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Merge branch 'master' into devel

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Nicolo Fusi 2013-04-10 16:55:27 +01:00
commit f6879ef768
12 changed files with 307 additions and 90 deletions
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21
GPy/kern/kern.py
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@ -51,6 +51,27 @@ class kern(parameterised):
parameterised.__init__(self)
def plot_ARD(self):
"""
If an ARD kernel is present, it bar-plots the ARD parameters
"""
for p in self.parts:
if hasattr(p, 'ARD') and p.ARD:
pb.figure()
pb.title('ARD parameters, %s kernel' % p.name)
if p.name == 'linear':
ard_params = p.variances
else:
ard_params = 1./p.lengthscale
pb.bar(np.arange(len(ard_params))-0.4, ard_params)
def _transform_gradients(self,g):
x = self._get_params()
g[self.constrained_positive_indices] = g[self.constrained_positive_indices]*x[self.constrained_positive_indices]

1
GPy/kern/linear.py
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@ -1,6 +1,7 @@
# Copyright (c) 2012, GPy authors (see AUTHORS.txt).
# Licensed under the BSD 3-clause license (see LICENSE.txt)
from kernpart import kernpart
import numpy as np

1
GPy/kern/periodic_Matern52.py
View file

@ -53,6 +53,7 @@ class periodic_Matern52(kernpart):
psi = np.where(r1 != 0, (np.arctan(r2/r1) + (r1<0.)*np.pi),np.arcsin(r2))
return r,omega[:,0:1], psi
@silence_errors
def _int_computation(self,r1,omega1,phi1,r2,omega2,phi2):
Gint1 = 1./(omega1+omega2.T)*( np.sin((omega1+omega2.T)*self.upper+phi1+phi2.T) - np.sin((omega1+omega2.T)*self.lower+phi1+phi2.T)) + 1./(omega1-omega2.T)*( np.sin((omega1-omega2.T)*self.upper+phi1-phi2.T) - np.sin((omega1-omega2.T)*self.lower+phi1-phi2.T) )
Gint2 = 1./(omega1+omega2.T)*( np.sin((omega1+omega2.T)*self.upper+phi1+phi2.T) - np.sin((omega1+omega2.T)*self.lower+phi1+phi2.T)) + np.cos(phi1-phi2.T)*(self.upper-self.lower)

1
GPy/kern/periodic_exponential.py
View file

@ -53,6 +53,7 @@ class periodic_exponential(kernpart):
psi = np.where(r1 != 0, (np.arctan(r2/r1) + (r1<0.)*np.pi),np.arcsin(r2))
return r,omega[:,0:1], psi
@silence_errors
def _int_computation(self,r1,omega1,phi1,r2,omega2,phi2):
Gint1 = 1./(omega1+omega2.T)*( np.sin((omega1+omega2.T)*self.upper+phi1+phi2.T) - np.sin((omega1+omega2.T)*self.lower+phi1+phi2.T)) + 1./(omega1-omega2.T)*( np.sin((omega1-omega2.T)*self.upper+phi1-phi2.T) - np.sin((omega1-omega2.T)*self.lower+phi1-phi2.T) )
Gint2 = 1./(omega1+omega2.T)*( np.sin((omega1+omega2.T)*self.upper+phi1+phi2.T) - np.sin((omega1+omega2.T)*self.lower+phi1+phi2.T)) + np.cos(phi1-phi2.T)*(self.upper-self.lower)