coregionalization example

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)
+