Exemplo n.º 1
0
    def initialize_modelM(self):

        nn = Ort_NN(dims=[self.Xprobit.shape[1], 20, self.proj_dim],
                    N=0,
                    proj_dim=0,
                    name=None)

        k_list, gp_nnjoint = bloc_diag_initialize_models(
            x=np.copy(self.Xprobit),
            y=np.copy(self.Ynorm),
            input_dim=self.proj_dim,
            model='diagonal_joint',
            kernel='Matern52',
            ARD=True,
            nn=nn,
            decomp=self.decomposition)  # last kernel is the Y kernel

        # k2_list, gp_nnjoint_test = initialize_m_models(x=np.copy(self.Xprobit), y=np.copy(self.Ynorm),
        #                                          input_dim=self.proj_dim,
        #                                          model='joint',
        #                                          kernel='Matern52',
        #                                          ARD=True,
        #                                          nn=nn,
        #                                          decomp=self.decomposition)     # last kernel is the Y kernel

        gp_nnjoint.likelihood.variance = 1e-06  # 0.001
        # gp_nnjoint_test.likelihood.variance = 1e-06

        return k_list, gp_nnjoint, nn
Exemplo n.º 2
0
    def initialize_modelM(self):

        nn = Ort_NN(dims=[self.Xprobit.shape[1], 20, self.proj_dim],
                    N=0,
                    proj_dim=0,
                    name=None)
        # nn = NN(dims=[self.Xprobit.shape[1], 20, self.proj_dim], N=0, proj_dim=0,
        #             name=None)

        k_list, gp_nnjoint = bloc_diag_initialize_models(
            x=np.copy(self.Xprobit),
            y=np.copy(self.Ynorm),
            input_dim=self.proj_dim,
            model='joint',
            kernel='Matern52',
            ARD=True,
            nn=nn,
            decomp=self.decomposition)  # last kernel is the Y kernel

        # k_list, gp_nnjoint = initialize_m_models(x=np.copy(self.Xprobit), y=np.copy(self.Ynorm),
        #                                          input_dim=self.proj_dim,
        #                                          model='joint',
        #                                          kernel='Matern52',
        #                                          ARD=True,
        #                                          nn=nn,
        #                                          decomp=self.decomposition)     # last kernel is the Y kernel

        # kern_joint = Kstack(k_list)
        # gp_nnjoint = NN_MoGPR(X=np.copy(self.Xprobit), Y=np.copy(self.Ynorm), kern=kern_joint, nn=nn, Mo_dim=self.Mo_dim)
        gp_nnjoint.likelihood.variance = 1e-06  # 0.001

        return k_list, gp_nnjoint, nn
Exemplo n.º 3
0
    def initialize_modelM(self):


        nn = Ort_NN(dims=[self.data_x.shape[1], 20, self.proj_dim], N=0, proj_dim=0,
                    name=None)

        k_list, gp_nnjoint = initialize_m_models(x=np.copy(self.Xnorm), y=np.copy(self.Ynorm),
        # k_list, gp_nnjoint = initialize_m_models(x=np.copy(self.X_inf), y=np.copy(self.Ynorm),
                                                 input_dim=self.proj_dim,
                                                 model='BLR',
                                                 kernel='Matern52',
                                                 ARD=True,
                                                 nn=nn)     # last kernel is the Manifold GP kernel

        gp_nnjoint.likelihood.variance = 1e-06  # 0.001

        return k_list, gp_nnjoint, nn
Exemplo n.º 4
0
    def initialize_modelM(self):


        nn = Ort_NN(dims=[self.Xnorm.shape[1], 20, self.proj_dim], N=0, proj_dim=0,
                    name=None)

        kernm, gpm = initialize_m_models(x=np.copy(self.Xnorm), y=np.copy(self.Ynorm),
                                         input_dim=self.proj_dim,
                                         model='encoder',
                                         kernel='Matern52',
                                         ARD=True,
                                         nn=nn,
                                         decomp=None)

        gpm.likelihood.variance = 0.01

        return kernm, gpm
Exemplo n.º 5
0
    def initialize_modelM(self):

        nn = Ort_NN(dims=[self.Xnorm.shape[1], 20, self.proj_dim],
                    N=0,
                    proj_dim=0,
                    name=None)
        # nn = NN(dims=[self.Xnorm.shape[1], 20, self.proj_dim], N=0, proj_dim=0,
        #             name=None)

        kernm, gpm = initialize_m_models(x=np.copy(self.Xnorm),
                                         y=np.copy(self.Ynorm),
                                         input_dim=self.proj_dim,
                                         model='encoder',
                                         kernel='Matern52',
                                         ARD=True,
                                         nn=nn,
                                         decomp=None)

        gpm.likelihood.variance = 0.01

        # k1 = gpflow.kernels.RBF(input_dim=self.proj_dim, ARD=True, active_dims=list(range(self.proj_dim)))
        # coreg = gpflow.kernels.Coregion(input_dim=1, output_dim=self.Xnorm.shape[1] + 1,
        #                                 rank=self.Xnorm.shape[1] + 1, active_dims=[self.proj_dim])
        # coreg.W = np.random.randn(self.Xnorm.shape[1] + 1, self.Xnorm.shape[1] + 1)

        # values = np.random.normal(loc=0., scale=1., size=[len(self.binary_tree_list)])
        # tree_coregion = TreeCoregion(input_dim=1, output_dim=self.Xnorm.shape[1] + 1,
        #                              indices_tree=self.binary_tree_list, values=values,
        #                              active_dims=[self.proj_dim])

        # kc = k1 * coreg
        # kc = k1 * tree_coregion

        # nn = NN(dims=[self.Xnorm.shape[1], 20, self.proj_dim], N=0, proj_dim=0,
        #         name=None)  # otherwise re-initialized at each BO iteration

        # nn = NN(dims=[self.Xnorm.shape[1], 6, self.proj_dim], N=0, proj_dim=0,
        #         name=None)  # otherwise re-initialized at each BO iteration

        # nn_mogp = NN_MOGPR(X=np.copy(self.Xnorm), Y=np.copy(self.Ynorm), kern=kc, nn=nn)
        # nn_mogp.likelihood.variance = 0.0001

        return kernm, gpm, nn