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Step transformation added

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This commit is contained in:
Ricardo 2013-09-11 16:00:20 +01:00
parent 671591fa96
commit 3608290350
3 changed files with 36 additions and 6 deletions
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17
GPy/likelihoods/noise_models/binomial_noise.py
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@ -42,11 +42,18 @@ class Binomial(NoiseDistribution):
:param tau_i: precision of the cavity distribution (float)
:param v_i: mean/variance of the cavity distribution (float)
"""
z = data_i*v_i/np.sqrt(tau_i**2 + tau_i)
Z_hat = std_norm_cdf(z)
phi = std_norm_pdf(z)
mu_hat = v_i/tau_i + data_i*phi/(Z_hat*np.sqrt(tau_i**2 + tau_i))
sigma2_hat = 1./tau_i - (phi/((tau_i**2+tau_i)*Z_hat))*(z+phi/Z_hat)
if isinstance(self.gp_link,gp_transformations.Probit):
z = data_i*v_i/np.sqrt(tau_i**2 + tau_i)
Z_hat = std_norm_cdf(z)
phi = std_norm_pdf(z)
mu_hat = v_i/tau_i + data_i*phi/(Z_hat*np.sqrt(tau_i**2 + tau_i))
sigma2_hat = 1./tau_i - (phi/((tau_i**2+tau_i)*Z_hat))*(z+phi/Z_hat)
elif isinstance(self.gp_link,gp_transformations.Step):
Z_hat = None
mu_hat = None
sigma2_hat = None
return Z_hat, mu_hat, sigma2_hat
def _predictive_mean_analytical(self,mu,sigma):