diff --git a/GPy/core/gp.py b/GPy/core/gp.py index 38a7bb3d..52385c5a 100644 --- a/GPy/core/gp.py +++ b/GPy/core/gp.py @@ -241,12 +241,14 @@ class GP(Model): def predictive_gradients(self, Xnew): """ - Compute the derivatives of the latent function with respect to X* + Compute the derivatives of the predicted latent function with respect to X* Given a set of points at which to predict X* (size [N*,Q]), compute the derivatives of the mean and variance. Resulting arrays are sized: dmu_dX* -- [N*, Q ,D], where D is the number of output in this GP (usually one). + Note that this is not the same as computing the mean and variance of the derivative of the function! + dv_dX* -- [N*, Q], (since all outputs have the same variance) :param X: The points at which to get the predictive gradients :type X: np.ndarray (Xnew x self.input_dim) diff --git a/GPy/kern/_src/stationary.py b/GPy/kern/_src/stationary.py index 06671b23..5fa846d5 100644 --- a/GPy/kern/_src/stationary.py +++ b/GPy/kern/_src/stationary.py @@ -296,6 +296,8 @@ class Exponential(Stationary): return -0.5*self.K_of_r(r) + + class OU(Stationary): """ OU kernel: