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changes to the efficiency of the sparse GP when there are many outputs

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James Hensman 2013-06-14 14:04:53 +01:00
parent 5f1445bf04
commit 0c12641eca
3 changed files with 32 additions and 12 deletions
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5
GPy/likelihoods/gaussian.py
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@ -40,9 +40,11 @@ class Gaussian(likelihood):
if D > self.N:
self.YYT = np.dot(self.Y, self.Y.T)
self.trYYT = np.trace(self.YYT)
self.YYT_factor = jitchol(self.YYT)
else:
self.YYT = None
self.trYYT = np.sum(np.square(self.Y))
self.YYT_factor = self.Y
def _get_params(self):
return np.asarray(self._variance)
@ -53,12 +55,13 @@ class Gaussian(likelihood):
def _set_params(self, x):
x = np.float64(x)
if np.all(self._variance != x):
if x == 0.:
if x == 0.:#special case of zero noise
self.precision = np.inf
self.V = None
else:
self.precision = 1. / x
self.V = (self.precision) * self.Y
self.VVT_factor = self.precision * self.YYT_factor
self.covariance_matrix = np.eye(self.N) * x
self._variance = x