mirror of
https://github.com/SheffieldML/GPy.git
synced 2026-05-30 14:35:15 +02:00
Added some missing files.
This commit is contained in:
parent
ad5f03cf91
commit
fc98a975bf
10 changed files with 343 additions and 482 deletions
45
GPy/likelihoods/skew_exponential.py
Normal file
45
GPy/likelihoods/skew_exponential.py
Normal file
|
|
@ -0,0 +1,45 @@
|
|||
# Copyright (c) 2014 The GPy authors (see AUTHORS.txt)
|
||||
# Licensed under the BSD 3-clause license (see LICENSE.txt)
|
||||
|
||||
|
||||
import sympy as sym
|
||||
from GPy.util.symbolic import normcdfln
|
||||
import numpy as np
|
||||
from ..util.univariate_Gaussian import std_norm_pdf, std_norm_cdf
|
||||
#from GPy.util.functions import clip_exp
|
||||
import link_functions
|
||||
from symbolic import Symbolic
|
||||
from scipy import stats
|
||||
|
||||
class Skew_exponential(Symbolic):
|
||||
"""
|
||||
Negative binomial
|
||||
|
||||
.. math::
|
||||
|
||||
.. Note::
|
||||
Y takes real values.
|
||||
link function is identity
|
||||
|
||||
.. See also::
|
||||
symbolic.py, for the parent class
|
||||
"""
|
||||
def __init__(self, gp_link=None, shape=1.0, scale=1.0):
|
||||
parameters={'scale':scale, 'shape':shape}
|
||||
if gp_link is None:
|
||||
gp_link = link_functions.Identity()
|
||||
|
||||
#func_modules = [{'exp':clip_exp}]
|
||||
|
||||
scale = sym.Symbol('scale', positive=True, real=True)
|
||||
shape = sym.Symbol('shape', real=True)
|
||||
y_0 = sym.Symbol('y_0', real=True)
|
||||
f_0 = sym.Symbol('f_0', real=True)
|
||||
log_pdf=sym.log(shape)-sym.log(scale)-((y_0-f_0)/scale) + normcdfln(shape*(y_0-f_0)/scale)
|
||||
super(Skew_exponential, self).__init__(log_pdf=log_pdf, gp_link=gp_link, name='Skew_exponential', parameters=parameters)
|
||||
|
||||
# TODO: Check this.
|
||||
self.log_concave = True
|
||||
|
||||
|
||||
|
||||
53
GPy/likelihoods/skew_normal.py
Normal file
53
GPy/likelihoods/skew_normal.py
Normal file
|
|
@ -0,0 +1,53 @@
|
|||
# Copyright (c) 2014 The GPy authors (see AUTHORS.txt)
|
||||
# Licensed under the BSD 3-clause license (see LICENSE.txt)
|
||||
|
||||
|
||||
try:
|
||||
import sympy as sym
|
||||
sympy_available=True
|
||||
from sympy.utilities.lambdify import lambdify
|
||||
from GPy.util.symbolic import normcdfln, normcdf
|
||||
except ImportError:
|
||||
sympy_available=False
|
||||
|
||||
import numpy as np
|
||||
from ..util.univariate_Gaussian import std_norm_pdf, std_norm_cdf
|
||||
from GPy.util.functions import clip_exp
|
||||
import link_functions
|
||||
from symbolic import Symbolic
|
||||
from scipy import stats
|
||||
|
||||
class Skew_normal(Symbolic):
|
||||
"""
|
||||
Skew Normal distribution.
|
||||
|
||||
.. math::
|
||||
|
||||
.. Note::
|
||||
Y takes real values.
|
||||
link function is identity
|
||||
|
||||
.. See also::
|
||||
symbolic.py, for the parent class
|
||||
"""
|
||||
def __init__(self, gp_link=None, shape=1.0, scale=1.0):
|
||||
parameters = {'scale': scale, 'shape':shape}
|
||||
if gp_link is None:
|
||||
gp_link = link_functions.Identity()
|
||||
|
||||
# # this likelihood has severe problems with likelihoods saturating exponentials, so clip_exp is used in place of the true exp as a solution for dealing with the numerics.
|
||||
# func_modules = [{'exp':clip_exp}]
|
||||
func_modules = []
|
||||
|
||||
scale = sym.Symbol('scale', positive=True, real=True)
|
||||
shape = sym.Symbol('shape', real=True)
|
||||
y_0 = sym.Symbol('y_0', real=True)
|
||||
f_0 = sym.Symbol('f_0', real=True)
|
||||
log_pdf=-sym.log(scale)-1./2*sym.log(2*sym.pi)-1./2*((y_0-f_0)/scale)**2 + sym.log(2) + normcdfln(shape*(y_0-f_0)/scale)
|
||||
super(Skew_normal, self).__init__(log_pdf=log_pdf, parameters=parameters, gp_link=gp_link, name='Skew_normal', func_modules=func_modules)
|
||||
|
||||
self.log_concave = True
|
||||
|
||||
|
||||
|
||||
|
||||
45
GPy/likelihoods/sstudent_t.py
Normal file
45
GPy/likelihoods/sstudent_t.py
Normal file
|
|
@ -0,0 +1,45 @@
|
|||
# Copyright (c) 2014 The GPy authors (see AUTHORS.txt)
|
||||
# Licensed under the BSD 3-clause license (see LICENSE.txt)
|
||||
|
||||
|
||||
import sympy as sym
|
||||
from sympy.utilities.lambdify import lambdify
|
||||
from GPy.util.symbolic import gammaln
|
||||
|
||||
import numpy as np
|
||||
import link_functions
|
||||
from symbolic import Symbolic
|
||||
from scipy import stats
|
||||
|
||||
class SstudentT(Symbolic):
|
||||
"""
|
||||
Symbolic variant of the Student-t distribution.
|
||||
|
||||
.. math::
|
||||
|
||||
.. Note::
|
||||
Y takes real values.
|
||||
link function is identity
|
||||
|
||||
.. See also::
|
||||
symbolic.py, for the parent class
|
||||
"""
|
||||
def __init__(self, gp_link=None, deg_free=5.0, t_scale2=1.0):
|
||||
parameters = {'deg_free':5.0, 't_scale2':1.0}
|
||||
if gp_link is None:
|
||||
gp_link = link_functions.Identity()
|
||||
|
||||
# this likelihood has severe problems with likelihoods saturating ...
|
||||
y_0 = sym.Symbol('y_0', real=True)
|
||||
f_0 = sym.Symbol('f_0', real=True)
|
||||
nu = sym.Symbol('nu', positive=True, real=True)
|
||||
t_scale2 = sym.Symbol('t_scale2', positive=True, real=True)
|
||||
log_pdf = (gammaln((nu + 1) * 0.5)
|
||||
- gammaln(nu * 0.5)
|
||||
- 0.5*sym.log(t_scale2 * nu * sym.pi)
|
||||
- 0.5*(nu + 1)*sym.log(1 + (1/nu)*(((y_0-f_0)**2)/t_scale2)))
|
||||
super(SstudentT, self).__init__(log_pdf=log_pdf, parameters=parameters, gp_link=gp_link, name='SstudentT')
|
||||
self.log_concave = False
|
||||
|
||||
|
||||
|
||||
Loading…
Add table
Add a link
Reference in a new issue