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UPD: Added testing, and bug fixing.

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This commit is contained in:
Alexander Grigorievskiy 2015-10-08 15:30:34 +03:00
parent 9c07bd167c
commit 93e8b71f60
9 changed files with 6084 additions and 4248 deletions
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33
GPy/examples/state_space.py
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@ -2,36 +2,11 @@ import GPy
import numpy as np
import matplotlib.pyplot as plt
import GPy.models.state_space_new as SS_new
import GPy.models.state_space_model as SS_model
X = np.linspace(0, 10, 2000)[:, None]
Y = np.sin(X) + np.random.randn(*X.shape)*0.1
# Need to run these lines when X and Y are imported ->
#X.shape = (X.shape[0],1)
#Y.shape = (Y.shape[0],1)
# Need to run these lines when X and Y are imported <-
## Generation of minimal example data ->
#X = np.random.rand(3)
#sort_index = np.argsort(X)
#X = X[sort_index]; X.shape = (X.shape[0],1)
#Y = np.sin(10*X) + np.random.randn(*X.shape)*0.1
## Generation of minimal example data <-
#plt.figure()
#plt.plot( X, Y)
#plt.show()
kernel = GPy.kern.Matern32(X.shape[1])
m = GPy.models.StateSpace(X,Y, kernel)
print m
#
m.optimize(optimizer='bfgs',messages=True)
#
print m
kernel1 = GPy.kern.Matern32(X.shape[1])
m1 = GPy.models.GPRegression(X,Y, kernel1)
@ -40,9 +15,9 @@ m1.optimize(optimizer='bfgs',messages=True)
print m1
kernel2 = GPy.kern.Matern32(X.shape[1])
m2 = SS_new.StateSpace(X,Y, kernel2)
kernel2 = GPy.kern.sde_Matern32(X.shape[1])
#m2 = SS_model.StateSpace(X,Y, kernel2)
m2 = GPy.models.StateSpace(X,Y, kernel2)
print m2
m2.optimize(optimizer='bfgs',messages=True)