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following naming convention better, lots of inverses which should be able to get rid of one or two, unsure if it works

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Alan Saul 2013-03-18 15:59:12 +00:00
parent 34ae852eea
commit 2bf1cf0eb6
3 changed files with 39 additions and 30 deletions
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9
python/likelihoods/likelihood_function.py
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@ -28,7 +28,7 @@ class student_t(likelihood_function):
:returns: float(likelihood evaluated for this point)
"""
assert y.shape[0] == f.shape[0]
assert y.shape == f.shape
e = y - f
objective = (gammaln((self.v + 1) * 0.5)
- gammaln(self.v * 0.5)
@ -49,7 +49,7 @@ class student_t(likelihood_function):
:returns: gradient of likelihood evaluated at points
"""
assert y.shape[0] == f.shape[0]
assert y.shape == f.shape
e = y - f
grad = ((self.v + 1) * e) / (self.v * (self.sigma**2) + (e**2))
return grad
@ -67,7 +67,8 @@ class student_t(likelihood_function):
:f: latent variables f
:returns: array which is diagonal of covariance matrix (second derivative of likelihood evaluated at points)
"""
assert y.shape[0] == f.shape[0]
assert y.shape == f.shape
e = y - f
hess = ((self.v + 1) * e) / ((((self.sigma**2) * self.v) + e**2)**2)
#hess = ((self.v + 1) * e) / ((((self.sigma**2) * self.v) + e**2)**2)
hess = ((self.v + 1) * (e**2 - self.v*(self.sigma**2))) / ((((self.sigma**2) * self.v) + e**2)**2)
return hess