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The following code can be used to recreate the GPy data: -------------------------------------------------------------------------- import GPy kernel_gpy = GPy.kern.RBF(input_dim=1, lengthscale=1.) gpy = GPy.models.GPRegression(X, np.vstack(y_large), kernel_gpy) gpy.optimize() y_pred_gpy, y_var_gpy = gpy.predict(X2) y_pred_std_gpy = np.sqrt(y_var_gpy) -------------------------------------------------------------------------- rrTrrrgy(V.@gV],;g6}~CgHW -@gƠKQ@g ؼG'@gsr@g{u>5?g ?g.[ ?gQ?r)rtolatolg333333?N) r3rrr1r2r4rirrAr)Zy_largeZ RBF_paramsr%r6r7rZ y_pred_gpyZy_pred_std_gpyrrrtest_large_variance_y!s     rcCstttdfj}tdd}t|ddd}|ttt|ddd}|t||jt dd\}}|jt dd\}}|jt dd\}} |jt dd\}} t ||ddd ft ||ddd fdt |j d D](} t ||d | ft | | d | fq|j t d d } |j t d d } | j dks.t| j dks>tt | | ddd ddftD]V}t|dd}|ttt|dd}|ttttfjt |jj|jjdq^dS)Nr>rrF)r%rorTrrr*rr=.rr)rer)rer>rr)rvstackr3Trrr1r2r4rir rrRrjrIkernelsrGrH)Zy_2dr%r6Zgpr_2dZ y_pred_1dZy_std_1dZ y_pred_2dZy_std_2drZy_cov_1dZy_cov_2drqZ y_sample_1dZ y_sample_2drrrtest_y_multioutputXs4      rcCsDdd}t||d}|tt||jj||jjks@tdS)Nc Sstjd}|||dd}}tdD]\}t|td|dddftd|dddf}||dd}||kr&||}}q&||fS)NrFr@rxr=)rryrzrZ atleast_1dr{maximumminimum) Zobj_funcZ initial_thetarXr|Z theta_optZfunc_minrrHrrrrros   2  z(test_custom_optimizer..optimizerrn) rr1r2r3rFrGrHr%rI)r%ror6rrrtest_custom_optimizers   rc Csjtddd}td}t}t|dd}d|}tjtjj t |d| ||W5QRXdS)N rwr,r%alphazThe kernel, %s, is not returning a positive definite matrix. 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