kern plotting with axisa

GPy/examples/dimensionality_reduction.py

@@ -3,7 +3,7 @@
 
 import numpy as np
 import pylab as pb
-from matplotlib import pyplot as plt
+from matplotlib import pyplot as plt, pyplot
 
 import GPy
 from GPy.models.mrd import MRD
@@ -101,22 +101,25 @@ def oil_100():
     return m
 
 def mrd_simulation():
-    num = 2
+    # num = 2
     ard1 = np.array([1., 1, 0, 0], dtype=float)
     ard2 = np.array([0., 1, 1, 0], dtype=float)
-    ard1[ard1 == 0] = 1E+10
-    ard2[ard2 == 0] = 1E+10
+    ard1[ard1 == 0] = 1E-10
+    ard2[ard2 == 0] = 1E-10
 
-    make_params = lambda ard: np.hstack([[1], ard, [1, .3]])
+    ard1i = 1. / ard1
+    ard2i = 1. / ard2
+
+    # make_params = lambda ard: np.hstack([[1], ard, [1, .3]])
 
     D1, D2, N, M, Q = 50, 100, 150, 15, 4
     X = np.random.randn(N, Q)
 
-    k = GPy.kern.rbf(Q, ARD=True, lengthscale=ard1) + GPy.kern.bias(Q, 1) + GPy.kern.white(Q, 0.0001)
+    k = GPy.kern.rbf(Q, ARD=True, lengthscale=ard1i) + GPy.kern.bias(Q, 0) + GPy.kern.white(Q, 0.0001)
     Y1 = np.random.multivariate_normal(np.zeros(N), k.K(X), D1).T
     Y1 -= Y1.mean(0)
 
-    k = GPy.kern.rbf(Q, ARD=True, lengthscale=ard2) + GPy.kern.bias(Q, 1) + GPy.kern.white(Q, 0.0001)
+    k = GPy.kern.rbf(Q, ARD=True, lengthscale=ard2i) + GPy.kern.bias(Q, 0) + GPy.kern.white(Q, 0.0001)
     Y2 = np.random.multivariate_normal(np.zeros(N), k.K(X), D2).T
     Y2 -= Y2.mean(0)
 
@@ -125,9 +128,12 @@ def mrd_simulation():
     m = MRD(Y1, Y2, Q=Q, M=M, kernel=k, _debug=False)
     m.ensure_default_constraints()
 
-    m.optimize(messages=1, max_f_eval=5000)
+    fig = pyplot.figure("expected", figsize=(8, 3))
+    ax = fig.add_subplot(121)
+    ax.bar(np.arange(ard1.size) + .1, ard1)
+    ax = fig.add_subplot(122)
+    ax.bar(np.arange(ard2.size) + .1, ard2)
 
-    import ipdb;ipdb.set_trace()
     return m
 
 def brendan_faces():
@@ -175,7 +181,7 @@ def BGPLVM_oil():
     Q = 10
     M = 30
 
-    kernel = GPy.kern.rbf(Q, ARD = True) + GPy.kern.bias(Q) + GPy.kern.white(Q)
+    kernel = GPy.kern.rbf(Q, ARD=True) + GPy.kern.bias(Q) + GPy.kern.white(Q)
     m = GPy.models.Bayesian_GPLVM(X, Q, kernel=kernel, M=M)
     # m.scale_factor = 100.0
     m.constrain_positive('(white|noise|bias|X_variance|rbf_variance|rbf_length)')

GPy/kern/kern.py

@@ -52,7 +52,7 @@ class kern(parameterised):
         parameterised.__init__(self)
 
 
-    def plot_ARD(self):
+    def plot_ARD(self, ax=pb.gca()):
         """
         If an ARD kernel is present, it bar-plots the ARD parameters
 
@@ -60,16 +60,16 @@ class kern(parameterised):
         """
         for p in self.parts:
             if hasattr(p, 'ARD') and p.ARD:
-                pb.figure()
-                pb.title('ARD parameters, %s kernel' % p.name)
+                ax.set_title('ARD parameters, %s kernel' % p.name)
 
                 if p.name == 'linear':
                     ard_params = p.variances
                 else:
                     ard_params = 1./p.lengthscale
 
-                pb.bar(np.arange(len(ard_params))-0.4, ard_params)
-
+                ax.bar(np.arange(len(ard_params)) - 0.4, ard_params)
+                ax.set_xticks(np.arange(len(ard_params)),
+                              ["${}$".format(i + 1) for i in range(len(ard_params))])
 
 
     def _transform_gradients(self,g):

GPy/models/mrd.py

@@ -8,6 +8,8 @@ from GPy.models.Bayesian_GPLVM import Bayesian_GPLVM
 import numpy
 from GPy.models.sparse_GP import sparse_GP
 import itertools
+from matplotlib import pyplot
+import pylab
 
 
 class MRD(model):
@@ -103,17 +105,17 @@ class MRD(model):
 
     def _set_params(self, x):
         start = 0; end = self.NQ
-        X = x[start:end].reshape(self.N, self.Q)
+        X = x[start:end].reshape(self.N, self.Q).copy()
         start = end; end += start
-        X_var = x[start:end].reshape(self.N, self.Q)
+        X_var = x[start:end].reshape(self.N, self.Q).copy()
         start = end; end += self.MQ
-        Z = x[start:end].reshape(self.M, self.Q)
+        Z = x[start:end].reshape(self.M, self.Q).copy()
         thetas = x[end:]
 
         # set params for all others:
         for g, s, e in itertools.izip(self.bgplvms, self.nparams, self.nparams[1:]):
             self._set_var_params(g, X, X_var, Z)
-            self._set_kern_params(g, thetas[s:e])
+            self._set_kern_params(g, thetas[s:e].copy())
             g._compute_kernel_matrices()
             g._computations()
 
@@ -135,5 +137,7 @@ class MRD(model):
                               for g in self.bgplvms[1:]])))
 
     def plot_scales(self):
-        pass
-
+        fig = pylab.figure("MRD Scales", figsize=(4 * len(self.bgplvms), 3))
+        for i, g in enumerate(self.bgplvms):
+            ax = fig.add_subplot(1, len(self.bgplvms), i + 1)
+            g.kern.plot_ARD(ax=ax)