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general changes to bebugging code

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This commit is contained in:
James Hensman 2013-01-16 11:21:55 +00:00
parent a6300fab10
commit 9f05744374
3 changed files with 29 additions and 18 deletions
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41
grid_parameters.py
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@ -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()