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examples corrected
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1 changed files with 40 additions and 31 deletions
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@ -26,32 +26,40 @@ def crescent_data(seed=default_seed): # FIXME
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m = GPy.models.GPClassification(data['X'], Y)
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m.ensure_default_constraints()
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m.update_likelihood_approximation()
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m.optimize()
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#m.update_likelihood_approximation()
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#m.optimize()
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m.pseudo_EM()
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print(m)
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m.plot()
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return m
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def oil():
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def oil(num_inducing=50):
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"""
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Run a Gaussian process classification on the oil data. The demonstration calls the basic GP classification model and uses EP to approximate the likelihood.
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"""
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data = GPy.util.datasets.oil()
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Y = data['Y'][:, 0:1]
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X = data['X'][:600,:]
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X_test = data['X'][600:,:]
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Y = data['Y'][:600, 0:1]
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Y[Y.flatten()==-1] = 0
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Y_test = data['Y'][600:, 0:1]
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# Create GP model
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m = GPy.models.GPClassification(data['X'], Y)
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m = GPy.models.SparseGPClassification(X, Y,num_inducing=num_inducing)
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# Contrain all parameters to be positive
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m.constrain_positive('')
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m.tie_params('.*len')
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m['.*len'] = 10.
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m.update_likelihood_approximation()
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# Optimize
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m.optimize()
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print(m)
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#Test
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probs = m.predict(X_test)[0]
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GPy.util.classification.conf_matrix(probs,Y_test)
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return m
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def toy_linear_1d_classification(seed=default_seed):
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@ -70,20 +78,20 @@ def toy_linear_1d_classification(seed=default_seed):
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m.ensure_default_constraints()
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# Optimize
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m.update_likelihood_approximation()
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#m.update_likelihood_approximation()
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# Parameters optimization:
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m.optimize()
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#m.optimize()
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m.pseudo_EM()
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# Plot
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pb.subplot(211)
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m.plot_f()
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pb.subplot(212)
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m.plot()
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fig, axes = pb.subplots(2,1)
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m.plot_f(ax=axes[0])
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m.plot(ax=axes[1])
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print(m)
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return m
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def sparse_toy_linear_1d_classification(seed=default_seed):
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def sparse_toy_linear_1d_classification(num_inducing=10,seed=default_seed):
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"""
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Sparse 1D classification example
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:param seed : seed value for data generation (default is 4).
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@ -95,25 +103,25 @@ def sparse_toy_linear_1d_classification(seed=default_seed):
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Y[Y.flatten() == -1] = 0
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# Model definition
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m = GPy.models.SparseGPClassification(data['X'], Y)
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m['.*len']= 2.
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m = GPy.models.SparseGPClassification(data['X'], Y,num_inducing=num_inducing)
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m['.*len']= 4.
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m.ensure_default_constraints()
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# Optimize
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m.update_likelihood_approximation()
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#m.update_likelihood_approximation()
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# Parameters optimization:
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m.optimize()
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#m.optimize()
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m.pseudo_EM()
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# Plot
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pb.subplot(211)
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m.plot_f()
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pb.subplot(212)
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m.plot()
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fig, axes = pb.subplots(2,1)
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m.plot_f(ax=axes[0])
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m.plot(ax=axes[1])
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print(m)
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return m
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def sparse_crescent_data(inducing=10, seed=default_seed):
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def sparse_crescent_data(num_inducing=10, seed=default_seed):
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"""
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Run a Gaussian process classification with DTC approxiamtion on the crescent data. The demonstration calls the basic GP classification model and uses EP to approximate the likelihood.
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@ -128,16 +136,17 @@ def sparse_crescent_data(inducing=10, seed=default_seed):
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Y = data['Y']
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Y[Y.flatten()==-1]=0
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m = GPy.models.SparseGPClassification(data['X'], Y)
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m = GPy.models.SparseGPClassification(data['X'], Y,num_inducing=num_inducing)
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m.ensure_default_constraints()
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m['.*len'] = 10.
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m.update_likelihood_approximation()
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m.optimize()
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#m.update_likelihood_approximation()
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#m.optimize()
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m.pseudo_EM()
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print(m)
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m.plot()
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return m
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def FITC_crescent_data(inducing=10, seed=default_seed):
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def FITC_crescent_data(num_inducing=10, seed=default_seed):
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"""
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Run a Gaussian process classification with FITC approximation on the crescent data. The demonstration uses EP to approximate the likelihood.
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@ -145,7 +154,7 @@ def FITC_crescent_data(inducing=10, seed=default_seed):
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:param seed : seed value for data generation.
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:type seed: int
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:param inducing : number of inducing variables (only used for 'FITC' or 'DTC').
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:type inducing: int
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:type num_inducing: int
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"""
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data = GPy.util.datasets.crescent_data(seed=seed)
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@ -157,12 +166,12 @@ def FITC_crescent_data(inducing=10, seed=default_seed):
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Y = data['Y']
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Y[Y.flatten()==-1]=0
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m = GPy.models.FITCClassification(data['X'], Y)
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m = GPy.models.FITCClassification(data['X'], Y,num_inducing=num_inducing)
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m.ensure_default_constraints()
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m['.*len'] = 3.
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m.update_likelihood_approximation()
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m.optimize()
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#m.update_likelihood_approximation()
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#m.optimize()
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m.pseudo_EM()
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print(m)
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m.plot()
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return m
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