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Merge branch 'devel' of github.com:SheffieldML/GPy into devel
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commit
2a6c638707
2 changed files with 4 additions and 2 deletions
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@ -90,6 +90,8 @@ class Prod(Kernpart):
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def dK_dX(self,dL_dK,X,X2,target):
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def dK_dX(self,dL_dK,X,X2,target):
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"""derivative of the covariance matrix with respect to X."""
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"""derivative of the covariance matrix with respect to X."""
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self._K_computations(X,X2)
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self._K_computations(X,X2)
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if X2 is None:
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X2 = X
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self.k1.dK_dX(dL_dK*self._K2, X[:,self.slice1], X2[:,self.slice1], target[:,self.slice1])
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self.k1.dK_dX(dL_dK*self._K2, X[:,self.slice1], X2[:,self.slice1], target[:,self.slice1])
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self.k2.dK_dX(dL_dK*self._K1, X[:,self.slice2], X2[:,self.slice2], target[:,self.slice2])
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self.k2.dK_dX(dL_dK*self._K1, X[:,self.slice2], X2[:,self.slice2], target[:,self.slice2])
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@ -57,7 +57,7 @@ class RationalQuadratic(Kernpart):
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dist2 = np.square((X-X2.T)/self.lengthscale)
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dist2 = np.square((X-X2.T)/self.lengthscale)
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dvar = (1 + dist2/2.)**(-self.power)
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dvar = (1 + dist2/2.)**(-self.power)
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dl = self.power * self.variance * dist2 * self.lengthscale**(-3) * (1 + dist2/2./self.power)**(-self.power-1)
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dl = self.power * self.variance * dist2 / self.lengthscale * (1 + dist2/2.)**(-self.power-1)
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dp = - self.variance * np.log(1 + dist2/2.) * (1 + dist2/2.)**(-self.power)
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dp = - self.variance * np.log(1 + dist2/2.) * (1 + dist2/2.)**(-self.power)
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target[0] += np.sum(dvar*dL_dK)
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target[0] += np.sum(dvar*dL_dK)
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