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ssgplvm simulation example

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This commit is contained in:
Zhenwen Dai 2014-07-28 11:51:35 +01:00
parent 872e97af84
commit dd6823446d
1 changed files with 25 additions and 0 deletions
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25
GPy/examples/dimensionality_reduction.py
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@ -289,6 +289,31 @@ def bgplvm_simulation(optimize=True, verbose=1,
m.kern.plot_ARD('BGPLVM Simulation ARD Parameters')
return m
def ssgplvm_simulation(optimize=True, verbose=1,
plot=True, plot_sim=False,
max_iters=2e4,
):
from GPy import kern
from GPy.models import SSGPLVM
D1, D2, D3, N, num_inducing, Q = 13, 5, 8, 45, 3, 9
_, _, Ylist = _simulate_sincos(D1, D2, D3, N, num_inducing, Q, plot_sim)
Y = Ylist[0]
k = kern.Linear(Q, ARD=True)# + kern.white(Q, _np.exp(-2)) # + kern.bias(Q)
#k = kern.RBF(Q, ARD=True, lengthscale=10.)
m = SSGPLVM(Y, Q, init="pca", num_inducing=num_inducing, kernel=k)
m.X.variance[:] = _np.random.uniform(0,.01,m.X.shape)
m.likelihood.variance = .1
if optimize:
print "Optimizing model:"
m.optimize('scg', messages=verbose, max_iters=max_iters,
gtol=.05)
if plot:
m.X.plot("SSGPLVM Latent Space 1D")
m.kern.plot_ARD('SSGPLVM Simulation ARD Parameters')
return m
def bgplvm_simulation_missing_data(optimize=True, verbose=1,
plot=True, plot_sim=False,
max_iters=2e4,