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testing a bit cleaned periodic is turned off, bc it need different tests, discontinuous still needed

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Max Zwiessele 2014-03-13 13:13:15 +00:00
parent 0d343cf0ca
commit 1f9509d979
9 changed files with 71 additions and 65 deletions
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9
GPy/core/model.py
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@ -253,7 +253,7 @@ class Model(Parameterized):
sgd.run()
self.optimization_runs.append(sgd)
def _checkgrad(self, target_param=None, verbose=False, step=1e-6, tolerance=1e-3, _debug=False):
def _checkgrad(self, target_param=None, verbose=False, step=1e-6, tolerance=1e-3):
"""
Check the gradient of the ,odel by comparing to a numerical
estimate. If the verbose flag is passed, invividual
@ -349,13 +349,6 @@ class Model(Parameterized):
xx[xind] -= 2.*step
f2 = self.objective_function(xx)
numerical_gradient = (f1 - f2) / (2 * step)
if _debug:
for p in self.kern.flattened_parameters:
p._parent_._debug=True
self.gradient[xind] = numerical_gradient
self._set_params_transformed(x)
for p in self.kern.flattened_parameters:
p._parent_._debug=False
if np.all(gradient[xind]==0): ratio = (f1-f2) == gradient[xind]
else: ratio = (f1 - f2) / (2 * step * gradient[xind])
difference = np.abs((f1 - f2) / 2 / step - gradient[xind])