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derivatives of likelihood things now working for svgp

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James Hensman 2015-03-24 13:58:41 +00:00
parent 611febe7eb
commit 53081c704d
3 changed files with 10 additions and 3 deletions
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GPy/inference/latent_function_inference/svgp.py
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@ -47,6 +47,8 @@ class SVGP(LatentFunctionInference):
#rescale the F term if working on a batch
F, dF_dmu, dF_dv = F*batch_scale, dF_dmu*batch_scale, dF_dv*batch_scale
if dF_dthetaL is not None:
dF_dthetaL = dF_dthetaL.sum(1)*batch_scale
#derivatives of expected likelihood
Adv = A.T[:,:,None]*dF_dv[None,:,:] # As if dF_Dv is diagonal