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https://github.com/SheffieldML/GPy.git
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64 lines
1.8 KiB
Python
64 lines
1.8 KiB
Python
import numpy as np
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import pylab as pb
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pb.ion()
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import sys
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import GPy
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pb.close('all')
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N = 200
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M = 15
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resolution=5
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X = np.linspace(0,12,N)[:,None]
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Z = np.linspace(0,12,M)[:,None] # inducing points (fixed for now)
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Y = np.sin(X) + np.random.randn(*X.shape)/np.sqrt(50.)
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#k = GPy.kern.rbf(1)
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k = GPy.kern.Matern32(1) + GPy.kern.white(1)
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models = [GPy.models.sparse_GP_regression(X,Y,Z=Z,kernel=k)
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,GPy.models.sparse_GP_regression(X,Y,Z=Z,kernel=k)
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,GPy.models.sparse_GP_regression(X,Y,Z=Z,kernel=k)
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,GPy.models.sparse_GP_regression(X,Y,Z=Z,kernel=k)]
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models[0].scale_factor = 1.
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models[1].scale_factor = 10.
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models[2].scale_factor = 100.
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models[3].scale_factor = 1000.
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#GPy.models.sgp_debugB(X,Y,Z=Z,kernel=k),
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#GPy.models.sgp_debugC(X,Y,Z=Z,kernel=k)]#,
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#GPy.models.sgp_debugE(X,Y,Z=Z,kernel=k)]
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[m.constrain_fixed('white',0.1) for m in models]
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#xx,yy = np.mgrid[1.5:4:0+resolution*1j,-2:2:0+resolution*1j]
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xx,yy = np.mgrid[3:16:0+resolution*1j,-2:1:0+resolution*1j]
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lls = []
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cgs = []
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grads = []
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count = 0
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for l,v in zip(xx.flatten(),yy.flatten()):
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count += 1
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print count, 'of', resolution**2
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sys.stdout.flush()
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[m.set('lengthscale',l) for m in models]
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[m.set('_variance',10.**v) for m in models]
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lls.append([m.log_likelihood() for m in models])
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grads.append([m.log_likelihood_gradients() for m in models])
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cgs.append([m.checkgrad(verbose=0,return_ratio=True) for m in models])
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lls = np.array(zip(*lls)).reshape(-1,resolution,resolution)
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cgs = np.array(zip(*cgs)).reshape(-1,resolution,resolution)
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for ll,cg in zip(lls,cgs):
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pb.figure()
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pb.contourf(xx,yy,ll,100,cmap=pb.cm.gray)
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pb.colorbar()
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try:
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pb.contour(xx,yy,np.exp(ll),colors='k')
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except:
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pass
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pb.scatter(xx.flatten(),yy.flatten(),20,np.log(np.abs(cg.flatten())),cmap=pb.cm.jet,linewidth=0)
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pb.colorbar()
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