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

This commit is contained in:
Nicolo Fusi 2013-05-17 16:29:55 +01:00
commit 7f632cfc2d
7 changed files with 130 additions and 211 deletions

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@ -251,7 +251,18 @@ class parameterised(object):
def _set_params_transformed(self, x): def _set_params_transformed(self, x):
""" takes the vector x, which is then modified (by untying, reparameterising or inserting fixed values), and then call self._set_params""" """ takes the vector x, which is then modified (by untying, reparameterising or inserting fixed values), and then call self._set_params"""
self._set_params(self._untransform_params(x))
def _untransform_params(self,x):
"""
The transformation required for _set_params_transformed.
This moves the vector x seen by the optimiser (unconstrained) to the
valid parameter vector seen by the model
Note:
- This function is separate from _set_params_transformed for downstream flexibility
"""
# work out how many places are fixed, and where they are. tricky logic! # work out how many places are fixed, and where they are. tricky logic!
fix_places = self.fixed_indices + [t[1:] for t in self.tied_indices] fix_places = self.fixed_indices + [t[1:] for t in self.tied_indices]
if len(fix_places): if len(fix_places):
@ -272,7 +283,8 @@ class parameterised(object):
[np.put(xx,i,t.f(xx[i])) for i,t in zip(self.constrained_indices, self.constraints)] [np.put(xx,i,t.f(xx[i])) for i,t in zip(self.constrained_indices, self.constraints)]
if hasattr(self,'debug'): if hasattr(self,'debug'):
stop stop
self._set_params(xx)
return xx
def _get_param_names_transformed(self): def _get_param_names_transformed(self):
""" """

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@ -118,9 +118,9 @@ def swiss_roll(optimize=True, N=1000, M=15, Q=4, sigma=.2, plot=False):
return m return m
def BGPLVM_oil(optimize=True, N=100, Q=5, M=25, max_f_eval=4e3, plot=False, **k): def BGPLVM_oil(optimize=True, N=100, Q=5, M=25, max_f_eval=4e3, plot=False, **k):
np.random.seed(0)
data = GPy.util.datasets.oil() data = GPy.util.datasets.oil()
from GPy.core.transformations import logexp_clipped from GPy.core.transformations import logexp_clipped
np.random.seed(0)
# create simple GP model # create simple GP model
kernel = GPy.kern.rbf(Q, ARD=True) + GPy.kern.bias(Q, np.exp(-2)) + GPy.kern.white(Q, np.exp(-2)) kernel = GPy.kern.rbf(Q, ARD=True) + GPy.kern.bias(Q, np.exp(-2)) + GPy.kern.white(Q, np.exp(-2))
@ -131,8 +131,7 @@ def BGPLVM_oil(optimize=True, N=100, Q=5, M=25, max_f_eval=4e3, plot=False, **k)
m = GPy.models.Bayesian_GPLVM(Yn, Q, kernel=kernel, M=M, **k) m = GPy.models.Bayesian_GPLVM(Yn, Q, kernel=kernel, M=M, **k)
m.data_labels = data['Y'][:N].argmax(axis=1) m.data_labels = data['Y'][:N].argmax(axis=1)
# m.constrain('variance', logexp_clipped()) m.constrain('variance|leng', logexp_clipped())
# m.constrain('length', logexp_clipped())
m['lengt'] = m.X.var(0).max() / m.X.var(0) m['lengt'] = m.X.var(0).max() / m.X.var(0)
m['noise'] = Yn.var() / 100. m['noise'] = Yn.var() / 100.
@ -140,10 +139,6 @@ def BGPLVM_oil(optimize=True, N=100, Q=5, M=25, max_f_eval=4e3, plot=False, **k)
# optimize # optimize
if optimize: if optimize:
# m.unconstrain('noise'); m.constrain_fixed('noise')
# m.optimize('scg', messages=1, max_f_eval=200)
# m.unconstrain('noise')
# m.constrain('noise', logexp_clipped())
m.optimize('scg', messages=1, max_f_eval=max_f_eval) m.optimize('scg', messages=1, max_f_eval=max_f_eval)
if plot: if plot:
@ -155,11 +150,6 @@ def BGPLVM_oil(optimize=True, N=100, Q=5, M=25, max_f_eval=4e3, plot=False, **k)
lvm_visualizer = GPy.util.visualize.lvm_dimselect(m.X[0, :].copy(), m, data_show, latent_axes=latent_axes) # , sense_axes=sense_axes) lvm_visualizer = GPy.util.visualize.lvm_dimselect(m.X[0, :].copy(), m, data_show, latent_axes=latent_axes) # , sense_axes=sense_axes)
raw_input('Press enter to finish') raw_input('Press enter to finish')
plt.close('all') plt.close('all')
# # plot
# print(m)
# m.plot_latent(labels=m.data_labels)
# pb.figure()
# pb.bar(np.arange(m.kern.D), 1. / m.input_sensitivity())
return m return m
def oil_100(): def oil_100():
@ -189,15 +179,6 @@ def _simulate_sincos(D1, D2, D3, N, M, Q, plot_sim=False):
s3 = s3(x) s3 = s3(x)
sS = sS(x) sS = sS(x)
# s1 -= s1.mean()
# s2 -= s2.mean()
# s3 -= s3.mean()
# sS -= sS.mean()
# s1 /= .5 * (np.abs(s1).max() - np.abs(s1).min())
# s2 /= .5 * (np.abs(s2).max() - np.abs(s2).min())
# s3 /= .5 * (np.abs(s3).max() - np.abs(s3).min())
# sS /= .5 * (np.abs(sS).max() - np.abs(sS).min())
S1 = np.hstack([s1, sS]) S1 = np.hstack([s1, sS])
S2 = np.hstack([s2, sS]) S2 = np.hstack([s2, sS])
S3 = np.hstack([s3, sS]) S3 = np.hstack([s3, sS])
@ -217,16 +198,17 @@ def _simulate_sincos(D1, D2, D3, N, M, Q, plot_sim=False):
Y2 /= Y2.std(0) Y2 /= Y2.std(0)
Y3 /= Y3.std(0) Y3 /= Y3.std(0)
slist = [s1, s2, s3, sS] slist = [sS, s1, s2, s3]
slist_names = ["sS", "s1", "s2", "s3"]
Ylist = [Y1, Y2, Y3] Ylist = [Y1, Y2, Y3]
if plot_sim: if plot_sim:
import pylab import pylab
import itertools import itertools
fig = pylab.figure("MRD Simulation", figsize=(8, 6)) fig = pylab.figure("MRD Simulation Data", figsize=(8, 6))
fig.clf() fig.clf()
ax = fig.add_subplot(2, 1, 1) ax = fig.add_subplot(2, 1, 1)
labls = sorted(filter(lambda x: x.startswith("s"), locals())) labls = slist_names
for S, lab in itertools.izip(slist, labls): for S, lab in itertools.izip(slist, labls):
ax.plot(S, label=lab) ax.plot(S, label=lab)
ax.legend() ax.legend()
@ -250,7 +232,6 @@ def bgplvm_simulation_matlab_compare():
from GPy.models import mrd from GPy.models import mrd
from GPy import kern from GPy import kern
reload(mrd); reload(kern) reload(mrd); reload(kern)
# k = kern.rbf(Q, ARD=True) + kern.bias(Q, np.exp(-2)) + kern.white(Q, np.exp(-2))
k = kern.linear(Q, ARD=True) + kern.bias(Q, np.exp(-2)) + kern.white(Q, np.exp(-2)) k = kern.linear(Q, ARD=True) + kern.bias(Q, np.exp(-2)) + kern.white(Q, np.exp(-2))
m = Bayesian_GPLVM(Y, Q, init="PCA", M=M, kernel=k, m = Bayesian_GPLVM(Y, Q, init="PCA", M=M, kernel=k,
# X=mu, # X=mu,
@ -260,26 +241,14 @@ def bgplvm_simulation_matlab_compare():
m.auto_scale_factor = True m.auto_scale_factor = True
m['noise'] = Y.var() / 100. m['noise'] = Y.var() / 100.
m['linear_variance'] = .01 m['linear_variance'] = .01
# lscstr = 'X_variance'
# m[lscstr] = .01
# m.unconstrain(lscstr); m.constrain_fixed(lscstr, .1)
# cstr = 'white'
# m.unconstrain(cstr); m.constrain_bounded(cstr, .01, 1.)
# cstr = 'noise'
# m.unconstrain(cstr); m.constrain_bounded(cstr, .01, 1.)
return m return m
def bgplvm_simulation(burnin='scg', plot_sim=False, def bgplvm_simulation(optimize='scg',
max_burnin=100, true_X=False, plot=True,
do_opt=True, max_f_eval=2e4):
max_f_eval=1000):
from GPy.core.transformations import logexp_clipped from GPy.core.transformations import logexp_clipped
D1, D2, D3, N, M, Q = 15, 8, 8, 100, 3, 5
D1, D2, D3, N, M, Q = 15, 8, 8, 350, 3, 6 slist, Slist, Ylist = _simulate_sincos(D1, D2, D3, N, M, Q, plot)
slist, Slist, Ylist = _simulate_sincos(D1, D2, D3, N, M, Q, plot_sim)
from GPy.models import mrd from GPy.models import mrd
from GPy import kern from GPy import kern
@ -289,94 +258,22 @@ def bgplvm_simulation(burnin='scg', plot_sim=False,
Y = Ylist[0] Y = Ylist[0]
k = kern.linear(Q, ARD=True) + kern.bias(Q, np.exp(-2)) + kern.white(Q, np.exp(-2)) # + kern.bias(Q) k = kern.linear(Q, ARD=True) + kern.bias(Q, np.exp(-2)) + kern.white(Q, np.exp(-2)) # + kern.bias(Q)
# k = kern.white(Q, .00001) + kern.bias(Q)
m = Bayesian_GPLVM(Y, Q, init="PCA", M=M, kernel=k, _debug=True) m = Bayesian_GPLVM(Y, Q, init="PCA", M=M, kernel=k, _debug=True)
# m.set('noise',) m.constrain('variance|noise', logexp_clipped())
m.constrain('variance', logexp_clipped()) # m.ensure_default_constraints()
m.ensure_default_constraints()
m['noise'] = Y.var() / 100. m['noise'] = Y.var() / 100.
m['linear_variance'] = .001 m['linear_variance'] = .01
# m.auto_scale_factor = True
# m.scale_factor = 1.
if optimize:
if burnin: print "Optimizing model:"
print "initializing beta" m.optimize('scg', max_iters=max_f_eval, max_f_eval=max_f_eval, messages=True)
cstr = "noise" if plot:
m.unconstrain(cstr); m.constrain_fixed(cstr, Y.var() / 70.) import pylab
m.optimize(burnin, messages=1, max_f_eval=max_burnin) m.plot_X_1d()
pylab.figure(); pylab.axis(); m.kern.plot_ARD()
print "releasing beta"
cstr = "noise"
m.unconstrain(cstr); m.constrain_positive(cstr)
if true_X:
true_X = np.hstack((slist[0], slist[3], 0. * np.ones((N, Q - 2))))
m.set('X_\d', true_X)
m.constrain_fixed("X_\d")
cstr = 'X_variance'
# m.unconstrain(cstr), m.constrain_fixed(cstr, .0001)
m.unconstrain(cstr), m.constrain_bounded(cstr, 1e-7, .1)
# cstr = 'X_variance'
# m.unconstrain(cstr), m.constrain_bounded(cstr, 1e-3, 1.)
# m['X_var'] = np.ones(N * Q) * .5 + np.random.randn(N * Q) * .01
# cstr = "iip"
# m.unconstrain(cstr); m.constrain_fixed(cstr)
# cstr = 'variance'
# m.unconstrain(cstr), m.constrain_bounded(cstr, 1e-10, 1.)
# cstr = 'X_\d'
# m.unconstrain(cstr), m.constrain_bounded(cstr, -10., 10.)
#
# cstr = 'noise'
# m.unconstrain(cstr), m.constrain_bounded(cstr, 1e-5, 1.)
#
# cstr = 'white'
# m.unconstrain(cstr), m.constrain_bounded(cstr, 1e-6, 1.)
#
# cstr = 'linear_variance'
# m.unconstrain(cstr), m.constrain_bounded(cstr, 1e-10, 10.)
# cstr = 'variance'
# m.unconstrain(cstr), m.constrain_bounded(cstr, 1e-10, 10.)
# np.seterr(all='call')
# def ipdbonerr(errtype, flags):
# import ipdb; ipdb.set_trace()
# np.seterrcall(ipdbonerr)
if do_opt and burnin:
try:
m.optimize(burnin, messages=1, max_f_eval=max_f_eval)
except:
pass
finally:
return m
return m return m
def mrd_simulation(plot_sim=False): def mrd_simulation(plot_sim=False):
# num = 2
# ard1 = np.array([1., 1, 0, 0], dtype=float)
# ard2 = np.array([0., 1, 1, 0], dtype=float)
# ard1[ard1 == 0] = 1E-10
# ard2[ard2 == 0] = 1E-10
# ard1i = 1. / ard1
# ard2i = 1. / ard2
# k = GPy.kern.rbf(Q, ARD=True, lengthscale=ard1i) + GPy.kern.bias(Q, 0) + GPy.kern.white(Q, 0.0001)
# Y1 = np.random.multivariate_normal(np.zeros(N), k.K(X), D1).T
# Y1 -= Y1.mean(0)
#
# k = GPy.kern.rbf(Q, ARD=True, lengthscale=ard2i) + GPy.kern.bias(Q, 0) + GPy.kern.white(Q, 0.0001)
# Y2 = np.random.multivariate_normal(np.zeros(N), k.K(X), D2).T
# Y2 -= Y2.mean(0)
# make_params = lambda ard: np.hstack([[1], ard, [1, .3]])
D1, D2, D3, N, M, Q = 150, 250, 300, 700, 3, 7 D1, D2, D3, N, M, Q = 150, 250, 300, 700, 3, 7
slist, Slist, Ylist = _simulate_sincos(D1, D2, D3, N, M, Q, plot_sim) slist, Slist, Ylist = _simulate_sincos(D1, D2, D3, N, M, Q, plot_sim)
@ -386,59 +283,35 @@ def mrd_simulation(plot_sim=False):
reload(mrd); reload(kern) reload(mrd); reload(kern)
# k = kern.rbf(2, ARD=True) + kern.bias(2) + kern.white(2)
# Y1 = np.random.multivariate_normal(np.zeros(N), k.K(S1), D1).T
# Y2 = np.random.multivariate_normal(np.zeros(N), k.K(S2), D2).T
# Y3 = np.random.multivariate_normal(np.zeros(N), k.K(S3), D3).T
# Ylist = Ylist[0:2]
# k = kern.rbf(Q, ARD=True) + kern.bias(Q) + kern.white(Q)
k = kern.linear(Q, [0.01] * Q, True) + kern.bias(Q, np.exp(-2)) + kern.white(Q, np.exp(-2)) k = kern.linear(Q, [0.01] * Q, True) + kern.bias(Q, np.exp(-2)) + kern.white(Q, np.exp(-2))
m = mrd.MRD(*Ylist, Q=Q, M=M, kernel=k, initx="concat", initz='permute', _debug=False) m = mrd.MRD(*Ylist, Q=Q, M=M, kernel=k, initx="concat", initz='permute')
for i, Y in enumerate(Ylist): for i, Y in enumerate(Ylist):
m['{}_noise'.format(i + 1)] = Y.var() / 100. m['{}_noise'.format(i + 1)] = Y.var() / 100.
m.constrain('variance', logexp_clipped()) m.constrain('variance|noise', logexp_clipped())
m.ensure_default_constraints() m.ensure_default_constraints()
# m.auto_scale_factor = True
# cstr = 'variance' return m
# m.unconstrain(cstr), m.constrain_bounded(cstr, 1e-12, 1.)
#
# cstr = 'linear_variance'
# m.unconstrain(cstr), m.constrain_positive(cstr)
print "initializing beta"
cstr = "noise"
m.unconstrain(cstr); m.constrain_fixed(cstr)
m.optimize('scg', messages=1, max_f_eval=2e3, gtol=100)
print "releasing beta"
cstr = "noise"
m.unconstrain(cstr); m.constrain(cstr, logexp_clipped())
# np.seterr(all='call')
# def ipdbonerr(errtype, flags):
# import ipdb; ipdb.set_trace()
# np.seterrcall(ipdbonerr)
return m # , mtest
def mrd_silhouette():
pass
def brendan_faces(): def brendan_faces():
from GPy import kern
data = GPy.util.datasets.brendan_faces() data = GPy.util.datasets.brendan_faces()
Y = data['Y'][0:-1:10, :] Q = 2
m = GPy.models.GPLVM(data['Y'], 2) # Y = data['Y'][0:-1:2, :]
Y = data['Y']
Yn = Y - Y.mean()
Yn /= Yn.std()
m = GPy.models.GPLVM(Yn, Q)#, M=Y.shape[0]/4)
# optimize # optimize
# m.constrain_fixed('white', 1e-2)
# m.constrain_bounded('noise', 1e-6, 10)
m.constrain('rbf', GPy.core.transformations.logexp_clipped())
m.ensure_default_constraints() m.ensure_default_constraints()
m.optimize(messages=1, max_f_eval=10000) m.optimize('scg', messages=1, max_f_eval=10000)
ax = m.plot_latent() ax = m.plot_latent()
y = m.likelihood.Y[0, :] y = m.likelihood.Y[0, :]

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@ -36,7 +36,8 @@ def SCG(f, gradf, x, optargs=(), maxiters=500, max_f_eval=500, display=True, xto
Returns Returns
x the optimal value for x x the optimal value for x
flog : a list of all the objective values flog : a list of all the objective values
function_eval number of fn evaluations
status: string describing convergence status
""" """
if xtol is None: if xtol is None:
xtol = 1e-6 xtol = 1e-6
@ -153,5 +154,6 @@ def SCG(f, gradf, x, optargs=(), maxiters=500, max_f_eval=500, display=True, xto
# iterations. # iterations.
status = "maxiter exceeded" status = "maxiter exceeded"
if display:
print "" print ""
return x, flog, function_eval, status return x, flog, function_eval, status

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@ -69,6 +69,7 @@ class Gaussian(likelihood):
# Note. for D>1, we need to re-normalise all the outputs independently. # Note. for D>1, we need to re-normalise all the outputs independently.
# This will mess up computations of diag(true_var), below. # This will mess up computations of diag(true_var), below.
# note that the upper, lower quantiles should be the same shape as mean # note that the upper, lower quantiles should be the same shape as mean
# Augment the output variance with the likelihood variance and rescale.
true_var = (var + np.eye(var.shape[0]) * self._variance) * self._scale ** 2 true_var = (var + np.eye(var.shape[0]) * self._variance) * self._scale ** 2
_5pc = mean - 2.*np.sqrt(np.diag(true_var)) _5pc = mean - 2.*np.sqrt(np.diag(true_var))
_95pc = mean + 2.*np.sqrt(np.diag(true_var)) _95pc = mean + 2.*np.sqrt(np.diag(true_var))

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@ -208,19 +208,21 @@ class Bayesian_GPLVM(sparse_GP, GPLVM):
else: else:
colors = iter(colors) colors = iter(colors)
plots = [] plots = []
x = np.arange(self.X.shape[0])
for i in range(self.X.shape[1]): for i in range(self.X.shape[1]):
if axes is None: if axes is None:
ax = fig.add_subplot(self.X.shape[1], 1, i + 1) ax = fig.add_subplot(self.X.shape[1], 1, i + 1)
else: else:
ax = axes[i] ax = axes[i]
ax.plot(self.X, c='k', alpha=.3) ax.plot(self.X, c='k', alpha=.3)
plots.extend(ax.plot(self.X.T[i], c=colors.next(), label=r"$\mathbf{{X_{{{}}}}}$".format(i))) plots.extend(ax.plot(x, self.X.T[i], c=colors.next(), label=r"$\mathbf{{X_{{{}}}}}$".format(i)))
ax.fill_between(np.arange(self.X.shape[0]), ax.fill_between(x,
self.X.T[i] - 2 * np.sqrt(self.X_variance.T[i]), self.X.T[i] - 2 * np.sqrt(self.X_variance.T[i]),
self.X.T[i] + 2 * np.sqrt(self.X_variance.T[i]), self.X.T[i] + 2 * np.sqrt(self.X_variance.T[i]),
facecolor=plots[-1].get_color(), facecolor=plots[-1].get_color(),
alpha=.3) alpha=.3)
ax.legend(borderaxespad=0.) ax.legend(borderaxespad=0.)
ax.set_xlim(x.min(), x.max())
if i < self.X.shape[1] - 1: if i < self.X.shape[1] - 1:
ax.set_xticklabels('') ax.set_xticklabels('')
pylab.draw() pylab.draw()

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@ -28,7 +28,7 @@ class GPLVM(GP):
if X is None: if X is None:
X = self.initialise_latent(init, Q, Y) X = self.initialise_latent(init, Q, Y)
if kernel is None: if kernel is None:
kernel = kern.rbf(Q) + kern.bias(Q) kernel = kern.rbf(Q, ARD=Q>1) + kern.bias(Q, np.exp(-2)) + kern.white(Q, np.exp(-2))
likelihood = Gaussian(Y, normalize=normalize_Y) likelihood = Gaussian(Y, normalize=normalize_Y)
GP.__init__(self, X, likelihood, kernel, **kwargs) GP.__init__(self, X, likelihood, kernel, **kwargs)

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@ -44,7 +44,7 @@ class vector_show(data_show):
class lvm(data_show): class lvm(data_show):
def __init__(self, vals, model, data_visualize, latent_axes=None, latent_index=[0,1]): def __init__(self, vals, model, data_visualize, latent_axes=None, sense_axes=None, latent_index=[0,1]):
"""Visualize a latent variable model """Visualize a latent variable model
:param model: the latent variable model to visualize. :param model: the latent variable model to visualize.
@ -71,7 +71,7 @@ class lvm(data_show):
self.data_visualize = data_visualize self.data_visualize = data_visualize
self.model = model self.model = model
self.latent_axes = latent_axes self.latent_axes = latent_axes
self.sense_axes = sense_axes
self.called = False self.called = False
self.move_on = False self.move_on = False
self.latent_index = latent_index self.latent_index = latent_index
@ -81,10 +81,12 @@ class lvm(data_show):
self.latent_values = vals self.latent_values = vals
self.latent_handle = self.latent_axes.plot([0],[0],'rx',mew=2)[0] self.latent_handle = self.latent_axes.plot([0],[0],'rx',mew=2)[0]
self.modify(vals) self.modify(vals)
self.show_sensitivities()
def modify(self, vals): def modify(self, vals):
"""When latent values are modified update the latent representation and ulso update the output visualization.""" """When latent values are modified update the latent representation and ulso update the output visualization."""
y = self.model.predict(vals)[0] y = self.model.predict(vals)[0]
print y
self.data_visualize.modify(y) self.data_visualize.modify(y)
self.latent_handle.set_data(vals[self.latent_index[0]], vals[self.latent_index[1]]) self.latent_handle.set_data(vals[self.latent_index[0]], vals[self.latent_index[1]])
self.axes.figure.canvas.draw() self.axes.figure.canvas.draw()
@ -99,6 +101,7 @@ class lvm(data_show):
if event.inaxes!=self.latent_axes: return if event.inaxes!=self.latent_axes: return
self.move_on = not self.move_on self.move_on = not self.move_on
self.called = True self.called = True
def on_move(self, event): def on_move(self, event):
if event.inaxes!=self.latent_axes: return if event.inaxes!=self.latent_axes: return
if self.called and self.move_on: if self.called and self.move_on:
@ -107,38 +110,9 @@ class lvm(data_show):
self.latent_values[self.latent_index[1]]=event.ydata self.latent_values[self.latent_index[1]]=event.ydata
self.modify(self.latent_values) self.modify(self.latent_values)
class lvm_subplots(lvm):
"""
latent_axes is a np array of dimension np.ceil(Q/2) + 1,
one for each pair of the axes, and the last one for the sensitiity bar chart
"""
def __init__(self, vals, model, data_visualize, latent_axes=None, latent_index=[0,1]):
lvm.__init__(self, vals, model,data_visualize,latent_axes,[0,1])
self.nplots = int(np.ceil(model.Q/2.))+1
lvm.__init__(self,model,data_visualize,latent_axes,latent_index)
self.latent_values = np.zeros(2*np.ceil(self.model.Q/2.)) # possibly an extra dimension on this
assert latent_axes.size == self.nplots
class lvm_dimselect(lvm):
"""
A visualizer for latent variable models which allows selection of the latent dimensions to use by clicking on a bar chart of their length scales.
"""
def __init__(self, vals, model, data_visualize, latent_axes=None, sense_axes=None, latent_index=[0, 1]):
if latent_axes==None and sense_axes==None:
self.fig,(latent_axes,self.sense_axes) = plt.subplots(1,2)
elif sense_axes==None:
fig=plt.figure()
self.sense_axes = fig.add_subplot(111)
else:
self.sense_axes = sense_axes
lvm.__init__(self,vals,model,data_visualize,latent_axes,latent_index)
self.show_sensitivities()
print "use left and right mouse butons to select dimensions"
def show_sensitivities(self): def show_sensitivities(self):
# A click in the bar chart axis for selection a dimension. # A click in the bar chart axis for selection a dimension.
if self.sense_axes != None:
self.sense_axes.cla() self.sense_axes.cla()
self.sense_axes.bar(np.arange(self.model.Q),1./self.model.input_sensitivity(),color='b') self.sense_axes.bar(np.arange(self.model.Q),1./self.model.input_sensitivity(),color='b')
@ -152,6 +126,52 @@ class lvm_dimselect(lvm):
self.sense_axes.figure.canvas.draw() self.sense_axes.figure.canvas.draw()
class lvm_subplots(lvm):
"""
latent_axes is a np array of dimension np.ceil(Q/2),
one for each pair of the latent dimensions.
"""
def __init__(self, vals, model, data_visualize, latent_axes=None, sense_axes=None):
self.nplots = int(np.ceil(model.Q/2.))+1
assert len(latent_axes)==self.nplots
if vals==None:
vals = model.X[0, :]
self.latent_values = vals
for i, axis in enumerate(latent_axes):
if i == self.nplots-1:
if self.nplots*2!=model.Q:
latent_index = [i*2, i*2]
lvm.__init__(self, self.latent_vals, model, data_visualize, axis, sense_axes, latent_index=latent_index)
else:
latent_index = [i*2, i*2+1]
lvm.__init__(self, self.latent_vals, model, data_visualize, axis, latent_index=latent_index)
class lvm_dimselect(lvm):
"""
A visualizer for latent variable models which allows selection of the latent dimensions to use by clicking on a bar chart of their length scales.
For an example of the visualizer's use try:
GPy.examples.dimensionality_reduction.BGPVLM_oil()
"""
def __init__(self, vals, model, data_visualize, latent_axes=None, sense_axes=None, latent_index=[0, 1]):
if latent_axes==None and sense_axes==None:
self.fig,(latent_axes,self.sense_axes) = plt.subplots(1,2)
elif sense_axes==None:
fig=plt.figure()
self.sense_axes = fig.add_subplot(111)
else:
self.sense_axes = sense_axes
lvm.__init__(self,vals,model,data_visualize,latent_axes,sense_axes,latent_index)
print "use left and right mouse butons to select dimensions"
def on_click(self, event): def on_click(self, event):
if event.inaxes==self.sense_axes: if event.inaxes==self.sense_axes:
@ -177,12 +197,6 @@ class lvm_dimselect(lvm):
self.called = True self.called = True
def on_move(self, event):
if event.inaxes!=self.latent_axes: return
if self.called and self.move_on:
self.latent_values[self.latent_index[0]]=event.xdata
self.latent_values[self.latent_index[1]]=event.ydata
self.modify(self.latent_values)
def on_leave(self,event): def on_leave(self,event):
latent_values = self.latent_values.copy() latent_values = self.latent_values.copy()
@ -193,7 +207,7 @@ class lvm_dimselect(lvm):
class image_show(data_show): class image_show(data_show):
"""Show a data vector as an image.""" """Show a data vector as an image."""
def __init__(self, vals, axes=None, dimensions=(16,16), transpose=False, invert=False, scale=False, palette=[], presetMean = 0., presetSTD = -1., selectImage = 0): def __init__(self, vals, axes=None, dimensions=(16,16), transpose=False, invert=False, scale=False, palette=[], presetMean = 0., presetSTD = -1., selectImage=0):
data_show.__init__(self, vals, axes) data_show.__init__(self, vals, axes)
self.dimensions = dimensions self.dimensions = dimensions
self.transpose = transpose self.transpose = transpose
@ -214,15 +228,30 @@ class image_show(data_show):
def modify(self, vals): def modify(self, vals):
self.set_image(vals) self.set_image(vals)
self.handle.set_array(self.vals) self.handle.set_array(self.vals)
self.axes.figure.canvas.draw() # Teo - original line: plt.show() self.axes.figure.canvas.draw()
def set_image(self, vals): def set_image(self, vals):
dim = self.dimensions[0] * self.dimensions[1] dim = self.dimensions[0] * self.dimensions[1]
nImg = np.sqrt(vals[0,].size/dim)
if nImg > 1 and nImg.is_integer(): # Show a mosaic of images
nImg = np.int(nImg)
self.vals = np.zeros((self.dimensions[0]*nImg, self.dimensions[1]*nImg))
for iR in range(nImg):
for iC in range(nImg):
currImgId = iR*nImg + iC
currImg = np.reshape(vals[0,dim*currImgId+np.array(range(dim))], self.dimensions, order='F')
firstRow = iR*self.dimensions[0]
lastRow = (iR+1)*self.dimensions[0]
firstCol = iC*self.dimensions[1]
lastCol = (iC+1)*self.dimensions[1]
self.vals[firstRow:lastRow, firstCol:lastCol] = currImg
else:
self.vals = np.reshape(vals[0,dim*self.selectImage+np.array(range(dim))], self.dimensions, order='F') self.vals = np.reshape(vals[0,dim*self.selectImage+np.array(range(dim))], self.dimensions, order='F')
if self.transpose: if self.transpose:
self.vals = self.vals.T.copy() self.vals = self.vals.T.copy()
if not self.scale: # if not self.scale:
self.vals = self.vals # self.vals = self.vals
if self.invert: if self.invert:
self.vals = -self.vals self.vals = -self.vals