examples/state_space.py IndexError

[davek44]

Hi, I'm attempting to learn how to use the StateSpace models in GPy. I found an example script examples/state_space.py, but it crashes for me on the StateSpace model.

That is, the line
m2 = GPy.models.StateSpace(X, Y, kernel2)

Produces the following error

---

IndexError Traceback (most recent call last)
in ()
1 kernel2 = GPy.kern.sde_Matern32(X.shape[1])
----> 2 m2 = GPy.models.StateSpace(X, Y, kernel2)
3 # print(m2)

/Users/davidkelley/anaconda3/lib/python3.5/site-packages/paramz-0.7.3-py3.5.egg/paramz/parameterized.py in call(self, *args, **kw)
52 self.model_initialized = False
53 if initialize:
---> 54 self.initialize_parameter()
55 else:
56 import warnings

/Users/davidkelley/anaconda3/lib/python3.5/site-packages/paramz-0.7.3-py3.5.egg/paramz/core/parameter_core.py in initialize_parameter(self)
329 self.highest_parent._connect_parameters() #logger.debug("calling parameters changed")
330 self.highest_parent._connect_fixes()
--> 331 self.trigger_update()
332
333 @Property

/Users/davidkelley/anaconda3/lib/python3.5/site-packages/paramz-0.7.3-py3.5.egg/paramz/core/updateable.py in trigger_update(self, trigger_parent)
77 #print "Warning: updates are off, updating the model will do nothing"
78 return
---> 79 self._trigger_params_changed(trigger_parent)

/Users/davidkelley/anaconda3/lib/python3.5/site-packages/paramz-0.7.3-py3.5.egg/paramz/core/parameter_core.py in _trigger_params_changed(self, trigger_parent)
126 """
127 [p._trigger_params_changed(trigger_parent=False) for p in self.parameters if not p.is_fixed]
--> 128 self.notify_observers(None, None if trigger_parent else -np.inf)
129
130 def _size_transformed(self):

/Users/davidkelley/anaconda3/lib/python3.5/site-packages/paramz-0.7.3-py3.5.egg/paramz/core/observable.py in notify_observers(self, which, min_priority)
89 which = self
90 if min_priority is None:
---> 91 [callble(self, which=which) for _, _, callble in self.observers]
92 else:
93 for p, _, callble in self.observers:

/Users/davidkelley/anaconda3/lib/python3.5/site-packages/paramz-0.7.3-py3.5.egg/paramz/core/observable.py in (.0)
89 which = self
90 if min_priority is None:
---> 91 [callble(self, which=which) for _, _, callble in self.observers]
92 else:
93 for p, _, callble in self.observers:

/Users/davidkelley/anaconda3/lib/python3.5/site-packages/paramz-0.7.3-py3.5.egg/paramz/core/parameter_core.py in _parameters_changed_notification(self, me, which)
496 """
497 self._optimizer_copy_transformed = False # tells the optimizer array to update on next request
--> 498 self.parameters_changed()
499 def _pass_through_notify_observers(self, me, which=None):
500 self.notify_observers(which=which)

/Users/davidkelley/code/GPy/GPy/models/state_space_model.py in parameters_changed(self)
139 calc_grad_log_likelihood=True,
140 grad_params_no=grad_params_no,
--> 141 grad_calc_params=grad_calc_params)
142
143 if np.any( np.isfinite(log_likelihood) == False):

/Users/davidkelley/code/GPy/GPy/models/state_space_main.py in cont_discr_kalman_filter(cls, F, L, Qc, p_H, p_R, P_inf, X, Y, index, m_init, P_init, p_kalman_filter_type, calc_log_likelihood, calc_grad_log_likelihood, grad_params_no, grad_calc_params)
2783 calc_log_likelihood=calc_log_likelihood,
2784 calc_grad_log_likelihood=calc_grad_log_likelihood, grad_params_no=grad_params_no,
-> 2785 dm_init=dm_init, dP_init=dP_init)
2786
2787 if old_index_shape is not None:

/Users/davidkelley/code/GPy/GPy/models/state_space_main.py in _cont_discr_kalman_filter_raw(cls, state_dim, p_dynamic_callables, p_measurement_callables, X, Y, m_init, P_init, p_kalman_filter_type, calc_log_likelihood, calc_grad_log_likelihood, grad_params_no, dm_init, dP_init)
2967 calc_log_likelihood=calc_log_likelihood,
2968 calc_grad_log_likelihood=calc_grad_log_likelihood,
-> 2969 p_dm = dm_pred, p_dP = dP_pred )
2970 else:
2971 if k_measurment.shape != (1,1):

/Users/davidkelley/code/GPy/GPy/models/state_space_main.py in _kalman_update_step(k, p_m, p_P, p_meas_model_callable, measurement, calc_log_likelihood, calc_grad_log_likelihood, p_dm, p_dP)
1507 P_pred = p_P # from prediction step
1508
-> 1509 H = p_meas_model_callable.Hk(k, m_pred, P_pred)
1510 R = p_meas_model_callable.Rk(k)
1511

/Users/davidkelley/code/GPy/GPy/models/state_space_main.py in Hk(self, k, m_pred, P_pred)
306 """
307
--> 308 return self.H[:, :, self.index[self.H_time_var_index, k]]
309
310 def dHk(self, k):

IndexError: only integers, slices (:), ellipsis (...), numpy.newaxis (None) and integer or boolean arrays are valid indices