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Removed SSM functionality - updated Kronecker grid case
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18 changed files with 765 additions and 624 deletions
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@ -22,5 +22,5 @@ from .gp_var_gauss import GPVariationalGaussianApproximation
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from .one_vs_all_classification import OneVsAllClassification
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from .one_vs_all_sparse_classification import OneVsAllSparseClassification
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from .dpgplvm import DPBayesianGPLVM
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from .state_space_model import StateSpace
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from .gp_grid_regression import GPRegressionGrid
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36
GPy/models/gp_grid_regression.py
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36
GPy/models/gp_grid_regression.py
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@ -0,0 +1,36 @@
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# Copyright (c) 2012-2014, GPy authors (see AUTHORS.txt).
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# Licensed under the BSD 3-clause license (see LICENSE.txt)
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# Kurt Cutajar
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from ..core import GpGrid
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from .. import likelihoods
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from .. import kern
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class GPRegressionGrid(GpGrid):
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"""
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Gaussian Process model for grid inputs using Kronecker products
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This is a thin wrapper around the models.GpGrid class, with a set of sensible defaults
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:param X: input observations
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:param Y: observed values
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:param kernel: a GPy kernel, defaults to the kron variation of SqExp
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:param Norm normalizer: [False]
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Normalize Y with the norm given.
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If normalizer is False, no normalization will be done
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If it is None, we use GaussianNorm(alization)
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.. Note:: Multiple independent outputs are allowed using columns of Y
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"""
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def __init__(self, X, Y, kernel=None, Y_metadata=None, normalizer=None):
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if kernel is None:
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kernel = kern.RBF(1) # no other kernels implemented so far
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likelihood = likelihoods.Gaussian()
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super(GPRegressionGrid, self).__init__(X, Y, kernel, likelihood, name='GP Grid regression', Y_metadata=Y_metadata, normalizer=normalizer)
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