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[warped stuff] plotting and normalizer in warped gps

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mzwiessele 2016-08-17 14:51:29 +01:00
parent f50b691ec6
commit d343ec8b41
8 changed files with 112 additions and 78 deletions
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18
GPy/testing/model_tests.py
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@ -91,18 +91,32 @@ class MiscTests(unittest.TestCase):
k = GPy.kern.RBF(1)
m2 = GPy.models.GPRegression(self.X, (Y-mu)/std, kernel=k, normalizer=False)
m2[:] = m[:]
mu1, var1 = m.predict(m.X, full_cov=True)
mu2, var2 = m2.predict(m2.X, full_cov=True)
np.testing.assert_allclose(mu1, (mu2*std)+mu)
np.testing.assert_allclose(var1, var2)
np.testing.assert_allclose(var1, var2*std**2)
mu1, var1 = m.predict(m.X, full_cov=False)
mu2, var2 = m2.predict(m2.X, full_cov=False)
np.testing.assert_allclose(mu1, (mu2*std)+mu)
np.testing.assert_allclose(var1, var2)
np.testing.assert_allclose(var1, var2*std**2)
q50n = m.predict_quantiles(m.X, (50,))
q50 = m2.predict_quantiles(m2.X, (50,))
np.testing.assert_allclose(q50n[0], (q50[0]*std)+mu)
# Test variance component:
qs = np.array([2.5, 97.5])
# The quantiles get computed before unormalization
# And transformed using the mean transformation:
c = np.random.choice(self.X.shape[0])
q95 = m2.predict_quantiles(self.X[[c]], qs)
mu, var = m2.predict(self.X[[c]])
from scipy.stats import norm
np.testing.assert_allclose((mu+(norm.ppf(qs/100.)*np.sqrt(var))).flatten(), np.array(q95).flatten())
def check_jacobian(self):
try: