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sparse GP regression now working on this branch
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5 changed files with 34 additions and 26 deletions
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@ -21,7 +21,7 @@ X = np.random.uniform(-3.,3.,(N,1))
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Y = np.sin(X)+np.random.randn(N,1)*0.05
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# construct kernel
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rbf = GPy.kern.Matern52(1)
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rbf = GPy.kern.rbf(1)
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noise = GPy.kern.white(1)
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kernel = rbf + noise
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@ -37,7 +37,7 @@ m1.constrain_positive('(variance|lengthscale|precision)')
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#check gradient FIXME unit test please
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m1.checkgrad()
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# optimize and plot
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m1.optimize('bfgs', messages = 1)
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m1.optimize('tnc', messages = 1)
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m1.plot()
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# print(m1)
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