apunkt/GPy
1
0
Fork 0
mirror of https://github.com/SheffieldML/GPy.git synced 2026-05-07 11:02:38 +02:00
Code Issues Projects Releases Packages Wiki Activity Actions

implement update_gradients_diag for MLP kernel

Browse source
This commit is contained in:
Zhenwen Dai 2014-12-04 14:22:58 +00:00
parent 4fc006f45d
commit 1da44d9d5c
1 changed files with 8 additions and 2 deletions
Download patch file Download diff file Expand all files Collapse all files

10
GPy/kern/_src/mlp.py
View file

@ -79,8 +79,14 @@ class MLP(Kern):
+ 2*self.bias_variance + 2.))*base_cov_grad).sum()
def update_gradients_diag(self, X):
raise NotImplementedError, "TODO"
self._K_diag_computations(X)
self.variance.gradient = np.sum(self._K_diag_dvar*dL_dKdiag)
base = four_over_tau*self.variance/np.sqrt(1-self._K_diag_asin_arg*self._K_diag_asin_arg)
base_cov_grad = base*dL_dKdiag/np.square(self._K_diag_denom)
self.weight_variance.gradient = (base_cov_grad*np.square(X).sum(axis=1)).sum()
self.bias_variance.gradient = base_cov_grad.sum()
def gradients_X(self, dL_dK, X, X2):
"""Derivative of the covariance matrix with respect to X"""