apunkt/GPy
1
0
Fork 0
mirror of https://github.com/SheffieldML/GPy.git synced 2026-05-15 06:52:39 +02:00
Code Issues Projects Releases Packages Wiki Activity Actions

improve the stability of parallel inference code

Browse source
This commit is contained in:
Zhenwen Dai 2015-08-17 17:49:37 +01:00
parent 5c35d70a56
commit 097b048100
1 changed files with 13 additions and 8 deletions
Download patch file Download diff file Expand all files Collapse all files

21
GPy/inference/latent_function_inference/var_dtc_parallel.py
View file

@ -172,18 +172,23 @@ class VarDTC_minibatch(LatentFunctionInference):
if not np.isfinite(Kmm).all():
print(Kmm)
Lm = jitchol(Kmm)
LmInv = dtrtri(Lm)
LmInvPsi2LmInvT = backsub_both_sides(Lm,psi2_full,transpose='right')
LmInvPsi2LmInvT = LmInv.dot(psi2_full.dot(LmInv.T))
Lambda = np.eye(Kmm.shape[0])+LmInvPsi2LmInvT
LL = jitchol(Lambda)
LLInv = dtrtri(LL)
logdet_L = 2.*np.sum(np.log(np.diag(LL)))
b = dtrtrs(LL,dtrtrs(Lm,psi1Y_full.T)[0])[0]
LmLLInv = LLInv.dot(LmInv)
b = psi1Y_full.dot(LmLLInv.T)
bbt = np.square(b).sum()
v = dtrtrs(Lm,dtrtrs(LL,b,trans=1)[0],trans=1)[0]
tmp = -backsub_both_sides(LL, tdot(b)+output_dim*np.eye(input_dim), transpose='left')
dL_dpsi2R = backsub_both_sides(Lm, tmp+output_dim*np.eye(input_dim), transpose='left')/2.
v = b.dot(LmLLInv).T
LLinvPsi1TYYTPsi1LLinvT = tdot(b.T)
tmp = -LLInv.T.dot(LLinvPsi1TYYTPsi1LLinvT+output_dim*np.eye(input_dim)).dot(LLInv)
dL_dpsi2R = LmInv.T.dot(tmp+output_dim*np.eye(input_dim)).dot(LmInv)/2.
# Cache intermediate results
self.midRes['dL_dpsi2R'] = dL_dpsi2R
self.midRes['v'] = v
@ -201,7 +206,7 @@ class VarDTC_minibatch(LatentFunctionInference):
# Compute dL_dKmm
#======================================================================
dL_dKmm = dL_dpsi2R - output_dim*backsub_both_sides(Lm, LmInvPsi2LmInvT, transpose='left')/2.
dL_dKmm = dL_dpsi2R - output_dim*LmInv.T.dot(LmInvPsi2LmInvT).dot(LmInv)/2.
#======================================================================
# Compute the Posterior distribution of inducing points p(u|Y)