added BGPLVM demo (not working yet)

GPy/examples/BGPLVM_demo.py

@@ -0,0 +1,33 @@
+# Copyright (c) 2012, GPy authors (see AUTHORS.txt).
+# Licensed under the BSD 3-clause license (see LICENSE.txt)
+
+import numpy as np
+import pylab as pb
+import GPy
+np.random.seed(123344)
+
+N = 10
+M = 3
+Q = 2
+D = 3
+#generate GPLVM-like data
+X = np.random.rand(N, Q)
+k = GPy.kern.rbf(Q) + GPy.kern.white(Q, 0.00001)
+K = k.K(X)
+Y = np.random.multivariate_normal(np.zeros(N),K,D).T
+
+k = GPy.kern.rbf(Q) + GPy.kern.bias(Q) + GPy.kern.white(Q, 0.00001)
+# k = GPy.kern.rbf_ARD(Q)  + GPy.kern.white(Q, 0.00001)
+m = GPy.models.Bayesian_GPLVM(Y, Q, kernel = k,  M=M)
+m.constrain_positive('(rbf|bias|noise|white|S)')
+# m.constrain_fixed('S', 1)
+
+# pb.figure()
+# m.plot()
+# pb.title('PCA initialisation')
+# pb.figure()
+# m.optimize(messages = 1)
+# m.plot()
+# pb.title('After optimisation')
+m.randomize()
+m.checkgrad(verbose = 1)