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added Brownian motion

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This commit is contained in:
James Hensman 2014-02-21 12:25:36 +00:00
parent 0dc9a32ba3
commit 365bc42140
6 changed files with 65 additions and 83 deletions
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10
GPy/kern/_src/linear.py
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@ -74,16 +74,6 @@ class Linear(Kern):
def Kdiag(self, X):
return np.sum(self.variances * np.square(X), -1)
def update_gradients_sparse(self, dL_dKmm, dL_dKnm, dL_dKdiag, X, Z):
target = np.zeros(self.size)
self.update_gradients_diag(dL_dKdiag, X)
self._collect_gradient(target)
self.update_gradients_full(dL_dKnm, X, Z)
self._collect_gradient(target)
self.update_gradients_full(dL_dKmm, Z, None)
self._collect_gradient(target)
self._set_gradient(target)
def update_gradients_full(self, dL_dK, X, X2=None):
if self.ARD:
if X2 is None: