test_hyperparameters.py

#!/usr/bin/env python3
# -*- coding: utf-8 -*-
"""
Created on Mon Jan 10 14:11:50 2022

@author: apple

"""

# smoke_test (this makes sure this example notebook gets tested)

import math
import torch
import gpytorch
from matplotlib import pyplot as plt

from IPython.display import Markdown, display
def printmd(string):
    display(Markdown(string))
    
    
train_x = torch.linspace(0, 1, 100)
train_y = torch.sin(train_x * (2 * math.pi)) + torch.randn(train_x.size()) * 0.2

# We will use the simplest form of GP model, exact inference
class ExactGPModel(gpytorch.models.ExactGP):
    def __init__(self, train_x, train_y, likelihood):
        super(ExactGPModel, self).__init__(train_x, train_y, likelihood)
        self.mean_module = gpytorch.means.ConstantMean()
        self.covar_module = gpytorch.kernels.ScaleKernel(gpytorch.kernels.RBFKernel())

    def forward(self, x):
        mean_x = self.mean_module(x)
        covar_x = self.covar_module(x)
        return gpytorch.distributions.MultivariateNormal(mean_x, covar_x)

# initialize likelihood and model
likelihood = gpytorch.likelihoods.GaussianLikelihood()
model = ExactGPModel(train_x, train_y, likelihood)

for param_name, param in model.named_parameters():
    print(f'Parameter name: {param_name:42} value = {param.item()}')

###########################
raw_outputscale = model.covar_module.raw_outputscale
print('raw_outputscale, ', raw_outputscale)

# Three ways of accessing the raw outputscale constraint
print('\nraw_outputscale_constraint1', model.covar_module.raw_outputscale_constraint)

printmd('\n\n**Printing all model constraints...**\n')
for constraint_name, constraint in model.named_constraints():
    print(f'Constraint name: {constraint_name:55} constraint = {constraint}')

printmd('\n**Getting raw outputscale constraint from model...**')
print(model.constraint_for_parameter_name("covar_module.raw_outputscale"))


printmd('\n**Getting raw outputscale constraint from model.covar_module...**')
print(model.covar_module.constraint_for_parameter_name("raw_outputscale"))
#############################
raw_outputscale = model.covar_module.raw_outputscale
constraint = model.covar_module.raw_outputscale_constraint

print('Transformed outputscale', constraint.transform(raw_outputscale))
print(constraint.inverse_transform(constraint.transform(raw_outputscale)))
print(torch.equal(constraint.inverse_transform(constraint.transform(raw_outputscale)), raw_outputscale))

print('Transform a bunch of negative tensors: ', constraint.transform(torch.tensor([-1., -2., -3.])))
#############################