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Merge pull request #796 from markm541374/prevent-large-intermediate-matrix

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fix: rearrange expression to avoid an n^2 array
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Zhenwen Dai 2020-03-09 12:28:47 +00:00 • committed by GitHub
commit 4c5c7fc21c
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1 changed files with 1 additions and 2 deletions
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GPy/inference/latent_function_inference/var_dtc.py
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@ -142,8 +142,7 @@ class VarDTC(LatentFunctionInference):
Cpsi1Vf, _ = dtrtrs(Lm, tmp, lower=1, trans=1)
# data fit and derivative of L w.r.t. Kmm
dL_dm = -np.dot((_LBi_Lmi_psi1.T.dot(_LBi_Lmi_psi1))
- np.eye(Y.shape[0]), VVT_factor)
dL_dm = -_LBi_Lmi_psi1.T.dot(_LBi_Lmi_psi1.dot(VVT_factor)) + VVT_factor
delit = tdot(_LBi_Lmi_psi1Vf)
data_fit = np.trace(delit)