apunkt/GPy
1
0
Fork 0
mirror of https://github.com/SheffieldML/GPy.git synced 2026-05-05 09:42:39 +02:00
Code Issues Projects Releases Packages Wiki Activity Actions

Optimizing missing data model, needs tidying but now much faster

Browse source
This commit is contained in:
Alan Saul 2015-08-27 17:56:08 +03:00
parent 12c335c62e
commit 4143f00540
10 changed files with 275 additions and 195 deletions
Download patch file Download diff file Expand all files Collapse all files

27
GPy/inference/latent_function_inference/var_dtc.py
View file

@ -64,9 +64,7 @@ class VarDTC(LatentFunctionInference):
def get_VVTfactor(self, Y, prec):
return Y * prec # TODO chache this, and make it effective
def inference(self, kern, X, Z, likelihood, Y, Y_metadata=None, Lm=None, dL_dKmm=None):
def inference(self, kern, X, Z, likelihood, Y, Y_metadata=None, Lm=None, dL_dKmm=None, psi0=None, psi1=None, psi2=None):
_, output_dim = Y.shape
uncertain_inputs = isinstance(X, VariationalPosterior)
@ -95,17 +93,28 @@ class VarDTC(LatentFunctionInference):
# The rather complex computations of A, and the psi stats
if uncertain_inputs:
psi0 = kern.psi0(Z, X)
psi1 = kern.psi1(Z, X)
if psi0 is None:
psi0 = kern.psi0(Z, X)
if psi1 is None:
psi1 = kern.psi1(Z, X)
if het_noise:
psi2_beta = np.sum([kern.psi2(Z,X[i:i+1,:]) * beta_i for i,beta_i in enumerate(beta)],0)
if psi2 is None:
assert len(psi2.shape) == 3 # Need to have not summed out N
#FIXME: Need testing
psi2_beta = np.sum([psi2[X[i:i+1,:], :, :] * beta_i for i,beta_i in enumerate(beta)],0)
else:
psi2_beta = np.sum([kern.psi2(Z,X[i:i+1,:]) * beta_i for i,beta_i in enumerate(beta)],0)
else:
psi2_beta = kern.psi2(Z,X) * beta
if psi2 is None:
psi2 = kern.psi2(Z,X)
psi2_beta = psi2 * beta
LmInv = dtrtri(Lm)
A = LmInv.dot(psi2_beta.dot(LmInv.T))
else:
psi0 = kern.Kdiag(X)
psi1 = kern.K(X, Z)
if psi0 is None:
psi0 = kern.Kdiag(X)
if psi1 is None:
psi1 = kern.K(X, Z)
if het_noise:
tmp = psi1 * (np.sqrt(beta))
else: