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ss_mrd with parameter tied

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Zhenwen Dai 2014-06-27 17:25:08 +01:00
parent 35eb0a015f
commit 2c88528ebd
1 changed files with 9 additions and 0 deletions
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9
GPy/models/ss_mrd.py
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@ -20,3 +20,12 @@ class SSMRD(Model):
self.add_parameters(*(self.models))
self.updates = True
[[self.models[j].X.mean.flat[i:i+1].tie('mean_'+str(i)) for j in xrange(len(self.models))] for i in xrange(self.models[0].X.mean.size)]
[[self.models[j].X.variance.flat[i:i+1].tie('var_'+str(i)) for j in xrange(len(self.models))] for i in xrange(self.models[0].X.variance.size)]
def parameters_changed(self):
super(SSMRD, self).parameters_changed()
self._log_marginal_likelihood = sum([m._log_marginal_likelihood for m in self.models])
def log_likelihood(self):
return self._log_marginal_likelihood