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[sparsegplvm] added sparsegplvm and tests for minibatch sparsegplvm

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mzwiessele 2016-03-07 13:39:32 +00:00
parent 99caca6702
commit b0347c5108
4 changed files with 107 additions and 2 deletions
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13
GPy/testing/model_tests.py
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@ -515,16 +515,27 @@ class GradientTests(np.testing.TestCase):
rbflin = GPy.kern.RBF(1) + GPy.kern.White(1)
self.check_model(rbflin, model_type='SparseGPRegression', dimension=1, uncertain_inputs=1)
def test_GPLVM_rbf_bias_white_kern_2D(self):
""" Testing GPLVM with rbf + bias kernel """
N, input_dim, D = 50, 1, 2
X = np.random.rand(N, input_dim)
k = GPy.kern.RBF(input_dim, 0.5, 0.9 * np.ones((1,))) + GPy.kern.Bias(input_dim, 0.1) + GPy.kern.White(input_dim, 0.05)
k = GPy.kern.RBF(input_dim, 0.5, 0.9 * np.ones((1,))) + GPy.kern.Bias(input_dim, 0.1) + GPy.kern.White(input_dim, 0.05) + GPy.kern.Matern32(input_dim) + GPy.kern.Matern52(input_dim)
K = k.K(X)
Y = np.random.multivariate_normal(np.zeros(N), K, input_dim).T
m = GPy.models.GPLVM(Y, input_dim, kernel=k)
self.assertTrue(m.checkgrad())
def test_SparseGPLVM_rbf_bias_white_kern_2D(self):
""" Testing GPLVM with rbf + bias kernel """
N, input_dim, D = 50, 1, 2
X = np.random.rand(N, input_dim)
k = GPy.kern.RBF(input_dim, 0.5, 0.9 * np.ones((1,))) + GPy.kern.Bias(input_dim, 0.1) + GPy.kern.White(input_dim, 0.05) + GPy.kern.Matern32(input_dim) + GPy.kern.Matern52(input_dim)
K = k.K(X)
Y = np.random.multivariate_normal(np.zeros(N), K, input_dim).T
m = GPy.models.SparseGPLVM(Y, input_dim, kernel=k)
self.assertTrue(m.checkgrad())
def test_BCGPLVM_rbf_bias_white_kern_2D(self):
""" Testing GPLVM with rbf + bias kernel """
N, input_dim, D = 50, 1, 2