diff --git a/GPy/inference/latent_function_inference/fitc.py b/GPy/inference/latent_function_inference/fitc.py index 9294e25d..c4147d06 100644 --- a/GPy/inference/latent_function_inference/fitc.py +++ b/GPy/inference/latent_function_inference/fitc.py @@ -3,6 +3,7 @@ from posterior import Posterior from ...util.linalg import jitchol, tdot, dtrtrs, dpotri, pdinv +from ...util import diag import numpy as np log_2_pi = np.log(2*np.pi) @@ -14,8 +15,7 @@ class FITC(object): the posterior. """ - def __init__(self): - self.const_jitter = 1e-6 + const_jitter = 1e-6 def inference(self, kern, X, Z, likelihood, Y): @@ -33,6 +33,7 @@ class FITC(object): U = Knm #factor Kmm + diag.add(Kmm, self.const_jitter) Kmmi, L, Li, _ = pdinv(Kmm) #compute beta_star, the effective noise precision