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very basic GP_regression demo is working
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10 changed files with 31 additions and 41 deletions
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@ -37,10 +37,10 @@ class white(kernpart):
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def Kdiag(self,X,target):
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target += self.variance
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def dK_dtheta(self,X,X2,target):
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def dK_dtheta(self,partial,X,X2,target):
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if X.shape==X2.shape:
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if np.all(X==X2):
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np.add(target[:,:,0],np.eye(X.shape[0]),target[:,:,0])
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target += np.trace(partial)
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def dKdiag_dtheta(self,X,target):
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np.add(target[:,0],1.,target[:,0])
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@ -50,7 +50,7 @@ class white(kernpart):
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def dKdiag_dX(self,X,target):
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pass
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def psi0(self,Z,mu,S,target):
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target += self.variance
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