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Stablised exp link_function and quadrature variances

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Alan Saul 2014-03-14 12:42:36 +00:00
parent 1ed7d73219
commit 169fd9b8d4
3 changed files with 15 additions and 6 deletions
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11
GPy/likelihoods/link_functions.py
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@ -6,6 +6,9 @@ from scipy import stats
import scipy as sp
from GPy.util.univariate_Gaussian import std_norm_pdf,std_norm_cdf,inv_std_norm_cdf
_exp_lim_val = np.finfo(np.float64).max
_lim_val = np.log(_exp_lim_val)
class GPTransformation(object):
"""
Link function class for doing non-Gaussian likelihoods approximation
@ -92,16 +95,16 @@ class Log(GPTransformation):
"""
def transf(self,f):
return np.exp(f)
return np.exp(np.clip(f, -_lim_val, _lim_val))
def dtransf_df(self,f):
return np.exp(f)
return np.exp(np.clip(f, -_lim_val, _lim_val))
def d2transf_df2(self,f):
return np.exp(f)
return np.exp(np.clip(f, -_lim_val, _lim_val))
def d3transf_df3(self,f):
return np.exp(f)
return np.exp(np.clip(f, -_lim_val, _lim_val))
class Log_ex_1(GPTransformation):
"""