apunkt/GPy
1
0
Fork 0
mirror of https://github.com/SheffieldML/GPy.git synced 2026-06-02 14:45:15 +02:00
Code Issues Projects Releases Packages Wiki Activity Actions

Merge branch 'master' of github.com:SheffieldML/GPy

Browse source
This commit is contained in:
Alan Saul 2013-03-11 12:41:15 +00:00
commit 71c47cceee
10 changed files with 83 additions and 34 deletions
Download patch file Download diff file Expand all files Collapse all files

7
GPy/__init__.py
View file

@ -9,3 +9,10 @@ import util
import examples import examples
from core import priors from core import priors
import likelihoods import likelihoods
import testing
from numpy.testing import Tester
from nose.tools import nottest
@nottest
def tests():
Tester(testing).test(verbose=10)

3
GPy/testing/bgplvm_tests.py
View file

@ -12,6 +12,7 @@ class BGPLVMTests(unittest.TestCase):
k = GPy.kern.rbf(Q) + GPy.kern.white(Q, 0.00001) k = GPy.kern.rbf(Q) + GPy.kern.white(Q, 0.00001)
K = k.K(X) K = k.K(X)
Y = np.random.multivariate_normal(np.zeros(N),K,D).T Y = np.random.multivariate_normal(np.zeros(N),K,D).T
Y -= Y.mean(axis=0)
k = GPy.kern.bias(Q) + GPy.kern.white(Q, 0.00001) k = GPy.kern.bias(Q) + GPy.kern.white(Q, 0.00001)
m = GPy.models.Bayesian_GPLVM(Y, Q, kernel = k, M=M) m = GPy.models.Bayesian_GPLVM(Y, Q, kernel = k, M=M)
m.constrain_positive('(rbf|bias|noise|white|S)') m.constrain_positive('(rbf|bias|noise|white|S)')
@ -24,6 +25,7 @@ class BGPLVMTests(unittest.TestCase):
k = GPy.kern.rbf(Q) + GPy.kern.white(Q, 0.00001) k = GPy.kern.rbf(Q) + GPy.kern.white(Q, 0.00001)
K = k.K(X) K = k.K(X)
Y = np.random.multivariate_normal(np.zeros(N),K,D).T Y = np.random.multivariate_normal(np.zeros(N),K,D).T
Y -= Y.mean(axis=0)
k = GPy.kern.linear(Q) + GPy.kern.white(Q, 0.00001) k = GPy.kern.linear(Q) + GPy.kern.white(Q, 0.00001)
m = GPy.models.Bayesian_GPLVM(Y, Q, kernel = k, M=M) m = GPy.models.Bayesian_GPLVM(Y, Q, kernel = k, M=M)
m.constrain_positive('(linear|bias|noise|white|S)') m.constrain_positive('(linear|bias|noise|white|S)')
@ -36,6 +38,7 @@ class BGPLVMTests(unittest.TestCase):
k = GPy.kern.rbf(Q) + GPy.kern.white(Q, 0.00001) k = GPy.kern.rbf(Q) + GPy.kern.white(Q, 0.00001)
K = k.K(X) K = k.K(X)
Y = np.random.multivariate_normal(np.zeros(N),K,D).T Y = np.random.multivariate_normal(np.zeros(N),K,D).T
Y -= Y.mean(axis=0)
k = GPy.kern.rbf(Q) + GPy.kern.white(Q, 0.00001) k = GPy.kern.rbf(Q) + GPy.kern.white(Q, 0.00001)
m = GPy.models.Bayesian_GPLVM(Y, Q, kernel = k, M=M) m = GPy.models.Bayesian_GPLVM(Y, Q, kernel = k, M=M)
m.constrain_positive('(rbf|bias|noise|white|S)') m.constrain_positive('(rbf|bias|noise|white|S)')

1
GPy/testing/kernel_tests.py
View file

@ -13,7 +13,6 @@ class KernelTests(unittest.TestCase):
X = np.random.rand(5,5) X = np.random.rand(5,5)
Y = np.ones((5,1)) Y = np.ones((5,1))
m = GPy.models.GP_regression(X,Y,K) m = GPy.models.GP_regression(X,Y,K)
print m
self.assertTrue(m.checkgrad()) self.assertTrue(m.checkgrad())
def test_coregionalisation(self): def test_coregionalisation(self):

11
GPy/testing/unit_tests.py
View file

@ -192,17 +192,6 @@ class GradientTests(unittest.TestCase):
m.approximate_likelihood() m.approximate_likelihood()
self.assertTrue(m.checkgrad()) self.assertTrue(m.checkgrad())
def test_warped_GP(self):
xmin, xmax = 1, 2.5*np.pi
b, C, SNR = 1, 0, 0.1
X = np.linspace(xmin, xmax, 500)
y = b*X + C + 1*np.sin(X)
y += 0.05*np.random.randn(len(X))
X, y = X[:, None], y[:, None]
m = GPy.models.warpedGP(X, y, warping_terms = 3)
m.constrain_positive('(tanh_a|tanh_b|rbf|white|bias)')
self.assertTrue(m.checkgrad())
if __name__ == "__main__": if __name__ == "__main__":
print "Running unit tests, please be (very) patient..." print "Running unit tests, please be (very) patient..."

BIN
doc/Figures/tick.png Normal file
View file

Binary file not shown.
Side by side

After

Width:  |  Height:  |  Size: 175 B

16
doc/GPy.examples.rst
View file

@ -73,6 +73,22 @@ examples Package
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
:mod:`tuto_GP_regression` Module
--------------------------------
.. automodule:: GPy.examples.tuto_GP_regression
:members:
:undoc-members:
:show-inheritance:
:mod:`tuto_kernel_overview` Module
----------------------------------
.. automodule:: GPy.examples.tuto_kernel_overview
:members:
:undoc-members:
:show-inheritance:
:mod:`uncertain_input_GP_regression_demo` Module :mod:`uncertain_input_GP_regression_demo` Module
------------------------------------------------ ------------------------------------------------

28
doc/GPy.kern.rst
View file

@ -49,6 +49,14 @@ kern Package
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
:mod:`coregionalise` Module
---------------------------
.. automodule:: GPy.kern.coregionalise
:members:
:undoc-members:
:show-inheritance:
:mod:`exponential` Module :mod:`exponential` Module
------------------------- -------------------------
@ -113,18 +121,18 @@ kern Package
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
:mod:`product` Module :mod:`prod` Module
--------------------- ------------------
.. automodule:: GPy.kern.product .. automodule:: GPy.kern.prod
:members: :members:
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
:mod:`product_orthogonal` Module :mod:`prod_orthogonal` Module
-------------------------------- -----------------------------
.. automodule:: GPy.kern.product_orthogonal .. automodule:: GPy.kern.prod_orthogonal
:members: :members:
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
@ -145,6 +153,14 @@ kern Package
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
:mod:`symmetric` Module
-----------------------
.. automodule:: GPy.kern.symmetric
:members:
:undoc-members:
:show-inheritance:
:mod:`sympykern` Module :mod:`sympykern` Module
----------------------- -----------------------

41
doc/kernel_implementation.rst
View file

@ -3,15 +3,36 @@
List of implemented kernels List of implemented kernels
*************************** ***************************
The :math:`\checkmark` symbol represents the functions that have been implemented for each kernel. The following table shows the implemented kernels in GPy and gives the details of the implemented function for each kernel.
.. |tick| ==================== =========== ====== ======= =========== =============== ======= =========== ====== ====== =======
.. |tick| image:: tick.png
====== =========== === ======= =========== =============== ======= =========== ====== ====== =======
NAME get/set K Kdiag dK_dtheta dKdiag_dtheta dK_dX dKdiag_dX psi0 psi1 psi2 NAME get/set K Kdiag dK_dtheta dKdiag_dtheta dK_dX dKdiag_dX psi0 psi1 psi2
====== =========== === ======= =========== =============== ======= =========== ====== ====== ======= ==================== =========== ====== ======= =========== =============== ======= =========== ====== ====== =======
rbf \\checkmark y bias |tick| |tick| |tick| |tick| |tick| |tick| |tick| |tick| |tick| |tick|
====== =========== === ======= =========== =============== ======= =========== ====== ====== ======= -------------------- ----------- ------ ------- ----------- --------------- ------- ----------- ------ ------ -------
Brownian |tick| |tick| |tick| |tick| |tick| |tick| |tick|
-------------------- ----------- ------ ------- ----------- --------------- ------- ----------- ------ ------ -------
exponential |tick| |tick| |tick| |tick| |tick| |tick| |tick|
-------------------- ----------- ------ ------- ----------- --------------- ------- ----------- ------ ------ -------
finite_dimensional |tick| |tick| |tick| |tick| |tick|
-------------------- ----------- ------ ------- ----------- --------------- ------- ----------- ------ ------ -------
linear |tick| |tick| |tick| |tick| |tick| |tick| |tick| |tick| |tick|
-------------------- ----------- ------ ------- ----------- --------------- ------- ----------- ------ ------ -------
Matern32 |tick| |tick| |tick| |tick| |tick| |tick| |tick|
-------------------- ----------- ------ ------- ----------- --------------- ------- ----------- ------ ------ -------
Matern52 |tick| |tick| |tick| |tick| |tick| |tick| |tick|
-------------------- ----------- ------ ------- ----------- --------------- ------- ----------- ------ ------ -------
periodic_exponential |tick| |tick| |tick| |tick| |tick|
-------------------- ----------- ------ ------- ----------- --------------- ------- ----------- ------ ------ -------
periodic_Matern32 |tick| |tick| |tick| |tick| |tick|
-------------------- ----------- ------ ------- ----------- --------------- ------- ----------- ------ ------ -------
periodic_Matern52 |tick| |tick| |tick| |tick| |tick|
-------------------- ----------- ------ ------- ----------- --------------- ------- ----------- ------ ------ -------
rbf |tick| |tick| |tick| |tick| |tick| |tick| |tick| |tick| |tick| |tick|
-------------------- ----------- ------ ------- ----------- --------------- ------- ----------- ------ ------ -------
spline |tick| |tick| |tick| |tick| |tick| |tick|
-------------------- ----------- ------ ------- ----------- --------------- ------- ----------- ------ ------ -------
white |tick| |tick| |tick| |tick| |tick| |tick| |tick| |tick| |tick| |tick|
==================== =========== ====== ======= =========== =============== ======= =========== ====== ====== =======
.. |tick| image:: Figures/tick.png

2
doc/tuto_kernel_overview.rst
View file

@ -39,7 +39,7 @@ return::
Implemented kernels Implemented kernels
=================== ===================
Many kernels are already implemented in GPy. A comprehensive list can be found `here <kernel_implementation.html>`_ . The following figure gives a summary of most of them: Many kernels are already implemented in GPy. A comprehensive list can be found `here <kernel_implementation.html>`_ and the following figure gives a summary of most of them:
.. figure:: Figures/tuto_kern_overview_allkern.png .. figure:: Figures/tuto_kern_overview_allkern.png
:align: center :align: center

6
setup.py
View file

@ -3,8 +3,6 @@
import os import os
from setuptools import setup from setuptools import setup
#from numpy.distutils.core import Extension, setup
#from sphinx.setup_command import BuildDoc
# Version number # Version number
version = '0.1.3' version = '0.1.3'
@ -14,12 +12,12 @@ def read(fname):
setup(name = 'GPy', setup(name = 'GPy',
version = version, version = version,
author = 'James Hensman, Nicolo Fusi, Ricardo Andrade, Nicolas Durrande, Alan Saul, Neil D. Lawrence', author = read('AUTHORS.txt'),
author_email = "james.hensman@gmail.com", author_email = "james.hensman@gmail.com",
description = ("The Gaussian Process Toolbox"), description = ("The Gaussian Process Toolbox"),
license = "BSD 3-clause", license = "BSD 3-clause",
keywords = "machine-learning gaussian-processes kernels", keywords = "machine-learning gaussian-processes kernels",
url = "http://ml.sheffield.ac.uk/GPy/", url = "http://sheffieldml.github.com/GPy/",
packages = ['GPy', 'GPy.core', 'GPy.kern', 'GPy.util', 'GPy.models', 'GPy.inference', 'GPy.examples', 'GPy.likelihoods'], packages = ['GPy', 'GPy.core', 'GPy.kern', 'GPy.util', 'GPy.models', 'GPy.inference', 'GPy.examples', 'GPy.likelihoods'],
package_dir={'GPy': 'GPy'}, package_dir={'GPy': 'GPy'},
package_data = {'GPy': ['GPy/examples']}, package_data = {'GPy': ['GPy/examples']},