Corrected v2 missing print brackets. Added test code for new model and util

This commit is contained in:
Michael T Smith 2016-08-03 17:49:01 +01:00
parent 132c8d92b2
commit ea8b732181
3 changed files with 68 additions and 1 deletions

View file

@ -405,6 +405,24 @@ class MiscTests(unittest.TestCase):
warp_m.plot()
warp_f.plot(X.min()-10, X.max()+10)
plt.show()
def test_offset_regression(self):
#Tests GPy.models.GPOffsetRegression. Using two small time series
#from a sine wave, we confirm the algorithm determines that the
#likelihood is maximised when the offset hyperparameter is approximately
#equal to the actual offset in X between the two time series.
offset = 3
X1 = np.arange(0,50,5.0)[:,None]
X2 = np.arange(0+offset,50+offset,5.0)[:,None]
X = np.vstack([X1,X2])
ind = np.vstack([np.zeros([10,1]),np.ones([10,1])])
X = np.hstack([X,ind])
Y = np.sin((X[0:10,0])/30.0)[:,None]
Y = np.vstack([Y,Y])
m = GPy.models.GPOffsetRegression(X,Y)
m.optimize()
assert np.abs(m.offset[0]-offset)<0.1, "GPOffsetRegression model failing to estimate correct offset."