Merge branch 'devel' of github.com:SheffieldML/GPy into ties

for new bug fix
This commit is contained in:
Zhenwen Dai 2014-09-05 14:36:15 +01:00
commit c9f3d652b7
27 changed files with 930 additions and 296 deletions

View file

@ -368,4 +368,13 @@ class Model(Parameterized):
self.optimizer_array = x self.optimizer_array = x
return ret return ret
def __str__(self):
model_details = [['Name', self.name],
['Log-likelihood', '{}'.format(float(self.log_likelihood()))],
["Number of Parameters", '{}'.format(self.size)]]
from operator import itemgetter
max_len = reduce(lambda a, b: max(len(b[0]), a), model_details, 0)
to_print = [""] + ["{0:{l}} : {1}".format(name, detail, l=max_len) for name, detail in model_details] + ["Parameters:"]
to_print.append(super(Model, self).__str__())
return "\n".join(to_print)

View file

@ -155,31 +155,6 @@ class Param(Parameterizable, ObsAr):
return self._raveled_index() return self._raveled_index()
#=========================================================================== #===========================================================================
# Index recreation
#===========================================================================
def _expand_index(self, slice_index=None):
# this calculates the full indexing arrays from the slicing objects given by get_item for _real..._ attributes
# it basically translates slices to their respective index arrays and turns negative indices around
# it tells you in the second return argument if it has only seen arrays as indices
if slice_index is None:
slice_index = self._current_slice_
def f(a):
a, b = a
if isinstance(a, numpy.ndarray) and a.dtype == bool:
raise ValueError, "Boolean indexing not implemented, use Param[np.where(index)] to index by boolean arrays!"
if a not in (slice(None), Ellipsis):
if isinstance(a, slice):
start, stop, step = a.indices(b)
return numpy.r_[start:stop:step]
elif isinstance(a, (list, numpy.ndarray, tuple)):
a = numpy.asarray(a, dtype=int)
a[a < 0] = b + a[a < 0]
elif a < 0:
a = b + a
return numpy.r_[a]
return numpy.r_[:b]
return itertools.imap(f, itertools.izip_longest(slice_index[:self._realndim_], self._realshape_, fillvalue=slice(self.size)))
#===========================================================================
# Constrainable # Constrainable
#=========================================================================== #===========================================================================
def _ensure_fixes(self): def _ensure_fixes(self):
@ -261,7 +236,7 @@ class Param(Parameterizable, ObsAr):
try: try:
indices = np.indices(self._realshape_, dtype=int) indices = np.indices(self._realshape_, dtype=int)
indices = indices[(slice(None),)+slice_index] indices = indices[(slice(None),)+slice_index]
indices = np.rollaxis(indices, 0, indices.ndim).reshape(-1,2) indices = np.rollaxis(indices, 0, indices.ndim).reshape(-1,self._realndim_)
#print indices_ #print indices_
#if not np.all(indices==indices__): #if not np.all(indices==indices__):
# import ipdb; ipdb.set_trace() # import ipdb; ipdb.set_trace()

View file

@ -58,21 +58,49 @@ class Observable(object):
@property @property
def updates(self): def updates(self):
p = getattr(self, '_highest_parent_', None) raise DeprecationWarning("updates is now a function, see update(True|False|None)")
if p is not None:
self._updates = p._updates
return self._updates
@updates.setter @updates.setter
def updates(self, ups): def updates(self, ups):
assert isinstance(ups, bool), "updates are either on (True) or off (False)" raise DeprecationWarning("updates is now a function, see update(True|False|None)")
def update_model(self, updates=None):
"""
Get or set, whether automatic updates are performed. When updates are
off, the model might be in a non-working state. To make the model work
turn updates on again.
:param bool|None updates:
bool: whether to do updates
None: get the current update state
"""
if updates is None:
p = getattr(self, '_highest_parent_', None)
if p is not None:
self._updates = p._updates
return self._updates
assert isinstance(updates, bool), "updates are either on (True) or off (False)"
p = getattr(self, '_highest_parent_', None) p = getattr(self, '_highest_parent_', None)
if p is not None: if p is not None:
p._updates = ups p._updates = updates
else: else:
self._updates = ups self._updates = updates
if ups: self.trigger_update()
self._trigger_params_changed()
def toggle_update(self):
self.update_model(not self.update())
def trigger_update(self):
"""
Update the model from the current state.
Make sure that updates are on, otherwise this
method will do nothing
"""
if not self.update_model():
#print "Warning: updates are off, updating the model will do nothing"
return
self._trigger_params_changed()
def add_observer(self, observer, callble, priority=0): def add_observer(self, observer, callble, priority=0):
""" """
@ -110,7 +138,7 @@ class Observable(object):
:param min_priority: only notify observers with priority > min_priority :param min_priority: only notify observers with priority > min_priority
if min_priority is None, notify all observers in order if min_priority is None, notify all observers in order
""" """
if not self.updates: if not self.update_model():
return return
if which is None: if which is None:
which = self which = self
@ -831,7 +859,7 @@ class OptimizationHandlable(Indexable):
""" """
# first take care of all parameters (from N(0,1)) # first take care of all parameters (from N(0,1))
x = rand_gen(size=self._size_transformed(), *args, **kwargs) x = rand_gen(size=self._size_transformed(), *args, **kwargs)
self.updates = False # Switch off the updates self.update_model(False) # Switch off the updates
self.optimizer_array = x # makes sure all of the tied parameters get the same init (since there's only one prior object...) self.optimizer_array = x # makes sure all of the tied parameters get the same init (since there's only one prior object...)
# now draw from prior where possible # now draw from prior where possible
x = self.param_array.copy() x = self.param_array.copy()
@ -839,7 +867,7 @@ class OptimizationHandlable(Indexable):
unfixlist = np.ones((self.size,),dtype=np.bool) unfixlist = np.ones((self.size,),dtype=np.bool)
unfixlist[self.constraints[__fixed__]] = False unfixlist[self.constraints[__fixed__]] = False
self.param_array[unfixlist] = x[unfixlist] self.param_array[unfixlist] = x[unfixlist]
self.updates = True self.update_model(True)
#=========================================================================== #===========================================================================
# For shared memory arrays. This does nothing in Param, but sets the memory # For shared memory arrays. This does nothing in Param, but sets the memory

View file

@ -367,7 +367,6 @@ class Parameterized(Parameterizable):
def _ties_str(self): def _ties_str(self):
return [','.join(x._ties_str) for x in self.flattened_parameters] return [','.join(x._ties_str) for x in self.flattened_parameters]
def __str__(self, header=True): def __str__(self, header=True):
name = adjust_name_for_printing(self.name) + "." name = adjust_name_for_printing(self.name) + "."
constrs = self._constraints_str; constrs = self._constraints_str;
ts = self._ties_str ts = self._ties_str
@ -382,11 +381,9 @@ class Parameterized(Parameterizable):
to_print = [] to_print = []
for n, d, c, t, p in itertools.izip(names, desc, constrs, ts, prirs): for n, d, c, t, p in itertools.izip(names, desc, constrs, ts, prirs):
to_print.append(format_spec.format(name=n, desc=d, const=c, t=t, pri=p)) to_print.append(format_spec.format(name=n, desc=d, const=c, t=t, pri=p))
# to_print = [format_spec.format(p=p, const=c, t=t) if isinstance(p, Param) else p.__str__(header=False) for p, c, t in itertools.izip(self.parameters, constrs, ts)]
sep = '-' * (nl + sl + cl + + pl + tl + 8 * 2 + 3) sep = '-' * (nl + sl + cl + + pl + tl + 8 * 2 + 3)
if header: if header:
header = " {{0:<{0}s}} | {{1:^{1}s}} | {{2:^{2}s}} | {{3:^{3}s}} | {{4:^{4}s}}".format(nl, sl, cl, pl, tl).format(name, "Value", "Constraint", "Prior", "Tied to") header = " {{0:<{0}s}} | {{1:^{1}s}} | {{2:^{2}s}} | {{3:^{3}s}} | {{4:^{4}s}}".format(nl, sl, cl, pl, tl).format(name, "Value", "Constraint", "Prior", "Tied to")
# header += '\n' + sep
to_print.insert(0, header) to_print.insert(0, header)
return '\n'.format(sep).join(to_print) return '\n'.format(sep).join(to_print)
pass pass

View file

@ -103,7 +103,7 @@ class Linear(Kern):
def gradients_X_diag(self, dL_dKdiag, X): def gradients_X_diag(self, dL_dKdiag, X):
return 2.*self.variances*dL_dKdiag[:,None]*X return 2.*self.variances*dL_dKdiag[:,None]*X
def input_sensitivity(self): def input_sensitivity(self, summarize=True):
return np.ones(self.input_dim) * self.variances return np.ones(self.input_dim) * self.variances
#---------------------------------------# #---------------------------------------#

View file

@ -72,11 +72,11 @@ def plot_ARD(kernel, fignum=None, ax=None, title='', legend=False, filtering=Non
x = np.arange(kernel.input_dim) x = np.arange(kernel.input_dim)
if order is None: if filtering is None:
order = kernel.parameter_names(recursive=False) filtering = kernel.parameter_names(recursive=False)
for i in range(ard_params.shape[0]): for i in range(ard_params.shape[0]):
if kernel.parameters[i].name in order: if kernel.parameters[i].name in filtering:
c = Tango.nextMedium() c = Tango.nextMedium()
bars.append(plot_bars(fig, ax, x, ard_params[i,:], c, kernel.parameters[i].name, bottom=bottom)) bars.append(plot_bars(fig, ax, x, ard_params[i,:], c, kernel.parameters[i].name, bottom=bottom))
last_bottom = ard_params[i,:] last_bottom = ard_params[i,:]

View file

@ -19,9 +19,10 @@ class MiscTests(unittest.TestCase):
k = GPy.kern.RBF(1) k = GPy.kern.RBF(1)
m = GPy.models.GPRegression(self.X, self.Y, kernel=k) m = GPy.models.GPRegression(self.X, self.Y, kernel=k)
m.randomize() m.randomize()
Kinv = np.linalg.pinv(k.K(self.X) + np.eye(self.N)*m.Gaussian_noise.variance) m.likelihood.variance = .5
Kinv = np.linalg.pinv(k.K(self.X) + np.eye(self.N)*m.likelihood.variance)
K_hat = k.K(self.X_new) - k.K(self.X_new, self.X).dot(Kinv).dot(k.K(self.X, self.X_new)) K_hat = k.K(self.X_new) - k.K(self.X_new, self.X).dot(Kinv).dot(k.K(self.X, self.X_new))
mu_hat = k.K(self.X_new, self.X).dot(Kinv).dot(self.Y) mu_hat = k.K(self.X_new, self.X).dot(Kinv).dot(m.Y_normalized)
mu, covar = m._raw_predict(self.X_new, full_cov=True) mu, covar = m._raw_predict(self.X_new, full_cov=True)
self.assertEquals(mu.shape, (self.N_new, self.D)) self.assertEquals(mu.shape, (self.N_new, self.D))
@ -431,6 +432,8 @@ class GradientTests(np.testing.TestCase):
k1 = GPy.kern.RBF(1) # + GPy.kern.White(1) k1 = GPy.kern.RBF(1) # + GPy.kern.White(1)
k2 = GPy.kern.RBF(1) # + GPy.kern.White(1) k2 = GPy.kern.RBF(1) # + GPy.kern.White(1)
Y = np.random.randn(N1, N2) Y = np.random.randn(N1, N2)
Y = Y-Y.mean(0)
Y = Y/Y.std(0)
m = GPy.models.GPKroneckerGaussianRegression(X1, X2, Y, k1, k2) m = GPy.models.GPKroneckerGaussianRegression(X1, X2, Y, k1, k2)
# build the model the dumb way # build the model the dumb way

View file

@ -152,6 +152,12 @@ class ParameterizedTest(unittest.TestCase):
self.test1.kern.randomize() self.test1.kern.randomize()
self.assertEqual(val, self.rbf.variance) self.assertEqual(val, self.rbf.variance)
def test_updates(self):
self.test1.update_model(False)
val = float(self.rbf.variance)
self.test1.kern.randomize()
self.assertEqual(val, self.rbf.variance)
def test_fixing_optimize(self): def test_fixing_optimize(self):
self.testmodel.kern.lengthscale.fix() self.testmodel.kern.lengthscale.fix()
val = float(self.testmodel.kern.lengthscale) val = float(self.testmodel.kern.lengthscale)

View file

@ -0,0 +1,102 @@
GPy.core.parameterization package
=================================
Submodules
----------
GPy.core.parameterization.domains module
----------------------------------------
.. automodule:: GPy.core.parameterization.domains
:members:
:undoc-members:
:show-inheritance:
GPy.core.parameterization.index_operations module
-------------------------------------------------
.. automodule:: GPy.core.parameterization.index_operations
:members:
:undoc-members:
:show-inheritance:
GPy.core.parameterization.lists_and_dicts module
------------------------------------------------
.. automodule:: GPy.core.parameterization.lists_and_dicts
:members:
:undoc-members:
:show-inheritance:
GPy.core.parameterization.observable_array module
-------------------------------------------------
.. automodule:: GPy.core.parameterization.observable_array
:members:
:undoc-members:
:show-inheritance:
GPy.core.parameterization.param module
--------------------------------------
.. automodule:: GPy.core.parameterization.param
:members:
:undoc-members:
:show-inheritance:
GPy.core.parameterization.parameter_core module
-----------------------------------------------
.. automodule:: GPy.core.parameterization.parameter_core
:members:
:undoc-members:
:show-inheritance:
GPy.core.parameterization.parameterized module
----------------------------------------------
.. automodule:: GPy.core.parameterization.parameterized
:members:
:undoc-members:
:show-inheritance:
GPy.core.parameterization.priors module
---------------------------------------
.. automodule:: GPy.core.parameterization.priors
:members:
:undoc-members:
:show-inheritance:
GPy.core.parameterization.ties_and_remappings module
----------------------------------------------------
.. automodule:: GPy.core.parameterization.ties_and_remappings
:members:
:undoc-members:
:show-inheritance:
GPy.core.parameterization.transformations module
------------------------------------------------
.. automodule:: GPy.core.parameterization.transformations
:members:
:undoc-members:
:show-inheritance:
GPy.core.parameterization.variational module
--------------------------------------------
.. automodule:: GPy.core.parameterization.variational
:members:
:undoc-members:
:show-inheritance:
Module contents
---------------
.. automodule:: GPy.core.parameterization
:members:
:undoc-members:
:show-inheritance:

View file

@ -1,25 +1,16 @@
GPy.core package GPy.core package
================ ================
Subpackages
-----------
.. toctree::
GPy.core.parameterization
Submodules Submodules
---------- ----------
GPy.core.domains module
-----------------------
.. automodule:: GPy.core.domains
:members:
:undoc-members:
:show-inheritance:
GPy.core.fitc module
--------------------
.. automodule:: GPy.core.fitc
:members:
:undoc-members:
:show-inheritance:
GPy.core.gp module GPy.core.gp module
------------------ ------------------
@ -28,14 +19,6 @@ GPy.core.gp module
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
GPy.core.gp_base module
-----------------------
.. automodule:: GPy.core.gp_base
:members:
:undoc-members:
:show-inheritance:
GPy.core.mapping module GPy.core.mapping module
----------------------- -----------------------
@ -52,22 +35,6 @@ GPy.core.model module
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
GPy.core.parameterized module
-----------------------------
.. automodule:: GPy.core.parameterized
:members:
:undoc-members:
:show-inheritance:
GPy.core.priors module
----------------------
.. automodule:: GPy.core.priors
:members:
:undoc-members:
:show-inheritance:
GPy.core.sparse_gp module GPy.core.sparse_gp module
------------------------- -------------------------
@ -76,6 +43,14 @@ GPy.core.sparse_gp module
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
GPy.core.sparse_gp_mpi module
-----------------------------
.. automodule:: GPy.core.sparse_gp_mpi
:members:
:undoc-members:
:show-inheritance:
GPy.core.svigp module GPy.core.svigp module
--------------------- ---------------------
@ -84,10 +59,10 @@ GPy.core.svigp module
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
GPy.core.transformations module GPy.core.symbolic module
------------------------------- ------------------------
.. automodule:: GPy.core.transformations .. automodule:: GPy.core.symbolic
:members: :members:
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:

View file

@ -12,6 +12,14 @@ GPy.examples.classification module
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
GPy.examples.coreg_example module
---------------------------------
.. automodule:: GPy.examples.coreg_example
:members:
:undoc-members:
:show-inheritance:
GPy.examples.dimensionality_reduction module GPy.examples.dimensionality_reduction module
-------------------------------------------- --------------------------------------------
@ -20,6 +28,14 @@ GPy.examples.dimensionality_reduction module
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
GPy.examples.non_gaussian module
--------------------------------
.. automodule:: GPy.examples.non_gaussian
:members:
:undoc-members:
:show-inheritance:
GPy.examples.regression module GPy.examples.regression module
------------------------------ ------------------------------

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@ -0,0 +1,94 @@
GPy.inference.latent_function_inference package
===============================================
Submodules
----------
GPy.inference.latent_function_inference.dtc module
--------------------------------------------------
.. automodule:: GPy.inference.latent_function_inference.dtc
:members:
:undoc-members:
:show-inheritance:
GPy.inference.latent_function_inference.exact_gaussian_inference module
-----------------------------------------------------------------------
.. automodule:: GPy.inference.latent_function_inference.exact_gaussian_inference
:members:
:undoc-members:
:show-inheritance:
GPy.inference.latent_function_inference.expectation_propagation module
----------------------------------------------------------------------
.. automodule:: GPy.inference.latent_function_inference.expectation_propagation
:members:
:undoc-members:
:show-inheritance:
GPy.inference.latent_function_inference.expectation_propagation_dtc module
--------------------------------------------------------------------------
.. automodule:: GPy.inference.latent_function_inference.expectation_propagation_dtc
:members:
:undoc-members:
:show-inheritance:
GPy.inference.latent_function_inference.fitc module
---------------------------------------------------
.. automodule:: GPy.inference.latent_function_inference.fitc
:members:
:undoc-members:
:show-inheritance:
GPy.inference.latent_function_inference.laplace module
------------------------------------------------------
.. automodule:: GPy.inference.latent_function_inference.laplace
:members:
:undoc-members:
:show-inheritance:
GPy.inference.latent_function_inference.posterior module
--------------------------------------------------------
.. automodule:: GPy.inference.latent_function_inference.posterior
:members:
:undoc-members:
:show-inheritance:
GPy.inference.latent_function_inference.var_dtc module
------------------------------------------------------
.. automodule:: GPy.inference.latent_function_inference.var_dtc
:members:
:undoc-members:
:show-inheritance:
GPy.inference.latent_function_inference.var_dtc_gpu module
----------------------------------------------------------
.. automodule:: GPy.inference.latent_function_inference.var_dtc_gpu
:members:
:undoc-members:
:show-inheritance:
GPy.inference.latent_function_inference.var_dtc_parallel module
---------------------------------------------------------------
.. automodule:: GPy.inference.latent_function_inference.var_dtc_parallel
:members:
:undoc-members:
:show-inheritance:
Module contents
---------------
.. automodule:: GPy.inference.latent_function_inference
:members:
:undoc-members:
:show-inheritance:

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@ -0,0 +1,78 @@
GPy.inference.optimization package
==================================
Submodules
----------
GPy.inference.optimization.BayesOpt module
------------------------------------------
.. automodule:: GPy.inference.optimization.BayesOpt
:members:
:undoc-members:
:show-inheritance:
GPy.inference.optimization.conjugate_gradient_descent module
------------------------------------------------------------
.. automodule:: GPy.inference.optimization.conjugate_gradient_descent
:members:
:undoc-members:
:show-inheritance:
GPy.inference.optimization.gradient_descent_update_rules module
---------------------------------------------------------------
.. automodule:: GPy.inference.optimization.gradient_descent_update_rules
:members:
:undoc-members:
:show-inheritance:
GPy.inference.optimization.hmc module
-------------------------------------
.. automodule:: GPy.inference.optimization.hmc
:members:
:undoc-members:
:show-inheritance:
GPy.inference.optimization.optimization module
----------------------------------------------
.. automodule:: GPy.inference.optimization.optimization
:members:
:undoc-members:
:show-inheritance:
GPy.inference.optimization.samplers module
------------------------------------------
.. automodule:: GPy.inference.optimization.samplers
:members:
:undoc-members:
:show-inheritance:
GPy.inference.optimization.scg module
-------------------------------------
.. automodule:: GPy.inference.optimization.scg
:members:
:undoc-members:
:show-inheritance:
GPy.inference.optimization.sgd module
-------------------------------------
.. automodule:: GPy.inference.optimization.sgd
:members:
:undoc-members:
:show-inheritance:
Module contents
---------------
.. automodule:: GPy.inference.optimization
:members:
:undoc-members:
:show-inheritance:

View file

@ -1,57 +1,13 @@
GPy.inference package GPy.inference package
===================== =====================
Submodules Subpackages
---------- -----------
GPy.inference.conjugate_gradient_descent module .. toctree::
-----------------------------------------------
.. automodule:: GPy.inference.conjugate_gradient_descent
:members:
:undoc-members:
:show-inheritance:
GPy.inference.gradient_descent_update_rules module
--------------------------------------------------
.. automodule:: GPy.inference.gradient_descent_update_rules
:members:
:undoc-members:
:show-inheritance:
GPy.inference.optimization module
---------------------------------
.. automodule:: GPy.inference.optimization
:members:
:undoc-members:
:show-inheritance:
GPy.inference.samplers module
-----------------------------
.. automodule:: GPy.inference.samplers
:members:
:undoc-members:
:show-inheritance:
GPy.inference.scg module
------------------------
.. automodule:: GPy.inference.scg
:members:
:undoc-members:
:show-inheritance:
GPy.inference.sgd module
------------------------
.. automodule:: GPy.inference.sgd
:members:
:undoc-members:
:show-inheritance:
GPy.inference.latent_function_inference
GPy.inference.optimization
Module contents Module contents
--------------- ---------------

View file

@ -1,33 +1,6 @@
GPy.kern package GPy.kern package
================ ================
Subpackages
-----------
.. toctree::
GPy.kern.parts
Submodules
----------
GPy.kern.constructors module
----------------------------
.. automodule:: GPy.kern.constructors
:members:
:undoc-members:
:show-inheritance:
GPy.kern.kern module
--------------------
.. automodule:: GPy.kern.kern
:members:
:undoc-members:
:show-inheritance:
Module contents Module contents
--------------- ---------------

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@ -1,28 +1,29 @@
GPy.likelihoods package GPy.likelihoods package
======================= =======================
Subpackages
-----------
.. toctree::
GPy.likelihoods.noise_models
Submodules Submodules
---------- ----------
GPy.likelihoods.ep module GPy.likelihoods.bernoulli module
------------------------- --------------------------------
.. automodule:: GPy.likelihoods.ep .. automodule:: GPy.likelihoods.bernoulli
:members: :members:
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
GPy.likelihoods.ep_mixed_noise module GPy.likelihoods.exponential module
------------------------------------- ----------------------------------
.. automodule:: GPy.likelihoods.ep_mixed_noise .. automodule:: GPy.likelihoods.exponential
:members:
:undoc-members:
:show-inheritance:
GPy.likelihoods.gamma module
----------------------------
.. automodule:: GPy.likelihoods.gamma
:members: :members:
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
@ -35,14 +36,6 @@ GPy.likelihoods.gaussian module
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
GPy.likelihoods.gaussian_mixed_noise module
-------------------------------------------
.. automodule:: GPy.likelihoods.gaussian_mixed_noise
:members:
:undoc-members:
:show-inheritance:
GPy.likelihoods.likelihood module GPy.likelihoods.likelihood module
--------------------------------- ---------------------------------
@ -51,10 +44,82 @@ GPy.likelihoods.likelihood module
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
GPy.likelihoods.noise_model_constructors module GPy.likelihoods.link_functions module
----------------------------------------------- -------------------------------------
.. automodule:: GPy.likelihoods.noise_model_constructors .. automodule:: GPy.likelihoods.link_functions
:members:
:undoc-members:
:show-inheritance:
GPy.likelihoods.mixed_noise module
----------------------------------
.. automodule:: GPy.likelihoods.mixed_noise
:members:
:undoc-members:
:show-inheritance:
GPy.likelihoods.negative_binomial module
----------------------------------------
.. automodule:: GPy.likelihoods.negative_binomial
:members:
:undoc-members:
:show-inheritance:
GPy.likelihoods.ordinal module
------------------------------
.. automodule:: GPy.likelihoods.ordinal
:members:
:undoc-members:
:show-inheritance:
GPy.likelihoods.poisson module
------------------------------
.. automodule:: GPy.likelihoods.poisson
:members:
:undoc-members:
:show-inheritance:
GPy.likelihoods.skew_exponential module
---------------------------------------
.. automodule:: GPy.likelihoods.skew_exponential
:members:
:undoc-members:
:show-inheritance:
GPy.likelihoods.skew_normal module
----------------------------------
.. automodule:: GPy.likelihoods.skew_normal
:members:
:undoc-members:
:show-inheritance:
GPy.likelihoods.sstudent_t module
---------------------------------
.. automodule:: GPy.likelihoods.sstudent_t
:members:
:undoc-members:
:show-inheritance:
GPy.likelihoods.student_t module
--------------------------------
.. automodule:: GPy.likelihoods.student_t
:members:
:undoc-members:
:show-inheritance:
GPy.likelihoods.symbolic module
-------------------------------
.. automodule:: GPy.likelihoods.symbolic
:members: :members:
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:

View file

@ -4,6 +4,14 @@ GPy.mappings package
Submodules Submodules
---------- ----------
GPy.mappings.additive module
----------------------------
.. automodule:: GPy.mappings.additive
:members:
:undoc-members:
:show-inheritance:
GPy.mappings.kernel module GPy.mappings.kernel module
-------------------------- --------------------------
@ -28,6 +36,14 @@ GPy.mappings.mlp module
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
GPy.mappings.symbolic module
----------------------------
.. automodule:: GPy.mappings.symbolic
:members:
:undoc-members:
:show-inheritance:
Module contents Module contents
--------------- ---------------

View file

@ -20,14 +20,6 @@ GPy.models.bcgplvm module
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
GPy.models.fitc_classification module
-------------------------------------
.. automodule:: GPy.models.fitc_classification
:members:
:undoc-members:
:show-inheritance:
GPy.models.gp_classification module GPy.models.gp_classification module
----------------------------------- -----------------------------------
@ -36,6 +28,30 @@ GPy.models.gp_classification module
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
GPy.models.gp_coregionalized_regression module
----------------------------------------------
.. automodule:: GPy.models.gp_coregionalized_regression
:members:
:undoc-members:
:show-inheritance:
GPy.models.gp_heteroscedastic_regression module
-----------------------------------------------
.. automodule:: GPy.models.gp_heteroscedastic_regression
:members:
:undoc-members:
:show-inheritance:
GPy.models.gp_kronecker_gaussian_regression module
--------------------------------------------------
.. automodule:: GPy.models.gp_kronecker_gaussian_regression
:members:
:undoc-members:
:show-inheritance:
GPy.models.gp_multioutput_regression module GPy.models.gp_multioutput_regression module
------------------------------------------- -------------------------------------------
@ -52,6 +68,14 @@ GPy.models.gp_regression module
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
GPy.models.gp_var_gauss module
------------------------------
.. automodule:: GPy.models.gp_var_gauss
:members:
:undoc-members:
:show-inheritance:
GPy.models.gplvm module GPy.models.gplvm module
----------------------- -----------------------
@ -84,6 +108,14 @@ GPy.models.sparse_gp_classification module
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
GPy.models.sparse_gp_coregionalized_regression module
-----------------------------------------------------
.. automodule:: GPy.models.sparse_gp_coregionalized_regression
:members:
:undoc-members:
:show-inheritance:
GPy.models.sparse_gp_multioutput_regression module GPy.models.sparse_gp_multioutput_regression module
-------------------------------------------------- --------------------------------------------------
@ -108,6 +140,22 @@ GPy.models.sparse_gplvm module
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
GPy.models.ss_gplvm module
--------------------------
.. automodule:: GPy.models.ss_gplvm
:members:
:undoc-members:
:show-inheritance:
GPy.models.ss_mrd module
------------------------
.. automodule:: GPy.models.ss_mrd
:members:
:undoc-members:
:show-inheritance:
GPy.models.svigp_regression module GPy.models.svigp_regression module
---------------------------------- ----------------------------------

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@ -0,0 +1,30 @@
GPy.plotting.matplot_dep.latent_space_visualizations.controllers package
========================================================================
Submodules
----------
GPy.plotting.matplot_dep.latent_space_visualizations.controllers.axis_event_controller module
---------------------------------------------------------------------------------------------
.. automodule:: GPy.plotting.matplot_dep.latent_space_visualizations.controllers.axis_event_controller
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.matplot_dep.latent_space_visualizations.controllers.imshow_controller module
-----------------------------------------------------------------------------------------
.. automodule:: GPy.plotting.matplot_dep.latent_space_visualizations.controllers.imshow_controller
:members:
:undoc-members:
:show-inheritance:
Module contents
---------------
.. automodule:: GPy.plotting.matplot_dep.latent_space_visualizations.controllers
:members:
:undoc-members:
:show-inheritance:

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@ -0,0 +1,17 @@
GPy.plotting.matplot_dep.latent_space_visualizations package
============================================================
Subpackages
-----------
.. toctree::
GPy.plotting.matplot_dep.latent_space_visualizations.controllers
Module contents
---------------
.. automodule:: GPy.plotting.matplot_dep.latent_space_visualizations
:members:
:undoc-members:
:show-inheritance:

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@ -0,0 +1,141 @@
GPy.plotting.matplot_dep package
================================
Subpackages
-----------
.. toctree::
GPy.plotting.matplot_dep.latent_space_visualizations
Submodules
----------
GPy.plotting.matplot_dep.Tango module
-------------------------------------
.. automodule:: GPy.plotting.matplot_dep.Tango
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.matplot_dep.base_plots module
------------------------------------------
.. automodule:: GPy.plotting.matplot_dep.base_plots
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.matplot_dep.dim_reduction_plots module
---------------------------------------------------
.. automodule:: GPy.plotting.matplot_dep.dim_reduction_plots
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.matplot_dep.img_plots module
-----------------------------------------
.. automodule:: GPy.plotting.matplot_dep.img_plots
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.matplot_dep.inference_plots module
-----------------------------------------------
.. automodule:: GPy.plotting.matplot_dep.inference_plots
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.matplot_dep.kernel_plots module
--------------------------------------------
.. automodule:: GPy.plotting.matplot_dep.kernel_plots
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.matplot_dep.mapping_plots module
---------------------------------------------
.. automodule:: GPy.plotting.matplot_dep.mapping_plots
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.matplot_dep.maps module
------------------------------------
.. automodule:: GPy.plotting.matplot_dep.maps
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.matplot_dep.models_plots module
--------------------------------------------
.. automodule:: GPy.plotting.matplot_dep.models_plots
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.matplot_dep.netpbmfile module
------------------------------------------
.. automodule:: GPy.plotting.matplot_dep.netpbmfile
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.matplot_dep.priors_plots module
--------------------------------------------
.. automodule:: GPy.plotting.matplot_dep.priors_plots
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.matplot_dep.ssgplvm module
---------------------------------------
.. automodule:: GPy.plotting.matplot_dep.ssgplvm
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.matplot_dep.svig_plots module
------------------------------------------
.. automodule:: GPy.plotting.matplot_dep.svig_plots
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.matplot_dep.variational_plots module
-------------------------------------------------
.. automodule:: GPy.plotting.matplot_dep.variational_plots
:members:
:undoc-members:
:show-inheritance:
GPy.plotting.matplot_dep.visualize module
-----------------------------------------
.. automodule:: GPy.plotting.matplot_dep.visualize
:members:
:undoc-members:
:show-inheritance:
Module contents
---------------
.. automodule:: GPy.plotting.matplot_dep
:members:
:undoc-members:
:show-inheritance:

17
doc/GPy.plotting.rst Normal file
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@ -0,0 +1,17 @@
GPy.plotting package
====================
Subpackages
-----------
.. toctree::
GPy.plotting.matplot_dep
Module contents
---------------
.. automodule:: GPy.plotting
:members:
:undoc-members:
:show-inheritance:

View file

@ -13,6 +13,7 @@ Subpackages
GPy.likelihoods GPy.likelihoods
GPy.mappings GPy.mappings
GPy.models GPy.models
GPy.plotting
GPy.testing GPy.testing
GPy.util GPy.util

View file

@ -4,22 +4,6 @@ GPy.testing package
Submodules Submodules
---------- ----------
GPy.testing.bgplvm_tests module
-------------------------------
.. automodule:: GPy.testing.bgplvm_tests
:members:
:undoc-members:
:show-inheritance:
GPy.testing.cgd_tests module
----------------------------
.. automodule:: GPy.testing.cgd_tests
:members:
:undoc-members:
:show-inheritance:
GPy.testing.examples_tests module GPy.testing.examples_tests module
--------------------------------- ---------------------------------
@ -28,10 +12,18 @@ GPy.testing.examples_tests module
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
GPy.testing.gplvm_tests module GPy.testing.fitc module
------------------------------ -----------------------
.. automodule:: GPy.testing.gplvm_tests .. automodule:: GPy.testing.fitc
:members:
:undoc-members:
:show-inheritance:
GPy.testing.index_operations_tests module
-----------------------------------------
.. automodule:: GPy.testing.index_operations_tests
:members: :members:
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
@ -44,18 +36,42 @@ GPy.testing.kernel_tests module
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
GPy.testing.mapping_tests module GPy.testing.likelihood_tests module
-------------------------------- -----------------------------------
.. automodule:: GPy.testing.mapping_tests .. automodule:: GPy.testing.likelihood_tests
:members: :members:
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
GPy.testing.mrd_tests module GPy.testing.model_tests module
---------------------------- ------------------------------
.. automodule:: GPy.testing.mrd_tests .. automodule:: GPy.testing.model_tests
:members:
:undoc-members:
:show-inheritance:
GPy.testing.observable_tests module
-----------------------------------
.. automodule:: GPy.testing.observable_tests
:members:
:undoc-members:
:show-inheritance:
GPy.testing.parameterized_tests module
--------------------------------------
.. automodule:: GPy.testing.parameterized_tests
:members:
:undoc-members:
:show-inheritance:
GPy.testing.pickle_tests module
-------------------------------
.. automodule:: GPy.testing.pickle_tests
:members: :members:
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
@ -68,38 +84,6 @@ GPy.testing.prior_tests module
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
GPy.testing.psi_stat_expectation_tests module
---------------------------------------------
.. automodule:: GPy.testing.psi_stat_expectation_tests
:members:
:undoc-members:
:show-inheritance:
GPy.testing.psi_stat_gradient_tests module
------------------------------------------
.. automodule:: GPy.testing.psi_stat_gradient_tests
:members:
:undoc-members:
:show-inheritance:
GPy.testing.sparse_gplvm_tests module
-------------------------------------
.. automodule:: GPy.testing.sparse_gplvm_tests
:members:
:undoc-members:
:show-inheritance:
GPy.testing.unit_tests module
-----------------------------
.. automodule:: GPy.testing.unit_tests
:members:
:undoc-members:
:show-inheritance:
Module contents Module contents
--------------- ---------------

View file

@ -1,20 +1,21 @@
GPy.util package GPy.util package
================ ================
Subpackages
-----------
.. toctree::
GPy.util.latent_space_visualizations
Submodules Submodules
---------- ----------
GPy.util.Tango module GPy.util.block_matrices module
--------------------- ------------------------------
.. automodule:: GPy.util.Tango .. automodule:: GPy.util.block_matrices
:members:
:undoc-members:
:show-inheritance:
GPy.util.caching module
-----------------------
.. automodule:: GPy.util.caching
:members: :members:
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
@ -27,6 +28,14 @@ GPy.util.classification module
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
GPy.util.config module
----------------------
.. automodule:: GPy.util.config
:members:
:undoc-members:
:show-inheritance:
GPy.util.datasets module GPy.util.datasets module
------------------------ ------------------------
@ -35,6 +44,14 @@ GPy.util.datasets module
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
GPy.util.debug module
---------------------
.. automodule:: GPy.util.debug
:members:
:undoc-members:
:show-inheritance:
GPy.util.decorators module GPy.util.decorators module
-------------------------- --------------------------
@ -43,6 +60,46 @@ GPy.util.decorators module
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
GPy.util.diag module
--------------------
.. automodule:: GPy.util.diag
:members:
:undoc-members:
:show-inheritance:
GPy.util.erfcx module
---------------------
.. automodule:: GPy.util.erfcx
:members:
:undoc-members:
:show-inheritance:
GPy.util.functions module
-------------------------
.. automodule:: GPy.util.functions
:members:
:undoc-members:
:show-inheritance:
GPy.util.gpu_init module
------------------------
.. automodule:: GPy.util.gpu_init
:members:
:undoc-members:
:show-inheritance:
GPy.util.initialization module
------------------------------
.. automodule:: GPy.util.initialization
:members:
:undoc-members:
:show-inheritance:
GPy.util.linalg module GPy.util.linalg module
---------------------- ----------------------
@ -51,6 +108,22 @@ GPy.util.linalg module
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
GPy.util.linalg_gpu module
--------------------------
.. automodule:: GPy.util.linalg_gpu
:members:
:undoc-members:
:show-inheritance:
GPy.util.ln_diff_erfs module
----------------------------
.. automodule:: GPy.util.ln_diff_erfs
:members:
:undoc-members:
:show-inheritance:
GPy.util.misc module GPy.util.misc module
-------------------- --------------------
@ -67,6 +140,14 @@ GPy.util.mocap module
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
GPy.util.mpi module
-------------------
.. automodule:: GPy.util.mpi
:members:
:undoc-members:
:show-inheritance:
GPy.util.multioutput module GPy.util.multioutput module
--------------------------- ---------------------------
@ -75,18 +156,34 @@ GPy.util.multioutput module
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
GPy.util.plot module GPy.util.netpbmfile module
-------------------- --------------------------
.. automodule:: GPy.util.plot .. automodule:: GPy.util.netpbmfile
:members: :members:
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
GPy.util.plot_latent module GPy.util.normalizer module
--------------------------- --------------------------
.. automodule:: GPy.util.plot_latent .. automodule:: GPy.util.normalizer
:members:
:undoc-members:
:show-inheritance:
GPy.util.parallel module
------------------------
.. automodule:: GPy.util.parallel
:members:
:undoc-members:
:show-inheritance:
GPy.util.pca module
-------------------
.. automodule:: GPy.util.pca
:members: :members:
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
@ -99,18 +196,26 @@ GPy.util.squashers module
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
GPy.util.univariate_Gaussian module GPy.util.subarray_and_sorting module
----------------------------------- ------------------------------------
.. automodule:: GPy.util.univariate_Gaussian .. automodule:: GPy.util.subarray_and_sorting
:members: :members:
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:
GPy.util.visualize module GPy.util.symbolic module
------------------------- ------------------------
.. automodule:: GPy.util.visualize .. automodule:: GPy.util.symbolic
:members:
:undoc-members:
:show-inheritance:
GPy.util.univariate_Gaussian module
-----------------------------------
.. automodule:: GPy.util.univariate_Gaussian
:members: :members:
:undoc-members: :undoc-members:
:show-inheritance: :show-inheritance:

View file

@ -39,8 +39,9 @@ Obligatory methods
:py:meth:`~GPy.core.model.Model.parameters_changed` : :py:meth:`~GPy.core.model.Model.parameters_changed` :
Updates the internal state of the model and sets the gradient of Updates the internal state of the model and sets the gradient of
each parameter handle in the hierarchy with respect to the each parameter handle in the hierarchy with respect to the
log_likelihod. Thus here we need to put the negative derivative of log_likelihod. Thus here we need to set the negative derivative of
the rosenbrock function: the rosenbrock function for the parameters. In this case it is the
gradient for self.X:
self.X.gradient = -scipy.optimize.rosen_der(self.X) self.X.gradient = -scipy.optimize.rosen_der(self.X)

View file

@ -40,24 +40,21 @@ is shown. For each parameter, the table contains the name
of the parameter, the current value, and in case there are of the parameter, the current value, and in case there are
defined: constraints, ties and prior distrbutions associated. :: defined: constraints, ties and prior distrbutions associated. ::
Log-likelihood: 6.309e+02 Name : sparse gp
Log-likelihood : -405.646051581
Number of Parameters : 8
Parameters:
sparse_gp. | Value | Constraint | Prior | Tied to
inducing inputs | (5, 1) | | |
rbf.variance | 1.0 | +ve | |
rbf.lengthscale | 1.0 | +ve | |
Gaussian_noise.variance | 1.0 | +ve | |
Name | Value | Constraints | Ties | Prior
------------------------------------------------------------------
iip_0_0 | -1.4671 | | |
iip_1_0 | 2.6378 | | |
iip_2_0 | -0.0396 | | |
iip_3_0 | -2.6372 | | |
iip_4_0 | 1.4704 | | |
rbf_variance | 1.5672 | (+ve) | |
rbf_lengthscale | 2.5625 | (+ve) | |
white_variance | 0.0000 | (+ve) | |
noise_variance | 0.0022 | (+ve) | |
In this case the kernel parameters (``rbf_variance``, In this case the kernel parameters (``rbf.variance``,
``rbf_lengthscale`` and ``white_variance``) as well as ``rbf.lengthscale``) as well as
the noise parameter (``noise_variance``), are constrained the likelihood noise parameter (``Gaussian_noise.variance``), are constrained
to be positive, while the inducing inputs have not to be positive, while the inducing inputs have no
constraints associated. Also there are no ties or prior defined. constraints associated. Also there are no ties or prior defined.
Setting and fetching parameters by name Setting and fetching parameters by name