GPy/GPy/testing/kernel_tests.py
2013-03-06 13:33:24 +00:00

39 lines
1.2 KiB
Python

# Copyright (c) 2012, GPy authors (see AUTHORS.txt).
# Licensed under the BSD 3-clause license (see LICENSE.txt)
import unittest
import numpy as np
import GPy
class KernelTests(unittest.TestCase):
def test_kerneltie(self):
K = GPy.kern.rbf(5, ARD=True)
K.tie_param('[01]')
K.constrain_fixed('2')
X = np.random.rand(5,5)
Y = np.ones((5,1))
m = GPy.models.GP_regression(X,Y,K)
print m
self.assertTrue(m.checkgrad())
def coregionalisation_test(self):
X1 = np.random.rand(50,1)*8
X2 = np.random.rand(30,1)*5
index = np.vstack((np.zeros_like(X1),np.ones_like(X2)))
X = np.hstack((np.vstack((X1,X2)),index))
Y1 = np.sin(X1) + np.random.randn(*X1.shape)*0.05
Y2 = np.sin(X2) + np.random.randn(*X2.shape)*0.05 + 2.
Y = np.vstack((Y1,Y2))
k1 = GPy.kern.rbf(1) + GPy.kern.bias(1)
k2 = GPy.kern.coregionalise(2,1)
k = k1.prod_orthogonal(k2)
m = GPy.models.GP_regression(X,Y,kernel=k)
self.assertTrue(m.checkgrad())
if __name__ == "__main__":
print "Running unit tests, please be (very) patient..."
unittest.main()