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Merge branch 'devel' into saul_merge

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Alan Saul 2015-03-27 14:17:34 +00:00
commit 3c7a1b9a91
23 changed files with 372 additions and 389 deletions
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3
GPy/inference/latent_function_inference/expectation_propagation.py
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@ -40,8 +40,11 @@ class EP(LatentFunctionInference):
K = kern.K(X)
if self._ep_approximation is None:
#if we don't yet have the results of runnign EP, run EP and store the computed factors in self._ep_approximation
mu, Sigma, mu_tilde, tau_tilde, Z_hat = self._ep_approximation = self.expectation_propagation(K, Y, likelihood, Y_metadata)
else:
#if we've already run EP, just use the existing approximation stored in self._ep_approximation
mu, Sigma, mu_tilde, tau_tilde, Z_hat = self._ep_approximation
Wi, LW, LWi, W_logdet = pdinv(K + np.diag(1./tau_tilde))

2
GPy/inference/latent_function_inference/svgp.py
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@ -47,6 +47,8 @@ class SVGP(LatentFunctionInference):
#rescale the F term if working on a batch
F, dF_dmu, dF_dv = F*batch_scale, dF_dmu*batch_scale, dF_dv*batch_scale
if dF_dthetaL is not None:
dF_dthetaL = dF_dthetaL.sum(1).sum(1)*batch_scale
#derivatives of expected likelihood
Adv = A.T[:,:,None]*dF_dv[None,:,:] # As if dF_Dv is diagonal