def setUp(self):
self.rng = np.random.RandomState(0)
self.N = 4
self.D = 2
self.Xmu = self.rng.rand(self.N, self.D)
self.Z = self.rng.rand(2, self.D)
self.Xcov_diag = 0.05 + self.rng.rand(self.N, self.D)
self.Xcov = np.zeros((self.Xcov_diag.shape[0], self.Xcov_diag.shape[1],
self.Xcov_diag.shape[1]))
self.Xcov[(np.s_[:], ) +
np.diag_indices(self.Xcov_diag.shape[1])] = self.Xcov_diag
# Set up "normal" kernels
ekernel_classes = [ekernels.RBF, ekernels.Linear]
kernel_classes = [kernels.RBF, kernels.Linear]
params = [(self.D, 0.3 + self.rng.rand(),
self.rng.rand(2) + [0.5, 1.5], None, True),
(self.D, 0.3 + self.rng.rand(), None)]
self.ekernels = [c(*p) for c, p in zip(ekernel_classes, params)]
self.kernels = [c(*p) for c, p in zip(kernel_classes, params)]
# Test summed kernels, non-overlapping
rbfvariance = 0.3 + self.rng.rand()
rbfard = [self.rng.rand() + 0.5]
linvariance = 0.3 + self.rng.rand()
self.kernels.append(
kernels.Add([
kernels.RBF(1, rbfvariance, rbfard, [1], False),
kernels.Linear(1, linvariance, [0])
]))
self.kernels[-1].input_size = self.kernels[-1].input_dim
for k in self.kernels[-1].kern_list:
k.input_size = self.kernels[-1].input_size
self.ekernels.append(
ekernels.Add([
ekernels.RBF(1, rbfvariance, rbfard, [1], False),
ekernels.Linear(1, linvariance, [0])
]))
self.ekernels[-1].input_size = self.ekernels[-1].input_dim
for k in self.ekernels[-1].kern_list:
k.input_size = self.ekernels[-1].input_size
# Test summed kernels, overlapping
rbfvariance = 0.3 + self.rng.rand()
rbfard = [self.rng.rand() + 0.5]
linvariance = 0.3 + self.rng.rand()
self.kernels.append(
kernels.Add([
kernels.RBF(self.D, rbfvariance, rbfard),
kernels.Linear(self.D, linvariance)
]))
self.ekernels.append(
ekernels.Add([
ekernels.RBF(self.D, rbfvariance, rbfard),
ekernels.Linear(self.D, linvariance)
]))
self.assertTrue(self.ekernels[-2].on_separate_dimensions)
self.assertTrue(not self.ekernels[-1].on_separate_dimensions)
def setUp(self):
self.N = 4
self.D = 2
self.Xmu = rnd.rand(self.N, self.D)
self.Z = rnd.rand(3, self.D)
unconstrained = rnd.randn(self.N, 2 * self.D, self.D)
t = TriDiagonalBlockRep()
self.Xcov = t.forward(unconstrained)
variance = 0.3 + rnd.rand()
k1 = ekernels.RBF(1, variance, active_dims=[0])
k2 = ekernels.RBF(1, variance, active_dims=[1])
klin = ekernels.Linear(1, variance, active_dims=[1])
self.ekernels = [k1, k2, klin]
k1 = ekernels.RBF(2, variance)
k2 = ekernels.RBF(2, variance)
klin = ekernels.Linear(2, variance)
self.pekernels = [k1, k2, klin]
k1 = kernels.RBF(1, variance, active_dims=[0])
klin = kernels.Linear(1, variance, active_dims=[1])
self.kernels = [k1, klin]
k1 = kernels.RBF(2, variance)
klin = kernels.Linear(2, variance)
self.pkernels = [k1, klin]
def setUp(self):
self.N = 4
self.D = 2
self.Xmu = rnd.rand(self.N, self.D)
self.Z = rnd.rand(3, self.D)
unconstrained = rnd.randn(self.N, 2 * self.D, self.D)
t = TriDiagonalBlockRep()
self.Xcov = t.forward(unconstrained)
variance = 0.3 + rnd.rand()
k1 = ekernels.RBF(1, variance, active_dims=[0])
k2 = ekernels.RBF(1, variance, active_dims=[1])
klin = ekernels.Linear(1, variance, active_dims=[1])
self.ekernels = [
k1, k2, klin
] # Kernels doing the expectation in closed form, doing the slicing
k1 = ekernels.RBF(1, variance)
k2 = ekernels.RBF(1, variance)
klin = ekernels.Linear(1, variance)
self.pekernels = [
k1, k2, klin
] # kernels doing the expectations in closed form, without slicing
k1 = kernels.RBF(1, variance, active_dims=[0])
klin = kernels.Linear(1, variance, active_dims=[1])
self.kernels = [k1, klin]
k1 = kernels.RBF(1, variance)
klin = kernels.Linear(1, variance)
self.pkernels = [k1, klin]
def setUp(self):
self.rng = np.random.RandomState(
1) # this seed works with 60 GH points
self.N = 4
self.D = 2
self.Xmu = self.rng.rand(self.N, self.D)
self.Z = self.rng.rand(2, self.D)
unconstrained = self.rng.randn(self.N, 2 * self.D, self.D)
t = TriDiagonalBlockRep()
self.Xcov = t.forward(unconstrained)
# Set up "normal" kernels
ekernel_classes = [ekernels.RBF, ekernels.Linear]
kernel_classes = [kernels.RBF, kernels.Linear]
params = [(self.D, 0.3 + self.rng.rand(),
self.rng.rand(2) + [0.5, 1.5], None, True),
(self.D, 0.3 + self.rng.rand(), None)]
self.ekernels = [c(*p) for c, p in zip(ekernel_classes, params)]
self.kernels = [c(*p) for c, p in zip(kernel_classes, params)]
# Test summed kernels, non-overlapping
rbfvariance = 0.3 + self.rng.rand()
rbfard = [self.rng.rand() + 0.5]
linvariance = 0.3 + self.rng.rand()
self.kernels.append(
kernels.Add([
kernels.RBF(1, rbfvariance, rbfard, [1], False),
kernels.Linear(1, linvariance, [0])
]))
self.kernels[-1].input_size = self.kernels[-1].input_dim
for k in self.kernels[-1].kern_list:
k.input_size = self.kernels[-1].input_size
self.ekernels.append(
ekernels.Add([
ekernels.RBF(1, rbfvariance, rbfard, [1], False),
ekernels.Linear(1, linvariance, [0])
]))
self.ekernels[-1].input_size = self.ekernels[-1].input_dim
for k in self.ekernels[-1].kern_list:
k.input_size = self.ekernels[-1].input_size
# Test summed kernels, overlapping
rbfvariance = 0.3 + self.rng.rand()
rbfard = [self.rng.rand() + 0.5]
linvariance = 0.3 + self.rng.rand()
self.kernels.append(
kernels.Add([
kernels.RBF(self.D, rbfvariance, rbfard, active_dims=[0, 1]),
kernels.Linear(self.D, linvariance, active_dims=[0, 1])
]))
self.ekernels.append(
ekernels.Add([
ekernels.RBF(self.D, rbfvariance, rbfard, active_dims=[0, 1]),
ekernels.Linear(self.D, linvariance, active_dims=[0, 1])
]))
self.assertTrue(self.ekernels[-2].on_separate_dimensions)
self.assertTrue(not self.ekernels[-1].on_separate_dimensions)
def setUp(self):
self.D = 2
self.Xmu = rnd.rand(10, self.D)
self.Z = rnd.rand(4, self.D)
self.Xcov = np.zeros((self.Xmu.shape[0], self.D, self.D))
self.Xcovc = np.zeros((self.Xmu.shape[0], self.D, self.D))
k1 = ekernels.RBF(self.D, ARD=True)
k1.lengthscales = rnd.rand(2) + [0.5, 1.5]
k1.variance = 0.3 + rnd.rand()
k2 = ekernels.RBF(self.D)
k2.lengthscales = rnd.rand(1) + [0.5]
k2.variance = 0.3 + rnd.rand()
klin = ekernels.Linear(self.D, variance=0.3 + rnd.rand())
self.kernels = [k1, klin, k2]
def test_1d(self):
Q = 1 # latent dimensions
k = ekernels.RBF(Q)
Z = np.linspace(0, 1, self.M)
Z = np.expand_dims(Z, Q) # inducing points
m = GPflow.gplvm.BayesianGPLVM(X_mean=np.zeros((self.N, Q)),
X_var=np.ones((self.N, Q)), Y=self.Y, kern=k, M=self.M, Z=Z)
linit = m.compute_log_likelihood()
m.optimize(maxiter=2)
self.assertTrue(m.compute_log_likelihood() > linit)
def test_kernelsActiveDims(self):
''' Test sum and product compositional kernels '''
Q = 2 # latent dimensions
X_mean = GPflow.gplvm.PCA_reduce(self.Y, Q)
kernsQuadratu = [kernels.RBF(1, active_dims=[0])+kernels.Linear(1, active_dims=[1]),
kernels.RBF(1, active_dims=[0])+kernels.PeriodicKernel(1, active_dims=[1]),
kernels.RBF(1, active_dims=[0])*kernels.Linear(1, active_dims=[1]),
kernels.RBF(Q)+kernels.Linear(Q)] # non-overlapping
kernsAnalytic = [ekernels.Add([ekernels.RBF(1, active_dims=[0]), ekernels.Linear(1, active_dims=[1])]),
ekernels.Add([ekernels.RBF(1, active_dims=[0]), kernels.PeriodicKernel(1, active_dims=[1])]),
ekernels.Prod([ekernels.RBF(1, active_dims=[0]), ekernels.Linear(1, active_dims=[1])]),
ekernels.Add([ekernels.RBF(Q), ekernels.Linear(Q)])]
fOnSeparateDims = [True, True, True, False]
Z = np.random.permutation(X_mean.copy())[:self.M]
# Also test default N(0,1) is used
X_prior_mean = np.zeros((self.N, Q))
X_prior_var = np.ones((self.N, Q))
Xtest = self.rng.randn(10, Q)
for kq, ka, sepDims in zip(kernsQuadratu, kernsAnalytic, fOnSeparateDims):
kq.num_gauss_hermite_points = 20 # speed up quadratic for tests
ka.kern_list[0].num_gauss_hermite_points = 0 # RBF should throw error if quadrature is used
if(sepDims):
self.assertTrue(ka.on_separate_dimensions, 'analytic kernel must not use quadrature')
mq = GPflow.gplvm.BayesianGPLVM(X_mean=X_mean, X_var=np.ones((self.N, Q)), Y=self.Y,
kern=kq, M=self.M, Z=Z, X_prior_mean=X_prior_mean, X_prior_var=X_prior_var)
ma = GPflow.gplvm.BayesianGPLVM(X_mean=X_mean, X_var=np.ones((self.N, Q)), Y=self.Y,
kern=ka, M=self.M, Z=Z)
mq._compile()
ma._compile()
ql = mq.compute_log_likelihood()
al = ma.compute_log_likelihood()
self.assertTrue(np.allclose(ql, al, atol=1e-2), 'Likelihood not equal %f<>%f' % (ql, al))
mu_f_a, var_f_a = ma.predict_f(Xtest)
mu_f_q, var_f_q = mq.predict_f(Xtest)
self.assertTrue(np.allclose(mu_f_a, mu_f_q, atol=1e-4), ('Posterior means different', mu_f_a-mu_f_q))
self.assertTrue(np.allclose(mu_f_a, mu_f_q, atol=1e-4), ('Posterior vars different', var_f_a-var_f_q))
def setUp(self):
self.rng = np.random.RandomState(0)
self.N = 4
self.D = 2
self.rbf = ekernels.RBF(self.D, ARD=True)
self.rbf.lengthscales = self.rng.rand(2) + [0.5, 1.5]
self.rbf.variance = 0.3 + self.rng.rand()
self.lin = ekernels.Linear(self.D)
self.lin.variance = 0.3 + self.rng.rand()
self.add = ekernels.Add([self.rbf, self.lin])
self.Xmu = self.rng.rand(self.N, self.D)
self.Z = self.rng.rand(2, self.D)
unconstrained = self.rng.randn(self.N, 2 * self.D, self.D)
t = TriDiagonalBlockRep()
self.Xcov = t.forward(unconstrained)[0, :, :, :]
def test_2d(self):
# test default Z on 2_D example
Q = 2 # latent dimensions
X_mean = GPflow.gplvm.PCA_reduce(self.Y, Q)
k = ekernels.RBF(Q, ARD=False)
m = GPflow.gplvm.BayesianGPLVM(X_mean=X_mean,
X_var=np.ones((self.N, Q)), Y=self.Y, kern=k, M=self.M)
linit = m.compute_log_likelihood()
m.optimize(maxiter=2)
self.assertTrue(m.compute_log_likelihood() > linit)
# test prediction
Xtest = self.rng.randn(10, Q)
mu_f, var_f = m.predict_f(Xtest)
mu_fFull, var_fFull = m.predict_f_full_cov(Xtest)
self.assertTrue(np.allclose(mu_fFull, mu_f))
# check full covariance diagonal
for i in range(self.D):
self.assertTrue(np.allclose(var_f[:, i], np.diag(var_fFull[:, :, i])))
def setUp(self):
self._threshold = 0.5
self.rng = np.random.RandomState(0)
self.N = 4
self.D = 2
# Test summed kernels, non-overlapping
rbfvariance = 0.3 + self.rng.rand()
rbfard = [self.rng.rand() + 0.5]
linvariance = 0.3 + self.rng.rand()
self.kernel = kernels.Prod([
kernels.RBF(1, rbfvariance, rbfard, [1], False),
kernels.Linear(1, linvariance, [0])
])
self.ekernel = ekernels.Prod([
ekernels.RBF(1, rbfvariance, rbfard, [1], False),
ekernels.Linear(1, linvariance, [0])
])
self.Xmu = self.rng.rand(self.N, self.D)
self.Xcov = self.rng.rand(self.N, self.D)
self.Z = self.rng.rand(2, self.D)
print(x_test.shape)
model3 = RandomForestClassifier(100).fit(x_train[:800], y_train[:800])
accuracy_score(model3.predict(x_train[800:1000]), y_train[800:1000])
Y = x_train[:1000].toarray()
Y = Y.astype(float)
Q = 100
M = 200 # number of inducing pts
N = Y.shape[0]
X_mean = GPflow.gplvm.PCA_reduce(Y, Q) # Initialise via PCA
Z = np.random.permutation(X_mean.copy())[:M]
#k = ekernels.Linear(20, ARD=False)
k = ekernels.RBF(100, ARD=True)
# fHmmm = False
# if(fHmmm):
# k = ekernels.Add([ekernels.RBF(3, ARD=True, active_dims=slice(0,3)),
# ekernels.Linear(2, ARD=False, active_dims=slice(0,20))])
# else:
# k = ekernels.Add([ekernels.RBF(3, ARD=True, active_dims=[0,1,2]),
# ekernels.Linear(2, ARD=False, active_dims=[3, 4])])
m = GPflow.gplvm.BayesianGPLVM(X_mean=X_mean,
X_var=0.1 * np.ones((N, Q)),
Y=Y,
kern=k,
M=M,
Z=Z)
m.likelihood.variance = 0.01
