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fix the problem of multiple ties on the same param array object

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This commit is contained in:
Zhenwen Dai 2014-06-24 12:49:04 +01:00
parent 567612b3a9
commit 3f36a245d1
5 changed files with 18 additions and 24 deletions
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7
GPy/core/parameterization/variational.py
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@ -40,7 +40,6 @@ class SpikeAndSlabPrior(VariationalPrior):
self.pi = Param('pi', pi, Logistic(1e-10,1.-1e-10))
self.variance = Param('variance',variance)
self.add_parameters(self.pi)
self.group_spike_prob = False
def KL_divergence(self, variational_posterior):
mu = variational_posterior.mean
@ -56,11 +55,7 @@ class SpikeAndSlabPrior(VariationalPrior):
S = variational_posterior.variance
gamma = variational_posterior.binary_prob
if self.group_spike_prob:
gamma_grad = np.log((1-self.pi)/self.pi*gamma/(1.-gamma))+(np.square(mu)+S-np.log(S)-1.)/2.
gamma.gradient -= gamma_grad.mean(axis=0)
else:
gamma.gradient -= np.log((1-self.pi)/self.pi*gamma/(1.-gamma))+(np.square(mu)+S-np.log(S)-1.)/2.
gamma.gradient -= np.log((1-self.pi)/self.pi*gamma/(1.-gamma))+(np.square(mu)+S-np.log(S)-1.)/2.
mu.gradient -= gamma*mu
S.gradient -= (1. - (1. / (S))) * gamma /2.
self.pi.gradient = (gamma/self.pi - (1.-gamma)/(1.-self.pi)).sum(axis=0)