], output_dim=2, kernel=back_kernel)
m = GPy.models.BCGPLVM(data['Y'], 2, kernel=kernel, mapping=mapping)
m.optimize(messages=1, max_f_eval=10000)
if GPy.util.visualize.visual_available:
if optimize: m.optimize(messages=verbose, max_f_eval=10000)
if plot and GPy.util.visualize.visual_available:
plt.clf
ax = m.plot_latent()
y = m.likelihood.Y[0, :]
data_show = GPy.util.visualize.stick_show(y[None, :], connect=data['connect'])
lvm_visualizer = GPy.util.visualize.lvm(m.X[0, :].copy(), m, data_show, ax)
GPy.util.visualize.lvm(m.X[0, :].copy(), m, data_show, ax)
raw_input('Press enter to finish')
return m
def robot_wireless():
def robot_wireless(optimize=True, verbose=True, plot=True):
from matplotlib import pyplot as plt
import GPy
data = GPy.util.datasets.robot_wireless()
# optimize
m = GPy.models.GPLVM(data['Y'], 2)
m.optimize(messages=1, max_f_eval=10000)
if optimize: m.optimize(messages=verbose, max_f_eval=10000)
m._set_params(m._get_params())
plt.clf
ax = m.plot_latent()
if plot:
m.plot_latent()
return m
def stick_bgplvm(model=None):
def stick_bgplvm(model=None, optimize=True, verbose=True, plot=True):
from GPy.models import BayesianGPLVM
from matplotlib import pyplot as plt
import GPy
data = GPy.util.datasets.osu_run1()
Q = 6
kernel = GPy.kern.rbf(Q, ARD=True) + GPy.kern.bias(Q, np.exp(-2)) + GPy.kern.white(Q, np.exp(-2))
kernel = GPy.kern.rbf(Q, ARD=True) + GPy.kern.bias(Q, _np.exp(-2)) + GPy.kern.white(Q, _np.exp(-2))
m = BayesianGPLVM(data['Y'], Q, init="PCA", num_inducing=20, kernel=kernel)
# optimize
m.ensure_default_constraints()
m.optimize('scg', messages=1, max_iters=200, xtol=1e-300, ftol=1e-300)
if optimize: m.optimize('scg', messages=verbose, max_iters=200, xtol=1e-300, ftol=1e-300)
m._set_params(m._get_params())
plt.clf, (latent_axes, sense_axes) = plt.subplots(1, 2)
plt.sca(latent_axes)
m.plot_latent()
y = m.likelihood.Y[0, :].copy()
data_show = GPy.util.visualize.stick_show(y[None, :], connect=data['connect'])
lvm_visualizer = GPy.util.visualize.lvm_dimselect(m.X[0, :].copy(), m, data_show, latent_axes=latent_axes, sense_axes=sense_axes)
raw_input('Press enter to finish')
if plot:
plt.clf, (latent_axes, sense_axes) = plt.subplots(1, 2)
plt.sca(latent_axes)
m.plot_latent()
y = m.likelihood.Y[0, :].copy()
data_show = GPy.util.visualize.stick_show(y[None, :], connect=data['connect'])
GPy.util.visualize.lvm_dimselect(m.X[0, :].copy(), m, data_show, latent_axes=latent_axes, sense_axes=sense_axes)
raw_input('Press enter to finish')
return m
def cmu_mocap(subject='35', motion=['01'], in_place=True):
def cmu_mocap(subject='35', motion=['01'], in_place=True, optimize=True, verbose=True, plot=True):
import GPy
data = GPy.util.datasets.cmu_mocap(subject, motion)
Y = data['Y']
if in_place:
# Make figure move in place.
data['Y'][:, 0:3] = 0.0
m = GPy.models.GPLVM(data['Y'], 2, normalize_Y=True)
# optimize
m.optimize(messages=1, max_f_eval=10000)
ax = m.plot_latent()
y = m.likelihood.Y[0, :]
data_show = GPy.util.visualize.skeleton_show(y[None, :], data['skel'])
lvm_visualizer = GPy.util.visualize.lvm(m.X[0, :].copy(), m, data_show, ax)
raw_input('Press enter to finish')
lvm_visualizer.close()
if optimize: m.optimize(messages=verbose, max_f_eval=10000)
if plot:
ax = m.plot_latent()
y = m.likelihood.Y[0, :]
data_show = GPy.util.visualize.skeleton_show(y[None, :], data['skel'])
lvm_visualizer = GPy.util.visualize.lvm(m.X[0, :].copy(), m, data_show, ax)
raw_input('Press enter to finish')
lvm_visualizer.close()
return m
# def BGPLVM_oil():
# data = GPy.util.datasets.oil()
# Y, X = data['Y'], data['X']
# X -= X.mean(axis=0)
# X /= X.std(axis=0)
#
# Q = 10
# num_inducing = 30
#
# kernel = GPy.kern.rbf(Q, ARD=True) + GPy.kern.bias(Q) + GPy.kern.white(Q)
# m = GPy.models.BayesianGPLVM(X, Q, kernel=kernel, num_inducing=num_inducing)
# # m.scale_factor = 100.0
# m.constrain_positive('(white|noise|bias|X_variance|rbf_variance|rbf_length)')
# from sklearn import cluster
# km = cluster.KMeans(num_inducing, verbose=10)
# Z = km.fit(m.X).cluster_centers_
# # Z = GPy.util.misc.kmm_init(m.X, num_inducing)
# m.set('iip', Z)
# m.set('bias', 1e-4)
# # optimize
#
# import pdb; pdb.set_trace()
# m.optimize('tnc', messages=1)
# print m
# m.plot_latent(labels=data['Y'].argmax(axis=1))
# return m