""" Test the regression we get with the new transformations. Author: Ilias Bilionis Date: 3/8/2015 """ import sys import os # Make sure we load the GP that is here sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), '..'))) import GPy import matplotlib.pyplot as plt import numpy as np import triangle if __name__ == '__main__': m = GPy.examples.regression.olympic_marathon_men(optimize=True) plt.show(block=True) print m mcmc = GPy.inference.mcmc.samplers.Metropolis_Hastings(m) mcmc.sample(Ntotal=100000, Nburn=10000, Nthin=100, tune_interval=1000, tune_throughout=True) samples = np.array(mcmc.chains[-1]) fig = triangle.corner(samples) m.plot() fig = plt.figure() for i in xrange(samples.shape[1]): ax = fig.add_subplot(samples.shape[1], 1, i + 1) ax.plot(samples[:, i], linewidth=1.5) plt.show(block=True)