[paramz] wrapping - todo: deprecation warnings

GPy/core/__init__.py

@@ -8,3 +8,38 @@ from .gp import GP
 from .svgp import SVGP
 from .sparse_gp import SparseGP
 from .mapping import *
+
+
+#===========================================================================
+# Handle priors, this needs to be
+# cleaned up at some point
+#===========================================================================
+def randomize(self, rand_gen=None, *args, **kwargs):
+    """
+    Randomize the model.
+    Make this draw from the prior if one exists, else draw from given random generator
+
+    :param rand_gen: np random number generator which takes args and kwargs
+    :param flaot loc: loc parameter for random number generator
+    :param float scale: scale parameter for random number generator
+    :param args, kwargs: will be passed through to random number generator
+    """
+    if rand_gen is None:
+        rand_gen = np.random.normal
+    # first take care of all parameters (from N(0,1))
+    x = rand_gen(size=self._size_transformed(), *args, **kwargs)
+    updates = self.update_model()
+    self.update_model(False) # Switch off the updates
+    self.optimizer_array = x  # makes sure all of the tied parameters get the same init (since there's only one prior object...)
+    # now draw from prior where possible
+    x = self.param_array.copy()
+    [np.put(x, ind, p.rvs(ind.size)) for p, ind in self.priors.items() if not p is None]
+    unfixlist = np.ones((self.size,),dtype=np.bool)
+    from paramz.transformations import __fixed__
+    unfixlist[self.constraints[__fixed__]] = False
+    self.param_array.flat[unfixlist] = x.view(np.ndarray).ravel()[unfixlist]
+    self.update_model(updates)
+    
+Model.randomize = randomize
+Param.randomize = randomize
+Parameterized.randomize = randomize

GPy/core/parameterization/param.py

@@ -3,6 +3,8 @@
 
 from paramz import Param
 from .priorizable import Priorizable
+from paramz.transformations import __fixed__
+import logging, numpy as np
 
 class Param(Param, Priorizable):
     pass