mirror of
https://github.com/SheffieldML/GPy.git
synced 2026-05-24 14:15:14 +02:00
commit
8d08da3348
15 changed files with 201 additions and 182 deletions
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@ -1 +1 @@
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__version__ = "1.0.1"
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__version__ = "1.0.2"
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@ -437,15 +437,22 @@ class GP(Model):
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warnings.warn("Wrong naming, use predict_wishart_embedding instead. Will be removed in future versions!", DeprecationWarning)
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return self.predict_wishart_embedding(Xnew, kern, mean, covariance)
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def predict_magnification(self, Xnew, kern=None, mean=True, covariance=True):
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def predict_magnification(self, Xnew, kern=None, mean=True, covariance=True, dimensions=None):
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"""
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Predict the magnification factor as
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sqrt(det(G))
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for each point N in Xnew
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for each point N in Xnew.
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:param bool mean: whether to include the mean of the wishart embedding.
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:param bool covariance: whether to include the covariance of the wishart embedding.
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:param array-like dimensions: which dimensions of the input space to use [defaults to self.get_most_significant_input_dimensions()[:2]]
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"""
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G = self.predict_wishard_embedding(Xnew, kern, mean, covariance)
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if dimensions is None:
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dimensions = self.get_most_significant_input_dimensions()[:2]
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G = G[:, dimensions][:,:,dimensions]
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from ..util.linalg import jitchol
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mag = np.empty(Xnew.shape[0])
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for n in range(Xnew.shape[0]):
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@ -14,10 +14,10 @@ import scipy as sp
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class sde_RBF(RBF):
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"""
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Class provide extra functionality to transfer this covariance function into
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SDE form.
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Radial Basis Function kernel:
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.. math::
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@ -30,90 +30,90 @@ class sde_RBF(RBF):
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Update gradient in the order in which parameters are represented in the
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kernel
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"""
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self.variance.gradient = gradients[0]
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self.lengthscale.gradient = gradients[1]
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def sde(self):
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"""
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Return the state space representation of the covariance.
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"""
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def sde(self):
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"""
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Return the state space representation of the covariance.
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"""
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N = 10# approximation order ( number of terms in exponent series expansion)
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roots_rounding_decimals = 6
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fn = np.math.factorial(N)
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fn = np.math.factorial(N)
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kappa = 1.0/2.0/self.lengthscale**2
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Qc = np.array((self.variance*np.sqrt(np.pi/kappa)*fn*(4*kappa)**N,),)
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pp = np.zeros((2*N+1,)) # array of polynomial coefficients from higher power to lower
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for n in range(0, N+1): # (2N+1) - number of polynomial coefficients
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pp[2*(N-n)] = fn*(4.0*kappa)**(N-n)/np.math.factorial(n)*(-1)**n
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pp[2*(N-n)] = fn*(4.0*kappa)**(N-n)/np.math.factorial(n)*(-1)**n
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pp = sp.poly1d(pp)
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roots = sp.roots(pp)
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roots = sp.roots(pp)
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neg_real_part_roots = roots[np.round(np.real(roots) ,roots_rounding_decimals) < 0]
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aa = sp.poly1d(neg_real_part_roots, r=True).coeffs
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aa = sp.poly1d(neg_real_part_roots, r=True).coeffs
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F = np.diag(np.ones((N-1,)),1)
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F[-1,:] = -aa[-1:0:-1]
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L= np.zeros((N,1))
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L[N-1,0] = 1
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H = np.zeros((1,N))
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H[0,0] = 1
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# Infinite covariance:
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Pinf = sp.linalg.solve_lyapunov(F, -np.dot(L,np.dot( Qc[0,0],L.T)))
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Pinf = 0.5*(Pinf + Pinf.T)
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# Allocating space for derivatives
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# Allocating space for derivatives
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dF = np.empty([F.shape[0],F.shape[1],2])
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dQc = np.empty([Qc.shape[0],Qc.shape[1],2])
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dPinf = np.empty([Pinf.shape[0],Pinf.shape[1],2])
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dQc = np.empty([Qc.shape[0],Qc.shape[1],2])
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dPinf = np.empty([Pinf.shape[0],Pinf.shape[1],2])
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# Derivatives:
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dFvariance = np.zeros(F.shape)
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dFlengthscale = np.zeros(F.shape)
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dFlengthscale[-1,:] = -aa[-1:0:-1]/self.lengthscale * np.arange(-N,0,1)
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dQcvariance = Qc/self.variance
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dQclengthscale = np.array(((self.variance*np.sqrt(2*np.pi)*fn*2**N*self.lengthscale**(-2*N)*(1-2*N,),)))
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dQclengthscale = np.array(((self.variance*np.sqrt(2*np.pi)*fn*2**N*self.lengthscale**(-2*N)*(1-2*N,),)))
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dPinf_variance = Pinf/self.variance
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lp = Pinf.shape[0]
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coeff = np.arange(1,lp+1).reshape(lp,1) + np.arange(1,lp+1).reshape(1,lp) - 2
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coeff[np.mod(coeff,2) != 0] = 0
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dPinf_lengthscale = -1/self.lengthscale*Pinf*coeff
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dF[:,:,0] = dFvariance
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dF[:,:,1] = dFlengthscale
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dQc[:,:,0] = dQcvariance
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dQc[:,:,1] = dQclengthscale
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dPinf[:,:,0] = dPinf_variance
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dF[:,:,0] = dFvariance
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dF[:,:,1] = dFlengthscale
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dQc[:,:,0] = dQcvariance
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dQc[:,:,1] = dQclengthscale
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dPinf[:,:,0] = dPinf_variance
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dPinf[:,:,1] = dPinf_lengthscale
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P0 = Pinf.copy()
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dP0 = dPinf.copy()
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# Benefits of this are not very sound. Helps only in one case:
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# SVD Kalman + RBF kernel
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import GPy.models.state_space_main as ssm
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(F, L, Qc, H, Pinf, P0, dF, dQc, dPinf,dP0, T) = ssm.balance_ss_model(F, L, Qc, H, Pinf, P0, dF, dQc, dPinf, dP0 )
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return (F, L, Qc, H, Pinf, P0, dF, dQc, dPinf, dP0)
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class sde_Exponential(Exponential):
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"""
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Class provide extra functionality to transfer this covariance function into
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SDE form.
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Exponential kernel:
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.. math::
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@ -121,53 +121,53 @@ class sde_Exponential(Exponential):
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k(r) = \sigma^2 \exp \\bigg(- \\frac{1}{2} r \\bigg) \\ \\ \\ \\ \text{ where } r = \sqrt{\sum_{i=1}^{input dim} \frac{(x_i-y_i)^2}{\ell_i^2} }
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"""
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def sde_update_gradient_full(self, gradients):
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"""
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Update gradient in the order in which parameters are represented in the
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kernel
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"""
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self.variance.gradient = gradients[0]
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self.lengthscale.gradient = gradients[1]
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def sde(self):
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"""
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Return the state space representation of the covariance.
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"""
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def sde(self):
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"""
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Return the state space representation of the covariance.
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"""
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variance = float(self.variance.values)
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lengthscale = float(self.lengthscale)
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lengthscale = float(self.lengthscale)
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F = np.array(((-1.0/lengthscale,),))
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L = np.array(((1.0,),))
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Qc = np.array( ((2.0*variance/lengthscale,),) )
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H = np.array(((1.0,),))
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Pinf = np.array(((variance,),))
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P0 = Pinf.copy()
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dF = np.zeros((1,1,2));
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dQc = np.zeros((1,1,2));
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L = np.array(((1.0,),))
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Qc = np.array( ((2.0*variance/lengthscale,),) )
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H = np.array(((1.0,),))
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Pinf = np.array(((variance,),))
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P0 = Pinf.copy()
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dF = np.zeros((1,1,2));
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dQc = np.zeros((1,1,2));
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dPinf = np.zeros((1,1,2));
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dF[:,:,0] = 0.0
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dF[:,:,0] = 0.0
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dF[:,:,1] = 1.0/lengthscale**2
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dQc[:,:,0] = 2.0/lengthscale
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dQc[:,:,0] = 2.0/lengthscale
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dQc[:,:,1] = -2.0*variance/lengthscale**2
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dPinf[:,:,0] = 1.0
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dPinf[:,:,1] = 0.0
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dP0 = dPinf.copy()
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dP0 = dPinf.copy()
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return (F, L, Qc, H, Pinf, P0, dF, dQc, dPinf, dP0)
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class sde_RatQuad(RatQuad):
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"""
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Class provide extra functionality to transfer this covariance function into
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SDE form.
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Rational Quadratic kernel:
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.. math::
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@ -177,16 +177,16 @@ class sde_RatQuad(RatQuad):
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"""
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def sde(self):
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"""
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Return the state space representation of the covariance.
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"""
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"""
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Return the state space representation of the covariance.
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"""
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assert False, 'Not Implemented'
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# Params to use:
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# self.lengthscale
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# self.variance
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#self.power
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#return (F, L, Qc, H, Pinf, dF, dQc, dPinf)
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#return (F, L, Qc, H, Pinf, dF, dQc, dPinf)
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@ -15,52 +15,43 @@
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#
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import numpy as np
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from scipy import linalg
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from scipy import stats
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from ..core import Model
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from .. import kern
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#from GPy.plotting.matplot_dep.models_plots import gpplot
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#from GPy.plotting.matplot_dep.base_plots import x_frame1D
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#from GPy.plotting.matplot_dep import Tango
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#import pylab as pb
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from GPy.core.parameterization.param import Param
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import GPy
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from .. import likelihoods
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#from . import state_space_setup as ss_setup
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from ..core import Model
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from . import state_space_main as ssm
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from . import state_space_setup as ss_setup
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class StateSpace(Model):
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def __init__(self, X, Y, kernel=None, noise_var=1.0, kalman_filter_type = 'regular', use_cython = False, name='StateSpace'):
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super(StateSpace, self).__init__(name=name)
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if len(X.shape) == 1:
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X = np.atleast_2d(X).T
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self.num_data, input_dim = X.shape
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self.num_data, self.input_dim = X.shape
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if len(Y.shape) == 1:
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Y = np.atleast_2d(Y).T
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assert input_dim==1, "State space methods are only for 1D data"
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assert self.input_dim==1, "State space methods are only for 1D data"
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if len(Y.shape)==2:
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num_data_Y, self.output_dim = Y.shape
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ts_number = None
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elif len(Y.shape)==3:
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num_data_Y, self.output_dim, ts_number = Y.shape
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self.ts_number = ts_number
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assert num_data_Y == self.num_data, "X and Y data don't match"
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assert self.output_dim == 1, "State space methods are for single outputs only"
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self.kalman_filter_type = kalman_filter_type
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#self.kalman_filter_type = 'svd' # temp test
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ss_setup.use_cython = use_cython
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#import pdb; pdb.set_trace()
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global ssm
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#from . import state_space_main as ssm
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if (ssm.cython_code_available) and (ssm.use_cython != ss_setup.use_cython):
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@ -72,13 +63,13 @@ class StateSpace(Model):
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# Noise variance
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self.likelihood = likelihoods.Gaussian(variance=noise_var)
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# Default kernel
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if kernel is None:
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raise ValueError("State-Space Model: the kernel must be provided.")
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else:
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self.kern = kernel
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self.link_parameter(self.kern)
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self.link_parameter(self.likelihood)
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self.posterior = None
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@ -92,14 +83,14 @@ class StateSpace(Model):
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"""
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Parameters have now changed
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"""
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#np.set_printoptions(16)
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#print(self.param_array)
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#import pdb; pdb.set_trace()
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# Get the model matrices from the kernel
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(F,L,Qc,H,P_inf, P0, dFt,dQct,dP_inft, dP0t) = self.kern.sde()
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# necessary parameters
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measurement_dim = self.output_dim
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grad_params_no = dFt.shape[2]+1 # we also add measurement noise as a parameter
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@ -109,30 +100,30 @@ class StateSpace(Model):
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dQc = np.zeros([dQct.shape[0],dQct.shape[1],grad_params_no])
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dP_inf = np.zeros([dP_inft.shape[0],dP_inft.shape[1],grad_params_no])
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dP0 = np.zeros([dP0t.shape[0],dP0t.shape[1],grad_params_no])
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# Assign the values for the kernel function
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dF[:,:,:-1] = dFt
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dQc[:,:,:-1] = dQct
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dP_inf[:,:,:-1] = dP_inft
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dP0[:,:,:-1] = dP0t
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# The sigma2 derivative
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dR = np.zeros([measurement_dim,measurement_dim,grad_params_no])
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dR[:,:,-1] = np.eye(measurement_dim)
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# Balancing
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#(F,L,Qc,H,P_inf,P0, dF,dQc,dP_inf,dP0) = ssm.balance_ss_model(F,L,Qc,H,P_inf,P0, dF,dQc,dP_inf, dP0)
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# Use the Kalman filter to evaluate the likelihood
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# Use the Kalman filter to evaluate the likelihood
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grad_calc_params = {}
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grad_calc_params['dP_inf'] = dP_inf
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grad_calc_params['dF'] = dF
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grad_calc_params['dQc'] = dQc
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grad_calc_params['dR'] = dR
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grad_calc_params['dP_init'] = dP0
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kalman_filter_type = self.kalman_filter_type
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# The following code is required because sometimes the shapes of self.Y
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# becomes 3D even though is must be 2D. The reason is undescovered.
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Y = self.Y
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@ -140,63 +131,63 @@ class StateSpace(Model):
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Y.shape = (self.num_data,1)
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else:
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Y.shape = (self.num_data,1,self.ts_number)
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(filter_means, filter_covs, log_likelihood,
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(filter_means, filter_covs, log_likelihood,
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grad_log_likelihood,SmootherMatrObject) = ssm.ContDescrStateSpace.cont_discr_kalman_filter(F,L,Qc,H,
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float(self.Gaussian_noise.variance),P_inf,self.X,Y,m_init=None,
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P_init=P0, p_kalman_filter_type = kalman_filter_type, calc_log_likelihood=True,
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calc_grad_log_likelihood=True,
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grad_params_no=grad_params_no,
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P_init=P0, p_kalman_filter_type = kalman_filter_type, calc_log_likelihood=True,
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calc_grad_log_likelihood=True,
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grad_params_no=grad_params_no,
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grad_calc_params=grad_calc_params)
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if np.any( np.isfinite(log_likelihood) == False):
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#import pdb; pdb.set_trace()
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print("State-Space: NaN valkues in the log_likelihood")
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if np.any( np.isfinite(grad_log_likelihood) == False):
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#import pdb; pdb.set_trace()
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print("State-Space: NaN valkues in the grad_log_likelihood")
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#print(grad_log_likelihood)
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grad_log_likelihood_sum = np.sum(grad_log_likelihood,axis=1)
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grad_log_likelihood_sum.shape = (grad_log_likelihood_sum.shape[0],1)
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self._log_marginal_likelihood = np.sum( log_likelihood,axis=1 )
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self.likelihood.update_gradients(grad_log_likelihood_sum[-1,0])
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self.kern.sde_update_gradient_full(grad_log_likelihood_sum[:-1,0])
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def log_likelihood(self):
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return self._log_marginal_likelihood
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|
||||
def _raw_predict(self, Xnew=None, Ynew=None, filteronly=False):
|
||||
def _raw_predict(self, Xnew=None, Ynew=None, filteronly=False, **kw):
|
||||
"""
|
||||
Performs the actual prediction for new X points.
|
||||
Inner function. It is called only from inside this class.
|
||||
|
||||
|
||||
Input:
|
||||
---------------------
|
||||
|
||||
|
||||
Xnews: vector or (n_points,1) matrix
|
||||
New time points where to evaluate predictions.
|
||||
|
||||
|
||||
Ynews: (n_train_points, ts_no) matrix
|
||||
This matrix can substitude the original training points (in order
|
||||
This matrix can substitude the original training points (in order
|
||||
to use only the parameters of the model).
|
||||
|
||||
|
||||
filteronly: bool
|
||||
Use only Kalman Filter for prediction. In this case the output does
|
||||
not coincide with corresponding Gaussian process.
|
||||
|
||||
|
||||
Output:
|
||||
--------------------
|
||||
|
||||
|
||||
m: vector
|
||||
Mean prediction
|
||||
|
||||
|
||||
V: vector
|
||||
Variance in every point
|
||||
"""
|
||||
|
||||
|
||||
# Set defaults
|
||||
if Ynew is None:
|
||||
Ynew = self.Y
|
||||
|
|
@ -209,8 +200,8 @@ class StateSpace(Model):
|
|||
else:
|
||||
X = self.X
|
||||
Y = Ynew
|
||||
predict_only_training = True
|
||||
|
||||
predict_only_training = True
|
||||
|
||||
# Sort the matrix (save the order)
|
||||
_, return_index, return_inverse = np.unique(X,True,True)
|
||||
X = X[return_index] # TODO they are not used
|
||||
|
|
@ -218,37 +209,37 @@ class StateSpace(Model):
|
|||
|
||||
# Get the model matrices from the kernel
|
||||
(F,L,Qc,H,P_inf, P0, dF,dQc,dP_inf,dP0) = self.kern.sde()
|
||||
state_dim = F.shape[0]
|
||||
|
||||
state_dim = F.shape[0]
|
||||
|
||||
#Y = self.Y[:, 0,0]
|
||||
# Run the Kalman filter
|
||||
#import pdb; pdb.set_trace()
|
||||
kalman_filter_type = self.kalman_filter_type
|
||||
|
||||
|
||||
(M, P, log_likelihood,
|
||||
grad_log_likelihood,SmootherMatrObject) = ssm.ContDescrStateSpace.cont_discr_kalman_filter(
|
||||
F,L,Qc,H,float(self.Gaussian_noise.variance),P_inf,X,Y,m_init=None,
|
||||
P_init=P0, p_kalman_filter_type = kalman_filter_type,
|
||||
calc_log_likelihood=False,
|
||||
P_init=P0, p_kalman_filter_type = kalman_filter_type,
|
||||
calc_log_likelihood=False,
|
||||
calc_grad_log_likelihood=False)
|
||||
|
||||
# (filter_means, filter_covs, log_likelihood,
|
||||
|
||||
# (filter_means, filter_covs, log_likelihood,
|
||||
# grad_log_likelihood,SmootherMatrObject) = ssm.ContDescrStateSpace.cont_discr_kalman_filter(F,L,Qc,H,
|
||||
# float(self.Gaussian_noise.variance),P_inf,self.X,self.Y,m_init=None,
|
||||
# P_init=P0, p_kalman_filter_type = kalman_filter_type, calc_log_likelihood=True,
|
||||
# calc_grad_log_likelihood=True,
|
||||
# grad_params_no=grad_params_no,
|
||||
# P_init=P0, p_kalman_filter_type = kalman_filter_type, calc_log_likelihood=True,
|
||||
# calc_grad_log_likelihood=True,
|
||||
# grad_params_no=grad_params_no,
|
||||
# grad_calc_params=grad_calc_params)
|
||||
|
||||
|
||||
# Run the Rauch-Tung-Striebel smoother
|
||||
if not filteronly:
|
||||
(M, P) = ssm.ContDescrStateSpace.cont_discr_rts_smoother(state_dim, M, P,
|
||||
(M, P) = ssm.ContDescrStateSpace.cont_discr_rts_smoother(state_dim, M, P,
|
||||
p_dynamic_callables=SmootherMatrObject, X=X, F=F,L=L,Qc=Qc)
|
||||
|
||||
# remove initial values
|
||||
|
||||
# remove initial values
|
||||
M = M[1:,:,:]
|
||||
P = P[1:,:,:]
|
||||
|
||||
P = P[1:,:,:]
|
||||
|
||||
# Put the data back in the original order
|
||||
M = M[return_inverse,:,:]
|
||||
P = P[return_inverse,:,:]
|
||||
|
|
@ -257,40 +248,41 @@ class StateSpace(Model):
|
|||
if not predict_only_training:
|
||||
M = M[self.num_data:,:,:]
|
||||
P = P[self.num_data:,:,:]
|
||||
|
||||
|
||||
# Calculate the mean and variance
|
||||
# after einsum m has dimension in 3D (sample_num, dim_no,time_series_no)
|
||||
m = np.einsum('ijl,kj', M, H)# np.dot(M,H.T)
|
||||
m.shape = (m.shape[0], m.shape[1]) # remove the third dimension
|
||||
|
||||
|
||||
V = np.einsum('ij,ajk,kl', H, P, H.T)
|
||||
|
||||
|
||||
V.shape = (V.shape[0], V.shape[1]) # remove the third dimension
|
||||
|
||||
# Return the posterior of the state
|
||||
return (m, V)
|
||||
|
||||
def predict(self, Xnew=None, filteronly=False):
|
||||
def predict(self, Xnew=None, filteronly=False, include_likelihood=True, **kw):
|
||||
|
||||
# Run the Kalman filter to get the state
|
||||
(m, V) = self._raw_predict(Xnew,filteronly=filteronly)
|
||||
|
||||
# Add the noise variance to the state variance
|
||||
V += float(self.Gaussian_noise.variance)
|
||||
if include_likelihood:
|
||||
V += float(self.likelihood.variance)
|
||||
|
||||
# Lower and upper bounds
|
||||
lower = m - 2*np.sqrt(V)
|
||||
upper = m + 2*np.sqrt(V)
|
||||
#lower = m - 2*np.sqrt(V)
|
||||
#upper = m + 2*np.sqrt(V)
|
||||
|
||||
# Return mean and variance
|
||||
return (m, V, lower, upper)
|
||||
|
||||
def predict_quantiles(self, Xnew=None, quantiles=(2.5, 97.5)):
|
||||
return m, V
|
||||
|
||||
def predict_quantiles(self, Xnew=None, quantiles=(2.5, 97.5), **kw):
|
||||
mu, var = self._raw_predict(Xnew)
|
||||
#import pdb; pdb.set_trace()
|
||||
return [stats.norm.ppf(q/100.)*np.sqrt(var + float(self.Gaussian_noise.variance)) + mu for q in quantiles]
|
||||
|
||||
|
||||
|
||||
|
||||
# def plot(self, plot_limits=None, levels=20, samples=0, fignum=None,
|
||||
# ax=None, resolution=None, plot_raw=False, plot_filter=False,
|
||||
# linecol=Tango.colorsHex['darkBlue'],fillcol=Tango.colorsHex['lightBlue']):
|
||||
|
|
@ -399,8 +391,8 @@ class StateSpace(Model):
|
|||
#
|
||||
# # Return trajectory
|
||||
# return Y
|
||||
#
|
||||
#
|
||||
#
|
||||
#
|
||||
# def simulate(self,F,L,Qc,Pinf,X,size=1):
|
||||
# # Simulate a trajectory using the state space model
|
||||
#
|
||||
|
|
|
|||
|
|
@ -52,6 +52,17 @@ def inject_plotting():
|
|||
GP.plot_f = gpy_plot.gp_plots.plot_f
|
||||
GP.plot_magnification = gpy_plot.latent_plots.plot_magnification
|
||||
|
||||
from ..models import StateSpace
|
||||
StateSpace.plot_data = gpy_plot.data_plots.plot_data
|
||||
StateSpace.plot_data_error = gpy_plot.data_plots.plot_data_error
|
||||
StateSpace.plot_errorbars_trainset = gpy_plot.data_plots.plot_errorbars_trainset
|
||||
StateSpace.plot_mean = gpy_plot.gp_plots.plot_mean
|
||||
StateSpace.plot_confidence = gpy_plot.gp_plots.plot_confidence
|
||||
StateSpace.plot_density = gpy_plot.gp_plots.plot_density
|
||||
StateSpace.plot_samples = gpy_plot.gp_plots.plot_samples
|
||||
StateSpace.plot = gpy_plot.gp_plots.plot
|
||||
StateSpace.plot_f = gpy_plot.gp_plots.plot_f
|
||||
|
||||
from ..core import SparseGP
|
||||
SparseGP.plot_inducing = gpy_plot.data_plots.plot_inducing
|
||||
|
||||
|
|
|
|||
|
|
@ -190,6 +190,7 @@ def scatter_label_generator(labels, X, visible_dims, marker=None):
|
|||
x = X[index, input_1]
|
||||
y = X[index, input_2]
|
||||
z = X[index, input_3]
|
||||
|
||||
yield x, y, z, this_label, index, m
|
||||
|
||||
def subsample_X(X, labels, num_samples=1000):
|
||||
|
|
|
|||
|
|
@ -131,14 +131,15 @@ class PlotlyPlots(AbstractPlottingLibrary):
|
|||
#not matplotlib marker
|
||||
pass
|
||||
marker_kwargs = marker_kwargs or {}
|
||||
marker_kwargs.setdefault('symbol', marker)
|
||||
if 'symbol' not in marker_kwargs:
|
||||
marker_kwargs['symbol'] = marker
|
||||
if Z is not None:
|
||||
return Scatter3d(x=X, y=Y, z=Z, mode='markers',
|
||||
showlegend=label is not None,
|
||||
marker=Marker(color=color, colorscale=cmap, **marker_kwargs),
|
||||
name=label, **kwargs)
|
||||
return Scatter(x=X, y=Y, mode='markers', showlegend=label is not None,
|
||||
marker=Marker(color=color, colorscale=cmap, **marker_kwargs or {}),
|
||||
marker=Marker(color=color, colorscale=cmap, **marker_kwargs),
|
||||
name=label, **kwargs)
|
||||
|
||||
def plot(self, ax, X, Y, Z=None, color=None, label=None, line_kwargs=None, **kwargs):
|
||||
|
|
|
|||
Binary file not shown.
|
Before Width: | Height: | Size: 186 KiB After Width: | Height: | Size: 191 KiB |
Binary file not shown.
|
Before Width: | Height: | Size: 180 KiB After Width: | Height: | Size: 185 KiB |
|
|
@ -730,6 +730,7 @@ class GradientTests(np.testing.TestCase):
|
|||
self.assertTrue( np.allclose(var1, var2) )
|
||||
|
||||
def test_gp_VGPC(self):
|
||||
np.random.seed(10)
|
||||
num_obs = 25
|
||||
X = np.random.randint(0, 140, num_obs)
|
||||
X = X[:, None]
|
||||
|
|
@ -737,6 +738,7 @@ class GradientTests(np.testing.TestCase):
|
|||
kern = GPy.kern.Bias(1) + GPy.kern.RBF(1)
|
||||
lik = GPy.likelihoods.Gaussian()
|
||||
m = GPy.models.GPVariationalGaussianApproximation(X, Y, kernel=kern, likelihood=lik)
|
||||
m.randomize()
|
||||
self.assertTrue(m.checkgrad())
|
||||
|
||||
def test_ssgplvm(self):
|
||||
|
|
@ -744,12 +746,14 @@ class GradientTests(np.testing.TestCase):
|
|||
from GPy.models import SSGPLVM
|
||||
from GPy.examples.dimensionality_reduction import _simulate_matern
|
||||
|
||||
np.random.seed(10)
|
||||
D1, D2, D3, N, num_inducing, Q = 13, 5, 8, 45, 3, 9
|
||||
_, _, Ylist = _simulate_matern(D1, D2, D3, N, num_inducing, False)
|
||||
Y = Ylist[0]
|
||||
k = kern.Linear(Q, ARD=True) # + kern.white(Q, _np.exp(-2)) # + kern.bias(Q)
|
||||
# k = kern.RBF(Q, ARD=True, lengthscale=10.)
|
||||
m = SSGPLVM(Y, Q, init="rand", num_inducing=num_inducing, kernel=k, group_spike=True)
|
||||
m.randomize()
|
||||
self.assertTrue(m.checkgrad())
|
||||
|
||||
if __name__ == "__main__":
|
||||
|
|
|
|||
|
|
@ -89,6 +89,9 @@ def _image_directories():
|
|||
cbook.mkdirs(result_dir)
|
||||
return baseline_dir, result_dir
|
||||
|
||||
baseline_dir, result_dir = _image_directories()
|
||||
if not os.path.exists(baseline_dir):
|
||||
raise SkipTest("Not installed from source, baseline not available. Install from source to test plotting")
|
||||
|
||||
def _sequenceEqual(a, b):
|
||||
assert len(a) == len(b), "Sequences not same length"
|
||||
|
|
@ -99,7 +102,6 @@ def _notFound(path):
|
|||
raise IOError('File {} not in baseline')
|
||||
|
||||
def _image_comparison(baseline_images, extensions=['pdf','svg','png'], tol=11):
|
||||
baseline_dir, result_dir = _image_directories()
|
||||
for num, base in zip(plt.get_fignums(), baseline_images):
|
||||
for ext in extensions:
|
||||
fig = plt.figure(num)
|
||||
|
|
|
|||
|
|
@ -17,5 +17,5 @@ recursive-include GPy *.h
|
|||
recursive-include GPy *.pyx
|
||||
|
||||
# Testing
|
||||
include GPy/testing/baseline/*.png
|
||||
#include GPy/testing/baseline/*.png
|
||||
#include GPy/testing/pickle_test.pickle
|
||||
|
|
|
|||
26
README.md
26
README.md
|
|
@ -7,7 +7,9 @@ The Gaussian processes framework in Python.
|
|||
* User [mailing-list](https://lists.shef.ac.uk/sympa/subscribe/gpy-users)
|
||||
* Developer [documentation](http://gpy.readthedocs.org/en/devel/)
|
||||
* Travis-CI [unit-tests](https://travis-ci.org/SheffieldML/GPy)
|
||||
* [](http://opensource.org/licenses/BSD-3-Clause)
|
||||
* [](http://opensource.org/licenses/BSD-3-Clause)
|
||||
|
||||
[](https://travis-ci.org/SheffieldML/GPy) [](http://codecov.io/github/SheffieldML/GPy?branch=devel) [](http://gpy.readthedocs.org/en/devel/) [](http://depsy.org/package/python/GPy)
|
||||
|
||||
## Updated Structure
|
||||
|
||||
|
|
@ -27,20 +29,14 @@ A warning: This usually works, but sometimes `distutils/setuptools` opens a
|
|||
whole can of worms here, specially when compiled extensions are involved.
|
||||
If that is the case, it is best to clean the repo and reinstall.
|
||||
|
||||
## Continuous integration
|
||||
|
||||
| | Travis-CI | Codecov | RTFD |
|
||||
| ---: | :--: | :---: | :---: |
|
||||
| **devel:** | [](https://travis-ci.org/SheffieldML/GPy) | [](http://codecov.io/github/SheffieldML/GPy?branch=devel) | [](http://gpy.readthedocs.org/en/devel/) |
|
||||
|
||||
## Supported Platforms:
|
||||
|
||||
[<img src="https://www.python.org/static/community_logos/python-logo-generic.svg" height=40px>](https://www.python.org/)
|
||||
[<img src="https://upload.wikimedia.org/wikipedia/commons/5/5f/Windows_logo_-_2012.svg" height=40px>](http://www.microsoft.com/en-gb/windows)
|
||||
[<img src="https://upload.wikimedia.org/wikipedia/commons/8/8e/OS_X-Logo.svg" height=40px>](http://www.apple.com/osx/)
|
||||
[<img src="https://upload.wikimedia.org/wikipedia/commons/8/8e/OS_X-Logo.svg" height=40px>](http://www.apple.com/osx/)
|
||||
[<img src="https://upload.wikimedia.org/wikipedia/commons/3/35/Tux.svg" height=40px>](https://en.wikipedia.org/wiki/List_of_Linux_distributions)
|
||||
|
||||
Python 2.7, 3.3 and higher
|
||||
Python 2.7, 3.4 and higher
|
||||
|
||||
## Citation
|
||||
|
||||
|
|
@ -51,14 +47,14 @@ Python 2.7, 3.3 and higher
|
|||
year = {2012--2015}
|
||||
}
|
||||
|
||||
### Pronounciation:
|
||||
### Pronounciation:
|
||||
|
||||
We like to pronounce it 'g-pie'.
|
||||
|
||||
## Getting started: installing with pip
|
||||
## Getting started: installing with pip
|
||||
|
||||
We are now requiring the newest version (0.16) of
|
||||
[scipy](http://www.scipy.org/) and thus, we strongly recommend using
|
||||
We are now requiring the newest version (0.16) of
|
||||
[scipy](http://www.scipy.org/) and thus, we strongly recommend using
|
||||
the [anaconda python distribution](http://continuum.io/downloads).
|
||||
With anaconda you can install GPy by the following:
|
||||
|
||||
|
|
@ -105,7 +101,7 @@ or from within IPython
|
|||
or using setuptools
|
||||
|
||||
python setup.py test
|
||||
|
||||
|
||||
## Ubuntu hackers
|
||||
|
||||
> Note: Right now the Ubuntu package index does not include scipy 0.16.0, and thus, cannot
|
||||
|
|
@ -146,7 +142,7 @@ The HTML files are then stored in doc/build/html
|
|||
|
||||
## Funding Acknowledgements
|
||||
|
||||
Current support for the GPy software is coming through the following projects.
|
||||
Current support for the GPy software is coming through the following projects.
|
||||
|
||||
* [EU FP7-HEALTH Project Ref 305626](http://radiant-project.eu) "RADIANT: Rapid Development and Distribution of Statistical Tools for High-Throughput Sequencing Data"
|
||||
|
||||
|
|
|
|||
|
|
@ -1,5 +1,5 @@
|
|||
[bumpversion]
|
||||
current_version = 1.0.1
|
||||
current_version = 1.0.2
|
||||
tag = False
|
||||
commit = True
|
||||
|
||||
|
|
@ -11,3 +11,6 @@ universal = 1
|
|||
[upload_docs]
|
||||
upload-dir = doc/build/html
|
||||
|
||||
[metadata]
|
||||
description-file = README.rst
|
||||
|
||||
|
|
|
|||
2
setup.py
2
setup.py
|
|
@ -182,6 +182,8 @@ if not os.path.exists(user_file):
|
|||
if os.path.exists(old_user_file):
|
||||
# Move it to new location:
|
||||
print("GPy: Found old config file, moving to new location {}".format(user_file))
|
||||
if not os.path.exists(os.path.dirname(user_file)):
|
||||
os.makedirs(os.path.dirname(user_file))
|
||||
os.rename(old_user_file, user_file)
|
||||
else:
|
||||
# No config file exists, save informative stub to user config folder:
|
||||
|
|
|
|||
Loading…
Add table
Add a link
Reference in a new issue