refactoring files added

GPy/models/sparse_gplvm.py

@@ -0,0 +1,61 @@
+# Copyright (c) 2012, GPy authors (see AUTHORS.txt).
+# Licensed under the BSD 3-clause license (see LICENSE.txt)
+
+
+import numpy as np
+import pylab as pb
+import sys, pdb
+from GPy.models.sparse_gp_regression import SparseGPRegression
+from GPy.models.gplvm import GPLVM
+# from .. import kern
+# from ..core import model
+# from ..util.linalg import pdinv, PCA
+
+class SparseGPLVM(SparseGPRegression, GPLVM):
+    """
+    Sparse Gaussian Process Latent Variable Model
+
+    :param Y: observed data
+    :type Y: np.ndarray
+    :param input_dim: latent dimensionality
+    :type input_dim: int
+    :param init: initialisation method for the latent space
+    :type init: 'PCA'|'random'
+
+    """
+    def __init__(self, Y, input_dim, kernel=None, init='PCA', M=10):
+        X = self.initialise_latent(init, input_dim, Y)
+        SparseGPRegression.__init__(self, X, Y, kernel=kernel, M=M)
+
+    def _get_param_names(self):
+        return (sum([['X_%i_%i' % (n, q) for q in range(self.input_dim)] for n in range(self.N)], [])
+                + SparseGPRegression._get_param_names(self))
+
+    def _get_params(self):
+        return np.hstack((self.X.flatten(), SparseGPRegression._get_params(self)))
+
+    def _set_params(self, x):
+        self.X = x[:self.X.size].reshape(self.N, self.input_dim).copy()
+        SparseGPRegression._set_params(self, x[self.X.size:])
+
+    def log_likelihood(self):
+        return SparseGPRegression.log_likelihood(self)
+
+    def dL_dX(self):
+        dL_dX = self.kern.dKdiag_dX(self.dL_dpsi0, self.X)
+        dL_dX += self.kern.dK_dX(self.dL_dpsi1.T, self.X, self.Z)
+
+        return dL_dX
+
+    def _log_likelihood_gradients(self):
+        return np.hstack((self.dL_dX().flatten(), SparseGPRegression._log_likelihood_gradients(self)))
+
+    def plot(self):
+        GPLVM.plot(self)
+        # passing Z without a small amout of jitter will induce the white kernel where we don;t want it!
+        mu, var, upper, lower = SparseGPRegression.predict(self, self.Z + np.random.randn(*self.Z.shape) * 0.0001)
+        pb.plot(mu[:, 0] , mu[:, 1], 'ko')
+
+    def plot_latent(self, *args, **kwargs):
+        input_1, input_2 = GPLVM.plot_latent(*args, **kwargs)
+        pb.plot(m.Z[:, input_1], m.Z[:, input_2], '^w')