GPy/GPy/testing/mrd_tests.py
2013-06-17 15:57:19 +01:00

32 lines
905 B
Python

# Copyright (c) 2013, Max Zwiessele
# Licensed under the BSD 3-clause license (see LICENSE.txt)
'''
Created on 10 Apr 2013
@author: maxz
'''
import unittest
import numpy as np
import GPy
class MRDTests(unittest.TestCase):
def test_gradients(self):
num_m = 3
N, num_inducing, input_dim, D = 20, 8, 6, 20
X = np.random.rand(N, input_dim)
k = GPy.kern.linear(input_dim) + GPy.kern.bias(input_dim) + GPy.kern.white(input_dim)
K = k.K(X)
Ylist = [np.random.multivariate_normal(np.zeros(N), K, input_dim).T for _ in range(num_m)]
likelihood_list = [GPy.likelihoods.Gaussian(Y) for Y in Ylist]
m = GPy.models.MRD(likelihood_list, input_dim=input_dim, kernels=k, num_inducing=num_inducing)
self.assertTrue(m.checkgrad())
if __name__ == "__main__":
print "Running unit tests, please be (very) patient..."
unittest.main()