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[GPU] GPU kernel

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This commit is contained in:
Zhenwen Dai 2014-03-26 10:47:33 +00:00
parent b5b17b9715
commit 53627ee282
7 changed files with 90 additions and 60 deletions
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7
GPy/core/parameterization/variational.py
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@ -40,6 +40,7 @@ class SpikeAndSlabPrior(VariationalPrior):
self.pi = Param('pi', pi, Logistic(1e-10,1.-1e-10))
self.variance = Param('variance',variance)
self.add_parameters(self.pi)
self.group_spike_prob = False
def KL_divergence(self, variational_posterior):
mu = variational_posterior.mean
@ -55,7 +56,11 @@ class SpikeAndSlabPrior(VariationalPrior):
S = variational_posterior.variance
gamma = variational_posterior.binary_prob
gamma.gradient -= np.log((1-self.pi)/self.pi*gamma/(1.-gamma))+(np.square(mu)+S-np.log(S)-1.)/2.
if self.group_spike_prob:
gamma_grad = np.log((1-self.pi)/self.pi*gamma/(1.-gamma))+(np.square(mu)+S-np.log(S)-1.)/2.
gamma.gradient -= gamma_grad.mean(axis=0)
else:
gamma.gradient -= np.log((1-self.pi)/self.pi*gamma/(1.-gamma))+(np.square(mu)+S-np.log(S)-1.)/2.
mu.gradient -= gamma*mu
S.gradient -= (1. - (1. / (S))) * gamma /2.
self.pi.gradient = (gamma/self.pi - (1.-gamma)/(1.-self.pi)).sum(axis=0)