def qrbf_iso_gauss_infinite():
x1 = np.array([[-1, 1], [0, 0], [-2, 0.1]])
x2 = np.array([[-1, 1], [0, 0], [-2, 0.1], [-3, 3]])
M1 = x1.shape[0]
M2 = x2.shape[0]
D = x1.shape[1]
gpy_kernel = GPy.kern.RBF(input_dim=D)
emukit_rbf = RBFGPy(gpy_kernel)
measure = IsotropicGaussianMeasure(mean=np.arange(D), variance=2.)
emukit_qrbf = QuadratureRBFIsoGaussMeasure(rbf_kernel=emukit_rbf,
measure=measure)
return emukit_qrbf, x1, x2, M1, M2, D
def qKq_gauss_iso(num_samples: int, qrbf: QuadratureRBFIsoGaussMeasure):
measure = qrbf.measure
samples = _sample_gauss_iso(num_samples, measure)
qKx = qrbf.qK(samples)
return np.mean(qKx)
# === CHOOSE MEASURE ABOVE ======
x1 = np.array([[-1, 1], [0, 0], [-2, 0.1]])
x2 = np.array([[-1, 1], [0, 0], [-2, 0.1], [-3, 3]])
D = x1.shape[1]
gpy_kernel = GPy.kern.RBF(input_dim=D)
emukit_rbf = RBFGPy(gpy_kernel)
if MEASURE_INTBOUNDS == "Lebesgue-finite":
emukit_qrbf = QuadratureRBFLebesgueMeasure(emukit_rbf,
integral_bounds=[(-1, 2),
(-3, 3)])
elif MEASURE_INTBOUNDS == "GaussIso-infinite":
measure = IsotropicGaussianMeasure(mean=np.arange(D), variance=2.0)
emukit_qrbf = QuadratureRBFIsoGaussMeasure(rbf_kernel=emukit_rbf,
measure=measure)
elif MEASURE_INTBOUNDS == "Uniform-infinite":
measure = UniformMeasure(bounds=[(0, 2), (-4, 3)])
emukit_qrbf = QuadratureRBFUniformMeasure(emukit_rbf,
integral_bounds=None,
measure=measure)
elif MEASURE_INTBOUNDS == "Uniform-finite":
measure = UniformMeasure(bounds=[(1, 2), (-4, 2)])
emukit_qrbf = QuadratureRBFUniformMeasure(emukit_rbf,
integral_bounds=[(-1, 2),
(-3, 3)],
measure=measure)
else:
raise ValueError("Measure-integral-bounds combination not defined")
print()
def qK_gauss_iso(num_samples: int, qrbf: QuadratureRBFIsoGaussMeasure,
x2: np.ndarray):
measure = qrbf.measure
samples = _sample_gauss_iso(num_samples, measure)
Kx = qrbf.K(samples, x2)
return np.mean(Kx, axis=0)
def base_gp(gpy_model):
measure = IsotropicGaussianMeasure(mean=np.array([0.1, 1.8]), variance=0.8)
qrbf = QuadratureRBFIsoGaussMeasure(RBFGPy(gpy_model.kern),
measure=measure)
return BaseGaussianProcessGPy(kern=qrbf, gpy_model=gpy_model)