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a simple test for fitc

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James Hensman 2014-03-20 09:23:52 +00:00
parent d88c821c18
commit c353ac67e6
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GPy/testing/fitc.py Normal file
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# Copyright (c) 2014, James Hensman
# Licensed under the BSD 3-clause license (see LICENSE.txt)
import unittest
import numpy as np
import GPy
class FITCtest(unittest.TestCase):
def setUp(self):
######################################
# # 1 dimensional example
N = 20
# sample inputs and outputs
self.X1D = np.random.uniform(-3., 3., (N, 1))
self.Y1D = np.sin(self.X1D) + np.random.randn(N, 1) * 0.05
######################################
# # 2 dimensional example
# sample inputs and outputs
self.X2D = np.random.uniform(-3., 3., (N, 2))
self.Y2D = np.sin(self.X2D[:, 0:1]) * np.sin(self.X2D[:, 1:2]) + np.random.randn(N, 1) * 0.05
def test_fitc_1d(self):
m = GPy.models.SparseGPRegression(self.X1D, self.Y1D)
m.inference_method=GPy.inference.latent_function_inference.FITC()
self.assertTrue(m.checkgrad())
def test_fitc_2d(self):
m = GPy.models.SparseGPRegression(self.X2D, self.Y2D)
m.inference_method=GPy.inference.latent_function_inference.FITC()
self.assertTrue(m.checkgrad())