def predict_values( display = True ): test_x = [ [x] for x in numpy.arrayrange(0,5,.04) ] ( f_star_mean, V_f_star, log_p_y_given_X ) = gp.predict( test_x ) if display: from pylab import figure, plot, show, fill, title figure() infpy.gp_plot_prediction( test_x, f_star_mean, V_f_star ) plot( [ x[0] for (x, v) in training_points ], [ v for (x, v) in training_points ], 'rs' ) infpy.gp_title_and_show( gp )
def gp_ex_fixed_period(): """Example of the fixed period kernel""" start, end = -4.0, 0.0 X = infpy.gp_1D_X_range( start, end, 1.3 ) # X = [ ] # X = [ [ 0.0 ] ] # X = [ [ 0.0 ], [ 1.0 ] ] # X = [ [ 0.0 ], [ -1.0 ], [ -2.0 ], [ -3.0 ], ] y = numpy.asarray( [ math.sin( 2.0 * math.pi * x[0] ) for x in X ] ) # pylab.plot( [ x[0] for x in X ], [ y1 for y1 in y ] ) # pylab.show() LN = infpy.LogNormalDistribution k = ( infpy.FixedPeriod1DKernel( 1.0 ) + infpy.noise_kernel( 0.1 ) ) gp = infpy.GaussianProcess( X, y, k ) sample_X = infpy.gp_1D_X_range( start, end, 0.03 ) y = infpy.gp_sample_from( gp, sample_X ) ( y, V_f_star, log_p_y_given_X ) = gp.predict( sample_X ) infpy.gp_plot_prediction( sample_X, y ) infpy.gp_title_and_show( gp )