https://github.com/GPflow/GPflow
Revision e745e5e035adad72339b1c2f8aa45e1db3be08ce authored by Sergio Diaz on 15 March 2019, 10:23:41 UTC, committed by Sergio Diaz on 15 March 2019, 10:23:41 UTC
1 parent cff754c
Tip revision: e745e5e035adad72339b1c2f8aa45e1db3be08ce authored by Sergio Diaz on 15 March 2019, 10:23:41 UTC
first changes for multi-output GPs
first changes for multi-output GPs
Tip revision: e745e5e
prototype_example.py
import sys
import csv
import numpy as np
import gpflow
import tensorflow as tf
Xtrain = np.loadtxt('notebooks/data/banana_X_train', delimiter=',')
Ytrain = np.loadtxt('notebooks/data/banana_Y_train', delimiter=',').reshape(-1, 1)
idx = np.random.choice(range(Xtrain.shape[0]), size=3, replace=False)
feature = Xtrain[idx, ...]
# 1. `input_dim` is not required anymore.
kernel = gpflow.kernels.RBF()
# 2. Assigned value (10.0) here is constrained.
kernel.lengthscales <<= 10.0
kernel.variance.trainable = False
likelihood = gpflow.likelihoods.Bernoulli()
# 3. Constrained vs unconstrained values.
print(f"Unconstrained parameter value of `kernel.lengthscales` = {kernel.lengthscales}")
print(f"Constrained parameter value of `kernel.lengthscales` = {kernel.lengthscales}")
# 4. X's and Y's are no longer part of the model.
m = gpflow.models.SVGP(kernel=kernel, feature=feature, likelihood=likelihood)
X, Y = tf.convert_to_tensor(Xtrain), tf.convert_to_tensor(Ytrain)
def loss_cb():
return m.neg_log_marginal_likelihood(X, Y)
# 5. There is no more gpflow optimizers.
adam = tf.train.AdamOptimizer(0.0001)
# 6. Keras-like model fitting
gpflow.optimize(loss_cb, adam, m.trainable_variables, 10)
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