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Changes in FITC approximation computation

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Ricardo Andrade 2013-04-05 17:27:44 +01:00
parent d42b731146
commit 22ad5d94e9
2 changed files with 19 additions and 19 deletions
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12
GPy/likelihoods/EP.py
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@ -302,10 +302,16 @@ class EP(likelihood):
mu = self.w + np.dot(P,self.gamma)
self.iterations += 1
#Sigma recomptutation with Cholesky decompositon
Diag = Diag0/(1.+ Diag0 * self.tau_tilde)
P = (Diag / Diag0)[:,None] * P0
Iplus_Dprod_i = 1./(1.+ Diag0 * self.tau_tilde)
Diag = Diag0 * Iplus_Dprod_i
P = Iplus_Dprod_i[:,None] * P0
#Diag = Diag0/(1.+ Diag0 * self.tau_tilde)
#P = (Diag / Diag0)[:,None] * P0
RPT0 = np.dot(R0,P0.T)
L = jitchol(np.eye(M) + np.dot(RPT0,(1./Diag0 - Diag/(Diag0**2))[:,None]*RPT0.T))
L = jitchol(np.eye(M) + np.dot(RPT0,((1. - Iplus_Dprod_i)/Diag0)[:,None]*RPT0.T))
#L = jitchol(np.eye(M) + np.dot(RPT0,(1./Diag0 - Iplus_Dprod_i/Diag0)[:,None]*RPT0.T))
#L = jitchol(np.eye(M) + np.dot(RPT0,(1./Diag0 - Diag/(Diag0**2))[:,None]*RPT0.T))
R,info = linalg.lapack.flapack.dtrtrs(L,R0,lower=1)
RPT = np.dot(R,P.T)
Sigma_diag = Diag + np.sum(RPT.T*RPT.T,-1)