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psi_stat slices for kernels

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This commit is contained in:
Max Zwiessele 2014-03-12 12:03:37 +00:00
parent dfb63860ca
commit 54239555a1
5 changed files with 74 additions and 36 deletions
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6
GPy/kern/_src/rbf.py
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@ -19,7 +19,6 @@ class RBF(Stationary):
k(r) = \sigma^2 \exp \\bigg(- \\frac{1}{2} r^2 \\bigg)
"""
def __init__(self, input_dim, variance=1., lengthscale=None, ARD=False, name='rbf'):
super(RBF, self).__init__(input_dim, variance, lengthscale, ARD, name)
self.weave_options = {}
@ -81,6 +80,8 @@ class RBF(Stationary):
#contributions from psi0:
self.variance.gradient = np.sum(dL_dpsi0)
if self._debug:
num_grad = self.lengthscale.gradient.copy()
self.lengthscale.gradient = 0.
#from psi1
@ -100,6 +101,8 @@ class RBF(Stationary):
else:
self.lengthscale.gradient += self._weave_psi2_lengthscale_grads(dL_dpsi2, psi2, Zdist_sq, S, mudist_sq, l2)
if self._debug:
import ipdb;ipdb.set_trace()
self.variance.gradient += 2.*np.sum(dL_dpsi2 * psi2)/self.variance
else:
@ -150,6 +153,7 @@ class RBF(Stationary):
grad_mu = (dL_dpsi1[:, :, None] * _dpsi1_dmu).sum(axis=1)
grad_S = (dL_dpsi1[:, :, None] * _dpsi1_dS).sum(axis=1)
grad_gamma = (dL_dpsi1[:,:,None] * _dpsi1_dgamma).sum(axis=1)
#psi2
grad_mu += (dL_dpsi2[:, :, :, None] * _dpsi2_dmu).reshape(ndata,-1,self.input_dim).sum(axis=1)
grad_S += (dL_dpsi2[:, :, :, None] * _dpsi2_dS).reshape(ndata,-1,self.input_dim).sum(axis=1)