diff --git a/GPy/examples/laplace_approximations.py b/GPy/examples/laplace_approximations.py index b30d100f..96b423f0 100644 --- a/GPy/examples/laplace_approximations.py +++ b/GPy/examples/laplace_approximations.py @@ -155,13 +155,15 @@ def boston_example(): X = X/X.std(axis=0) Y = Y-Y.mean() Y = Y/Y.std() - num_folds = 30 + num_folds = 10 kf = KFold(len(Y), n_folds=num_folds, indices=True) num_models = len(degrees_freedoms) + 3 #3 for baseline, gaussian, gaussian laplace approx score_folds = np.zeros((num_models, num_folds)) pred_density = score_folds.copy() + def rmse(Y, Ystar): return np.sqrt(np.mean((Y-Ystar)**2)) + for n, (train, test) in enumerate(kf): X_train, X_test, Y_train, Y_test = X[train], X[test], Y[train], Y[test] print "Fold {}".format(n) @@ -184,7 +186,7 @@ def boston_example(): mgp['rbf_len'] = rbf_len mgp['noise'] = noise print mgp - mgp.optimize(optimizer=optimizer,messages=messages) + mgp.optimize(optimizer=optimizer, messages=messages) Y_test_pred = mgp.predict(X_test) score_folds[1, n] = rmse(Y_test, Y_test_pred[0]) pred_density[1, n] = np.mean(mgp.log_predictive_density(X_test, Y_test)) @@ -289,7 +291,7 @@ def boston_example(): ax.yaxis.grid(True, linestyle='-', which='major', color='lightgrey', alpha=0.5) ax.set_axisbelow(True) - return mstu + return mstu_t def precipitation_example(): import sklearn