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fix ss_mrd and fix white and bias kernel

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Zhenwen Dai 2014-07-01 13:16:57 +01:00
parent 2c88528ebd
commit 129985998c
4 changed files with 21 additions and 17 deletions
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11
GPy/kern/_src/add.py
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@ -88,17 +88,18 @@ class Add(CombinationKernel):
# rbf X bias
#elif isinstance(p1, (Bias, Fixed)) and isinstance(p2, (RBF, RBFInv)):
elif isinstance(p1, Bias) and isinstance(p2, (RBF, Linear)):
tmp = p2.psi1(Z, variational_posterior)
psi2 += p1.variance * (tmp[:, :, None] + tmp[:, None, :])
tmp = p2.psi1(Z, variational_posterior).sum(axis=0)
psi2 += p1.variance * (tmp[:,None]+tmp[None,:]) #(tmp[:, :, None] + tmp[:, None, :])
#elif isinstance(p2, (Bias, Fixed)) and isinstance(p1, (RBF, RBFInv)):
elif isinstance(p2, Bias) and isinstance(p1, (RBF, Linear)):
tmp = p1.psi1(Z, variational_posterior)
psi2 += p2.variance * (tmp[:, :, None] + tmp[:, None, :])
tmp = p1.psi1(Z, variational_posterior).sum(axis=0)
psi2 += p2.variance * (tmp[:,None]+tmp[None,:]) #(tmp[:, :, None] + tmp[:, None, :])
elif isinstance(p2, (RBF, Linear)) and isinstance(p1, (RBF, Linear)):
assert np.intersect1d(p1.active_dims, p2.active_dims).size == 0, "only non overlapping kernel dimensions allowed so far"
tmp1 = p1.psi1(Z, variational_posterior)
tmp2 = p2.psi1(Z, variational_posterior)
psi2 += (tmp1[:, :, None] * tmp2[:, None, :]) + (tmp2[:, :, None] * tmp1[:, None, :])
psi2 += np.einsum('nm,no->mo',tmp1,tmp2)+np.einsum('nm,no->mo',tmp2,tmp1)
#(tmp1[:, :, None] * tmp2[:, None, :]) + (tmp2[:, :, None] * tmp1[:, None, :])
else:
raise NotImplementedError, "psi2 cannot be computed for this kernel"
return psi2