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RBF (both ARD and non-ARD) kernels working nicely with psi statistics
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3 changed files with 47 additions and 29 deletions
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@ -7,17 +7,17 @@ import GPy
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np.random.seed(123344)
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N = 10
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M = 3
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Q = 2
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D = 3
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M = 5
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Q = 3
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D = 4
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#generate GPLVM-like data
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X = np.random.rand(N, Q)
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k = GPy.kern.rbf(Q) + GPy.kern.white(Q, 0.00001)
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K = k.K(X)
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Y = np.random.multivariate_normal(np.zeros(N),K,D).T
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k = GPy.kern.rbf(Q) + GPy.kern.bias(Q) + GPy.kern.white(Q, 0.00001)
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# k = GPy.kern.rbf_ARD(Q) + GPy.kern.white(Q, 0.00001)
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# k = GPy.kern.rbf(Q) + GPy.kern.bias(Q) + GPy.kern.white(Q, 0.00001)
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k = GPy.kern.rbf(Q, ARD = False) + GPy.kern.white(Q, 0.00001)
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m = GPy.models.Bayesian_GPLVM(Y, Q, kernel = k, M=M)
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m.constrain_positive('(rbf|bias|noise|white|S)')
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# m.constrain_fixed('S', 1)
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