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Should be working now, needed to change relative path names
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3 changed files with 14 additions and 20 deletions
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@ -17,8 +17,7 @@ def crescent_data(seed=default_seed): #FIXME
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:param seed : seed value for data generation.
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:type seed: int
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:param inducing : number of inducing variables (only used for 'FITC' or 'DTC').
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:type inducing: int
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"""
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:type inducing: int """
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data = GPy.util.datasets.crescent_data(seed=seed)
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@ -1,10 +1,6 @@
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import GPy
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import numpy as np
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import matplotlib.pyplot as plt
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from scipy.stats import t, norm
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from coxGP.python.likelihoods.Laplace import Laplace
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from coxGP.python.likelihoods.likelihood_function import student_t
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def timing():
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real_var = 0.1
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@ -28,15 +24,14 @@ def timing():
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edited_real_sd = real_sd
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kernel1 = GPy.kern.rbf(X.shape[1])
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t_distribution = student_t(deg_free, sigma=edited_real_sd)
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corrupt_stu_t_likelihood = Laplace(Yc.copy(), t_distribution, rasm=True)
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t_distribution = GPy.likelihoods.likelihood_functions.student_t(deg_free, sigma=edited_real_sd)
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corrupt_stu_t_likelihood = GPy.likelihoods.Laplace(Yc.copy(), t_distribution, rasm=True)
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m = GPy.models.GP(X, corrupt_stu_t_likelihood, kernel1)
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m.ensure_default_constraints()
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m.update_likelihood_approximation()
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m.optimize()
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the_is[a] = m.likelihood.i
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#import ipdb; ipdb.set_trace() ### XXX BREAKPOINT
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print the_is
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print np.mean(the_is)
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@ -116,8 +111,8 @@ def student_t_approx():
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edited_real_sd = real_sd
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print "Clean student t, rasm"
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t_distribution = student_t(deg_free, sigma=edited_real_sd)
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stu_t_likelihood = Laplace(Y.copy(), t_distribution, rasm=True)
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t_distribution = GPy.likelihoods.likelihood_functions.student_t(deg_free, sigma=edited_real_sd)
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stu_t_likelihood = GPy.likelihoods.Laplace(Y.copy(), t_distribution, rasm=True)
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m = GPy.models.GP(X, stu_t_likelihood, kernel6)
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m.ensure_default_constraints()
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m.update_likelihood_approximation()
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@ -129,8 +124,8 @@ def student_t_approx():
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plt.ylim(-2.5, 2.5)
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print "Corrupt student t, rasm"
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t_distribution = student_t(deg_free, sigma=edited_real_sd)
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corrupt_stu_t_likelihood = Laplace(Yc.copy(), t_distribution, rasm=True)
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t_distribution = GPy.likelihoods.likelihood_functions.student_t(deg_free, sigma=edited_real_sd)
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corrupt_stu_t_likelihood = GPy.likelihoods.Laplace(Yc.copy(), t_distribution, rasm=True)
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m = GPy.models.GP(X, corrupt_stu_t_likelihood, kernel4)
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m.ensure_default_constraints()
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m.update_likelihood_approximation()
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@ -142,8 +137,8 @@ def student_t_approx():
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plt.ylim(-2.5, 2.5)
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print "Clean student t, ncg"
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t_distribution = student_t(deg_free, sigma=edited_real_sd)
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stu_t_likelihood = Laplace(Y, t_distribution, rasm=False)
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t_distribution = GPy.likelihoods.likelihood_functions.student_t(deg_free, sigma=edited_real_sd)
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stu_t_likelihood = GPy.likelihoods.Laplace(Y, t_distribution, rasm=False)
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m = GPy.models.GP(X, stu_t_likelihood, kernel3)
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m.ensure_default_constraints()
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m.update_likelihood_approximation()
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@ -155,8 +150,8 @@ def student_t_approx():
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plt.ylim(-2.5, 2.5)
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print "Corrupt student t, ncg"
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t_distribution = student_t(deg_free, sigma=edited_real_sd)
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corrupt_stu_t_likelihood = Laplace(Yc.copy(), t_distribution, rasm=False)
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t_distribution = GPy.likelihoods.likelihood_functions.student_t(deg_free, sigma=edited_real_sd)
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corrupt_stu_t_likelihood = GPy.likelihoods.Laplace(Yc.copy(), t_distribution, rasm=False)
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m = GPy.models.GP(X, corrupt_stu_t_likelihood, kernel5)
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m.ensure_default_constraints()
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m.update_likelihood_approximation()
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@ -169,8 +164,8 @@ def student_t_approx():
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###with a student t distribution, since it has heavy tails it should work well
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###likelihood_function = student_t(deg_free, sigma=real_var)
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###lap = Laplace(Y, likelihood_function)
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###likelihood_functions = student_t(deg_free, sigma=real_var)
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###lap = Laplace(Y, likelihood_functions)
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###cov = kernel.K(X)
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###lap.fit_full(cov)
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@ -1,4 +1,4 @@
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from EP import EP
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from Gaussian import Gaussian
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# TODO: from Laplace import Laplace
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from Laplace import Laplace
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import likelihood_functions as functions
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