From ac4103a537b7bf5d5901cf10512e68b92bff7d10 Mon Sep 17 00:00:00 2001 From: Ricardo Date: Thu, 17 Apr 2014 15:51:47 +0100 Subject: [PATCH] new test heteroscedastic noise model --- GPy/testing/model_tests.py | 10 ++++++++++ 1 file changed, 10 insertions(+) diff --git a/GPy/testing/model_tests.py b/GPy/testing/model_tests.py index 6f80f418..0eb45096 100644 --- a/GPy/testing/model_tests.py +++ b/GPy/testing/model_tests.py @@ -401,6 +401,16 @@ class GradientTests(np.testing.TestCase): m.constrain_fixed('.*rbf_var', 1.) self.assertTrue(m.checkgrad()) + def test_gp_heteroscedastic_regression(self): + num_obs = 25 + X = np.random.randint(0,140,num_obs) + X = X[:,None] + Y = 25. + np.sin(X/20.) * 2. + np.random.rand(num_obs)[:,None] + kern = GPy.kern.Bias(1) + GPy.kern.RBF(1) + m = GPy.models.GPHeteroscedasticRegression(X,Y,kern) + self.assertTrue(m.checkgrad()) + + if __name__ == "__main__": print "Running unit tests, please be (very) patient..." unittest.main()