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new test heteroscedastic noise model

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Ricardo 2014-04-17 15:51:47 +01:00
parent b6c4c39261
commit ac4103a537
1 changed files with 10 additions and 0 deletions
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10
GPy/testing/model_tests.py
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@ -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()