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Have most of the likelihood testing working, laplace likelihood parameters need fixing, some of the signs are wrong I believe

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Alan Saul 2014-02-10 12:28:24 +00:00
parent 625943ef27
commit 0f263d2ff2
5 changed files with 122 additions and 71 deletions
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15
GPy/likelihoods/likelihood.py
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@ -312,7 +312,7 @@ class Likelihood(Parameterized):
return self.dlogpdf_link_dtheta(link_f, y, extra_data=extra_data)
else:
#Is no parameters so return an empty array for its derivatives
return np.empty([1, 0])
return np.zeros([1, 0])
def dlogpdf_df_dtheta(self, f, y, extra_data=None):
"""
@ -325,7 +325,7 @@ class Likelihood(Parameterized):
return chain_1(dlogpdf_dlink_dtheta, dlink_df)
else:
#Is no parameters so return an empty array for its derivatives
return np.empty([f.shape[0], 0])
return np.zeros([f.shape[0], 0])
def d2logpdf_df2_dtheta(self, f, y, extra_data=None):
"""
@ -340,7 +340,7 @@ class Likelihood(Parameterized):
return chain_2(d2logpdf_dlink2_dtheta, dlink_df, dlogpdf_dlink_dtheta, d2link_df2)
else:
#Is no parameters so return an empty array for its derivatives
return np.empty([f.shape[0], 0])
return np.zeros([f.shape[0], 0])
def _laplace_gradients(self, f, y, extra_data=None):
dlogpdf_dtheta = self.dlogpdf_dtheta(f, y, extra_data=extra_data)
@ -349,9 +349,12 @@ class Likelihood(Parameterized):
#Parameters are stacked vertically. Must be listed in same order as 'get_param_names'
# ensure we have gradients for every parameter we want to optimize
assert dlogpdf_dtheta.shape[1] == self.size
assert dlogpdf_df_dtheta.shape[1] == self.size
assert d2logpdf_df2_dtheta.shape[1] == self.size
try:
assert len(dlogpdf_dtheta) == self.size #1 x num_param array
assert dlogpdf_df_dtheta.shape[1] == self.size #f x num_param matrix
assert d2logpdf_df2_dtheta.shape[1] == self.size #f x num_param matrix
except Exception as e:
import ipdb; ipdb.set_trace() # XXX BREAKPOINT
return dlogpdf_dtheta, dlogpdf_df_dtheta, d2logpdf_df2_dtheta