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[static] added fixed tests
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3 changed files with 14 additions and 11 deletions
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@ -195,15 +195,15 @@ class Fixed(Static):
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class Precomputed(Fixed):
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def __init__(self, input_dim, covariance_matrix, variance=1., active_dims=None, name='precomputed'):
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"""
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Class for precomputed kernels, indexed by X
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Class for precomputed kernels, indexed by columns in X
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Usage example:
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import numpy as np
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from GPy.models import GPClassification
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from GPy.kern import Precomputed
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from sklearn.cross_validation import LeaveOneOut
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n = 10
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d = 100
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X = np.arange(n).reshape((n,1)) # column vector of indices
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@ -211,14 +211,14 @@ class Precomputed(Fixed):
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X0 = np.random.randn(n,d)
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k = np.dot(X0,X0.T)
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kern = Precomputed(1,k) # k is a n x n covariance matrix
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cv = LeaveOneOut(n)
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ypred = y.copy()
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for train, test in cv:
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m = GPClassification(X[train], y[train], kernel=kern)
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m.optimize()
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ypred[test] = 2*(m.predict(X[test])[0]>0.5)-1
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:param input_dim: the number of input dimensions
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:type input_dim: int
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:param variance: the variance of the kernel
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@ -2,11 +2,14 @@
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# Licensed under the BSD 3-clause license (see LICENSE.txt)
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import unittest
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import numpy as np
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from unittest.case import skip
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import GPy
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from GPy.core.parameterization.param import Param
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import numpy as np
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from ..util.config import config
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from unittest.case import skip
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verbose = 0
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@ -347,7 +350,7 @@ class KernelGradientTestsContinuous(unittest.TestCase):
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k = GPy.kern.StdPeriodic(self.D)
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k.randomize()
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self.assertTrue(check_kernel_gradient_functions(k, X=self.X, X2=self.X2, verbose=verbose))
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def test_Precomputed(self):
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Xall = np.concatenate([self.X, self.X2])
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cov = np.dot(Xall, Xall.T)
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@ -41,10 +41,10 @@ Python 2.7, 3.4 and higher
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## Citation
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@Misc{gpy2014,
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author = {{The GPy authors}},
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author = {{GPy}},
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title = {{GPy}: A Gaussian process framework in python},
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howpublished = {\url{http://github.com/SheffieldML/GPy}},
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year = {2012--2015}
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year = {since 2012}
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}
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### Pronounciation:
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