use GPFlow in workload mapping

server/analysis/gpr/gpr_models.py

@@ -111,7 +111,13 @@ class BasicGP(BaseModel):
         ]
 
     def _build_kernel(self, kernel_kwargs, **kwargs):
-        k = gpflow.kernels.Matern12(lengthscales=2, **kernel_kwargs[0])
+        ls = 2
+        var = 1
+        if kwargs.get('lengthscales') is not None:
+            ls = kwargs['lengthscales']
+        if kwargs.get('variance') is not None:
+            var = kwargs['variance']
+        k = gpflow.kernels.Matern12(variance=var, lengthscales=ls, **kernel_kwargs[0])
         if kwargs.pop('optimize_hyperparameters'):
             k.lengthscales.transform = gpflow.transforms.Logistic(
                 *self._LENGTHSCALE_BOUNDS)

server/analysis/gpr/optimize.py

@@ -16,6 +16,13 @@ from analysis.util import get_analysis_logger
 LOG = get_analysis_logger(__name__)
 
 
+class GPRResult():
+
+    def __init__(self, ypreds=None, sigmas=None):
+        self.ypreds = ypreds
+        self.sigmas = sigmas
+
+
 class GPRGDResult():
 
     def __init__(self, ypreds=None, sigmas=None, minl=None, minl_conf=None):
@@ -25,6 +32,20 @@ class GPRGDResult():
         self.minl_conf = minl_conf
 
 
+def gpflow_predict(model, Xin):
+    fmean, fvar, _, _, _ = model._build_predict(Xin)  # pylint: disable=protected-access
+    y_mean_var = model.likelihood.predict_mean_and_var(fmean, fvar)
+    y_mean = y_mean_var[0]
+    y_var = y_mean_var[1]
+    y_std = tf.sqrt(y_var)
+
+    session = model.enquire_session(session=None)
+    with session.as_default():
+        y_mean_value = session.run(y_mean)
+        y_std_value = session.run(y_std)
+        return GPRResult(y_mean_value, y_std_value)
+
+
 def tf_optimize(model, Xnew_arr, learning_rate=0.01, maxiter=100, ucb_beta=3.,
                 active_dims=None, bounds=None, debug=True):
     Xnew_arr = check_array(Xnew_arr, copy=False, warn_on_dtype=True, dtype=FLOAT_DTYPES)

server/analysis/tests/test_gpr.py

@@ -14,6 +14,7 @@ from analysis.gp_tf import GPR
 from analysis.gp_tf import GPRGD
 from analysis.gpr import gpr_models
 from analysis.gpr.optimize import tf_optimize
+from analysis.gpr.optimize import gpflow_predict
 
 # test numpy version GPR
 class TestGPRNP(unittest.TestCase):
@@ -67,6 +68,37 @@ class TestGPRTF(unittest.TestCase):
         self.assertEqual(sigmas_round, expected_sigmas)
 
 
+# test GPFlow version GPR
+class TestGPRGPF(unittest.TestCase):
+
+    @classmethod
+    def setUpClass(cls):
+        super(TestGPRGPF, cls).setUpClass()
+        boston = datasets.load_boston()
+        data = boston['data']
+        X_train = data[0:500]
+        X_test = data[500:]
+        y_train = boston['target'][0:500].reshape(500, 1)
+
+        model_kwargs = {'lengthscales': 1, 'variance': 1, 'noise_variance': 1}
+        tf.reset_default_graph()
+        graph = tf.get_default_graph()
+        gpflow.reset_default_session(graph=graph)
+        cls.m = gpr_models.create_model('BasicGP', X=X_train, y=y_train,
+                                        **model_kwargs)
+        cls.gpr_result = gpflow_predict(cls.m.model, X_test)
+
+    def test_gprnp_ypreds(self):
+        ypreds_round = [round(x[0], 4) for x in self.gpr_result.ypreds]
+        expected_ypreds = [0.0181, 0.0014, 0.0006, 0.0015, 0.0039, 0.0014]
+        self.assertEqual(ypreds_round, expected_ypreds)
+
+    def test_gprnp_sigmas(self):
+        sigmas_round = [round(x[0], 4) for x in self.gpr_result.sigmas]
+        expected_sigmas = [1.4142, 1.4142, 1.4142, 1.4142, 1.4142, 1.4142]
+        self.assertEqual(sigmas_round, expected_sigmas)
+
+
 # test Tensorflow GPRGD model
 class TestGPRGD(unittest.TestCase):
 
@@ -96,11 +128,11 @@ class TestGPRGD(unittest.TestCase):
 
 
 # test Gradient Descent in GPFlow model
-class TestGPRGP(unittest.TestCase):
+class TestGPFGD(unittest.TestCase):
 
     @classmethod
     def setUpClass(cls):
-        super(TestGPRGP, cls).setUpClass()
+        super(TestGPFGD, cls).setUpClass()
         boston = datasets.load_boston()
         data = boston['data']
         X_train = data[0:500]