Mods to regression.py now that we have get to get parameters. Moved Youter to YYT.

GPy/__init__.py

@@ -6,5 +6,6 @@ import kern
 import models
 import inference
 import util
+import examples
 #import examples TODO: discuss!
 from core import priors

GPy/core/model.py

@@ -80,19 +80,22 @@ class model(parameterised):
         for w in which:
             self.priors[w] = what
 
-    def get(self,name):
+    def get(self,name, return_names=False):
         """
-        get a model parameter by name
+        Get a model parameter by name. The name is applied as a regular expression and all parameters that match that regular expression are returned. 
         """
         matches = self.grep_param_names(name)
         if len(matches):
-            return self._get_params()[matches]
+            if return_names:
+                return self._get_params()[matches], np.asarray(self._get_param_names())[matches].tolist()
+            else:
+                return self._get_params()[matches]
         else:
             raise AttributeError, "no parameter matches %s"%name
 
     def set(self,name,val):
         """
-        Set a model parameter by name
+        Set model parameter(s) by name. The name is provided as a regular expression. All parameters matching that regular expression are set to ghe given value.
         """
         matches = self.grep_param_names(name)
         if len(matches):
@@ -102,6 +105,20 @@ class model(parameterised):
         else:
             raise AttributeError, "no parameter matches %s"%name
 
+    def get_gradient(self,name, return_names=False):
+        """
+        Get model gradient(s) by name. The name is applied as a regular expression and all parameters that match that regular expression are returned. 
+        """
+        matches = self.grep_param_names(name)
+        if len(matches):
+            if return_names:
+                return self._log_likelihood_gradients()[matches],  np.asarray(self._get_param_names())[matches].tolist()
+            else:
+                return self._log_likelihood_gradients()[matches]
+        else:
+            raise AttributeError, "no parameter matches %s"%name
+
+
 
 
     def log_prior(self):

GPy/examples/regression.py

@@ -17,10 +17,8 @@ def toy_rbf_1d():
     # create simple GP model
     m = GPy.models.GP_regression(data['X'],data['Y'])
 
-    # contrain all parameters to be positive
-    m.constrain_positive('')
-
     # optimize
+    m.ensure_default_constraints()
     m.optimize()
 
     # plot
@@ -35,10 +33,8 @@ def rogers_girolami_olympics():
     # create simple GP model
     m = GPy.models.GP_regression(data['X'],data['Y'])
 
-    # contrain all parameters to be positive
-    m.constrain_positive('')
-
     # optimize
+    m.ensure_default_constraints()
     m.optimize()
 
     # plot
@@ -57,10 +53,8 @@ def toy_rbf_1d_50():
     # create simple GP model
     m = GPy.models.GP_regression(data['X'],data['Y'])
 
-    # contrain all parameters to be positive
-    m.constrain_positive('')
-
     # optimize
+    m.ensure_default_constraints()
     m.optimize()
 
     # plot
@@ -75,10 +69,8 @@ def silhouette():
     # create simple GP model
     m = GPy.models.GP_regression(data['X'],data['Y'])
 
-    # contrain all parameters to be positive
-    m.constrain_positive('')
-
     # optimize
+    m.ensure_default_constraints()
     m.optimize()
 
     print(m)
@@ -118,20 +110,15 @@ def multiple_optima(gene_number=937,resolution=80, model_restarts=10, seed=10000
         kern = GPy.kern.rbf(1, variance=np.random.exponential(1.), lengthscale=np.random.exponential(50.)) + GPy.kern.white(1,variance=np.random.exponential(1.))
         
         m = GPy.models.GP_regression(data['X'],data['Y'], kernel=kern)
-        params = m._get_params()
-        optim_point_x[0] = params[1]
-        optim_point_y[0] = np.log10(params[0]) - np.log10(params[2]);
-        
-        # contrain all parameters to be positive
-        m.constrain_positive('')
+        optim_point_x[0] = m.get('rbf_lengthscale')
+        optim_point_y[0] = np.log10(m.get('rbf_variance')) - np.log10(m.get('white_variance'));
         
         # optimize
+        m.ensure_default_constraints()
         m.optimize(xtol=1e-6,ftol=1e-6)
 
-        params = m._get_params()
-        optim_point_x[1] = params[1]
-        optim_point_y[1] = np.log10(params[0]) - np.log10(params[2]);
-        print(m)
+        optim_point_x[1] = m.get('rbf_lengthscale')
+        optim_point_y[1] = np.log10(m.get('rbf_variance')) - np.log10(m.get('white_variance'));
         
         pb.arrow(optim_point_x[0], optim_point_y[0], optim_point_x[1]-optim_point_x[0], optim_point_y[1]-optim_point_y[0], label=str(i), head_length=1, head_width=0.5, fc='k', ec='k')
         models.append(m)

GPy/models/GP_regression.py

@@ -63,10 +63,10 @@ class GP_regression(model):
             self._Ystd = np.ones((1,self.Y.shape[1]))
 
         if self.D > self.N:
-            # then it's more efficient to store Youter
-            self.Youter = np.dot(self.Y, self.Y.T)
+            # then it's more efficient to store YYT
+            self.YYT = np.dot(self.Y, self.Y.T)
         else:
-            self.Youter = None
+            self.YYT = None
 
         model.__init__(self)
 
@@ -83,23 +83,23 @@ class GP_regression(model):
 
     def _model_fit_term(self):
         """
-        Computes the model fit using Youter if it's available
+        Computes the model fit using YYT if it's available
         """
-        if self.Youter is None:
+        if self.YYT is None:
             return -0.5*np.sum(np.square(np.dot(self.Li,self.Y)))
         else:
-            return -0.5*np.sum(np.multiply(self.Ki, self.Youter))
+            return -0.5*np.sum(np.multiply(self.Ki, self.YYT))
 
     def log_likelihood(self):
         complexity_term = -0.5*self.N*self.D*np.log(2.*np.pi) - 0.5*self.D*self.K_logdet
         return complexity_term + self._model_fit_term()
 
     def dL_dK(self):
-        if self.Youter is None:
+        if self.YYT is None:
             alpha = np.dot(self.Ki,self.Y)
             dL_dK = 0.5*(np.dot(alpha,alpha.T)-self.D*self.Ki)
         else:
-            dL_dK = 0.5*(mdot(self.Ki, self.Youter, self.Ki) - self.D*self.Ki)
+            dL_dK = 0.5*(mdot(self.Ki, self.YYT, self.Ki) - self.D*self.Ki)
 
         return dL_dK
 

GPy/models/generalized_FITC.py

@@ -91,9 +91,9 @@ class generalized_FITC(model):
 
     def log_likelihood(self):
         self.posterior_param()
-        self.Youter = np.dot(self.mu_tilde,self.mu_tilde.T)
+        self.YYT = np.dot(self.mu_tilde,self.mu_tilde.T)
         A = -self.hld
-        B = -.5*np.sum(self.Qi*self.Youter)
+        B = -.5*np.sum(self.Qi*self.YYT)
         C = sum(np.log(self.ep_approx.Z_hat))
         D = .5*np.sum(np.log(1./self.ep_approx.tau_tilde + 1./self.ep_approx.tau_))
         E = .5*np.sum((self.ep_approx.v_/self.ep_approx.tau_ - self.mu_tilde.flatten())**2/(1./self.ep_approx.tau_ + 1./self.ep_approx.tau_tilde))

GPy/models/warped_GP.py

@@ -48,9 +48,9 @@ class warpedGP(GP_regression):
 
         # this supports the 'smart' behaviour in GP_regression
         if self.D > self.N:
-            self.Youter = np.dot(self.Y, self.Y.T)
+            self.YYT = np.dot(self.Y, self.Y.T)
         else:
-            self.Youter = None
+            self.YYT = None
 
         return self.Y