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Gaussian likelihood errors, still not working

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Alan Saul 2013-08-28 13:26:15 +01:00
parent 1314868ea8
commit 000491b25d
1 changed files with 2 additions and 2 deletions
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4
GPy/likelihoods/likelihood_functions.py
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@ -560,7 +560,7 @@ class gaussian(likelihood_function):
""" """
assert y.shape == f.shape assert y.shape == f.shape
e = y - f e = y - f
dlik_dsigma = -0.5*self.D/self._variance - 0.5*np.trace(np.dot(e.T, np.dot(self.I, e))) dlik_dsigma = -0.5*self.N/self._variance - 0.5*np.trace(np.dot(e.T, np.dot(self.I, e)))
return dlik_dsigma return dlik_dsigma
def dlik_df_dstd(self, y, f, extra_data=None): def dlik_df_dstd(self, y, f, extra_data=None):
@ -579,7 +579,7 @@ class gaussian(likelihood_function):
$$\frac{d}{d\sigma}(\frac{d^{2}p(y_{i}|f_{i})}{d^{2}f}) = \frac{2\sigma v(v + 1)(\sigma^2 v - 3(y-f)^2)}{((y-f)^2 + \sigma^2 v)^3}$$ $$\frac{d}{d\sigma}(\frac{d^{2}p(y_{i}|f_{i})}{d^{2}f}) = \frac{2\sigma v(v + 1)(\sigma^2 v - 3(y-f)^2)}{((y-f)^2 + \sigma^2 v)^3}$$
""" """
assert y.shape == f.shape assert y.shape == f.shape
dlik_hess_dsigma = np.diag(1.0/(self._variance**2)*self.I)[:, None] dlik_hess_dsigma = np.diag((1.0/(self._variance**2))*self.I)[:, None]
return dlik_hess_dsigma return dlik_hess_dsigma
def _gradients(self, y, f, extra_data=None): def _gradients(self, y, f, extra_data=None):