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So many changes

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Ricardo Andrade 2013-02-01 13:17:17 +00:00
parent de53917039
commit 182c4c7d64
7 changed files with 118 additions and 139 deletions
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9
GPy/core/model.py
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@ -10,6 +10,7 @@ from parameterised import parameterised, truncate_pad
import priors
from ..util.linalg import jitchol
from ..inference import optimization
from .. import likelihoods
class model(parameterised):
def __init__(self):
@ -401,7 +402,7 @@ class model(parameterised):
:type optimzer: string TODO: valid strings?
"""
assert self.EP, "EM is not available for gaussian likelihood"
assert isinstance(self.likelihood,likelihoods.EP), "EM is not available for Gaussian likelihoods"
log_change = epsilon + 1.
self.log_likelihood_record = []
self.gp_params_record = []
@ -410,18 +411,18 @@ class model(parameterised):
last_value = -np.exp(1000)
while log_change > epsilon or not iteration:
print 'EM iteration %s' %iteration
self.approximate_likelihood()
self.update_likelihood_approximation()
self.optimize(**kwargs)
new_value = self.log_likelihood()
log_change = new_value - last_value
if log_change > epsilon:
self.log_likelihood_record.append(new_value)
self.gp_params_record.append(self._get_params())
self.ep_params_record.append((self.beta,self.Y,self.Z_ep))
#self.ep_params_record.append((self.beta,self.Y,self.Z_ep))
last_value = new_value
else:
convergence = False
self.beta, self.Y, self.Z_ep = self.ep_params_record[-1]
#self.beta, self.Y, self.Z_ep = self.ep_params_record[-1]
self._set_params(self.gp_params_record[-1])
print "Log-likelihood decrement: %s \nLast iteration discarded." %log_change
iteration += 1