# Copyright (c) 2012 - 2014 the GPy Austhors (see AUTHORS.txt) # Licensed under the BSD 3-clause license (see LICENSE.txt) import numpy as np from ..core import GP from .. import likelihoods from .. import kern from .. import util class GPHeteroscedasticRegression(GP): """ Gaussian Process model for heteroscedastic regression This is a thin wrapper around the models.GP class, with a set of sensible defaults :param X: input observations :param Y: observed values :param kernel: a GPy kernel, defaults to rbf """ def __init__(self, X, Y, kernel=None, Y_metadata=None): Ny = Y.shape[0] if Y_metadata is None: Y_metadata = {'output_index':np.arange(Ny)[:,None]} else: assert Y_metadata['output_index'].shape[0] == Ny if kernel is None: kernel = kern.RBF(X.shape[1]) #Likelihood #likelihoods_list = [likelihoods.Gaussian(name="Gaussian_noise_%s" %j) for j in range(Ny)] noise_terms = np.unique(Y_metadata['output_index'].flatten()) likelihoods_list = [likelihoods.Gaussian(name="Gaussian_noise_%s" %j) for j in noise_terms] likelihood = likelihoods.MixedNoise(likelihoods_list=likelihoods_list) super(GPHeteroscedasticRegression, self).__init__(X,Y,kernel,likelihood, Y_metadata=Y_metadata) def plot(self,*args): return NotImplementedError