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Fixed bernoulli likelihood divide by 0 and log of 0
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5 changed files with 33 additions and 20 deletions
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@ -9,12 +9,12 @@ prior over a finite set of points f. This prior is
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where K is the kernel matrix.
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We also have a likelihood (see GPy.likelihoods) which defines how the data are
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related to the latent function: p(y | f). If the likelihood is also a Gaussian,
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the inference over f is tractable (see exact_gaussian_inference.py).
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related to the latent function: p(y | f). If the likelihood is also a Gaussian,
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the inference over f is tractable (see exact_gaussian_inference.py).
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If the likelihood object is something other than Gaussian, then exact inference
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is not tractable. We then resort to a Laplace approximation (laplace.py) or
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expectation propagation (ep.py).
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expectation propagation (ep.py).
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The inference methods return a "Posterior" instance, which is a simple
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structure which contains a summary of the posterior. The model classes can then
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@ -24,7 +24,7 @@ etc.
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"""
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from exact_gaussian_inference import ExactGaussianInference
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from laplace import LaplaceInference
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from laplace import Laplace
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expectation_propagation = 'foo' # TODO
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from dtc import DTC
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from fitc import FITC
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@ -17,7 +17,7 @@ from posterior import Posterior
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import warnings
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from scipy import optimize
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class LaplaceInference(object):
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class Laplace(object):
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def __init__(self):
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"""
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@ -52,6 +52,7 @@ class LaplaceInference(object):
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f_hat, Ki_fhat = self.rasm_mode(K, Y, likelihood, Ki_f_init, Y_metadata=Y_metadata)
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self.f_hat = f_hat
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#Compute hessian and other variables at mode
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log_marginal, woodbury_vector, woodbury_inv, dL_dK, dL_dthetaL = self.mode_computations(f_hat, Ki_fhat, K, Y, likelihood, kern, Y_metadata)
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