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Merge branch 'devel' of github.com:SheffieldML/GPy into devel
Conflicts: GPy/examples/classification.py
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commit
c129b98b3b
26 changed files with 316 additions and 177 deletions
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@ -11,18 +11,20 @@ from sparse_gp import SparseGP
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class FITC(SparseGP):
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"""
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sparse FITC approximation
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Sparse FITC approximation
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:param X: inputs
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:type X: np.ndarray (num_data x Q)
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:param likelihood: a likelihood instance, containing the observed data
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:type likelihood: GPy.likelihood.(Gaussian | EP)
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:param kernel : the kernel (covariance function). See link kernels
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:param kernel: the kernel (covariance function). See link kernels
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:type kernel: a GPy.kern.kern instance
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:param Z: inducing inputs (optional, see note)
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:type Z: np.ndarray (M x Q) | None
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:param normalize_(X|Y) : whether to normalize the data before computing (predictions will be in original scales)
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:param normalize_(X|Y): whether to normalize the data before computing (predictions will be in original scales)
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:type normalize_(X|Y): bool
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"""
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def __init__(self, X, likelihood, kernel, Z, normalize_X=False):
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@ -49,6 +49,7 @@ class Mapping(Parameterized):
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def plot(self, plot_limits=None, which_data='all', which_parts='all', resolution=None, levels=20, samples=0, fignum=None, ax=None, fixed_inputs=[], linecol=Tango.colorsHex['darkBlue']):
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"""
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Plot the mapping.
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Plots the mapping associated with the model.
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@ -79,8 +80,7 @@ class Mapping(Parameterized):
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:type fixed_inputs: a list of tuples
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:param linecol: color of line to plot.
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:type linecol:
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:param levels: for 2D plotting, the number of contour levels to use
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is ax is None, create a new figure
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:param levels: for 2D plotting, the number of contour levels to use is ax is None, create a new figure
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"""
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# TODO include samples
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@ -56,10 +56,11 @@ class Model(Parameterized):
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def set_prior(self, regexp, what):
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"""
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Sets priors on the model parameters.
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Notes
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-----
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**Notes**
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Asserts that the prior is suitable for the constraint. If the
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wrong constraint is in place, an error is raised. If no
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constraint is in place, one is added (warning printed).
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@ -185,8 +186,8 @@ class Model(Parameterized):
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be handled silently. If _all_ runs fail, the model is reset to the
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existing parameter values.
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Notes
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-----
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**Notes**
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:param num_restarts: number of restarts to use (default 10)
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:type num_restarts: int
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:param robust: whether to handle exceptions silently or not (default False)
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@ -195,7 +196,9 @@ class Model(Parameterized):
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:type parallel: bool
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:param num_processes: number of workers in the multiprocessing pool
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:type numprocesses: int
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**kwargs are passed to the optimizer. They can be:
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\*\*kwargs are passed to the optimizer. They can be:
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:param max_f_eval: maximum number of function evaluations
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:type max_f_eval: int
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:param max_iters: maximum number of iterations
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@ -203,9 +206,7 @@ class Model(Parameterized):
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:param messages: whether to display during optimisation
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:type messages: bool
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..Note: If num_processes is None, the number of workes in the multiprocessing pool is automatically
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set to the number of processors on the current machine.
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.. note:: If num_processes is None, the number of workes in the multiprocessing pool is automatically set to the number of processors on the current machine.
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"""
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initial_parameters = self._get_params_transformed()
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@ -231,17 +231,19 @@ class Parameterized(object):
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def constrain_fixed(self, regexp, value=None):
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"""
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Arguments
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---------
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:param regexp: which parameters need to be fixed.
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:type regexp: ndarray(dtype=int) or regular expression object or string
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:param value: the vlaue to fix the parameters to. If the value is not specified,
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the parameter is fixed to the current value
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:type value: float
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Notes
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-----
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**Notes**
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Fixing a parameter which is tied to another, or constrained in some way will result in an error.
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To fix multiple parameters to the same value, simply pass a regular expression which matches both parameter names, or pass both of the indexes
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To fix multiple parameters to the same value, simply pass a regular expression which matches both parameter names, or pass both of the indexes.
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"""
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matches = self.grep_param_names(regexp)
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overlap = set(matches).intersection(set(self.all_constrained_indices()))
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@ -16,16 +16,17 @@ class SparseGP(GPBase):
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:type X: np.ndarray (num_data x input_dim)
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:param likelihood: a likelihood instance, containing the observed data
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:type likelihood: GPy.likelihood.(Gaussian | EP | Laplace)
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:param kernel : the kernel (covariance function). See link kernels
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:param kernel: the kernel (covariance function). See link kernels
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:type kernel: a GPy.kern.kern instance
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:param X_variance: The uncertainty in the measurements of X (Gaussian variance)
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:type X_variance: np.ndarray (num_data x input_dim) | None
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:param Z: inducing inputs (optional, see note)
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:type Z: np.ndarray (num_inducing x input_dim) | None
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:param num_inducing : Number of inducing points (optional, default 10. Ignored if Z is not None)
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:param num_inducing: Number of inducing points (optional, default 10. Ignored if Z is not None)
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:type num_inducing: int
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:param normalize_(X|Y) : whether to normalize the data before computing (predictions will be in original scales)
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:param normalize_(X|Y): whether to normalize the data before computing (predictions will be in original scales)
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:type normalize_(X|Y): bool
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"""
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def __init__(self, X, likelihood, kernel, Z, X_variance=None, normalize_X=False):
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@ -306,10 +307,11 @@ class SparseGP(GPBase):
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def predict(self, Xnew, X_variance_new=None, which_parts='all', full_cov=False):
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"""
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Predict the function(s) at the new point(s) Xnew.
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Arguments
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---------
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**Arguments**
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:param Xnew: The points at which to make a prediction
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:type Xnew: np.ndarray, Nnew x self.input_dim
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:param X_variance_new: The uncertainty in the prediction points
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@ -14,6 +14,7 @@ import sys
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class SVIGP(GPBase):
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"""
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Stochastic Variational inference in a Gaussian Process
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:param X: inputs
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@ -22,25 +23,26 @@ class SVIGP(GPBase):
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:type Y: np.ndarray of observations (N x D)
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:param batchsize: the size of a h
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Additional kwargs are used as for a sparse GP. They include
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Additional kwargs are used as for a sparse GP. They include:
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:param q_u: canonical parameters of the distribution squasehd into a 1D array
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:type q_u: np.ndarray
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:param M : Number of inducing points (optional, default 10. Ignored if Z is not None)
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:param M: Number of inducing points (optional, default 10. Ignored if Z is not None)
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:type M: int
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:param kernel : the kernel/covariance function. See link kernels
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:param kernel: the kernel/covariance function. See link kernels
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:type kernel: a GPy kernel
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:param Z: inducing inputs (optional, see note)
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:type Z: np.ndarray (M x Q) | None
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:param X_uncertainty: The uncertainty in the measurements of X (Gaussian variance)
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:type X_uncertainty: np.ndarray (N x Q) | None
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:param Zslices: slices for the inducing inputs (see slicing TODO: link)
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:param M : Number of inducing points (optional, default 10. Ignored if Z is not None)
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:param M: Number of inducing points (optional, default 10. Ignored if Z is not None)
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:type M: int
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:param beta: noise precision. TODO> ignore beta if doing EP
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:param beta: noise precision. TODO: ignore beta if doing EP
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:type beta: float
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:param normalize_(X|Y) : whether to normalize the data before computing (predictions will be in original scales)
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:param normalize_(X|Y): whether to normalize the data before computing (predictions will be in original scales)
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:type normalize_(X|Y): bool
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"""
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