diff --git a/GPy/examples/laplace_approximations.py b/GPy/examples/laplace_approximations.py index eb725b53..4d8e96b8 100644 --- a/GPy/examples/laplace_approximations.py +++ b/GPy/examples/laplace_approximations.py @@ -39,7 +39,7 @@ def debug_student_t_noise_approx(): plot = False real_var = 0.1 #Start a function, any function - X = np.linspace(0.0, 10.0, 30)[:, None] + X = np.linspace(0.0, 10.0, 2)[:, None] Y = np.sin(X) + np.random.randn(*X.shape)*real_var X_full = np.linspace(0.0, 10.0, 500)[:, None] diff --git a/GPy/likelihoods/Laplace.py b/GPy/likelihoods/Laplace.py index 42897f80..b0dde03f 100644 --- a/GPy/likelihoods/Laplace.py +++ b/GPy/likelihoods/Laplace.py @@ -95,23 +95,7 @@ class Laplace(likelihood): #dytil_dfhat = dytil_dfhat_explicit + dytil_dfhat_implicit #dytil_dfhat1 = np.dot(self.Sigma_tilde, Ki) + np.eye(self.N) # or self.Wi__Ki_W? Theyre the same basically - a = mdot(dWi_dfhat, Ki, self.f_hat) - b = np.dot(self.Sigma_tilde, Ki) - #dytil_dfhat = np.zeros(self.K.shape) - #for col in range(self.N): - #for row in range(self.N): - #t1 = 0 - #for l in range(self.N): - #t1 += dWi_dfhat[col, col]*Ki[col,l]*self.f_hat[l, 0] - ##t2 = np.zeros((1, self.N)) - #t2 = np.dot(self.Sigma_tilde, Ki[:, col]) - ###for k in range(self.N): - ###t2[:] += self.Sigma_tilde[k, k]*Ki[k, col] - #dytil_dfhat[row, col] = (t1 + t2)[row] - #dytil_dfhat += np.eye(self.N) - dytil_dfhat = - np.diagflat(np.dot(dWi_dfhat, np.dot(Ki, self.f_hat))) + np.dot(self.Sigma_tilde, Ki) + np.eye(self.N) - #dytil_dfhat = - (np.dot(dWi_dfhat, Ki)*self.f_hat[:, None] + np.dot(self.Sigma_tilde, Ki)).sum(-1) + np.eye(self.N) self.dytil_dfhat = dytil_dfhat return dL_dytil, dytil_dfhat @@ -219,10 +203,10 @@ class Laplace(likelihood): dlikelihoodgrad_dthetaL, d2likelihood_dthetaL = self.likelihood_function._gradients(self.data, self.f_hat, self.extra_data) #FIXME: Shouldn't this have a implicit component aswell? dlikelihood_dfhat = self.likelihood_function.link_grad(self.data, self.f_hat, self.extra_data) - #KW_I_i, _, _, _ = pdinv(np.dot(self.K, self.W) + np.eye(self.N)) - KW_I_i = self.Bi # could use self.B_chol?? + KW_I_i, _, _, _ = pdinv(np.dot(self.K, self.W) + np.eye(self.N)) + #KW_I_i = self.Bi # could use self.B_chol?? dfhat_dthetaL = mdot(KW_I_i, (self.K, dlikelihoodgrad_dthetaL)) - #dfhat_dthetaL = np.zeros(dfhat_dthetaL.shape)[:, None] + dfhat_dthetaL = np.zeros(dfhat_dthetaL.shape)[:, None] dytil_dthetaL = np.dot(dytil_dfhat, dfhat_dthetaL) @@ -383,7 +367,8 @@ class Laplace(likelihood): b = np.dot(self.W, self.f_hat) + self.likelihood_function.link_grad(self.data, self.f_hat, extra_data=self.extra_data)[:, None] solve_chol = cho_solve((self.B_chol, True), mdot(self.W_12, (self.K, b))) a = b - mdot(self.W_12, solve_chol) - self.f_Ki_f = np.dot(self.f_hat.T, a) + self.Ki_f = a + self.f_Ki_f = np.dot(self.f_hat.T, self.Ki_f) self.ln_K_det = pddet(self.K) self.ln_z_hat = (- 0.5*self.f_Ki_f diff --git a/GPy/testing/laplace_approx.tests.py b/GPy/testing/laplace_approx_tests.py similarity index 100% rename from GPy/testing/laplace_approx.tests.py rename to GPy/testing/laplace_approx_tests.py