From dd6823446d72059626fb0af62607bc25c4f1292c Mon Sep 17 00:00:00 2001 From: Zhenwen Dai Date: Mon, 28 Jul 2014 11:51:35 +0100 Subject: [PATCH] ssgplvm simulation example --- GPy/examples/dimensionality_reduction.py | 25 ++++++++++++++++++++++++ 1 file changed, 25 insertions(+) diff --git a/GPy/examples/dimensionality_reduction.py b/GPy/examples/dimensionality_reduction.py index a216eec6..6647c79c 100644 --- a/GPy/examples/dimensionality_reduction.py +++ b/GPy/examples/dimensionality_reduction.py @@ -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,