from scipy import stats as sps from matplotlib import pyplot as plt import GPdc import PES import DIRECT #------------------------------------------------------------------------- #2d nt = 60 d = 2 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, 0.35, 0.30])) G = PES.makeG(X, Y, S, D, GPdc.SQUEXP, sp.array([0., -1., -1.]), sp.array([1., 1., 1.]), 6) nz = 8 Z = PES.drawmins_inplane(G, nz, sp.array([-1.] * d), sp.array([1.] * d), axis=0, value=0., SUPPORT=500, SLICELCB_PARA=1.) print Z Ga = [ GPdc.GPcore(*PES.addmins_inplane( G, X, Y, S, D, Z[i, :], axis=0, value=0., MINPOLICY=PES.NOMIN) + [G.kf]) for i in xrange(nz)
from scipy import linalg as spl from scipy import stats as sps from matplotlib import pyplot as plt import GPdc import PES import DIRECT # ------------------------------------------------------------------------- # 2d nt = 60 d = 2 lb = sp.array([-1.0] * d) ub = sp.array([1.0] * d) [X, Y, S, D] = ESutils.gen_dataset(nt, d, lb, ub, GPdc.SQUEXP, sp.array([1.5, 0.35, 0.30])) G = PES.makeG(X, Y, S, D, GPdc.SQUEXP, sp.array([0.0, -1.0, -1.0]), sp.array([1.0, 1.0, 1.0]), 6) nz = 8 Z = PES.drawmins_inplane( G, nz, sp.array([-1.0] * d), sp.array([1.0] * d), axis=0, value=0.0, SUPPORT=500, SLICELCB_PARA=1.0 ) print Z Ga = [ GPdc.GPcore(*PES.addmins_inplane(G, X, Y, S, D, Z[i, :], axis=0, value=0.0, MINPOLICY=PES.NOMIN) + [G.kf]) for i in xrange(nz) ] np = 220 sup = sp.linspace(-1, 1, np) Dp = [[sp.NaN]] * np Xp0 = sp.vstack([sp.array([i, Z[0, 1]]) for i in sup])
import ESutils 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')