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Fixed some examples and tests, and stated that Y metadata doesnt need to be the same size as Y
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3 changed files with 21 additions and 24 deletions
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@ -39,7 +39,6 @@ class GP(Model):
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_, self.output_dim = self.Y.shape
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if Y_metadata is not None:
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assert Y_metadata.shape == self.Y.shape
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self.Y_metadata = ObservableArray(Y_metadata)
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else:
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self.Y_metadata = None
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@ -42,38 +42,35 @@ def student_t_approx(optimize=True, plot=True):
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kernel4 = GPy.kern.rbf(X.shape[1]) + GPy.kern.white(X.shape[1])
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#Gaussian GP model on clean data
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m1 = GPy.models.GPRegression(X, Y.copy(), kernel=kernel1)
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# optimize
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m1.ensure_default_constraints()
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m1['white'] = 1e-5
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m1['white'].constrain_fixed('white')
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m1.randomize()
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#m1 = GPy.models.GPRegression(X, Y.copy(), kernel=kernel1)
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## optimize
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#m1['white'].constrain_fixed(1e-5)
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#m1.randomize()
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#Gaussian GP model on corrupt data
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m2 = GPy.models.GPRegression(X, Yc.copy(), kernel=kernel2)
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m2.ensure_default_constraints()
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m1['white'] = 1e-5
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m1['white'].constrain_fixed('white')
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m2.randomize()
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##Gaussian GP model on corrupt data
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#m2 = GPy.models.GPRegression(X, Yc.copy(), kernel=kernel2)
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#m1['white'].constrain_fixed(1e-5)
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#m2.randomize()
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#Student t GP model on clean data
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t_distribution = GPy.likelihoods.StudentT(deg_free=deg_free, sigma2=edited_real_sd)
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laplace_inf = GPy.inference.latent_function_inference.LaplaceInference()
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laplace_inf = GPy.inference.latent_function_inference.Laplace()
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m3 = GPy.core.GP(X, Y.copy(), kernel3, likelihood=t_distribution, inference_method=laplace_inf)
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m3.ensure_default_constraints()
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m3['t_noise'].constrain_bounded(1e-6, 10.)
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m3['white'] = 1e-5
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m3['white'].constrain_fixed()
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m3['white'].constrain_fixed(1e-5)
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m3.randomize()
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debug = True
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print m3
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if debug:
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m3.optimize(messages=1)
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return m3
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#Student t GP model on corrupt data
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t_distribution = GPy.likelihoods.StudentT(deg_free=deg_free, sigma2=edited_real_sd)
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laplace_inf = GPy.inference.latent_function_inference.LaplaceInference()
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laplace_inf = GPy.inference.latent_function_inference.Laplace()
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m4 = GPy.core.GP(X, Yc.copy(), kernel4, likelihood=t_distribution, inference_method=laplace_inf)
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m4.ensure_default_constraints()
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m4['t_noise'].constrain_bounded(1e-6, 10.)
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m4['white'] = 1e-5
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m4['white'].constrain_fixed()
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m4['white'].constrain_fixed(1e-5)
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m4.randomize()
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if optimize:
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@ -156,7 +153,6 @@ def boston_example(optimize=True, plot=True):
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#Gaussian GP
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print "Gauss GP"
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mgp = GPy.models.GPRegression(X_train.copy(), Y_train.copy(), kernel=kernelgp.copy())
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mgp.ensure_default_constraints()
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mgp.constrain_fixed('white', 1e-5)
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mgp['rbf_len'] = rbf_len
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mgp['noise'] = noise
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@ -174,7 +170,6 @@ def boston_example(optimize=True, plot=True):
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g_distribution = GPy.likelihoods.noise_model_constructors.gaussian(variance=noise, N=N, D=D)
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g_likelihood = GPy.likelihoods.Laplace(Y_train.copy(), g_distribution)
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mg = GPy.models.GPRegression(X_train.copy(), Y_train.copy(), kernel=kernelstu.copy(), likelihood=g_likelihood)
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mg.ensure_default_constraints()
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mg.constrain_positive('noise_variance')
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mg.constrain_fixed('white', 1e-5)
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mg['rbf_len'] = rbf_len
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@ -194,7 +189,6 @@ def boston_example(optimize=True, plot=True):
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t_distribution = GPy.likelihoods.noise_model_constructors.student_t(deg_free=df, sigma2=noise)
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stu_t_likelihood = GPy.likelihoods.Laplace(Y_train.copy(), t_distribution)
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mstu_t = GPy.models.GPRegression(X_train.copy(), Y_train.copy(), kernel=kernelstu.copy(), likelihood=stu_t_likelihood)
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mstu_t.ensure_default_constraints()
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mstu_t.constrain_fixed('white', 1e-5)
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mstu_t.constrain_bounded('t_noise', 0.0001, 1000)
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mstu_t['rbf_len'] = rbf_len
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@ -540,6 +540,10 @@ class TestNoiseModels(object):
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#import ipdb; ipdb.set_trace()
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#NOTE this test appears to be stochastic for some likelihoods (student t?)
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# appears to all be working in test mode right now...
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if not m.checkgrad():
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import ipdb; ipdb.set_trace() # XXX BREAKPOINT
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assert m.checkgrad(step=step)
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###########
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