GPy/GPy/util/initialization.py
2014-03-24 13:32:18 +00:00

19 lines
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427 B
Python

'''
Created on 24 Feb 2014
@author: maxz
'''
import numpy as np
from GPy.util.pca import pca
def initialize_latent(init, input_dim, Y):
Xr = np.random.randn(Y.shape[0], input_dim)
if init == 'PCA':
p = pca(Y)
PC = p.project(Y, min(input_dim, Y.shape[1]))
Xr[:PC.shape[0], :PC.shape[1]] = PC
else:
var = Xr.var(0)
return Xr, var/var.max()
return Xr, p.fracs[:input_dim]