diff --git a/GPy/examples/coreg_example.py b/GPy/examples/coreg_example.py index f0288f35..8f4cfcc6 100644 --- a/GPy/examples/coreg_example.py +++ b/GPy/examples/coreg_example.py @@ -2,9 +2,10 @@ import numpy as np import pylab as pb import GPy pb.ion() +pb.close('all') -X1 = 100 * np.random.rand(3)[:,None] -X2 = 100 * np.random.rand(4)[:,None] +X1 = np.arange(3)[:,None] +X2 = np.arange(4)[:,None] I1 = np.zeros_like(X1) I2 = np.ones_like(X2) @@ -13,27 +14,39 @@ _I = np.vstack([ I1, I2 ]) X = np.hstack([ _X, _I ]) +Y1 = np.sin(X1/8.) +Y2 = np.cos(X2/8.) + Bias = GPy.kern.Bias(1,active_dims=[0]) Coreg = GPy.kern.Coregionalize(1,2,active_dims=[1]) K = Bias.prod(Coreg,name='X') -K.coregion.W = 0 -print K.coregion.W +#K.coregion.W = 0 +#print K.coregion.W -print Bias.K(_X,_X) -print K.K(X,X) +#print Bias.K(_X,_X) +#print K.K(X,X) -pb.matshow(K.K(X,X)) +#pb.matshow(K.K(X,X)) -stop Mlist = [GPy.kern.Matern32(1,lengthscale=20.,name="Mat")] -kern = GPy.util.multioutput.LCM(input_dim=1,num_outputs=12,kernels_list=Mlist,name='H') - - -m = GPy.models.GPCoregionalizedRegression(X_list=[X1,X2], Y_list=[Y1,Y2], kernel=kern) -m.optimize() +kern = GPy.util.multioutput.LCM(input_dim=1,num_outputs=2,kernels_list=Mlist,name='H') +kern.B.W = 0 +kern.B.kappa = 1. +#kern.B.W.fix() +#kern.B.kappa.fix() +#m = GPy.models.GPCoregionalizedRegression(X_list=[X1,X2], Y_list=[Y1,Y2], kernel=kern) +m = GPy.models.SparseGPCoregionalizedRegression(X_list=[X1], Y_list=[Y1], kernel=kern) +#m.optimize() +m.checkgrad(verbose=1) +fig = pb.figure() +ax0 = fig.add_subplot(211) +ax1 = fig.add_subplot(212) +slices = GPy.util.multioutput.get_slices([Y1,Y2]) +m.plot(fixed_inputs=[(1,0)],which_data_rows=slices[0],ax=ax0) +#m.plot(fixed_inputs=[(1,1)],which_data_rows=slices[1],ax=ax1)