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Merge branch 'devel' of github.com:SheffieldML/GPy into devel

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This commit is contained in:
Max Zwiessele 2015-09-04 16:24:50 +01:00
commit 41cc9c62f5
2 changed files with 9 additions and 5 deletions
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5
GPy/inference/latent_function_inference/var_gauss.py
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@ -47,7 +47,10 @@ class VarGauss(LatentFunctionInference):
dL_dthetaL = np.array([])
dF_da = np.dot(K, dF_dm)
SigmaB = Sigma*self.beta
dF_db = -np.diag(Sigma.dot(np.diag(dF_dv.flatten())).dot(SigmaB))*2
#dF_db_ = -np.diag(Sigma.dot(np.diag(dF_dv.flatten())).dot(SigmaB))*2
dF_db = -2*np.sum(Sigma**2 * (dF_dv * self.beta), 0)
#assert np.allclose(dF_db, dF_db_)
KL = 0.5*(Alogdet + np.trace(Ai) - num_data + np.sum(m*self.alpha))
dKL_da = m
A_A2 = Ai - Ai.dot(Ai)

9
GPy/kern/_src/psi_comp/linear_psi_comp.py
View file

@ -21,11 +21,12 @@ def psicomputations(variance, Z, variational_posterior, return_psi2_n=False):
S = variational_posterior.variance
psi0 = (variance*(np.square(mu)+S)).sum(axis=1)
psi1 = np.dot(mu,(variance*Z).T)
if not return_psi2_n:
psi2 = np.dot(S.sum(axis=0)*np.square(variance)*Z,Z.T)+ tdot(psi1.T)
Zv = variance * Z
psi1 = np.dot(mu,Zv.T)
if return_psi2_n:
psi2 = psi1[:,:,None] * psi1[:,None,:] + np.dot(S[:,None,:] * Zv[None,:,:], Zv.T)
else:
raise NotImplementedError
psi2 = np.dot(S.sum(axis=0) * Zv, Zv.T) + tdot(psi1.T)
return psi0, psi1, psi2