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expand_param and extract_param replaced with set_params_transformed and get_params_transformed

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Neil Lawrence 2013-01-18 13:37:17 +00:00
parent 7350143dd0
commit 1674bc529b
8 changed files with 54 additions and 54 deletions
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8
GPy/inference/samplers.py
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@ -17,7 +17,7 @@ class Metropolis_Hastings:
def __init__(self,model,cov=None):
"""Metropolis Hastings, with tunings according to Gelman et al. """
self.model = model
current = self.model.extract_param()
current = self.model._get_params_transformed()
self.D = current.size
self.chains = []
if cov is None:
@ -32,19 +32,19 @@ class Metropolis_Hastings:
if start is None:
self.model.randomize()
else:
self.model.expand_param(start)
self.model._set_params_transformed(start)
def sample(self, Ntotal, Nburn, Nthin, tune=True, tune_throughout=False, tune_interval=400):
current = self.model.extract_param()
current = self.model._get_params_transformed()
fcurrent = self.model.log_likelihood() + self.model.log_prior()
accepted = np.zeros(Ntotal,dtype=np.bool)
for it in range(Ntotal):
print "sample %d of %d\r"%(it,Ntotal),
sys.stdout.flush()
prop = np.random.multivariate_normal(current, self.cov*self.scale*self.scale)
self.model.expand_param(prop)
self.model._set_params_transformed(prop)
fprop = self.model.log_likelihood() + self.model.log_prior()
if fprop>fcurrent:#sample accepted, going 'uphill'