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This commit is contained in:
Daniel Beck 2015-02-06 19:39:46 +11:00
parent 98f632e92e
commit 1d2cbfe44a
2 changed files with 28 additions and 2 deletions
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15
GPy/kern/_src/prod.py
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@ -5,6 +5,7 @@ import numpy as np
from kern import CombinationKernel
from ...util.caching import Cache_this
import itertools
import operator
class Prod(CombinationKernel):
"""
@ -42,9 +43,19 @@ class Prod(CombinationKernel):
return reduce(np.multiply, (p.Kdiag(X) for p in which_parts))
def update_gradients_full(self, dL_dK, X, X2=None):
np.seterr(invalid='raise')
k = self.K(X,X2)*dL_dK
for p in self.parts:
p.update_gradients_full(k/p.K(X,X2),X,X2)
try:
for p in self.parts:
p.update_gradients_full(k/p.K(X,X2),X,X2)
except FloatingPointError:
np.seterr(invalid='warn')
print "Gradient warning: falling back to slow version due to zero-valued kernel"
for combination in itertools.combinations(self.parts, len(self.parts) - 1):
prod = reduce(operator.mul, [p.K(X, X2) for p in combination])
to_update = list(set(self.parts) - set(combination))[0]
to_update.update_gradients_full(dL_dK * prod, X, X2)
def update_gradients_diag(self, dL_dKdiag, X):
k = self.Kdiag(X)*dL_dKdiag