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added a likelihood atom class

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and also some import tidying in the EP.py file
This commit is contained in:
James Hensman 2013-02-01 10:05:22 +00:00
parent 7dfbcebb87
commit 346f9dd8bd
3 changed files with 41 additions and 9 deletions
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12
GPy/likelihoods/EP.py
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@ -1,11 +1,9 @@
import numpy as np
import random
from scipy import stats, linalg
from ..core import model
from ..util.linalg import pdinv,mdot,jitchol
from ..util.plot import gpplot
from likelihood import likelihood
class EP:
class EP(likelihood):
def __init__(self,data,likelihood_function,epsilon=1e-3,power_ep=[1.,1.]):
"""
Expectation Propagation
@ -70,8 +68,7 @@ class EP:
self.np1 = [self.tau_tilde.copy()]
self.np2 = [self.v_tilde.copy()]
while epsilon_np1 > self.epsilon or epsilon_np2 > self.epsilon:
update_order = np.arange(self.N)
random.shuffle(update_order)
update_order = np.random.permutation(self.N)
for i in update_order:
#Cavity distribution parameters
self.tau_[i] = 1./self.Sigma[i,i] - self.eta*self.tau_tilde[i]
@ -243,8 +240,7 @@ class EP:
self.np1 = [self.tau_tilde.copy()]
self.np2 = [self.v_tilde.copy()]
while epsilon_np1 > self.epsilon or epsilon_np2 > self.epsilon:
update_order = np.arange(self.N)
random.shuffle(update_order)
update_order = np.random.permutation(self.N)
for i in update_order:
#Cavity distribution parameters
self.tau_[i] = 1./self.Sigma_diag[i] - self.eta*self.tau_tilde[i]