mirror of
https://github.com/SheffieldML/GPy.git
synced 2026-05-12 05:22:38 +02:00
Poisson likelihood implementations needs to be thought carefully
This commit is contained in:
parent
903c8bb123
commit
dde30c01ff
1 changed files with 0 additions and 47 deletions
|
|
@ -1,47 +0,0 @@
|
|||
# Copyright (c) 2012, GPy authors (see AUTHORS.txt).
|
||||
# Licensed under the BSD 3-clause license (see LICENSE.txt)
|
||||
|
||||
|
||||
"""
|
||||
Gaussian Processes + Expectation Propagation - Poisson Likelihood
|
||||
"""
|
||||
import pylab as pb
|
||||
import numpy as np
|
||||
import GPy
|
||||
|
||||
default_seed=10000
|
||||
|
||||
def toy_poisson_1d(seed=default_seed):
|
||||
"""
|
||||
Simple 1D classification example
|
||||
:param seed : seed value for data generation (default is 4).
|
||||
:type seed: int
|
||||
"""
|
||||
|
||||
X = np.arange(0,100,5)[:,None]
|
||||
F = np.round(np.sin(X/18.) + .1*X) + np.arange(5,25)[:,None]
|
||||
E = np.random.randint(-5,5,20)[:,None]
|
||||
Y = F + E
|
||||
|
||||
kernel = GPy.kern.rbf(1)
|
||||
distribution = GPy.likelihoods.likelihood_functions.Poisson()
|
||||
likelihood = GPy.likelihoods.EP(Y,distribution)
|
||||
|
||||
m = GPy.models.GP(X,likelihood,kernel)
|
||||
m.ensure_default_constraints()
|
||||
|
||||
# Approximate likelihood
|
||||
m.update_likelihood_approximation()
|
||||
|
||||
# Optimize and plot
|
||||
m.optimize()
|
||||
#m.EPEM FIXME
|
||||
print m
|
||||
|
||||
# Plot
|
||||
pb.subplot(211)
|
||||
m.plot_f() #GP plot
|
||||
pb.subplot(212)
|
||||
m.plot() #Output plot
|
||||
|
||||
return m
|
||||
Loading…
Add table
Add a link
Reference in a new issue