diff --git a/GPy/testing/kernel_tests.py b/GPy/testing/kernel_tests.py index 957bb44d..a69662fa 100644 --- a/GPy/testing/kernel_tests.py +++ b/GPy/testing/kernel_tests.py @@ -16,6 +16,22 @@ class KernelTests(unittest.TestCase): print m self.assertTrue(m.checkgrad()) + def coregionalisation_test(self): + X1 = np.random.rand(50,1)*8 + X2 = np.random.rand(30,1)*5 + index = np.vstack((np.zeros_like(X1),np.ones_like(X2))) + X = np.hstack((np.vstack((X1,X2)),index)) + Y1 = np.sin(X1) + np.random.randn(*X1.shape)*0.05 + Y2 = np.sin(X2) + np.random.randn(*X2.shape)*0.05 + 2. + Y = np.vstack((Y1,Y2)) + + k1 = GPy.kern.rbf(1) + GPy.kern.bias(1) + k2 = GPy.kern.coregionalise(2,1) + k = k1.prod_orthogonal(k2) + m = GPy.models.GP_regression(X,Y,kernel=k) + self.assertTrue(m.checkgrad()) + + if __name__ == "__main__":