Mercurial > hg > camir-aes2014
diff toolboxes/FullBNT-1.0.7/netlab3.3/demprgp.m @ 0:e9a9cd732c1e tip
first hg version after svn
| author | wolffd |
|---|---|
| date | Tue, 10 Feb 2015 15:05:51 +0000 |
| parents | |
| children |
line wrap: on
line diff
--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/toolboxes/FullBNT-1.0.7/netlab3.3/demprgp.m Tue Feb 10 15:05:51 2015 +0000 @@ -0,0 +1,542 @@ +function demprgp(action); +%DEMPRGP Demonstrate sampling from a Gaussian Process prior. +% +% Description +% This function plots the functions represented by a Gaussian Process +% model. The hyperparameter values can be adjusted on a linear scale +% using the sliders (though the exponential of the parameters is used +% in the covariance function), or by typing values into the text boxes +% and pressing the return key. Both types of covariance function are +% supported. An extra function specific parameter is needed for the +% rational quadratic function. +% +% See also +% GP +% + +% Copyright (c) Ian T Nabney (1996-2001) + +if nargin<1, + action='initialize'; +end; + +if strcmp(action,'initialize') + + % Bounds on hyperparameter values + biasminval = -3.0; biasmaxval = 3.0; + noiseminval = -20; noisemaxval = -2; + fparminval = 0.0; fparmaxval = 2.0; + inwminval = 0; inwmaxval = 8; + % Initial hyperparameter values + bias = (biasminval+biasmaxval)/2; + noise = (noiseminval+noisemaxval)/2; + inweights = (inwminval+inwmaxval)/2; + fpar = (fparminval+fparmaxval)/2; + fpar2 = (fparminval+fparmaxval)/2; + + gptype = 'sqexp'; + + % Create FIGURE + fig=figure( ... + 'Name','Sampling from a Gaussian Process prior', ... + 'Position', [50 50 480 380], ... + 'NumberTitle','off', ... + 'Color', [0.8 0.8 0.8], ... + 'Visible','on'); + + % List box for covariance function type + nettype_box = uicontrol(fig, ... + 'Style', 'listbox', ... + 'Units', 'normalized', ... + 'HorizontalAlignment', 'center', ... + 'Position', [0.52 0.77 0.40 0.12], ... + 'String', 'Squared Exponential|Rational Quadratic', ... + 'Max', 1, 'Min', 0, ... % Only allow one selection + 'Value', 1, ... % Initial value is squared exponential + 'BackgroundColor',[0.60 0.60 0.60],... + 'CallBack', 'demprgp GPtype'); + + % Title for list box + uicontrol(fig, ... + 'Style', 'text', ... + 'Units', 'normalized', ... + 'Position', [0.52 0.89 0.40 0.05], ... + 'String', 'Covariance Function Type', ... + 'BackgroundColor', get(fig, 'Color'), ... + 'HorizontalAlignment', 'center'); + + % Frames to enclose sliders + bottom_row = 0.04; + slider_frame_height = 0.15; + biasframe = uicontrol(fig, ... + 'Style', 'frame', ... + 'Units', 'normalized', ... + 'BackgroundColor', [0.6 0.6 0.6], ... + 'String', 'bias', ... + 'HorizontalAlignment', 'left', ... + 'Position', [0.05 bottom_row 0.35 slider_frame_height]); + + bpos = get(biasframe, 'Position'); + noise_frame_bottom = bpos(2) + bpos(4) + 0.02; + noiseframe = uicontrol(fig, ... + 'Style', 'frame', ... + 'Units', 'normalized', ... + 'BackgroundColor', [0.6 0.6 0.6], ... + 'Position', [0.05 noise_frame_bottom 0.35 slider_frame_height]); + + npos = get(noiseframe, 'Position'); + inw_frame_bottom = npos(2) + npos(4) + 0.02; + inwframe = uicontrol(fig, ... + 'Style', 'frame', ... + 'Units', 'normalized', ... + 'BackgroundColor', [0.6 0.6 0.6], ... + 'Position', [0.05 inw_frame_bottom 0.35 slider_frame_height]); + + inwpos = get(inwframe, 'Position'); + fpar_frame_bottom = inwpos(2) + inwpos(4) + 0.02; + % This frame sometimes has multiple parameters + uicontrol(fig, ... + 'Style', 'frame', ... + 'Units', 'normalized', ... + 'BackgroundColor', [0.6 0.6 0.6], ... + 'Position', [0.05 fpar_frame_bottom 0.35 2*slider_frame_height]); + + % Frame text + slider_text_height = 0.05; + slider_text_voffset = 0.08; + uicontrol(fig, ... + 'Style', 'text', ... + 'Units', 'normalized', ... + 'HorizontalAlignment', 'left', ... + 'BackgroundColor', [0.6 0.6 0.6], ... + 'Position', [0.07 bottom_row+slider_text_voffset ... + 0.06 slider_text_height], ... + 'String', 'bias'); + + % Frame text + noiseframe = uicontrol(fig, ... + 'Style', 'text', ... + 'Units', 'normalized', ... + 'HorizontalAlignment', 'left', ... + 'BackgroundColor', [0.6 0.6 0.6], ... + 'Position', [0.07 noise_frame_bottom+slider_text_voffset ... + 0.08 slider_text_height], ... + 'String', 'noise'); + + % Frame text + uicontrol(fig, ... + 'Style', 'text', ... + 'Units', 'normalized', ... + 'HorizontalAlignment', 'left', ... + 'BackgroundColor', [0.6 0.6 0.6], ... + 'Position', [0.07 inw_frame_bottom+slider_text_voffset ... + 0.14 slider_text_height], ... + 'String', 'inweights'); + + % Frame text + uicontrol(fig, ... + 'Style', 'text', ... + 'Units', 'normalized', ... + 'HorizontalAlignment', 'left', ... + 'BackgroundColor', [0.6 0.6 0.6], ... + 'Position', [0.07 fpar_frame_bottom+slider_frame_height+ ... + slider_text_voffset 0.06 slider_text_height], ... + 'String', 'fpar'); + + uicontrol(fig, ... + 'Style', 'text', ... + 'Units', 'normalized', ... + 'HorizontalAlignment', 'left', ... + 'BackgroundColor', [0.6 0.6 0.6], ... + 'Position', [0.07 fpar_frame_bottom+slider_text_voffset ... + 0.06 slider_text_height], ... + 'String', 'fpar2', ... + 'Tag', 'fpar2text', ... + 'Enable', 'off'); + + % Slider + slider_left = 0.07; + slider_width = 0.31; + slider_frame_voffset = 0.02; + biasslide = uicontrol(fig, ... + 'Style', 'slider', ... + 'Units', 'normalized', ... + 'Value', bias, ... + 'BackgroundColor', [0.8 0.8 0.8], ... + 'Position', [slider_left bottom_row+slider_frame_voffset ... + slider_width 0.05], ... + 'Min', biasminval, 'Max', biasmaxval, ... + 'Callback', 'demprgp update'); + + % Slider + noiseslide = uicontrol(fig, ... + 'Style', 'slider', ... + 'Units', 'normalized', ... + 'Value', noise, ... + 'BackgroundColor', [0.8 0.8 0.8], ... + 'Position', [slider_left noise_frame_bottom+slider_frame_voffset ... + slider_width 0.05], ... + 'Min', noiseminval, 'Max', noisemaxval, ... + 'Callback', 'demprgp update'); + + % Slider + inweightsslide = uicontrol(fig, ... + 'Style', 'slider', ... + 'Units', 'normalized', ... + 'Value', inweights, ... + 'BackgroundColor', [0.8 0.8 0.8], ... + 'Position', [slider_left inw_frame_bottom+slider_frame_voffset ... + slider_width 0.05], ... + 'Min', inwminval, 'Max', inwmaxval, ... + 'Callback', 'demprgp update'); + + % Slider + fparslide = uicontrol(fig, ... + 'Style', 'slider', ... + 'Units', 'normalized', ... + 'Value', fpar, ... + 'BackgroundColor', [0.8 0.8 0.8], ... + 'Position', [slider_left fpar_frame_bottom+slider_frame_height+ ... + slider_frame_voffset slider_width 0.05], ... + 'Min', fparminval, 'Max', fparmaxval, ... + 'Callback', 'demprgp update'); + + fpar2slide = uicontrol(fig, ... + 'Style', 'slider', ... + 'Units', 'normalized', ... + 'Value', fpar2, ... + 'BackgroundColor', [0.8 0.8 0.8], ... + 'Position', [slider_left fpar_frame_bottom+slider_frame_voffset ... + slider_width 0.05], ... + 'Min', fparminval, 'Max', fparmaxval, ... + 'Callback', 'demprgp update', ... + 'Tag', 'fpar2slider', ... + 'Enable', 'off'); + + % Text display of hyper-parameter values + + format = '%8f'; + + hp_left = 0.20; + hp_width = 0.17; + biasval = uicontrol(fig, ... + 'Style', 'edit', ... + 'Units', 'normalized', ... + 'Position', [hp_left bottom_row+slider_text_voffset ... + hp_width slider_text_height], ... + 'String', sprintf(format, bias), ... + 'Callback', 'demprgp newval'); + + noiseval = uicontrol(fig, ... + 'Style', 'edit', ... + 'Units', 'normalized', ... + 'Position', [hp_left noise_frame_bottom+slider_text_voffset ... + hp_width slider_text_height], ... + 'String', sprintf(format, noise), ... + 'Callback', 'demprgp newval'); + + inweightsval = uicontrol(fig, ... + 'Style', 'edit', ... + 'Units', 'normalized', ... + 'Position', [hp_left inw_frame_bottom+slider_text_voffset ... + hp_width slider_text_height], ... + 'String', sprintf(format, inweights), ... + 'Callback', 'demprgp newval'); + + fparval = uicontrol(fig, ... + 'Style', 'edit', ... + 'Units', 'normalized', ... + 'Position', [hp_left fpar_frame_bottom+slider_frame_height+ ... + slider_text_voffset hp_width slider_text_height], ... + 'String', sprintf(format, fpar), ... + 'Callback', 'demprgp newval'); + + fpar2val = uicontrol(fig, ... + 'Style', 'edit', ... + 'Units', 'normalized', ... + 'Position', [hp_left fpar_frame_bottom+slider_text_voffset ... + hp_width slider_text_height], ... + 'String', sprintf(format, fpar), ... + 'Callback', 'demprgp newval', ... + 'Enable', 'off', ... + 'Tag', 'fpar2val'); + + + % The graph box + haxes = axes('Position', [0.5 0.28 0.45 0.45], ... + 'Units', 'normalized', ... + 'Visible', 'on'); + + % The SAMPLE button + uicontrol(fig, ... + 'Style','push', ... + 'Units','normalized', ... + 'BackgroundColor', [0.6 0.6 0.6], ... + 'Position',[0.5 bottom_row 0.13 0.1], ... + 'String','Sample', ... + 'Callback','demprgp replot'); + + % The CLOSE button + uicontrol(fig, ... + 'Style','push', ... + 'Units','normalized', ... + 'BackgroundColor', [0.6 0.6 0.6], ... + 'Position',[0.82 bottom_row 0.13 0.1], ... + 'String','Close', ... + 'Callback','close(gcf)'); + + % The HELP button + uicontrol(fig, ... + 'Style','push', ... + 'Units','normalized', ... + 'BackgroundColor', [0.6 0.6 0.6], ... + 'Position',[0.66 bottom_row 0.13 0.1], ... + 'String','Help', ... + 'Callback','demprgp help'); + + % Save handles to objects + + hndlList=[fig biasslide noiseslide inweightsslide fparslide ... + biasval noiseval inweightsval ... + fparval haxes nettype_box]; + set(fig, 'UserData', hndlList); + + demprgp('replot') + + +elseif strcmp(action, 'update'), + + % Update when a slider is moved. + + hndlList = get(gcf, 'UserData'); + biasslide = hndlList(2); + noiseslide = hndlList(3); + inweightsslide = hndlList(4); + fparslide = hndlList(5); + biasval = hndlList(6); + noiseval = hndlList(7); + inweightsval = hndlList(8); + fparval = hndlList(9); + haxes = hndlList(10); + nettype_box = hndlList(11); + + + bias = get(biasslide, 'Value'); + noise = get(noiseslide, 'Value'); + inweights = get(inweightsslide, 'Value'); + fpar = get(fparslide, 'Value'); + fpar2 = get(findobj('Tag', 'fpar2slider'), 'Value'); + + format = '%8f'; + set(biasval, 'String', sprintf(format, bias)); + set(noiseval, 'String', sprintf(format, noise)); + set(inweightsval, 'String', sprintf(format, inweights)); + set(fparval, 'String', sprintf(format, fpar)); + set(findobj('Tag', 'fpar2val'), 'String', ... + sprintf(format, fpar2)); + + demprgp('replot'); + +elseif strcmp(action, 'newval'), + + % Update when text is changed. + + hndlList = get(gcf, 'UserData'); + biasslide = hndlList(2); + noiseslide = hndlList(3); + inweightsslide = hndlList(4); + fparslide = hndlList(5); + biasval = hndlList(6); + noiseval = hndlList(7); + inweightsval = hndlList(8); + fparval = hndlList(9); + haxes = hndlList(10); + + bias = sscanf(get(biasval, 'String'), '%f'); + noise = sscanf(get(noiseval, 'String'), '%f'); + inweights = sscanf(get(inweightsval, 'String'), '%f'); + fpar = sscanf(get(fparval, 'String'), '%f'); + fpar2 = sscanf(get(findobj('Tag', 'fpar2val'), 'String'), '%f'); + + set(biasslide, 'Value', bias); + set(noiseslide, 'Value', noise); + set(inweightsslide, 'Value', inweights); + set(fparslide, 'Value', fpar); + set(findobj('Tag', 'fpar2slider'), 'Value', fpar2); + + demprgp('replot'); + +elseif strcmp(action, 'GPtype') + hndlList = get(gcf, 'UserData'); + nettype_box = hndlList(11); + gptval = get(nettype_box, 'Value'); + if gptval == 1 + % Squared exponential, so turn off fpar2 + set(findobj('Tag', 'fpar2text'), 'Enable', 'off'); + set(findobj('Tag', 'fpar2slider'), 'Enable', 'off'); + set(findobj('Tag', 'fpar2val'), 'Enable', 'off'); + else + % Rational quadratic, so turn on fpar2 + set(findobj('Tag', 'fpar2text'), 'Enable', 'on'); + set(findobj('Tag', 'fpar2slider'), 'Enable', 'on'); + set(findobj('Tag', 'fpar2val'), 'Enable', 'on'); + end + demprgp('replot'); + +elseif strcmp(action, 'replot'), + + % Re-sample from the prior and plot graphs. + + oldFigNumber=watchon; + + hndlList = get(gcf, 'UserData'); + biasslide = hndlList(2); + noiseslide = hndlList(3); + inweightsslide = hndlList(4); + fparslide = hndlList(5); + haxes = hndlList(10); + nettype_box = hndlList(11); + gptval = get(nettype_box, 'Value'); + if gptval == 1 + gptype = 'sqexp'; + else + gptype = 'ratquad'; + end + + bias = get(biasslide, 'Value'); + noise = get(noiseslide, 'Value'); + inweights = get(inweightsslide, 'Value'); + fpar = get(fparslide, 'Value'); + + + axes(haxes); + cla + set(gca, ... + 'Box', 'on', ... + 'Color', [0 0 0], ... + 'XColor', [0 0 0], ... + 'YColor', [0 0 0], ... + 'FontSize', 14); + ymin = -10; + ymax = 10; + axis([-1 1 ymin ymax]); + set(gca,'DefaultLineLineWidth', 2); + + xvals = (-1:0.01:1)'; + nsample = 10; % Number of samples from prior. + hold on + plot([-1 0; 1 0], [0 ymin; 0 ymax], 'b--'); + net = gp(1, gptype); + net.bias = bias; + net.noise = noise; + net.inweights = inweights; + if strcmp(gptype, 'sqexp') + net.fpar = fpar; + else + fpar2 = get(findobj('Tag', 'fpar2slider'), 'Value'); + net.fpar = [fpar fpar2]; + end + cn = gpcovar(net, xvals); + cninv = inv(cn); + cnchol = chol(cn); + set(gca, 'DefaultLineLineWidth', 1); + for n = 1:nsample + y = (cnchol') * randn(size(xvals)); + plot(xvals, y, 'y'); + end + + watchoff(oldFigNumber); + +elseif strcmp(action, 'help'), + + % Provide help to user. + + oldFigNumber=watchon; + + helpfig = figure('Position', [100 100 480 400], ... + 'Name', 'Help', ... + 'NumberTitle', 'off', ... + 'Color', [0.8 0.8 0.8], ... + 'Visible','on'); + + % The HELP TITLE BAR frame + uicontrol(helpfig, ... + 'Style','frame', ... + 'Units','normalized', ... + 'HorizontalAlignment', 'center', ... + 'Position', [0.05 0.82 0.9 0.1], ... + 'BackgroundColor',[0.60 0.60 0.60]); + + % The HELP TITLE BAR text + uicontrol(helpfig, ... + 'Style', 'text', ... + 'Units', 'normalized', ... + 'BackgroundColor', [0.6 0.6 0.6], ... + 'Position', [0.26 0.85 0.6 0.05], ... + 'HorizontalAlignment', 'left', ... + 'String', 'Help: Sampling from a Gaussian Process Prior'); + + helpstr1 = strcat(... + 'This demonstration shows the effects of sampling from a Gaussian', ... + ' process prior. The parameters bias, noise, inweights and fpar', ... + ' control the corresponding terms in the covariance function of the',... + ' Gaussian process. Their values can be adjusted on a linear scale',... + ' using the sliders, or by typing values into the text boxes and',... + ' pressing the return key. After setting these values, press the',... + ' ''Sample'' button to see a new sample from the prior.'); + + helpstr2 = strcat(... + 'Observe how inweights controls horizontal length-scale of the',... + ' variation in the functions, noise controls the roughness of the',... + ' functions, and the bias controls the size of the', ... + ' vertical offset of the signal.'); + helpstr3 = strcat(... + 'There are two types of covariance function supported by', ... + ' Netlab which can be selected using the ''Covariance Function', ... + ' Type'' menu.'); + helpstr4 = strcat(... + 'The squared exponential has a single fpar which', ... + ' controls the vertical scale of the process.'); + helpstr5 = strcat(... + 'The rational quadratic has two fpar values. The first is', ... + ' is a scale parameter inside the rational function like the',... + ' first fpar for the squared exponential covariance, while the', ... + ' second gives the exponent of the rational function (i.e. the',... + ' rate of decay of the covariance function.'); + % Set up cell array with help strings + hstr(1) = {helpstr1}; + hstr(2) = {''}; + hstr(3) = {helpstr2}; + hstr(4) = {''}; + hstr(5) = {helpstr3}; + hstr(6) = {''}; + hstr(7) = {helpstr4}; + hstr(8) = {''}; + hstr(9) = {helpstr5}; + + % The HELP text + helpui = uicontrol(helpfig, ... + 'Style', 'Text', ... + 'Units', 'normalized', ... + 'ForegroundColor', [0 0 0], ... + 'HorizontalAlignment', 'left', ... + 'BackgroundColor', [1 1 1], ... + 'Min', 0, ... + 'Max', 2, ... + 'Position', [0.05 0.2 0.9 0.57]); + [hstrw, newpos] = textwrap(helpui, hstr); + set(helpui, 'String', hstrw, 'Position', [0.05, 0.2, 0.9 newpos(4)]); + + % The CLOSE button + uicontrol(helpfig, ... + 'Style','push', ... + 'Units','normalized', ... + 'BackgroundColor', [0.6 0.6 0.6], ... + 'Position',[0.4 0.05 0.2 0.1], ... + 'String','Close', ... + 'Callback','close(gcf)'); + + watchoff(oldFigNumber); + +end; +