Source code for GPy.testing.grid_tests

# Copyright (c) 2012-2014, GPy authors (see AUTHORS.txt).
# Licensed under the BSD 3-clause license (see LICENSE.txt)

# Kurt Cutajar

import unittest
import numpy as np
import GPy

class GridModelTest(unittest.TestCase):
    def setUp(self):
        ######################################
        # # 3 dimensional example

        # sample inputs and outputs
        self.X = np.array([[0,0,0],[0,0,1],[0,1,0],[0,1,1],[1,0,0],[1,0,1],[1,1,0],[1,1,1]])
        self.Y = np.random.randn(8, 1) * 100
        self.dim = self.X.shape[1]

    def test_alpha_match(self):
        kernel = GPy.kern.RBF(input_dim=self.dim, variance=1, ARD=True)
        m = GPy.models.GPRegressionGrid(self.X, self.Y, kernel)

        kernel2 = GPy.kern.RBF(input_dim=self.dim, variance=1, ARD=True)
        m2 = GPy.models.GPRegression(self.X, self.Y, kernel2)

        np.testing.assert_almost_equal(m.posterior.alpha, m2.posterior.woodbury_vector)

    def test_gradient_match(self):
        kernel = GPy.kern.RBF(input_dim=self.dim, variance=1, ARD=True)
        m = GPy.models.GPRegressionGrid(self.X, self.Y, kernel)

        kernel2 = GPy.kern.RBF(input_dim=self.dim, variance=1, ARD=True)
        m2 = GPy.models.GPRegression(self.X, self.Y, kernel2)

        np.testing.assert_almost_equal(kernel.variance.gradient, kernel2.variance.gradient)
        np.testing.assert_almost_equal(kernel.lengthscale.gradient, kernel2.lengthscale.gradient)
        np.testing.assert_almost_equal(m.likelihood.variance.gradient, m2.likelihood.variance.gradient)


    def test_prediction_match(self):
        kernel = GPy.kern.RBF(input_dim=self.dim, variance=1, ARD=True)
        m = GPy.models.GPRegressionGrid(self.X, self.Y, kernel)

        kernel2 = GPy.kern.RBF(input_dim=self.dim, variance=1, ARD=True)
        m2 = GPy.models.GPRegression(self.X, self.Y, kernel2)

        test = np.array([[0,0,2],[-1,3,-4]])

        np.testing.assert_almost_equal(m.predict(test), m2.predict(test))