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added unit test for coregionalisation

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James Hensman 2013-03-06 13:33:24 +00:00
parent 613aae6417
commit 9501a76bdc
1 changed files with 16 additions and 0 deletions
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16
GPy/testing/kernel_tests.py
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@ -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__":