'''fig = plt.figure() plt.plot(x1[:,0], x1[:,1], 'b+', markersize = 12) plt.plot(x2[:,0], x2[:,1], 'r+', markersize = 12) pc = plt.contour(t1, t2, np.reshape(p2/(p1+p2), (t1.shape[0],t1.shape[1]) )) fig.colorbar(pc) plt.grid() plt.axis([-4, 4, -4, 4]) plt.show()''' meanfunc = [ ['means.meanConst'] ] covfunc = [ ['kernels.covSEard'] ] likfunc = [ ['lik.likErf'] ] inffunc = [ ['inf.infEP'] ] hyp = hyperParameters() hyp.mean = np.array([-2.842117459073954]) hyp.cov = np.array([0.051885508906388,0.170633324977413,1.218386482861781]) '''vargout = gp(hyp, inffunc, meanfunc, covfunc, likfunc, x, y, t, np.ones((n,1)) ) a = vargout[0]; b = vargout[1]; c = vargout[2]; d = vargout[3]; lp = vargout[4]''' '''fig = plt.figure() plt.plot(x1[:,0], x1[:,1], 'b+', markersize = 12) plt.plot(x2[:,0], x2[:,1], 'r+', markersize = 12) pc = plt.contour(t1, t2, np.reshape(np.exp(lp), (t1.shape[0],t1.shape[1]) )) fig.colorbar(pc) plt.grid() plt.axis([-4, 4, -4, 4]) plt.show()'''
'''plt.plot(x,y,'b+',markersize=12) plt.axis([-1.9,1.9,-0.9,3.9]) plt.grid() plt.xlabel('input x') plt.ylabel('output y') plt.show()''' z = np.array([np.linspace(-1.9,1.9,101)]).T # u test points evenly distributed in the interval [-7.5, 7.5] ## DEFINE parameterized covariance function meanfunc = [ ['means.meanSum'], [ ['means.meanLinear'] , ['means.meanConst'] ] ] covfunc = [ ['kernels.covMatern'] ] inffunc = ['inf.infExact'] likfunc = ['lik.likGauss'] ## SET (hyper)parameters hyp = hyperParameters() hyp.cov = np.array([np.log(0.25),np.log(1.0),np.log(3.0)]) hyp.mean = np.array([0.5,1.0]) sn = 0.1; hyp.lik = np.array([np.log(sn)]) #_________________________________ # STANDARD GP: ## PREDICTION '''vargout = gp(hyp,inffunc,meanfunc,covfunc,likfunc,x,y,None,None,False) print "nlml = ",vargout[0] vargout = gp(hyp,inffunc,meanfunc,covfunc,likfunc,x,y,z) ym = vargout[0]; ys2 = vargout[1] m = vargout[2]; s2 = vargout[3] ## Plot results plotter(z,ym,ys2,x,y,[-1.9, 1.9, -0.9, 3.9])'''
n,D = x.shape ## DEFINE parameterized covariance function covfunc = [ ['kernels.covSum'], [ ['kernels.covSEiso'],[['kernels.covProd'],[['kernels.covPeriodic'],['kernels.covSEiso']]],\ ['kernels.covRQiso'],['kernels.covSEiso'],['kernels.covNoise'] ] ] ## DEFINE parameterized mean function meanfunc = [ ['means.meanZero'] ] ## DEFINE parameterized inference and liklihood functions inffunc = ['inf.infExact'] likfunc = ['lik.likGauss'] ## SET (hyper)parameters hyp = hyperParameters() ## SET (hyper)parameters for covariance and mean hyp.cov = np.array([np.log(67.), np.log(66.), np.log(1.3), np.log(1.0), np.log(2.4), np.log(90.), np.log(2.4), \ np.log(1.2), np.log(0.66), np.log(0.78), np.log(1.6/12.), np.log(0.18), np.log(0.19)]) hyp.mean = np.array([]) sn = 0.1 hyp.lik = np.array([np.log(sn)]) #_________________________________ # STANDARD GP: ### TEST POINTS xs = np.arange(2004+1./24.,2024-1./24.,1./12.) xs = xs.reshape(len(xs),1)