example.py

import autogp
import matplotlib.pyplot as plt
import numpy as np
import tensorflow as tf

# Generate synthetic data.
N_all = 200
N = 50
inputs = 5 * np.linspace(0, 1, num=N_all)[:, np.newaxis]
outputs = np.sin(inputs)

# selects training and test
idx = np.arange(N_all)
np.random.shuffle(idx)
xtrain = inputs[idx[:N]]
ytrain = outputs[idx[:N]]
data = autogp.datasets.DataSet(xtrain, ytrain)
xtest = inputs[idx[N:]]
ytest = outputs[idx[N:]]

# Initialize the Gaussian process.
likelihood = autogp.likelihoods.Gaussian()
kernel = [autogp.kernels.RadialBasis(1)]
inducing_inputs = xtrain
model = autogp.GaussianProcess(likelihood, kernel, inducing_inputs)

# Train the model.
optimizer = tf.train.RMSPropOptimizer(0.005)
model.fit(data, optimizer, loo_steps=50, var_steps=50, epochs=1000)

# Predict new inputs.
ypred, _ = model.predict(xtest)
plt.plot(xtrain, ytrain, '.', mew=2)
plt.plot(xtest, ytest, 'o', mew=2)
plt.plot(xtest, ypred, 'x', mew=2)
plt.show()