def get_gp(profile, t):
# Define the objective function (negative log-likelihood in this case).
def nll(p):
gp.set_parameter_vector(p)
ll = gp.log_likelihood(y, quiet=True)
return -ll if np.isfinite(ll) else 1e25
# And the gradient of the objective function.
def grad_nll(p):
gp.set_parameter_vector(p)
return -gp.grad_log_likelihood(y, quiet=True)
k1 = 1e-5 * kernels.ExpSquaredKernel(metric=10.0)
k2 = 1.0 * kernels.ExpSquaredKernel(metric=10)
kernel = k1 #+ k2
y = profile
gp = george.GP(kernel,
mean=np.mean(y),
fit_mean=True,
white_noise=np.log(1e-5),
fit_white_noise=True)
# You need to compute the GP once before starting the optimization.
gp.compute(t)
# Print the initial ln-likelihood.
print(gp.log_likelihood(y))
# Run the optimization routine.
p0 = gp.get_parameter_vector()
results = op.minimize(nll, p0, jac=grad_nll, method="L-BFGS-B")
# Update the kernel and print the final log-likelihood.
gp.set_parameter_vector(results.x)
return gp
def __init__(self, keyword=None, **kwargs):
"""Initialises the priors, initial hp values, and kernel."""
# Set up kernel
# -------------
k_spatial = 1.0 * kernels.ExpSquaredKernel(
metric=[1.0, 1.0], ndim=3, axes=[0, 1])
k_temporal = 1.0 * kernels.ExpSquaredKernel(metric=1.0, ndim=3, axes=2)
k_total = k_spatial + k_temporal
if keyword in ('long', 'long_timescale'):
default_sigt = 16
elif isinstance(keyword, (int, float)):
default_sigt = keyword + 1e-5
else:
default_sigt = np.exp(0.36 / 2)
super().__init__(kernel=k_total,
parameter_names=('ln_Axy', '2ln_sigx', '2ln_sigy',
'ln_At', '2ln_sigt'),
default_values=(-12.86, -3.47, -4.34, -12.28,
2 * np.log(default_sigt)),
keyword=keyword,
**kwargs)
self.default_X_cols = ['x', 'y', 't']
def __init__(self, x, y, yerr, subdivisions):
"""
Initialize global variables of Gaussian Process Regression Interpolator
Args:
x (array): Independent variable
y (array): Dependent variable
yerr (array): Uncertainty on y
subdivisions: The number of subdivisions between data points
"""
# Define kernels
kernel_expsq = 38**2 * kernels.ExpSquaredKernel(metric=10**2)
kernel_periodic = 150**2 * kernels.ExpSquaredKernel(
2**2) * kernels.ExpSine2Kernel(gamma=0.05, log_period=np.log(11))
kernel_poly = 5**2 * kernels.RationalQuadraticKernel(
log_alpha=np.log(.78), metric=1.2**2)
kernel_extra = 5**2 * kernels.ExpSquaredKernel(1.6**2)
kernel = kernel_expsq + kernel_periodic + kernel_poly + kernel_extra
# Create GP object
self.gp = george.GP(kernel, mean=np.mean(y), fit_mean=False)
self.gp.compute(x, yerr)
# Set global variables
self.ndim = len(self.gp)
self.x = x
self.y = y
self.yerr = yerr
self.subdivisions = subdivisions
self.priors = [prior.Prior(0, 1) for i in range(self.ndim)]
self.x_predict = np.linspace(min(self.x), max(self.x),
subdivisions * (len(self.x) - 1) + 1)
def __init__(self, P=None, *args, **kwargs):
"""Initialises the priors, initial hp values, and kernel."""
# Set up kernel
# -------------
k_spatial = 1.0 * kernels.ExpSquaredKernel(
metric=[1.0, 1.0], ndim=3, axes=[0, 1])
k_temporal = 1.0 * kernels.ExpSquaredKernel(
metric=1.0,
ndim=3, axes=2) \
* kernels.ExpSine2Kernel(
gamma=2, log_period=1,
ndim=3, axes=2)
k_total = k_spatial + k_temporal
if P is None:
P = 0.5
# NOTE: sigt always starts as multiple of the period
super().__init__(kernel=k_total,
parameter_names=('ln_Axy', '2ln_sigx', '2ln_sigy',
'ln_At', '2ln_sigt', 'gamma', 'lnP'),
default_values=(-12.86, -3.47, -4.34, -12.28,
2 * np.log(4 * P), 1.0, np.log(P)),
*args,
**kwargs)
# self.set_hyperpriors(keyword=keyword)
# self.set_bounds(keyword=keyword)
# self.parameter_names = ('ln_Axy', '2ln_sigx', '2ln_sigy',
# 'ln_At', '2ln_sigt', 'gamma', 'lnP')
# self.default_values = (-12.86, -3.47, -4.34, -12.28,
# max(2*np.log(4*P), self.bounds[4][0] + 1e-6),
# 1.0, np.log(P))
# self.kernel = k_total
# self.kernel.set_parameter_vector(np.array(self.default_values))
# # Additional potential tools
# self.get_parameter_vector = self.kernel.get_parameter_vector
# self.set_parameter_vector = self.kernel.set_parameter_vector
if np.log(P) < self.bounds[-1][0] or np.log(P) > self.bounds[-1][1]:
raise PriorInitialisationError(
("Initial period is out of bounds\nperiod: {},\n"
"lnP: {}, \nbounds: {}".format(P, np.log(P),
self.bounds[-1])))
elif not np.isfinite(self.log_prior(self.default_values)):
raise PriorInitialisationError(
("Initial hyperparameter values are out of "
"prior bounds.\n"
"hp_default: {}\n"
"bounds: {}\n"
"P: {}".format(self.default_values, self.bounds, P)))
self.default_X_cols = ['x', 'y', 't']
def _general_metric(metric, N=100, ndim=3):
kernel = 0.1 * kernels.ExpSquaredKernel(metric, ndim=ndim)
x = np.random.rand(N, ndim)
M0 = kernel.get_value(x)
gp = GP(kernel)
M1 = gp.get_matrix(x)
assert np.allclose(M0, M1)
# Compute the expected matrix.
M2 = np.empty((N, N))
for i in range(N):
for j in range(N):
r = x[i] - x[j]
r2 = np.dot(r, np.linalg.solve(metric, r))
M2[i, j] = 0.1 * np.exp(-0.5 * r2)
if not np.allclose(M0, M2):
print(M0)
print()
print(M2)
print()
print(M0 - M2)
print()
print(M0 / M2)
L = np.linalg.cholesky(metric)
i = N - 1
j = N - 2
r = x[j] - x[i]
print(x[i], x[j])
print("r = ", r)
print("L.r = ", np.dot(L, r))
assert np.allclose(M0, M2)
def generate_data(params, N, rng=(-5, 5)):
# Create GP object
# It needs a kernel to be supplied.
gp = george.GP(0.1 * kernels.ExpSquaredKernel(3.3))
# Generate an array for the independent variable.
# In this case, the array goes from -5 to +5.
# In case of a spectrum this is the wavelength.
t = rng[0] + np.diff(rng) * np.sort(np.random.rand(N))
# Generate the dependent variable array. Flux in case of spectra.
# The sample method of the gp object draws samples from the distribution
# used to define the gp object.
y = gp.sample(t) # This just gives a straight line
# This adds the gaussian "absorption" or "emission" to the straight line
y += Model(**params).get_value(t)
# Generate array for errors and add it to the dependent variable.
# This has a base error of 0.05 and then another random error that
# has a magnitude between 0 and 0.05.
yerr = 0.05 + 0.05 * np.random.rand(N)
y += yerr * np.random.randn(
N) # randn draws samples from the normal distribution
"""
fig = plt.figure()
ax = fig.add_subplot(111)
ax.errorbar(t, y, yerr=yerr, fmt='.k', capsize=0)
plt.show()
"""
return t, y, yerr
def __init__(self):
print('Initialize sigma_d emulator')
self.cosmos = np.loadtxt(os.path.dirname(
os.path.abspath(__file__)) + '/../data/cparams_4d.dat')
self.ydata = np.loadtxt(os.path.dirname(os.path.abspath(
__file__)) + '/../learned_data/sigmad/coeff_all.dat')
self.yavg = np.loadtxt(os.path.dirname(os.path.abspath(
__file__)) + '/../learned_data/sigmad/sigd_avg.dat')
self.ystd = np.loadtxt(os.path.dirname(os.path.abspath(
__file__)) + '/../learned_data/sigmad/sigd_std.dat')
self.gp_params = np.loadtxt(os.path.dirname(os.path.abspath(
__file__)) + '/../learned_data/sigmad/gp_params.dat')
self.ktypes = np.loadtxt(os.path.dirname(os.path.abspath(
__file__)) + '/../learned_data/sigmad/ktypes.dat')
if self.ktypes == 10:
kernel = 1. * \
kernels.Matern52Kernel(np.ones(4), ndim=4) + \
kernels.ConstantKernel(1e-4, ndim=4)
elif self.ktypes == 6:
kernel = 1. * \
kernels.ExpSquaredKernel(
np.ones(4), ndim=4) + kernels.ConstantKernel(1e-4, ndim=4)
else:
print('kernel type 6 and 10 are the only supported types.')
self.gp = george.GP(kernel)
self.gp.compute(self.cosmos[:800])
self.gp.set_parameter_vector(self.gp_params)
self.As_fid = np.exp(3.094)
def load_sigma_gp(self):
self.cosmos = np.loadtxt(os.path.dirname(
os.path.abspath(__file__)) + '/../data/cparams_4d.dat')
self.ydata = np.loadtxt(os.path.dirname(os.path.abspath(
__file__)) + '/../learned_data/sigmaM/coeff_all.dat')
self.eigdata = np.loadtxt(os.path.dirname(os.path.abspath(
__file__)) + '/../learned_data/sigmaM/pca_eigvec.dat')
self.ymean = np.loadtxt(os.path.dirname(os.path.abspath(
__file__)) + '/../learned_data/sigmaM/pca_mean.dat')
self.ystd = np.loadtxt(os.path.dirname(os.path.abspath(
__file__)) + '/../learned_data/sigmaM/pca_std.dat')
self.yavg = np.loadtxt(os.path.dirname(os.path.abspath(
__file__)) + '/../learned_data/sigmaM/pca_avg.dat')
self.gp_params = np.loadtxt(os.path.dirname(os.path.abspath(
__file__)) + '/../learned_data/sigmaM/gp_params.dat')
self.ktypes = np.loadtxt(os.path.dirname(os.path.abspath(
__file__)) + '/../learned_data/sigmaM/ktypes.dat')
self.gps = []
for i in range(4):
if self.ktypes[i] == 10:
kernel = 1. * \
kernels.Matern52Kernel(
np.ones(4), ndim=4) + kernels.ConstantKernel(1e-4, ndim=4)
elif self.ktypes[i] == 6:
kernel = 1. * \
kernels.ExpSquaredKernel(
np.ones(4), ndim=4) + kernels.ConstantKernel(1e-4, ndim=4)
else:
print('kernel type 6 and 10 are the only supported types.')
gp = george.GP(kernel)
gp.compute(self.cosmos[:800])
gp.set_parameter_vector(self.gp_params[i])
self.gps.append(gp)
def lnlike_gp(self):
if (self.t is None) | (self.y is None):
raise ValueError(
"Data is not properly initialized. Reveived Nones.")
elif len(self.t) == 1:
raise ValueError(
"Time data is not properly initialized. Expected array of size greater then 1."
)
else:
t, y = self.t, self.y
if self.kernel_type == "Standard":
kernel = 1. * kernels.ExpSquaredKernel(
5.) + kernels.WhiteKernel(2.)
gp = george.GP(kernel, mean=self.meanfnc)
gp.compute(t, self.yerr1)
return gp.lnlikelihood(y - self.model)
else:
kernel = kernels.PythonKernel(self.kernelfnc)
gp = george.GP(kernel, mean=self.meanfnc)
gp.compute(t)
return gp.lnlikelihood(y - self.model)
def test_apply_inverse(solver, seed=1234, N=201, yerr=0.1):
np.random.seed(seed)
# Set up the solver.
kernel = 1.0 * kernels.ExpSquaredKernel(0.5)
kwargs = dict()
if solver == HODLRSolver:
kwargs["tol"] = 1e-10
gp = GP(kernel, solver=solver, **kwargs)
# Sample some data.
x = np.sort(np.random.rand(N))
y = gp.sample(x)
gp.compute(x, yerr=yerr)
K = gp.get_matrix(x)
K[np.diag_indices_from(K)] += yerr**2
b1 = np.linalg.solve(K, y)
b2 = gp.apply_inverse(y)
assert np.allclose(b1, b2)
y = gp.sample(x, size=5).T
b1 = np.linalg.solve(K, y)
b2 = gp.apply_inverse(y)
assert np.allclose(b1, b2)
def test_gp_mean(N=50, seed=1234):
np.random.seed(seed)
x = np.random.uniform(0, 5)
y = 5 + np.sin(x)
gp = GP(10. * kernels.ExpSquaredKernel(1.3), mean=5.0, fit_mean=True)
gp.compute(x)
check_gradient(gp, y)
def lnlike(self, p):
"""
GP likelihood function for probability of data given the kernel parameters
:return lnlike: likelihood of kernel amplitude and length-scale parameters
"""
# Update the kernel and compute the lnlikelihood.
a, tau = 10.0**p[0], 10.0**p[1:]
lnlike = 0.0
try:
if self.kernel == 'sqexp':
self.gaussproc = george.GP(
a * kernels.ExpSquaredKernel(tau, ndim=len(tau)))
elif self.kernel == 'matern32':
self.gaussproc = george.GP(
a * kernels.Matern32Kernel(tau, ndim=len(tau)))
elif self.kernel == 'matern52':
self.gaussproc = george.GP(
a * kernels.Matern52Kernel(tau, ndim=len(tau)))
self.gaussproc.compute(self.x, self.yerr)
lnlike = self.gaussproc.log_likelihood(self.y, quiet=True)
except np.linalg.LinAlgError:
lnlike = -np.inf
return lnlike
def test_repeated_prediction_cache():
kernel = kernels.ExpSquaredKernel(1.0)
gp = GP(kernel)
x = np.array((-1, 0, 1))
gp.compute(x)
t = np.array((-.5, .3, 1.2))
y = x / x.std()
mu0, mu1 = (gp.predict(y, t, return_cov=False) for _ in range(2))
assert np.array_equal(mu0, mu1), \
"Identical training data must give identical predictions " \
"(problem with GP cache)."
y2 = 2 * y
mu2 = gp.predict(y2, t, return_cov=False)
assert not np.array_equal(mu0, mu2), \
"Different training data must give different predictions " \
"(problem with GP cache)."
a0 = gp._alpha
gp.kernel[0] += 0.1
gp.recompute()
gp._compute_alpha(y2, True)
a1 = gp._alpha
assert not np.allclose(a0, a1), \
"Different kernel parameters must give different alphas " \
"(problem with GP cache)."
mu, cov = gp.predict(y2, t)
_, var = gp.predict(y2, t, return_var=True)
assert np.allclose(np.diag(cov), var), \
"The predictive variance must be equal to the diagonal of the " \
"predictive covariance."
def test_dtype(seed=123):
np.random.seed(seed)
kernel = 0.1 * kernels.ExpSquaredKernel(1.5)
kernel.pars = [1, 2]
gp = GP(kernel)
x = np.random.rand(100)
gp.compute(x, 1e-2)
def _test_solver(Solver, N=300, seed=1234, **kwargs):
# Set up the solver.
kernel = 1.0 * kernels.ExpSquaredKernel(1.0)
solver = Solver(kernel, **kwargs)
# Sample some data.
np.random.seed(seed)
x = np.atleast_2d(np.sort(10 * np.random.randn(N))).T
yerr = np.ones(N)
solver.compute(x, yerr)
# Build the matrix.
K = kernel.get_value(x)
K[np.diag_indices_from(K)] += yerr**2
# Check the determinant.
sgn, lndet = np.linalg.slogdet(K)
assert sgn == 1.0, "Invalid determinant"
assert np.allclose(solver.log_determinant, lndet), "Incorrect determinant"
y = np.sin(x[:, 0])
b0 = np.linalg.solve(K, y)
b = solver.apply_inverse(y).flatten()
assert np.allclose(b, b0)
# Check the inverse.
assert np.allclose(solver.apply_inverse(K), np.eye(N)), "Incorrect inverse"
def kernel3(data):
def neg_ln_like(p):
gp.set_parameter_vector(p)
return -gp.log_likelihood(y)
def grad_neg_ln_like(p):
gp.set_parameter_vector(p)
return -gp.grad_log_likelihood(y)
try:
x, y, err = data
ls = get_ls(x, y, err)
kernel = np.var(y) * kernels.ExpSquaredKernel(ls**2)
gp = george.GP(kernel,
fit_mean=True,
white_noise=np.max(err)**2,
fit_white_noise=True)
gp.compute(x, err)
results = optimize.minimize(neg_ln_like,
gp.get_parameter_vector(),
jac=grad_neg_ln_like,
method="L-BFGS-B",
tol=1e-5)
# Update the kernel and print the final log-likelihood.
gp.set_parameter_vector(results.x)
except:
gp, results = kernel1(data)
return gp, results
def fit_gp(self, X, y, ye):
Xc, yc, yerrc = self.clean_data(X, y, ye)
scaler = preprocessing.StandardScaler().fit(Xc)
scaler_y = preprocessing.StandardScaler().fit(yc.reshape(-1, 1))
nX = scaler.transform(Xc)
ny = scaler_y.transform(yc.reshape(-1, 1))
nye = yerrc * scaler_y.scale_
kernel = np.var(ny.flatten()) * kernels.ExpSquaredKernel(
0.5, ndim=Xc.shape[1])
gp = george.GP(kernel, fit_white_noise=True)
gp.compute(nX, np.sqrt(nye).flatten())
def neg_ln_like(p):
gp.set_parameter_vector(p)
return -gp.log_likelihood(ny.flatten())
def grad_neg_ln_like(p):
gp.set_parameter_vector(p)
return -gp.grad_log_likelihood(ny.flatten())
result = minimize(neg_ln_like, [1., 1],
jac=grad_neg_ln_like,
method="L-BFGS-B")
print('[{}]: fit {}'.format(self.nbody.domain.rank, result))
gp.set_parameter_vector(result.x)
return gp
def optLC(lcsb, a, b, id=1):
global t, r, rerr, rdev, gp
t = lcsb.time
r = lcsb.rmag
rerr = lcsb.rerr
rdev = r - np.median(r)
# kernel = kernels.ExpSquaredKernel(a, bounds=(400,40000))
kernel = kernels.ExpSquaredKernel(a)
gp = george.GP(kernel, white_noise=np.log(b * b), fit_white_noise=True)
gp.compute(t, rerr)
# Print the initial ln-likelihood.
print(gp.lnlikelihood(rdev))
# Run the optimization routine.
p0 = gp.get_parameter_vector()
results = op.minimize(nll, p0, jac=grad_nll)
print results.x
# Update the kernel and print the final log-likelihood.
gp.set_parameter_vector(results.x)
print(gp.lnlikelihood(rdev))
t_pred = np.linspace(np.min(t), np.max(t), 5000)
pred_r, pred_rerr = gp.predict(rdev, t_pred, return_var=True)
return t, rdev, rerr, t_pred, pred_r, pred_rerr
def kern_QP(p):
nper = (len(p) - 1) / 4
for i in range(nper):
log_a, log_gamma, period, log_tau = p[i * 4:i * 4 + 4]
a_sq = 10.0**(2 * log_a)
gamma = 10.0**log_gamma
tau_sq = 10.0**(2 * log_tau)
if i == 0:
kern = a_sq * kernels.ExpSine2Kernel(gamma, period) * \
kernels.ExpSquaredKernel(tau_sq)
else:
kern += a_sq * kernels.ExpSine2Kernel(gamma, period) * \
kernels.ExpSquaredKernel(tau_sq)
log_sig_ppt = p[-1]
sig = 10.0**(log_sig_ppt - 3)
return kern, sig
def fit_predict(self):
kernel = kernels.ExpSquaredKernel(np.ones([self.x.shape[1]]),
ndim=self.x.shape[1])
gp = george.GP(kernel)
gp.compute(self.x[self.init_id])
pred_mean, pred_var = gp.predict(self.y, self.x, return_var=True)
return pred_mean, pred_var
def computeModel():
global gp
kernel = np.var(y) * kernels.ExpSquaredKernel(0.5) * kernels.ExpSine2Kernel(log_period = 0.5, gamma=1)
gp = george.GP(kernel)
gp.compute(x, y)
model = gp.predict(y, x, return_var=True)
result = minimize(neg_ln_like, gp.get_parameter_vector(), jac=grad_neg_ln_like)
gp.set_parameter_vector(result.x)
def create_kernel(self):
# This function creates the covariance function kernel for the Gaussian Process
if self.kern == 'SE':
return self.sigma_f * kernels.ExpSquaredKernel(self.l_param, ndim=self.n_dim)
elif self.kern == 'M32':
return self.sigma_f * kernels.Matern32Kernel(self.l_param, ndim=self.n_dim)
elif self.kern == 'M52':
return self.sigma_f * kernels.Matern52Kernel(self.l_param, ndim=self.n_dim)
def test_gp_callable_mean(N=50, seed=1234):
np.random.seed(seed)
x = np.random.uniform(0, 5)
y = 5 + np.sin(x)
mean = CallableModel(lambda x: 5.0 * x)
gp = GP(10. * kernels.ExpSquaredKernel(1.3), mean=mean)
gp.compute(x)
check_gradient(gp, y)
def generate_data(params, N, rng=(-5, 5)):
gp = george.GP(0.1 * kernels.ExpSquaredKernel(3.3))
t = rng[0] + np.diff(rng) * np.sort(np.random.rand(N))
y = gp.sample(t)
y += model(params, t)
yerr = 0.05 + 0.05 * np.random.rand(N)
y += yerr * np.random.randn(N)
return t, y, yerr
def generate_data(params, N, rng=(-5, 5)):
gp = george.GP(0.1 * kernels.ExpSquaredKernel(3.3))
t = rng[0] + np.diff(rng) * np.sort(
np.random.rand(N)) # N number of random numbers ranging from -5 to 5
y = gp.sample(t)
y += Model(**params).get_value(t)
yerr = 0.05 + 0.05 * np.random.rand(N)
y += yerr * np.random.randn(N)
return t, y, yerr
def create_kernel(self):
if self.kern == 'SE':
return self.sigma_f * kernels.ExpSquaredKernel(self.l_param,
ndim=self.n_dim)
elif self.kern == 'M32':
return self.sigma_f * kernels.Matern32Kernel(self.l_param,
ndim=self.n_dim)
elif self.kern == 'M52':
return self.sigma_f * kernels.Matern52Kernel(self.l_param,
ndim=self.n_dim)
def GP_double_exp_squared(self):
""" A GP noise model including a double exponenetial squared
kernel for corellated noise and white noise (jitter term). """
scaling = self.param["scaling"]
norm1 = self.param["norm1"]
length1 = self.param["length1"]
norm2 = self.param["norm2"]
length2 = self.param["length2"]
kernel = (norm1**2 * kernels.ExpSquaredKernel(length1**2) +
norm2**2 * kernels.ExpSquaredKernel(length2**2))
self.gp = george.GP(kernel)
self.gp.compute(self.x, self.y_err * scaling)
self.corellated = True
def test_strange_hodlr_bug():
np.random.seed(1234)
x = np.sort(np.random.uniform(0, 10, 50000))
yerr = 0.1 * np.ones_like(x)
y = np.sin(x)
kernel = np.var(y) * kernels.ExpSquaredKernel(1.0)
gp_hodlr = george.GP(kernel, solver=HODLRSolver, seed=42)
n = 200
gp_hodlr.compute(x[:n], yerr[:n])
gp_hodlr.log_likelihood(y[:n])
def GP_exp_squared(self, a, b, l):
""" A GP noise model including an exponenetial squared kernel
for corellated noise and white noise (jitter term). """
scaling = a
norm = b
length = l
kernel = norm**2 * kernels.ExpSquaredKernel(length**2)
self.gp = george.GP(kernel)
self.gp.compute(self.x, self.y_err * scaling)
def lnprior(p_var_current):
"""
"""
# The parameters are stored as a vector of values, so unpack them?
#CAREFUL OF SIGMA?
#prior_type= 'uniform'
#prior_type= 'gaussian-simple'
prior_type= 'gaussian-with-cov'
if prior_type=='uniform':
# We're using only uniform priors (for now - try sparsity!)
if np.logical_or((p_var_current<-2).any(),(p_var_current>2).any()):
return -np.inf
return 0 #prior up to constant -> log up to constant
if prior_type=='gaussian-simple':
#sigma_prior= 0.1#key is ratio to sigma in likelihood??
sigma_prior= 2.0# typical variation in rates. Notes: 1.0 works well, 5.0 not so well - 'wiggly'
denom= np.power(sigma_prior,2)
#(la.norm(p_var-np.mean(p_var),ord=penalty_order)**penalty_order)
#print 'lnprior'
#print -0.5*(np.power(la.norm(np.divide(p_var_current-p_var0,denom),2),2)+len(p_var0)*np.log(denom*2*np.pi))
return -0.5*(np.power(la.norm(np.divide(p_var_current-p0[p_var_i],denom),2),2)+len(p_var_i)*np.log(denom*2*np.pi))
#return -0.5*(np.power(la.norm(np.divide(p_var_current-p_var0,denom),2),2)+len(p_var0)*np.log(denom*2*np.pi))
if prior_type=='gaussian-with-cov':
#use 'george' gaussian process package for now. Could do manual or could extend to proper gaussian process.
#-correlation matrix 2.0 usual.
#parameter_correlation_length= 2.0
parameter_correlation_length= 5.0
kernel = kernels.ExpSquaredKernel(0.5*parameter_correlation_length)
#kernel = kernels.ExpSquaredKernel(0.5) #0.5 -> correlation length approx. 1 parameter; 2*L.
gp = george.GP(kernel)
correlation_matrix= gp.get_matrix(p_var_i)
#-standard deviations
sd_decay_region=3 #number of parameters from end over which sd decays.
#sd_prior= 1.0*np.append(np.ones(len(p_var_i)-sd_decay_region),correlation_matrix[0,1:1+sd_decay_region]) #correlation_matrix[0,:]#
sd_prior= 0.5*np.append(np.ones(len(p_var_i)-sd_decay_region),correlation_matrix[0,1:1+sd_decay_region]) #correlation_matrix[0,:]#
#sd_prior= 1.0*np.append(np.ones(len(p_var_i)-1),0.3) #correlation_matrix[0,:]#
var_prior= np.outer(sd_prior,sd_prior)
sigma= var_prior*correlation_matrix #note: element-wise product
#sd=2.0
#sigma= sd*gp.get_matrix(p_var_i)
dist_dim = np.float(len(p_var_i))
det = np.linalg.det(sigma)
if det == 0:
raise NameError("The covariance matrix can't be singular")
#note: calculation is in log form.
norm_const1 = -0.5*dist_dim*np.log(2.*np.pi)
norm_const2 = -0.5*np.log(det)
err = p_var_current-p0[p_var_i]
#print 'here 2'
#print err
numerator = -0.5*np.dot(err,np.dot(np.linalg.inv(sigma),err))
return norm_const1+norm_const2+numerator
