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more variational quadtrature code

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This commit is contained in:
James Hensman 2014-10-16 15:41:01 +01:00
parent 9bfd569c7b
commit 30343f5e53
3 changed files with 21 additions and 23 deletions
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22
GPy/likelihoods/bernoulli.py
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@ -113,10 +113,8 @@ class Bernoulli(Likelihood):
.. Note:
Each y_i must be in {0, 1}
"""
assert np.atleast_1d(inv_link_f).shape == np.atleast_1d(y).shape
#objective = (inv_link_f**y) * ((1.-inv_link_f)**(1.-y))
objective = np.where(y, inv_link_f, 1.-inv_link_f)
return np.exp(np.sum(np.log(objective)))
return np.where(y, inv_link_f, 1.-inv_link_f)
def logpdf_link(self, inv_link_f, y, Y_metadata=None):
"""
@ -133,9 +131,7 @@ class Bernoulli(Likelihood):
:returns: log likelihood evaluated at points inverse link of f.
:rtype: float
"""
assert np.atleast_1d(inv_link_f).shape == np.atleast_1d(y).shape
#objective = y*np.log(inv_link_f) + (1.-y)*np.log(inv_link_f)
state = np.seterr(divide='ignore')
p = np.where(y==1, inv_link_f, 1.-inv_link_f)
return np.log(p)
@ -154,13 +150,10 @@ class Bernoulli(Likelihood):
:returns: gradient of log likelihood evaluated at points inverse link of f.
:rtype: Nx1 array
"""
assert np.atleast_1d(inv_link_f).shape == np.atleast_1d(y).shape
#grad = (y/inv_link_f) - (1.-y)/(1-inv_link_f)
state = np.seterr(divide='ignore')
# TODO check y \in {0, 1} or {-1, 1}
grad = np.where(y, 1./inv_link_f, -1./(1-inv_link_f))
np.seterr(**state)
return grad
#grad = np.where(y, 1./inv_link_f, -1./(1-inv_link_f))
denom = np.where(y, inv_link_f, -(1-inv_link_f))
return 1./denom
def d2logpdf_dlink2(self, inv_link_f, y, Y_metadata=None):
"""
@ -183,13 +176,12 @@ class Bernoulli(Likelihood):
Will return diagonal of hessian, since every where else it is 0, as the likelihood factorizes over cases
(the distribution for y_i depends only on inverse link of f_i not on inverse link of f_(j!=i)
"""
assert np.atleast_1d(inv_link_f).shape == np.atleast_1d(y).shape
#d2logpdf_dlink2 = -y/(inv_link_f**2) - (1-y)/((1-inv_link_f)**2)
state = np.seterr(divide='ignore')
# TODO check y \in {0, 1} or {-1, 1}
d2logpdf_dlink2 = np.where(y, -1./np.square(inv_link_f), -1./np.square(1.-inv_link_f))
np.seterr(**state)
return d2logpdf_dlink2
#d2logpdf_dlink2 = np.where(y, -1./np.square(inv_link_f), -1./np.square(1.-inv_link_f))
arg = np.where(y, inv_link_f, 1.-inv_link_f)
return -1./np.square(arg)
def d3logpdf_dlink3(self, inv_link_f, y, Y_metadata=None):
"""