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41 lines
828 B
Python
41 lines
828 B
Python
# Copyright (c) 2012, GPy authors (see AUTHORS.txt).
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# Licensed under the BSD 3-clause license (see LICENSE.txt)
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import pylab as pb
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import numpy as np
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import GPy
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def toy_1d():
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N = 2000
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M = 20
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#create data
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X = np.linspace(0,32,N)[:,None]
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Z = np.linspace(0,32,M)[:,None]
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Y = np.sin(X) + np.cos(0.3*X) + np.random.randn(*X.shape)/np.sqrt(50.)
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m = GPy.models.SVIGPRegression(X,Y, batchsize=10, Z=Z)
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m.constrain_bounded('noise_variance',1e-3,1e-1)
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m.constrain_bounded('white_variance',1e-3,1e-1)
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m.param_steplength = 1e-4
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fig = pb.figure()
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ax = fig.add_subplot(111)
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def cb():
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ax.cla()
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m.plot(ax=ax,Z_height=-3)
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ax.set_ylim(-3,3)
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fig.canvas.draw()
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m.optimize(500, callback=cb, callback_interval=1)
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m.plot_traces()
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return m
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