diff --git a/GPy/examples/coreg_example.py b/GPy/examples/coreg_example.py new file mode 100644 index 00000000..967758c6 --- /dev/null +++ b/GPy/examples/coreg_example.py @@ -0,0 +1,30 @@ +import numpy as np +import pylab as pb +import GPy +pb.ion() + +X1 = 100 * np.random.rand(100)[:,None] +X2 = 100 * np.random.rand(100)[:,None] +#X1.sort() +#X2.sort() + +Y1 = np.sin(X1/10.) + np.random.rand(100)[:,None] +Y2 = np.cos(X2/10.) + np.random.rand(100)[:,None] + + + + +Mlist = [GPy.kern.Matern32(1,lengthscale=20.,name="Mat")] +kern = GPy.util.multioutput.LCM(input_dim=1,num_outputs=12,kernels_list=Mlist,name='H') + + +m = GPy.models.GPCoregionalizedRegression(X_list=[X1,X2], Y_list=[Y1,Y2], kernel=kern) +m.optimize() + +fig = pb.figure() +ax0 = fig.add_subplot(211) +ax1 = fig.add_subplot(212) +slices = GPy.util.multioutput.get_slices([Y1,Y2]) +m.plot(fixed_inputs=[(1,0)],which_data_rows=slices[0],ax=ax0) +m.plot(fixed_inputs=[(1,1)],which_data_rows=slices[1],ax=ax1) +