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Merge branch 'newGP' of github.com:SheffieldML/GPy into newGP

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Ricardo Andrade 2013-02-01 15:17:13 +00:00
commit 5593d53828
2 changed files with 12 additions and 5 deletions
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15
GPy/models/sparse_GP.py
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@ -70,16 +70,23 @@ class sparse_GP(GP):
self.psi0 = self.kern.psi0(self.Z,self.X, self.X_uncertainty).sum() self.psi0 = self.kern.psi0(self.Z,self.X, self.X_uncertainty).sum()
self.psi1 = self.kern.psi1(self.Z,self.X, self.X_uncertainty).T self.psi1 = self.kern.psi1(self.Z,self.X, self.X_uncertainty).T
self.psi2 = self.kern.psi2(self.Z,self.X, self.X_uncertainty) self.psi2 = self.kern.psi2(self.Z,self.X, self.X_uncertainty)
self.psi2_beta_scaled = (self.psi2*(self.beta/sf2)).sum(0) if self.likelihood.is_heteroscedastic:
self.psi2_beta_scaled = (self.psi2*(self.likelihood.precision.reshape(self.N,1,1)/sf2)).sum(0)
#TODO: what is the likelihood is heterscedatic and there are multiple independent outputs?
else:
self.psi2_beta_scaled = (self.psi2*(self.likelihood.precision/sf2)).sum(0)
else: else:
self.psi0 = self.kern.Kdiag(self.X,slices=self.Xslices).sum() self.psi0 = self.kern.Kdiag(self.X,slices=self.Xslices).sum()
self.psi1 = self.kern.K(self.Z,self.X) self.psi1 = self.kern.K(self.Z,self.X)
tmp = self.psi1*(np.sqrt(self.likelihood.beta)/sf) if self.likelihood.is_heteroscedastic:
tmp = self.psi1*(np.sqrt(self.likelihood.precision.reshape(self.N,1))/sf)
else:
tmp = self.psi1*(np.sqrt(self.likelihood.precision)/sf)
self.psi2_beta_scaled = np.dot(tmp,tmp.T) self.psi2_beta_scaled = np.dot(tmp,tmp.T)
self.Kmmi, self.Lm, self.Lmi, self.Kmm_logdet = pdinv(self.Kmm)#+np.eye(self.M)*1e-3) self.Kmmi, self.Lm, self.Lmi, self.Kmm_logdet = pdinv(self.Kmm)
self.V = (self.likelihood.beta/self.scale_factor)*self.Y self.V = (self.likelihood.precision/self.scale_factor)*self.Y
self.A = mdot(self.Lmi, self.psi2_beta_scaled, self.Lmi.T) self.A = mdot(self.Lmi, self.psi2_beta_scaled, self.Lmi.T)
self.B = np.eye(self.M)/sf2 + self.A self.B = np.eye(self.M)/sf2 + self.A