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Logistic transformation numerical robustness

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This commit is contained in:
Zhenwen Dai 2014-05-16 10:48:18 +01:00
parent c568bad4fb
commit 17b6b94db3
1 changed files with 3 additions and 0 deletions
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GPy/core/parameterization/transformations.py
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@ -195,6 +195,9 @@ class Logistic(Transformation):
self.lower, self.upper = float(lower), float(upper) self.lower, self.upper = float(lower), float(upper)
self.difference = self.upper - self.lower self.difference = self.upper - self.lower
def f(self, x): def f(self, x):
if (x<-300.).any():
x = x.copy()
x[x<-300.] = -300.
return self.lower + self.difference / (1. + np.exp(-x)) return self.lower + self.difference / (1. + np.exp(-x))
def finv(self, f): def finv(self, f):
return np.log(np.clip(f - self.lower, 1e-10, np.inf) / np.clip(self.upper - f, 1e-10, np.inf)) return np.log(np.clip(f - self.lower, 1e-10, np.inf) / np.clip(self.upper - f, 1e-10, np.inf))