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gradient check and debug options

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Max Zwiessele 2014-03-12 12:06:21 +00:00
parent 2200c5c30b
commit 53e071b892
2 changed files with 9 additions and 4 deletions
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7
GPy/core/model.py
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@ -339,7 +339,7 @@ class Model(Parameterized):
print "No free parameters to check"
return
gradient = self.objective_function_gradients(x)
gradient = self.objective_function_gradients(x).copy()
np.where(gradient == 0, 1e-312, gradient)
ret = True
for nind, xind in itertools.izip(param_index, transformed_index):
@ -350,7 +350,12 @@ class Model(Parameterized):
f2 = self.objective_function(xx)
numerical_gradient = (f1 - f2) / (2 * step)
if _debug:
for p in self.kern.flattened_parameters:
p._parent_._debug=True
self.gradient[xind] = numerical_gradient
self._set_params_transformed(x)
for p in self.kern.flattened_parameters:
p._parent_._debug=False
if np.all(gradient[xind]==0): ratio = (f1-f2) == gradient[xind]
else: ratio = (f1 - f2) / (2 * step * gradient[xind])
difference = np.abs((f1 - f2) / 2 / step - gradient[xind])