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added a rate to inverse calculation

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This commit is contained in:
beckdaniel 2016-03-02 16:54:03 +00:00
parent 91e625a9bd
commit 5534c45b0a
3 changed files with 173 additions and 23 deletions
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32
GPy/testing/model_tests.py
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@ -307,6 +307,31 @@ class MiscTests(unittest.TestCase):
np.testing.assert_almost_equal(preds, warp_preds)
def test_warped_gp_log(self):
"""
A WarpedGP with the log warping function should be
equal to a standard GP with log labels.
"""
k = GPy.kern.RBF(1)
Y = np.abs(self.Y)
logY = np.log(Y)
m = GPy.models.GPRegression(self.X, logY, kernel=k)
#m.optimize()
m['Gaussian_noise.variance'] = 1e-4
preds = m.predict(self.X)[0]
warp_k = GPy.kern.RBF(1)
warp_f = GPy.util.warping_functions.LogFunction()
warp_m = GPy.models.WarpedGP(self.X, Y, kernel=warp_k, warping_function=warp_f)
warp_m.optimize()
warp_m['.*'] = 1.0
warp_m['Gaussian_noise.variance'] = 1e-4
warp_preds = warp_m.predict(self.X, median=True)[0]
#print np.exp(preds)
#print warp_preds
np.testing.assert_almost_equal(np.exp(preds), warp_preds)
#@unittest.skip('Comment this to plot the modified sine function')
def test_warped_gp_sine(self):
"""
@ -316,12 +341,13 @@ class MiscTests(unittest.TestCase):
X = (2 * np.pi) * np.random.random(151) - np.pi
Y = np.sin(X) + np.random.normal(0,0.2,151)
Y = np.array([np.power(abs(y),float(1)/3) * (1,-1)[y<0] for y in Y])
Y = np.abs(Y)
#Y = np.abs(Y)
import matplotlib.pyplot as plt
warp_k = GPy.kern.RBF(1)
#warp_f = GPy.util.warping_functions.TanhFunction(n_terms=2)
warp_f = GPy.util.warping_functions.LogisticFunction(n_terms=2)
warp_f = GPy.util.warping_functions.TanhFunction(n_terms=2)
#warp_f = GPy.util.warping_functions.LogisticFunction(n_terms=2)
#warp_f = GPy.util.warping_functions.LogitFunction(n_terms=1)
warp_m = GPy.models.WarpedGP(X[:, None], Y[:, None], kernel=warp_k, warping_function=warp_f)
m = GPy.models.GPRegression(X[:, None], Y[:, None])