print 'Change G covar:'
    ipdb.set_trace()
    gp.covar.diff(gp.covar.setG, 1. * (sp.rand(N, f) < 0.2))
    print 'Change G gp:'
    ipdb.set_trace()
    gp.diff(gp.covar.setG, 1. * (sp.rand(N, f) < 0.2))
    ipdb.set_trace()

    gp0 = GP(covar=copy.deepcopy(gp.covar), mean=copy.deepcopy(gp.mean))

    t0 = time.time()
    print 'GP2KronSum.LML():', gp.LML()
    print 'Time elapsed:', time.time() - t0

    # compare with normal gp
    # assess compatibility with this GP
    t0 = time.time()
    print 'GP.LML():', gp0.LML()
    print 'Time elapsed:', time.time() - t0

    t0 = time.time()
    print 'GP2KronSum.LML_grad():', gp.LML_grad()
    print 'Time elapsed:', time.time() - t0

    t0 = time.time()
    print 'GP.LML_grad():', gp0.LML_grad()
    print 'Time elapsed:', time.time() - t0

    pdb.set_trace()
    gp.optimize()
Exemplo n.º 2
0
        cov.setRandomParams()
        pdb.set_trace()
        print ((cov.inv_debug()-cov.inv())**2).mean()<1e-9
        print (cov.logdet_debug()-cov.logdet())**2
        print (cov.logdet_grad_i_debug(0)-cov.logdet_grad_i(0))**2
if 0:

    t0 = time.time()
    print 'GP2KronSum.LML():', gp.LML()
    print 'Time elapsed:', time.time() - t0

    # compare with normal gp
    # assess compatibility with this GP
    gp0 = GP(covar = copy.deepcopy(gp.covar), mean = copy.deepcopy(gp.mean))
    t0 = time.time()
    print 'GP.LML():', gp0.LML()
    print 'Time elapsed:', time.time() - t0

    if 0:
        pdb.set_trace()
        print gp.LML() - gp0.LML()
        print ((gp.LML_grad()['covar'] - gp0.LML_grad()['covar'])**2).mean()
        pdb.set_trace()
        gp.covar.setRandomParams()
        gp0.covar.setParams(gp.covar.getParams())
        print gp.LML() - gp0.LML()
        print ((gp.LML_grad()['covar'] - gp0.LML_grad()['covar'])**2).mean()

    pdb.set_trace()
    # gp.col_cov_has_changed_debug()