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Changed kern.py so that X2 is correctly passed as None to the kern parts for dK_dX. Modified several kern parts so that dK_dX is correctly computed (factors of 2 missing). Removed spurious factors of 2 from gplvm, bcgplvm, sparse_gp and fitc code.

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This commit is contained in:
Neil Lawrence 2013-09-14 20:02:40 +01:00
parent 2e6cac0d34
commit 00d335444d
20 changed files with 259 additions and 68 deletions
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8
GPy/core/model.py
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@ -1,4 +1,4 @@
# Copyright (c) 2012, GPy authors (see AUTHORS.txt).
# Copyright (c) 2012, 2013, GPy authors (see AUTHORS.txt).
# Licensed under the BSD 3-clause license (see LICENSE.txt)
@ -456,8 +456,8 @@ class Model(Parameterized):
gradient = self.objective_function_gradients(x)
numerical_gradient = (f1 - f2) / (2 * dx)
global_ratio = (f1 - f2) / (2 * np.dot(dx, gradient))
global_ratio = (f1 - f2) / (2 * np.dot(dx, np.where(gradient==0, 1e-32, gradient)))
return (np.abs(1. - global_ratio) < tolerance) or (np.abs(gradient - numerical_gradient).mean() - 1) < tolerance
else:
# check the gradient of each parameter individually, and do some pretty printing
@ -496,7 +496,7 @@ class Model(Parameterized):
gradient = self.objective_function_gradients(x)[i]
numerical_gradient = (f1 - f2) / (2 * step)
ratio = (f1 - f2) / (2 * step * gradient)
ratio = (f1 - f2) / (2 * step * np.where(gradient==0, 1e-312, gradient))
difference = np.abs((f1 - f2) / 2 / step - gradient)
if (np.abs(1. - ratio) < tolerance) or np.abs(difference) < tolerance: