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Merge remote-tracking branch 'upstream/devel' into devel

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Mike Croucher 2015-02-26 08:25:51 +00:00
commit 29da6ff065
4 changed files with 58 additions and 22 deletions
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8
GPy/inference/latent_function_inference/svgp.py
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@ -5,11 +5,8 @@ import numpy as np
from posterior import Posterior
class SVGP(LatentFunctionInference):
def __init__(self, KL_scale=1., batch_scale=1.):
self.KL_scale = KL_scale
self.batch_scale = batch_scale
def inference(self, q_u_mean, q_u_chol, kern, X, Z, likelihood, Y, Y_metadata=None):
def inference(self, q_u_mean, q_u_chol, kern, X, Z, likelihood, Y, Y_metadata=None, KL_scale=1.0, batch_scale=1.0):
num_inducing = Z.shape[0]
num_data, num_outputs = Y.shape
@ -44,9 +41,6 @@ class SVGP(LatentFunctionInference):
dKL_dS = 0.5*(Kmmi[:,:,None] - Si)
dKL_dKmm = 0.5*num_outputs*Kmmi - 0.5*Kmmi.dot(S.sum(-1)).dot(Kmmi) - 0.5*Kmmim.dot(Kmmim.T)
KL_scale = self.KL_scale
batch_scale = self.batch_scale
KL, dKL_dKmm, dKL_dS, dKL_dm = KL_scale*KL, KL_scale*dKL_dKmm, KL_scale*dKL_dS, KL_scale*dKL_dm
#quadrature for the likelihood
F, dF_dmu, dF_dv, dF_dthetaL = likelihood.variational_expectations(Y, mu, v)