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update the set_XY function
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1 changed files with 44 additions and 16 deletions
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@ -93,21 +93,51 @@ class GP(Model):
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self.link_parameter(self.kern)
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self.link_parameter(self.likelihood)
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def set_XY(self, X=None, Y=None):
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"""
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Set the input / output of the model
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:param X: input observations
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:param Y: output observations
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"""
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self.update_model(False)
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if Y is not None:
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if self.normalizer is not None:
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self.normalizer.scale_by(Y)
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self.Y_normalized = ObsAr(self.normalizer.normalize(Y))
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self.Y = Y
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else:
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self.Y = ObsAr(Y)
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self.Y_normalized = self.Y
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if X is not None:
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if self.X in self.parameters:
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# LVM models
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from ..core.parameterization.variational import VariationalPosterior
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if isinstance(self.X, VariationalPosterior):
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assert isinstance(X, type(self.X), "The given X must have the same type as the X in the model!")
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self.unlink_parameter(self.X)
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self.X = X
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self.link_parameters(self.X)
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else:
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self.unlink_parameter(self.X)
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from ..core import Param
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self.X = Param('latent mean',X)
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self.link_parameters(self.X)
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else:
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self.X = ObsAr(X)
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self.update_model(True)
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def set_X(self,X):
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# TODO: it does not work with BGPLVM
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if isinstance(X, ObsAr):
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self.X = X
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else:
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self.X = ObsAr(X)
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"""
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Set the input of the model
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"""
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self.set_XY(X=X)
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def set_Y(self,Y):
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if self.normalizer is not None:
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self.normalizer.scale_by(Y)
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self.Y_normalized = ObsAr(self.normalizer.normalize(Y))
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self.Y = Y
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else:
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self.Y = ObsAr(Y)
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self.Y_normalized = self.Y
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"""
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Set the input of the model
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"""
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self.set_XY(Y=Y)
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def parameters_changed(self):
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self.posterior, self._log_marginal_likelihood, self.grad_dict = self.inference_method.inference(self.kern, self.X, self.likelihood, self.Y_normalized, self.Y_metadata)
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@ -359,14 +389,12 @@ class GP(Model):
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"""
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Infer the distribution of X for the new observed data *Y_new*.
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:param model: the GPy model used in inference
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:type model: GPy.core.Model
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:param Y_new: the new observed data for inference
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:type Y_new: numpy.ndarray
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:param optimize: whether to optimize the location of new X (True by default)
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:type optimize: boolean
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:return: a tuple containing the estimated posterior distribution of X and the model that optimize X
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:rtype: (GPy.core.parameterization.variational.VariationalPosterior, GPy.core.Model)
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:return: a tuple containing the posterior estimation of X and the model that optimize X
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:rtype: (GPy.core.parameterization.variational.VariationalPosterior or numpy.ndarray, GPy.core.Model)
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"""
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from ..inference.latent_function_inference.inferenceX import infer_newX
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return infer_newX(self, Y_new, optimize=optimize)
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