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coreg_spars fixed

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Ricardo 2013-09-17 14:47:32 +01:00
parent 601a9f8a7b
commit 527922264c
1 changed files with 3 additions and 7 deletions
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10
GPy/examples/regression.py
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@ -75,16 +75,12 @@ def coregionalization_sparse(max_iters=100):
Y2 = -np.sin(X2) + np.random.randn(*X2.shape) * 0.05 Y2 = -np.sin(X2) + np.random.randn(*X2.shape) * 0.05
Y = np.vstack((Y1, Y2)) 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]))
k1 = GPy.kern.rbf(1) k1 = GPy.kern.rbf(1)
m = GPy.models.SparseGPMultioutputRegression(X_list=[X1,X2],Y_list=[Y1,Y2],kernel_list=[k1],num_inducing=20) m = GPy.models.SparseGPMultioutputRegression(X_list=[X1,X2],Y_list=[Y1,Y2],kernel_list=[k1],num_inducing=20)
#m.constrain_fixed('iip') m.constrain_fixed('.*rbf_var',1.)
m.constrain_bounded('noise_variance', 1e-3, 1e-1) m.optimize(messages=1)
# m.optimize_restarts(5, robust=True, messages=1, max_iters=max_iters, optimizer='bfgs') #m.optimize_restarts(5, robust=True, messages=1, max_iters=max_iters, optimizer='bfgs')
m.optimize(max_iters=max_iters)
fig, axes = pb.subplots(2,1) fig, axes = pb.subplots(2,1)
m.plot(output=0,ax=axes[0]) m.plot(output=0,ax=axes[0])