predictive_values implemented in EP

This commit is contained in:
Ricardo Andrade 2013-01-31 15:30:57 +00:00
parent 4211cad89d
commit 2b40ee6f7e
4 changed files with 26 additions and 6 deletions

View file

@ -18,7 +18,6 @@ class EP:
self.likelihood_function = likelihood_function
self.epsilon = epsilon
self.eta, self.delta = power_ep
self.jitter = 1e-12 # TODO: is this needed?
"""
Initial values - Likelihood approximation parameters:
@ -27,6 +26,16 @@ class EP:
self.tau_tilde = np.zeros(self.N)
self.v_tilde = np.zeros(self.N)
def predictive_values(self,mu,var):
return self.likelihood_function.predictive_values(mu,var)
def _get_params(self):
return np.zeros(0)
def _get_param_names(self):
return []
def _set_params(self,p):
pass # TODO: the EP likelihood might want to take some parameters...
def _compute_GP_variables(self):
#Variables to be called from GP
mu_tilde = self.v_tilde/self.tau_tilde #When calling EP, this variable is used instead of Y in the GP model