apunkt/GPy
1
0
Fork 0
mirror of https://github.com/SheffieldML/GPy.git synced 2026-05-21 14:05:14 +02:00
Code Issues Projects Releases Packages Wiki Activity Actions

Changes to allow multiple output plotting

Browse source
This commit is contained in:
Ricardo 2013-07-31 19:00:54 +01:00
parent 7e1e8de5e4
commit 1c2a4c5c64
6 changed files with 109 additions and 27 deletions
Download patch file Download diff file Expand all files Collapse all files

17
GPy/likelihoods/ep_mixed_noise.py
View file

@ -14,8 +14,11 @@ class EP_Mixed_Noise(likelihood):
Arguments
---------
epsilon : Convergence criterion, maximum squared difference allowed between mean updates to stop iterations (float)
noise_model : a likelihood function (see likelihood_functions.py)
:param data_list: list of outputs
:param noise_model_list: a list of noise models
:param epsilon: Convergence criterion, maximum squared difference allowed between mean updates to stop iterations
:type epsilon: float
:param power_ep: list of power ep parameters
"""
assert len(data_list) == len(noise_model_list)
self.noise_model_list = noise_model_list
@ -60,6 +63,16 @@ class EP_Mixed_Noise(likelihood):
self.trYYT = 0.
def predictive_values(self,mu,var,full_cov,noise_model):
"""
Predicts the output given the GP
:param mu: GP's mean
:param var: GP's variance
:param full_cov: whether to return the full covariance matrix, or just the diagonal
:type full_cov: False|True
:param noise_model: noise model to use
:type noise_model: integer
"""
if full_cov:
raise NotImplementedError, "Cannot make correlated predictions with an EP likelihood"
#_mu = []