Assorted work on combining the EP and sparse methods

This commit is contained in:
James Hensman 2013-02-01 17:12:45 +00:00
parent 64280d7eb6
commit 5447d6fbfc
7 changed files with 95 additions and 44 deletions

View file

@ -19,6 +19,7 @@ class EP(likelihood):
self.data = data
self.N = self.data.size
self.is_heteroscedastic = True
self.Nparams = 0
#Initial values - Likelihood approximation parameters:
#p(y|f) = t(f|tau_tilde,v_tilde)
@ -28,6 +29,7 @@ class EP(likelihood):
#initial values for the GP variables
self.Y = np.zeros((self.N,1))
self.covariance_matrix = np.eye(self.N)
self.precision = np.ones(self.N)
self.Z = 0
self.YYT = None