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examples corrected
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1 changed files with 8 additions and 66 deletions
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@ -24,25 +24,11 @@ def crescent_data(seed=default_seed): # FIXME
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Y = data['Y']
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Y = data['Y']
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Y[Y.flatten()==-1] = 0
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Y[Y.flatten()==-1] = 0
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# Kernel object
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m = GPy.models.GP_classification(data['X'], Y)
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kernel = GPy.kern.rbf(data['X'].shape[1])
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# Likelihood object
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distribution = GPy.likelihoods.likelihood_functions.binomial()
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likelihood = GPy.likelihoods.EP(Y, distribution)
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m = GPy.models.GP(data['X'], likelihood, kernel)
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m.ensure_default_constraints()
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m.ensure_default_constraints()
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m.update_likelihood_approximation()
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m.update_likelihood_approximation()
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print(m)
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# optimize
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m.optimize()
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m.optimize()
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print(m)
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print(m)
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# plot
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m.plot()
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m.plot()
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return m
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return m
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@ -54,19 +40,12 @@ def oil():
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Y = data['Y'][:, 0:1]
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Y = data['Y'][:, 0:1]
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Y[Y.flatten()==-1] = 0
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Y[Y.flatten()==-1] = 0
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# Kernel object
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kernel = GPy.kern.rbf(12)
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# Likelihood object
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distribution = GPy.likelihoods.likelihood_functions.binomial()
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likelihood = GPy.likelihoods.EP(Y, distribution)
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# Create GP model
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# Create GP model
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m = GPy.models.GP_classification(data['X'], Y, kernel=kernel)
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m = GPy.models.GP_classification(data['X'], Y)
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# Contrain all parameters to be positive
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# Contrain all parameters to be positive
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m.constrain_positive('')
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m.constrain_positive('')
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m.tie_params('lengthscale')
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m.tie_params('.*len')
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m.update_likelihood_approximation()
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m.update_likelihood_approximation()
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# Optimize
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# Optimize
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@ -86,25 +65,14 @@ def toy_linear_1d_classification(seed=default_seed):
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Y = data['Y'][:, 0:1]
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Y = data['Y'][:, 0:1]
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Y[Y.flatten() == -1] = 0
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Y[Y.flatten() == -1] = 0
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# Kernel object
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kernel = GPy.kern.rbf(1)
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# Likelihood object
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link = GPy.likelihoods.link_functions.probit
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distribution = GPy.likelihoods.likelihood_functions.binomial(link)
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likelihood = GPy.likelihoods.EP(Y, distribution)
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Y[1] = 1
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# Model definition
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# Model definition
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#m = GPy.models.GP(data['X'], likelihood=likelihood, kernel=kernel)
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m = GPy.models.GP_classification(data['X'], Y)
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m = GPy.models.GP_classification(data['X'], Y, likelihood=likelihood, kernel=kernel)
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m.ensure_default_constraints()
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m.ensure_default_constraints()
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# Optimize
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# Optimize
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m.update_likelihood_approximation()
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m.update_likelihood_approximation()
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# Parameters optimization:
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# Parameters optimization:
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m.optimize()
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m.optimize()
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# m.pseudo_EM() #FIXME
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# Plot
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# Plot
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pb.subplot(211)
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pb.subplot(211)
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@ -126,25 +94,15 @@ def sparse_toy_linear_1d_classification(seed=default_seed):
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Y = data['Y'][:, 0:1]
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Y = data['Y'][:, 0:1]
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Y[Y.flatten() == -1] = 0
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Y[Y.flatten() == -1] = 0
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# Kernel object
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kernel = GPy.kern.rbf(1) + GPy.kern.white(1)
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# Likelihood object
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distribution = GPy.likelihoods.likelihood_functions.binomial()
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likelihood = GPy.likelihoods.EP(Y, distribution)
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Z = np.random.uniform(data['X'].min(), data['X'].max(), (10, 1))
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# Model definition
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# Model definition
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m = GPy.models.sparse_GP(data['X'], likelihood=likelihood, kernel=kernel, Z=Z, normalize_X=False)
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m = GPy.models.sparse_GP_classification(data['X'], Y)
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m.set('len', 2.)
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m['.*len']= 2.
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m.ensure_default_constraints()
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m.ensure_default_constraints()
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# Optimize
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# Optimize
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m.update_likelihood_approximation()
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m.update_likelihood_approximation()
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# Parameters optimization:
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# Parameters optimization:
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m.optimize()
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m.optimize()
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# m.EPEM() #FIXME
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# Plot
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# Plot
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pb.subplot(211)
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pb.subplot(211)
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@ -169,27 +127,11 @@ def sparse_crescent_data(inducing=10, seed=default_seed):
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Y = data['Y']
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Y = data['Y']
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Y[Y.flatten()==-1]=0
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Y[Y.flatten()==-1]=0
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# Kernel object
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m = GPy.models.sparse_GP_classification(data['X'], Y)
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kernel = GPy.kern.rbf(data['X'].shape[1]) + GPy.kern.white(data['X'].shape[1])
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# Likelihood object
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distribution = GPy.likelihoods.likelihood_functions.binomial()
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likelihood = GPy.likelihoods.EP(Y, distribution)
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sample = np.random.randint(0, data['X'].shape[0], inducing)
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Z = data['X'][sample, :]
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# create sparse GP EP model
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m = GPy.models.sparse_GP(data['X'], likelihood=likelihood, kernel=kernel, Z=Z)
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m.ensure_default_constraints()
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m.ensure_default_constraints()
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m.set('len', 10.)
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m['.*len'] = 10.
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m.update_likelihood_approximation()
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m.update_likelihood_approximation()
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# optimize
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m.optimize()
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m.optimize()
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print(m)
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print(m)
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# plot
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m.plot()
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m.plot()
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return m
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return m
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