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30 lines
637 B
Python
30 lines
637 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 numpy as np
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import pylab as pb
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import GPy
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np.random.seed(1)
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print "sparse GPLVM with RBF kernel"
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N = 100
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M = 8
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Q = 1
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D = 2
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#generate GPLVM-like data
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X = np.random.rand(N, Q)
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k = GPy.kern.rbf(Q, 1.0, 2.0) + GPy.kern.white(Q, 0.00001)
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K = k.K(X)
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Y = np.random.multivariate_normal(np.zeros(N),K,D).T
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m = GPy.models.sparse_GPLVM(Y, Q, M=M)
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m.constrain_positive('(rbf|bias|noise|white)')
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pb.figure()
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m.plot()
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pb.title('PCA initialisation')
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pb.figure()
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m.optimize(messages = 1)
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m.plot()
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pb.title('After optimisation')
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