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constant jitter to Kmm, deleted some white kernels in models and examples

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This commit is contained in:
Max Zwiessele 2013-08-02 16:36:51 +01:00
parent 1cc8f95717
commit 5570e82943
5 changed files with 165 additions and 161 deletions
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11
GPy/core/sparse_gp.py
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@ -49,6 +49,8 @@ class SparseGP(GPBase):
# normalize X uncertainty also
if self.has_uncertain_inputs:
self.X_variance /= np.square(self._Xscale)
self._const_jitter = None
def getstate(self):
"""
@ -81,7 +83,10 @@ class SparseGP(GPBase):
def _computations(self):
# factor Kmm
self.Lm = jitchol(self.Kmm)
if self._const_jitter is None or not(self._const_jitter.shape[0] == self.num_inducing):
self._const_jitter = np.eye(self.num_inducing) * 1e-7
self.Lm = jitchol(self.Kmm + self._const_jitter)
# TODO: no white kernel needed anymore, all noise in likelihood --------
# The rather complex computations of self.A
if self.has_uncertain_inputs:
@ -92,7 +97,7 @@ class SparseGP(GPBase):
evals, evecs = linalg.eigh(psi2_beta)
clipped_evals = np.clip(evals, 0., 1e6) # TODO: make clipping configurable
if not np.array_equal(evals, clipped_evals):
pass#print evals
pass # print evals
tmp = evecs * np.sqrt(clipped_evals)
tmp = tmp.T
else:
@ -114,7 +119,7 @@ class SparseGP(GPBase):
# back substutue C into psi1Vf
tmp, info1 = dtrtrs(self.Lm, np.asfortranarray(self.psi1Vf), lower=1, trans=0)
self._LBi_Lmi_psi1Vf, _ = dtrtrs(self.LB, np.asfortranarray(tmp), lower=1, trans=0)
#tmp, info2 = dpotrs(self.LB, tmp, lower=1)
# tmp, info2 = dpotrs(self.LB, tmp, lower=1)
tmp, info2 = dtrtrs(self.LB, self._LBi_Lmi_psi1Vf, lower=1, trans=1)
self.Cpsi1Vf, info3 = dtrtrs(self.Lm, tmp, lower=1, trans=1)