diff --git a/GPy/models/sparse_GP_regression.py b/GPy/models/sparse_GP_regression.py index 561aaca4..6313f4f7 100644 --- a/GPy/models/sparse_GP_regression.py +++ b/GPy/models/sparse_GP_regression.py @@ -269,7 +269,9 @@ class sgp_debugE(sparse_GP_regression): self.dL_dpsi2 = - 0.5 * self.beta * (self.G) # Compute dL_dKmm - self.dL_dKmm = np.dot(np.dot(self.G,self.beta*self.psi2) - np.dot(self.LBL_inv, self.psi1VVpsi1), self.Kmmi) + 0.5*self.G # dE + tmp = mdot(self.beta*self.psi2, self.Kmmi, self.psi1VVpsi1) + self.dL_dKmm = -0.5*mdot(self.Kmmi,tmp + tmp.T + self.psi1VVpsi1,self.Kmmi) + #self.dL_dKmm = np.dot(np.dot(self.G,self.beta*self.psi2) - np.dot(self.LBL_inv, self.psi1VVpsi1), self.Kmmi) + 0.5*self.G # dE def log_likelihood(self): A = -0.5*self.N*self.D*(np.log(2.*np.pi) - np.log(self.beta)) diff --git a/GPy/util/linalg.py b/GPy/util/linalg.py index 092589a9..7414eb29 100644 --- a/GPy/util/linalg.py +++ b/GPy/util/linalg.py @@ -63,8 +63,8 @@ def jitchol(A,maxtries=5): raise linalg.LinAlgError, "not pd: negative diagonal elements" jitter= diagA.mean()*1e-6 for i in range(1,maxtries+1): + print 'Warning: adding jitter of '+str(jitter) try: - print 'Warning: adding jitter of '+str(jitter) return linalg.cholesky(A+np.eye(A.shape[0])*jitter, lower = True) except: jitter *= 10 diff --git a/grid_parameters.py b/grid_parameters.py index e15aab6e..011204ee 100644 --- a/grid_parameters.py +++ b/grid_parameters.py @@ -8,41 +8,50 @@ pb.close('all') N = 1000 M = 10 -resolution=3 +resolution=5 X = np.linspace(0,12,N)[:,None] Z = np.linspace(0,12,M)[:,None] # inducing points (fixed for now) Y = np.sin(X) + np.random.randn(*X.shape)/np.sqrt(50.) -k = GPy.kern.rbf(1) - +#k = GPy.kern.rbf(1) +k = GPy.kern.Matern32(1) + GPy.kern.white(1) models = [GPy.models.sparse_GP_regression(X,Y,Z=Z,kernel=k), GPy.models.sgp_debugB(X,Y,Z=Z,kernel=k), - GPy.models.sgp_debugC(X,Y,Z=Z,kernel=k), - GPy.models.sgp_debugE(X,Y,Z=Z,kernel=k)] -#[m.constrain_fixed('iip') for m in models] -#m.constrain_fixed('white',1e-6) -#[m.constrain_fixed('precision',50) for m in models] -#[m.ensure_default_constraints() for m in models] + GPy.models.sgp_debugC(X,Y,Z=Z,kernel=k)]#, + #GPy.models.sgp_debugE(X,Y,Z=Z,kernel=k)] +[m.constrain_fixed('white',0.001) for m in models] -xx,yy = np.mgrid[1.5:4:0+resolution*1j,-2:2:0+resolution*1j] +#xx,yy = np.mgrid[1.5:4:0+resolution*1j,-2:2:0+resolution*1j] +xx,yy = np.mgrid[3:16:0+resolution*1j,-2:2:0+resolution*1j] lls = [] cgs = [] +grads = [] +count = 0 for l,v in zip(xx.flatten(),yy.flatten()): + count += 1 + print count, 'of', resolution**2 + sys.stdout.flush() + [m.set('lengthscale',l) for m in models] - [m.set('rbf_variance',10.**v) for m in models] - lls.append(models[0].log_likelihood()) + [m.set('_variance',10.**v) for m in models] + lls.append([m.log_likelihood() for m in models]) + grads.append([m.log_likelihood_gradients() for m in models]) cgs.append([m.checkgrad(verbose=0,return_ratio=True) for m in models]) -lls = np.array(lls).reshape(resolution,resolution) -cgs = np.array(zip(*cgs),dtype=np.float64).reshape(-1,resolution,resolution) +lls = np.array(zip(*lls)).reshape(-1,resolution,resolution) +cgs = np.array(zip(*cgs)).reshape(-1,resolution,resolution) -for cg in cgs: +for ll,cg in zip(lls,cgs): pb.figure() - pb.contourf(xx,yy,lls,50,cmap=pb.cm.gray) + pb.contourf(xx,yy,ll,100,cmap=pb.cm.gray) pb.colorbar() + try: + pb.contour(xx,yy,np.exp(ll),colors='k') + except: + pass pb.scatter(xx.flatten(),yy.flatten(),20,np.log(np.abs(cg.flatten())),cmap=pb.cm.jet,linewidth=0) pb.colorbar()