Skip to content

Commit 2ad7ebe

Browse files
committed
Organizing code
1 parent 7509af5 commit 2ad7ebe

File tree

7 files changed

+19
-365
lines changed

7 files changed

+19
-365
lines changed

.gitignore

Lines changed: 1 addition & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -6,3 +6,4 @@
66
*.mp4
77
*.png
88
*.jpg
9+
*.eps

GP.m

Lines changed: 6 additions & 35 deletions
Original file line numberDiff line numberDiff line change
@@ -424,7 +424,7 @@ function plot2d(obj, truthfun, varargin)
424424

425425
% Generate grid where the mean and variance will be calculated
426426
if numel(varargin) ~= 2
427-
factor = 0.3;
427+
factor = 0.3;%0.3;
428428
rangeX1 = [ min(obj.X(1,:)) - factor*range(obj.X(1,:)), ...
429429
max(obj.X(1,:)) + factor*range(obj.X(1,:)) ];
430430
rangeX2 = [ min(obj.X(2,:)) - factor*range(obj.X(2,:)), ...
@@ -463,6 +463,7 @@ function plot2d(obj, truthfun, varargin)
463463
surf(X1,X2,Ymean-2*Ystd,Ystd, 'FaceAlpha',0.3)
464464
scatter3(obj.X(1,:),obj.X(2,:),obj.Y(:,pi),'filled','MarkerFaceColor','red')
465465
title('mean\pm2*stddev Prediction Curves')
466+
xlabel('X1'); ylabel('X2');
466467
shading interp;
467468
colormap(gcf,jet);
468469
view(30,30)
@@ -475,29 +476,31 @@ function plot2d(obj, truthfun, varargin)
475476
scatter3(obj.X(1,:),obj.X(2,:),obj.Y(:,pi),'filled','MarkerFaceColor','red', 'DisplayName', 'Sample points')
476477
zlim([ min(obj.Y(:,pi))-range(obj.Y(:,pi)),max(obj.Y(:,pi))+range(obj.Y(:,pi)) ]);
477478
legend;
478-
xlabel('X1'); ylabel('X2');
479479
title('True Function')
480+
xlabel('X1'); ylabel('X2');
480481
view(24,12)
481482
subplot(1,2,2); hold on; grid on;
482483
% surf(X1,X2,Y, 'FaceAlpha',.5, 'FaceColor','b', 'EdgeColor', 'none', 'DisplayName', 'True function');
483484
surf(X1,X2,Ymean, 'FaceAlpha',.8, 'EdgeColor', 'none', 'DisplayName', 'Prediction mean');
484485
scatter3(obj.X(1,:),obj.X(2,:),obj.Y(:,pi),'filled','MarkerFaceColor','red', 'DisplayName', 'Sample points')
485486
zlim([ min(obj.Y(:,pi))-range(obj.Y(:,pi)),max(obj.Y(:,pi))+range(obj.Y(:,pi)) ]);
486487
legend;
487-
xlabel('X1'); ylabel('X2');
488488
title('Prediction Mean')
489+
xlabel('X1'); ylabel('X2');
489490
view(24,12)
490491

491492
% plot bias and variance
492493
figure('Color','w', 'Position',[-1260 547 894 264])
493494
subplot(1,2,1); hold on; grid on;
494495
contourf(X1,X2, abs(Ymean-Ytrue), 50,'LineColor','none')
495496
title('Absolute Prediction Bias')
497+
xlabel('X1'); ylabel('X2');
496498
colorbar;
497499
scatter(obj.X(1,:),obj.X(2,:),'filled','MarkerFaceColor','red')
498500
subplot(1,2,2); hold on; grid on;
499501
contourf(X1,X2, Ystd.^2, 50 ,'LineColor','none')
500502
title('Prediction Variance')
503+
xlabel('X1'); ylabel('X2');
501504
colorbar;
502505
scatter(obj.X(1,:),obj.X(2,:),'filled','MarkerFaceColor','red')
503506
colormap(gcf,parula);
@@ -524,35 +527,3 @@ function plot1d(obj, truthfun, varargin)
524527
end
525528
end
526529
end
527-
528-
529-
530-
531-
532-
533-
534-
535-
536-
537-
% function cost = optimizeHyperParams_gradfun(obj,outdim,vars)
538-
%
539-
% var_f = vars(1);
540-
% M = diag(vars(2:end));
541-
%
542-
% K = var_f * exp( -0.5 * pdist2(obj.X',obj.X','mahalanobis',M).^2 );
543-
%
544-
% alpha = K \ obj.Y(:,outdim);
545-
%
546-
% dK_var_f = K*2/sqrt(var_f);
547-
%
548-
% dK_l = zeros(obj.N,obj.N);
549-
% for i=1:obj.N
550-
% for j=1:obj.N
551-
% ksi = obj.X(:,i) - obj.X(:,j);
552-
% % dK_l(i,j) = sum( K(i,j)*0.5*inv(M)*ksi*ksi'*inv(M) * log(diag(M)) );
553-
% dK_l(i,j) = sum( K(i,j)*0.5*M\ksi*ksi'/M * log(diag(M)) );
554-
% end
555-
% end
556-
% % cost = 0.5 * trace( (alpha*alpha' - inv(K)) * ( dK_var_f + dK_l ) );
557-
% cost = 0.5 * trace( alpha*alpha'*(dK_var_f+dK_l) - K\(dK_var_f+dK_l) );
558-
% end

0 commit comments

Comments
 (0)