Merge branch 'params' of github.com:SheffieldML/GPy into params

Conflicts:
	GPy/core/parameterization/param.py

GPy/core/parameterization/param.py

@@ -153,23 +153,6 @@ class Param(ObservableArray, Constrainable, Gradcheckable):
     def _collect_gradient(self, target):
         target[:] = self.gradient.flat
     #===========================================================================
-    # Fixing Parameters:
-    #===========================================================================
-    def constrain_fixed(self, warning=True):
-        """
-        Constrain this paramter to be fixed to the current value it carries.
-
-        :param warning: print a warning for overwriting constraints.
-        """
-        self._highest_parent_._fix(self, warning)
-    fix = constrain_fixed
-    def unconstrain_fixed(self):
-        """
-        This parameter will no longer be fixed.
-        """
-        self._highest_parent_._unfix(self)
-    unfix = unconstrain_fixed
-    #===========================================================================
     # Tying operations -> bugged, TODO
     #===========================================================================
     def tie_to(self, param):

GPy/core/parameterization/parameter_core.py

@@ -94,6 +94,25 @@ class Constrainable(Nameable):
     def __init__(self, name):
         super(Constrainable,self).__init__(name)
     #===========================================================================
+    # Fixing Parameters:
+    #===========================================================================
+    def constrain_fixed(self, value=None, warning=True):
+        """
+        Constrain this paramter to be fixed to the current value it carries.
+
+        :param warning: print a warning for overwriting constraints.
+        """
+        if value is not None:
+            self[:] = value
+        self._highest_parent_._fix(self,warning)
+    fix = constrain_fixed
+    def unconstrain_fixed(self):
+        """
+        This parameter will no longer be fixed.
+        """
+        self._highest_parent_._unfix(self)
+    unfix = unconstrain_fixed
+    #===========================================================================
     # Constrain operations -> done
     #===========================================================================
     def constrain(self, transform, warning=True, update=True):

GPy/examples/non_gaussian.py

@@ -37,39 +37,43 @@ def student_t_approx(optimize=True, plot=True):
 
     # Kernel object
     kernel1 = GPy.kern.rbf(X.shape[1]) + GPy.kern.white(X.shape[1])
-    kernel2 = kernel1.copy()
+    kernel2 = GPy.kern.rbf(X.shape[1]) + GPy.kern.white(X.shape[1])
-    kernel3 = kernel1.copy()
+    kernel3 = GPy.kern.rbf(X.shape[1]) + GPy.kern.white(X.shape[1])
-    kernel4 = kernel1.copy()
+    kernel4 = GPy.kern.rbf(X.shape[1]) + GPy.kern.white(X.shape[1])
 
     #Gaussian GP model on clean data
     m1 = GPy.models.GPRegression(X, Y.copy(), kernel=kernel1)
     # optimize
     m1.ensure_default_constraints()
-    m1.constrain_fixed('white', 1e-5)
+    m1['white'] = 1e-5
+    m1['white'].constrain_fixed('white')
     m1.randomize()
 
     #Gaussian GP model on corrupt data
     m2 = GPy.models.GPRegression(X, Yc.copy(), kernel=kernel2)
     m2.ensure_default_constraints()
-    m2.constrain_fixed('white', 1e-5)
+    m1['white'] = 1e-5
+    m1['white'].constrain_fixed('white')
     m2.randomize()
 
     #Student t GP model on clean data
-    t_distribution = GPy.likelihoods.noise_model_constructors.student_t(deg_free=deg_free, sigma2=edited_real_sd)
+    t_distribution = GPy.likelihoods.StudentT(deg_free=deg_free, sigma2=edited_real_sd)
-    stu_t_likelihood = GPy.likelihoods.Laplace(Y.copy(), t_distribution)
+    laplace_inf = GPy.inference.latent_function_inference.LaplaceInference()
-    m3 = GPy.models.GPRegression(X, Y.copy(), kernel3, likelihood=stu_t_likelihood)
+    m3 = GPy.core.GP(X, Y.copy(), kernel3, likelihood=t_distribution, inference_method=laplace_inf)
     m3.ensure_default_constraints()
-    m3.constrain_bounded('t_noise', 1e-6, 10.)
+    m3['t_noise'].constrain_bounded(1e-6, 10.)
-    m3.constrain_fixed('white', 1e-5)
+    m3['white'] = 1e-5
+    m3['white'].constrain_fixed()
     m3.randomize()
 
     #Student t GP model on corrupt data
-    t_distribution = GPy.likelihoods.noise_model_constructors.student_t(deg_free=deg_free, sigma2=edited_real_sd)
+    t_distribution = GPy.likelihoods.StudentT(deg_free=deg_free, sigma2=edited_real_sd)
-    corrupt_stu_t_likelihood = GPy.likelihoods.Laplace(Yc.copy(), t_distribution)
+    laplace_inf = GPy.inference.latent_function_inference.LaplaceInference()
-    m4 = GPy.models.GPRegression(X, Yc.copy(), kernel4, likelihood=corrupt_stu_t_likelihood)
+    m4 = GPy.core.GP(X, Yc.copy(), kernel4, likelihood=t_distribution, inference_method=laplace_inf)
     m4.ensure_default_constraints()
-    m4.constrain_bounded('t_noise', 1e-6, 10.)
+    m4['t_noise'].constrain_bounded(1e-6, 10.)
-    m4.constrain_fixed('white', 1e-5)
+    m4['white'] = 1e-5
+    m4['white'].constrain_fixed()
     m4.randomize()
 
     if optimize:

GPy/examples/regression.py

@@ -281,11 +281,12 @@ def toy_poisson_rbf_1d_laplace(optimize=True, plot=True):
     f_true = np.random.multivariate_normal(np.zeros(x_len), GPy.kern.rbf(1).K(X))
     Y = np.array([np.random.poisson(np.exp(f)) for f in f_true])[:,None]
 
-    noise_model = GPy.likelihoods.poisson()
+    kern = GPy.kern.rbf(1)
-    likelihood = GPy.likelihoods.Laplace(Y,noise_model)
+    poisson_lik = GPy.likelihoods.Poisson()
+    laplace_inf = GPy.inference.latent_function_inference.LaplaceInference()
 
     # create simple GP Model
-    m = GPy.models.GPRegression(X, Y, likelihood=likelihood)
+    m = GPy.core.GP(X, Y, kernel=kern, likelihood=poisson_lik, inference_method=laplace_inf)
 
     if optimize:
         m.optimize(optimizer)

GPy/inference/latent_function_inference/laplace.py

@@ -11,9 +11,8 @@
 #http://gaussianprocess.org/gpml/code.
 
 import numpy as np
-from ...util.linalg import mdot, jitchol, pddet, dpotrs, dtrtrs, dpotri, symmetrify
+from ...util.linalg import mdot, jitchol, dpotrs, dtrtrs, dpotri, symmetrify
 from ...util.misc import param_to_array
-from functools import partial as partial_func
 from posterior import Posterior
 import warnings
 from scipy import optimize
@@ -85,7 +84,6 @@ class LaplaceInference(object):
         Ki_f = Ki_f_init.copy()
         f = np.dot(K, Ki_f)
 
-
         #define the objective function (to be maximised)
         def obj(Ki_f, f):
             return -0.5*np.dot(Ki_f.flatten(), f.flatten()) + likelihood.logpdf(f, Y, extra_data=Y_metadata)
@@ -205,14 +203,6 @@ class LaplaceInference(object):
 
         return log_marginal, woodbury_vector, K_Wi_i, dL_dK, dL_dthetaL
 
-
-    #def likelihood_gradients(self, f_hat, K, Y, Ki_W_i, dL_dfhat, I_KW_i, likelihood, Y_metadata):
-        #"""
-        #Gradients with respect to likelihood parameters (dL_dthetaL)
-
-        #:rtype: array of derivatives (1 x num_likelihood_params)
-        #"""
-
     def _compute_B_statistics(self, K, W, log_concave):
         """
         Rasmussen suggests the use of a numerically stable positive definite matrix B
@@ -245,6 +235,5 @@ class LaplaceInference(object):
         #K_Wi_i_2 , _= dpotri(L2)
         #symmetrify(K_Wi_i_2)
 
-
         return K_Wi_i, L, LiW12
 

GPy/likelihoods/poisson.py

@@ -19,8 +19,11 @@ class Poisson(Likelihood):
     .. Note::
         Y is expected to take values in {0,1,2,...}
     """
-    def __init__(self,gp_link=None,analytical_mean=False,analytical_variance=False):
+    def __init__(self, gp_link=None):
-        super(Poisson, self).__init__(gp_link,analytical_mean,analytical_variance)
+        if gp_link is None:
+            gp_link = link_functions.Log_ex_1()
+
+        super(Poisson, self).__init__(gp_link, name='Poisson')
 
     def _preprocess_values(self,Y):
         return Y

GPy/likelihoods/student_t.py

@@ -244,7 +244,7 @@ class StudentT(Likelihood):
         d2logpdf_dlink2_dv = np.zeros_like(d2logpdf_dlink2_dvar) #FIXME: Not done yet
         return np.hstack((d2logpdf_dlink2_dvar, d2logpdf_dlink2_dv))
 
-    def _predictive_variance_analytical(self, mu, sigma, predictive_mean=None):
+    def predictive_variance(self, mu, sigma, predictive_mean=None):
         """
         Compute predictive variance of student_t*normal p(y*|f*)p(f*)
 
@@ -264,7 +264,7 @@ class StudentT(Likelihood):
 
         return true_var
 
-    def _predictive_mean_analytical(self, mu, sigma):
+    def predictive_mean(self, mu, sigma):
         """
         Compute mean of the prediction
         """

GPy/testing/likelihood_tests.py

@@ -86,7 +86,7 @@ class TestNoiseModels(object):
     Generic model checker
     """
     def setUp(self):
-        self.N = 5
+        self.N = 15
         self.D = 3
         self.X = np.random.rand(self.N, self.D)*10
 
@@ -104,7 +104,7 @@ class TestNoiseModels(object):
         self.var = np.random.rand(1)
 
         #Make a bigger step as lower bound can be quite curved
-        self.step = 1e-3
+        self.step = 1e-4
 
     def tearDown(self):
         self.Y = None
@@ -165,11 +165,20 @@ class TestNoiseModels(object):
                                 },
                             "laplace": True
                             },
+                        "Student_t_small_deg_free": {
+                            "model": GPy.likelihoods.StudentT(deg_free=1.5, sigma2=self.var),
+                            "grad_params": {
+                                "names": ["t_noise"],
+                                "vals": [self.var],
+                                "constraints": [("t_noise", constrain_positive), ("deg_free", constrain_fixed)]
+                                },
+                            "laplace": True
+                            },
                         "Student_t_small_var": {
                             "model": GPy.likelihoods.StudentT(deg_free=5, sigma2=self.var),
                             "grad_params": {
                                 "names": ["t_noise"],
-                                "vals": [0.01],
+                                "vals": [0.0001],
                                 "constraints": [("t_noise", constrain_positive), ("deg_free", constrain_fixed)]
                                 },
                             "laplace": True