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added propper clipping, before overflow happens

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Max Zwiessele 2013-05-16 14:09:02 +01:00
parent 7bbc5cbcde
commit 524c6e26bf
1 changed files with 5 additions and 4 deletions
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9
GPy/core/transformations.py
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@ -39,13 +39,14 @@ class logexp(transformation):
return '(+ve)' return '(+ve)'
class logexp_clipped(transformation): class logexp_clipped(transformation):
def __init__(self, lower=1e-8, upper=1e200): max_bound = 1e300
log_max_bound = np.log(max_bound)
def __init__(self, lower=1e-15):
self.domain = 'positive' self.domain = 'positive'
self.lower = lower self.lower = lower
self.upper = upper
def f(self, x): def f(self, x):
exp = np.exp(x) exp = np.exp(np.where(x > self.log_max_bound, self.log_max_bound, x))
f = np.log(1. + np.where(exp > self.upper, self.upper, exp)) f = np.log(1. + exp)
return f return f
def finv(self, f): def finv(self, f):
return np.log(np.exp(f) - 1.) return np.log(np.exp(f) - 1.)