diff --git a/GPy/examples/regression.py b/GPy/examples/regression.py index 190af93b..2a4b91b3 100644 --- a/GPy/examples/regression.py +++ b/GPy/examples/regression.py @@ -25,80 +25,51 @@ def olympic_marathon_men(optimize=True, plot=True): return m -def coregionalization_toy2(optimize=True, plot=True): +def coregionalization_toy(optimize=True, plot=True): """ A simple demonstration of coregionalization on two sinusoidal functions. """ #build a design matrix with a column of integers indicating the output 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))) - X = np.hstack((np.vstack((X1, X2)), index)) #build a suitable set of observed variables Y1 = np.sin(X1) + np.random.randn(*X1.shape) * 0.05 Y2 = np.sin(X2) + np.random.randn(*X2.shape) * 0.05 + 2. - Y = np.vstack((Y1, Y2)) - #build the kernel - k1 = GPy.kern.RBF(1) + GPy.kern.Bias(1) - k2 = GPy.kern.Coregionalize(2,1) - k = k1**k2 - m = GPy.models.GPRegression(X, Y, kernel=k) + m = GPy.models.GPCoregionalizedRegression(X_list=[X1,X2], Y_list=[Y1,Y2]) if optimize: m.optimize('bfgs', max_iters=100) if plot: - m.plot(fixed_inputs=[(1,0)]) - m.plot(fixed_inputs=[(1,1)], ax=pb.gca()) - + slices = GPy.util.multioutput.get_slices([X1,X2]) + m.plot(fixed_inputs=[(1,0)],which_data_rows=slices[0],Y_metadata={'output_index':0}) + m.plot(fixed_inputs=[(1,1)],which_data_rows=slices[1],Y_metadata={'output_index':1},ax=pb.gca()) return m -#FIXME: Needs recovering once likelihoods are consolidated -#def coregionalization_toy(optimize=True, plot=True): -# """ -# A simple demonstration of coregionalization on two sinusoidal functions. -# """ -# X1 = np.random.rand(50, 1) * 8 -# X2 = np.random.rand(30, 1) * 5 -# X = np.vstack((X1, X2)) -# Y1 = np.sin(X1) + np.random.randn(*X1.shape) * 0.05 -# Y2 = -np.sin(X2) + np.random.randn(*X2.shape) * 0.05 -# Y = np.vstack((Y1, Y2)) -# -# k1 = GPy.kern.RBF(1) -# m = GPy.models.GPMultioutputRegression(X_list=[X1,X2],Y_list=[Y1,Y2],kernel_list=[k1]) -# m.constrain_fixed('.*rbf_var', 1.) -# m.optimize(max_iters=100) -# -# fig, axes = pb.subplots(2,1) -# m.plot(fixed_inputs=[(1,0)],ax=axes[0]) -# m.plot(fixed_inputs=[(1,1)],ax=axes[1]) -# axes[0].set_title('Output 0') -# axes[1].set_title('Output 1') -# return m - def coregionalization_sparse(optimize=True, plot=True): """ A simple demonstration of coregionalization on two sinusoidal functions using sparse approximations. """ - #fetch the data from the non sparse examples - m = coregionalization_toy2(optimize=False, plot=False) - X, Y = m.X, m.Y + #build a design matrix with a column of integers indicating the output + X1 = np.random.rand(50, 1) * 8 + X2 = np.random.rand(30, 1) * 5 - k = GPy.kern.RBF(1)**GPy.kern.Coregionalize(2) + #build a suitable set of observed variables + Y1 = np.sin(X1) + np.random.randn(*X1.shape) * 0.05 + Y2 = np.sin(X2) + np.random.randn(*X2.shape) * 0.05 + 2. - #construct a model - m = GPy.models.SparseGPRegression(X,Y, num_inducing=25, kernel=k) - m.Z[:,1].fix() # don't optimize the inducing input indexes + m = GPy.models.SparseGPCoregionalizedRegression(X_list=[X1,X2], Y_list=[Y1,Y2]) if optimize: - m.optimize('bfgs', max_iters=100, messages=1) + m.optimize('bfgs', max_iters=100) if plot: - m.plot(fixed_inputs=[(1,0)]) - m.plot(fixed_inputs=[(1,1)], ax=pb.gca()) + slices = GPy.util.multioutput.get_slices([X1,X2]) + m.plot(fixed_inputs=[(1,0)],which_data_rows=slices[0],Y_metadata={'output_index':0}) + m.plot(fixed_inputs=[(1,1)],which_data_rows=slices[1],Y_metadata={'output_index':1},ax=pb.gca()) + pb.ylim(-3,) return m