Example #1
0
f, a = plt.subplots(z + 2)
for e, i in enumerate(
        sp.random.choice(range(m.shape[0]), size=z, replace=False)):
    s = sp.sqrt(V[i, :])
    a[e].fill_between(sup,
                      sp.array(m[i, :] - 2. * s).flatten(),
                      sp.array(m[i, :] + 2. * s).flatten(),
                      facecolor='lightblue',
                      edgecolor='lightblue')
    a[e].plot(sup, m[i, :].flatten())
    a[e].plot(sp.array(X[:, 0]).flatten(), Y, 'g.')

[mp, Vp] = G.infer_diag_post(Xp, Dp)
s = sp.sqrt(Vp[0, :])
a[z].fill_between(sup,
                  sp.array(mp[0, :] - 2. * s).flatten(),
                  sp.array(mp[0, :] + 2. * s).flatten(),
                  facecolor='lightblue',
                  edgecolor='lightblue')
a[z].plot(sup, mp[0, :].flatten())
a[z].plot(sp.array(X[:, 0]).flatten(), Y, 'g.')

Z = PES.drawmins(G,
                 200,
                 sp.array([-1.]),
                 sp.array([1.]),
                 SUPPORT=600,
                 SLICELCB_PARA=1.)

a[z + 1].hist(Z, bins=30)
plt.show()
Example #2
0
import DIRECT
import scipy as sp
from scipy import linalg as spl
from scipy import stats as sps
from matplotlib import pyplot as plt
import GPdc
import PES

nt=12
d=1
lb = sp.array([-1.]*d)
ub = sp.array([1.]*d)
[X,Y,S,D] = ESutils.gen_dataset(nt,d,lb,ub,GPdc.SQUEXP,sp.array([1.5,0.15]))

G = PES.makeG(X,Y,S,D,GPdc.SQUEXP,sp.array([0.,-1.]),sp.array([1.,1.]),12)
Z=PES.drawmins(G,8,sp.array([-1.]),sp.array([1.]),SUPPORT=400,SLICELCB_PARA=1.)

Ga = GPdc.GPcore(*PES.addmins(G,X,Y,S,D,Z[0,:])+[G.kf])

np=100
sup = sp.linspace(-1,1,np)
Dp = [[sp.NaN]]*np
Xp = sp.vstack([sp.array([i]) for i in sup])

[m,V] = G.infer_diag_post(Xp,Dp)
[mp,Vp] = Ga.infer_diag_post(Xp,Dp)

f,a = plt.subplots(2)
s = sp.sqrt(V[0,:])
a[0].fill_between(sup,sp.array(m[0,:]-2.*s).flatten(),sp.array(m[0,:]+2.*s).flatten(),facecolor='lightblue',edgecolor='lightblue')
a[0].plot(sup,m[0,:].flatten())
Example #3
0
[X,Y,S,D] = ESutils.gen_dataset(nt,d,lb,ub,GPdc.SQUEXP,sp.array([1.5,0.15]))

G = PES.makeG(X,Y,S,D,GPdc.SQUEXP,sp.array([0.,-1.]),sp.array([1.,1.]),18)
H = sp.vstack([i.hyp for i in G.kf])
f,a = plt.subplots(1)
a.plot(H[:,0],H[:,1],'r.')

np=100
sup = sp.linspace(-1,1,np)
Dp = [[sp.NaN]]*np
Xp = sp.vstack([sp.array([i]) for i in sup])

[m,V] = G.infer_diag(Xp,Dp)
z=5
f,a = plt.subplots(z+2)
for e,i in enumerate(sp.random.choice(range(m.shape[0]),size=z,replace=False)):
    s = sp.sqrt(V[i,:])
    a[e].fill_between(sup,sp.array(m[i,:]-2.*s).flatten(),sp.array(m[i,:]+2.*s).flatten(),facecolor='lightblue',edgecolor='lightblue')
    a[e].plot(sup,m[i,:].flatten())
    a[e].plot(sp.array(X[:,0]).flatten(),Y,'g.')
    
[mp,Vp] = G.infer_diag_post(Xp,Dp)
s = sp.sqrt(Vp[0,:])
a[z].fill_between(sup,sp.array(mp[0,:]-2.*s).flatten(),sp.array(mp[0,:]+2.*s).flatten(),facecolor='lightblue',edgecolor='lightblue')
a[z].plot(sup,mp[0,:].flatten())
a[z].plot(sp.array(X[:,0]).flatten(),Y,'g.')

Z=PES.drawmins(G,200,sp.array([-1.]),sp.array([1.]),SUPPORT=600,SLICELCB_PARA=1.)

a[z+1].hist(Z,bins=30)
plt.show()