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speed ups for normal cdf

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This commit is contained in:
James Hensman 2015-04-09 15:42:02 +01:00
parent 337bf67559
commit 1e30ffd730
7 changed files with 38 additions and 96 deletions
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4
GPy/util/misc.py
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@ -23,7 +23,7 @@ def chain_1(df_dg, dg_dx):
"""
if np.all(dg_dx==1.):
return df_dg
if len(df_dg) > 1 and df_dg.shape[-1] > 1:
if len(df_dg) > 1 and len(df_dg.shape)>1 and df_dg.shape[-1] > 1:
import ipdb; ipdb.set_trace() # XXX BREAKPOINT
raise NotImplementedError('Not implemented for matricies yet')
return df_dg * dg_dx
@ -37,7 +37,7 @@ def chain_2(d2f_dg2, dg_dx, df_dg, d2g_dx2):
"""
if np.all(dg_dx==1.) and np.all(d2g_dx2 == 0):
return d2f_dg2
if len(d2f_dg2) > 1 and d2f_dg2.shape[-1] > 1:
if len(d2f_dg2) > 1 and len(d2f_dg2.shape)>1 and d2f_dg2.shape[-1] > 1:
raise NotImplementedError('Not implemented for matricies yet')
#dg_dx_2 = np.clip(dg_dx, 1e-12, _lim_val_square)**2
dg_dx_2 = dg_dx**2