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Merge branch 'devel' of github.com:SheffieldML/GPy into devel

Browse source 
Conflicts:
	GPy/examples/regression.py
	GPy/kern/constructors.py
	GPy/testing/kernel_tests.py
	GPy/util/multioutput.py
This commit is contained in:
Ricardo 2013-09-16 12:32:42 +01:00
commit 603aa18482
25 changed files with 400 additions and 72 deletions
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56
GPy/testing/kernel_tests.py
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@ -5,6 +5,7 @@ import unittest
import numpy as np
import GPy
verbose = False
class KernelTests(unittest.TestCase):
def test_kerneltie(self):
@ -17,25 +18,54 @@ class KernelTests(unittest.TestCase):
self.assertTrue(m.checkgrad())
def test_rbfkernel(self):
verbose = False
kern = GPy.kern.rbf(5)
self.assertTrue(GPy.kern.Kern_check_model(kern).is_positive_definite())
self.assertTrue(GPy.kern.Kern_check_dK_dtheta(kern).checkgrad(verbose=verbose))
self.assertTrue(GPy.kern.Kern_check_dKdiag_dtheta(kern).checkgrad(verbose=verbose))
self.assertTrue(GPy.kern.Kern_check_dK_dX(kern).checkgrad(verbose=verbose))
self.assertTrue(GPy.kern.kern_test(kern, verbose=verbose))
def test_rbf_invkernel(self):
kern = GPy.kern.rbf_inv(5)
self.assertTrue(GPy.kern.kern_test(kern, verbose=verbose))
def test_Matern32kernel(self):
kern = GPy.kern.Matern32(5)
self.assertTrue(GPy.kern.kern_test(kern, verbose=verbose))
def test_Matern52kernel(self):
kern = GPy.kern.Matern52(5)
self.assertTrue(GPy.kern.kern_test(kern, verbose=verbose))
def test_linearkernel(self):
kern = GPy.kern.linear(5)
self.assertTrue(GPy.kern.kern_test(kern, verbose=verbose))
def test_periodic_exponentialkernel(self):
kern = GPy.kern.periodic_exponential(1)
self.assertTrue(GPy.kern.kern_test(kern, verbose=verbose))
def test_periodic_Matern32kernel(self):
kern = GPy.kern.periodic_Matern32(1)
self.assertTrue(GPy.kern.kern_test(kern, verbose=verbose))
def test_periodic_Matern52kernel(self):
kern = GPy.kern.periodic_Matern52(1)
self.assertTrue(GPy.kern.kern_test(kern, verbose=verbose))
def test_rational_quadratickernel(self):
kern = GPy.kern.rational_quadratic(1)
self.assertTrue(GPy.kern.kern_test(kern, verbose=verbose))
def test_gibbskernel(self):
verbose = False
kern = GPy.kern.gibbs(5, mapping=GPy.mappings.Linear(5, 1))
self.assertTrue(GPy.kern.kern_test(kern, verbose=verbose))
def test_heterokernel(self):
kern = GPy.kern.hetero(5, mapping=GPy.mappings.Linear(5, 1), transform=GPy.core.transformations.logexp())
self.assertTrue(GPy.kern.kern_test(kern, verbose=verbose))
def test_mlpkernel(self):
verbose = False
kern = GPy.kern.mlp(5)
self.assertTrue(GPy.kern.kern_test(kern, verbose=verbose))
def test_polykernel(self):
verbose = False
kern = GPy.kern.poly(5, degree=4)
self.assertTrue(GPy.kern.kern_test(kern, verbose=verbose))
@ -46,9 +76,8 @@ class KernelTests(unittest.TestCase):
X = np.random.rand(30, 4)
K = np.dot(X, X.T)
kernel = GPy.kern.fixed(4, K)
Y = np.ones((30,1))
m = GPy.models.GPRegression(X,Y,kernel=kernel)
self.assertTrue(m.checkgrad())
kern = GPy.kern.poly(5, degree=4)
self.assertTrue(GPy.kern.kern_test(kern, verbose=verbose))
def test_coregionalization(self):
X1 = np.random.rand(50,1)*8
@ -61,9 +90,8 @@ class KernelTests(unittest.TestCase):
k1 = GPy.kern.rbf(1) + GPy.kern.bias(1)
k2 = GPy.kern.coregionalize(2,1)
k = k1.prod(k2,tensor=True)
m = GPy.models.GPRegression(X,Y,kernel=k)
self.assertTrue(m.checkgrad())
kern = k1**k2
self.assertTrue(GPy.kern.kern_test(kern, verbose=verbose))
if __name__ == "__main__":