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New Gaussian likelihood for multiple outputs

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This commit is contained in:
Ricardo 2013-09-04 18:06:14 +01:00
parent 3dc7574c50
commit 671591fa96
6 changed files with 124 additions and 5 deletions
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12
GPy/models/gp_multioutput.py
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@ -31,6 +31,7 @@ class GPMultioutput(GP):
"""
def __init__(self,X_list,Y_list,kernel_list=None,normalize_X=False,normalize_Y=False,W=1,mixed_noise_list=[]): #TODO W
#TODO: split into 2 models gp_mixed_noise and ep_mixed_noise
assert len(X_list) == len(Y_list)
index = []
@ -41,7 +42,8 @@ class GPMultioutput(GP):
i += 1
index = np.vstack(index)
self.likelihood_list = []
"""
if mixed_noise_list == []:
for Y in Y_list:
self.likelihood_list.append(likelihoods.Gaussian(Y,normalize = normalize_Y))
@ -49,14 +51,18 @@ class GPMultioutput(GP):
Y = np.vstack([l_.Y for l_ in self.likelihood_list])
likelihood = likelihoods.Gaussian(Y,normalize=False)
likelihood.index = index
"""
if mixed_noise_list == []:
likelihood = likelihoods.Gaussian_Mixed_Noise(Y_list,normalize=normalize_Y)
#TODO: allow passing the variance parameter into the model
else:
self.likelihood_list = [] #TODO this is not needed
assert len(Y_list) == len(mixed_noise_list)
for noise,Y in zip(mixed_noise_list,Y_list):
self.likelihood_list.append(likelihoods.EP(Y,noise))
#TODO: allow normalization
likelihood = likelihoods.EP_Mixed_Noise(Y_list, mixed_noise_list)
X = np.hstack([np.vstack(X_list),index])
original_dim = X.shape[1] - 1