adding the beginnings of some benchmarks

benchmarks/boston_housing.py

@@ -0,0 +1,44 @@
+import numpy as np
+import GPy
+
+def load_housing_data():
+    X = np.loadtxt('housing.data')
+    X, Y = X[:,:-1], X[:,-1:]
+
+    #scale the X data
+    xmax, xmin = X.max(0), X.min(0)
+    X = (X-xmin)/(xmax-xmin)
+
+    #loy the response
+    Y = np.log(Y)
+    return X, Y
+
+def fit_full_GP():
+    X, Y = load_housing_data()
+    k = GPy.kern.RBF(X.shape[1], ARD=True) + GPy.kern.Linear(X.shape[1])
+    m = GPy.models.GPRegression(X, Y, kernel=k)
+    m.optimize('bfgs', max_iters=400, gtol=0)
+    return m
+
+def fit_svgp_st():
+    np.random.seed(0)
+    X, Y = load_housing_data()
+
+    Z = X[np.random.permutation(X.shape[0])[:100]]
+    k = GPy.kern.RBF(X.shape[1], ARD=True) + GPy.kern.Linear(X.shape[1]) + GPy.kern.White(1,0.01)
+
+    lik = GPy.likelihoods.StudentT(deg_free=3.)
+    m = GPy.core.SVGP(X, Y, Z=Z, kernel=k, likelihood=lik)
+    [m.optimize('scg', max_iters=40, gtol=0, messages=1, xtol=0, ftol=0) for i in range(10)]
+    m.optimize('bfgs', max_iters=4000, gtol=0, messages=1, xtol=0, ftol=0)
+    return m
+
+
+
+
+
+
+if __name__=="__main__":
+    import timeit
+
+