From 56acbf4e0a09b2a4a3c35c787378c137961076a1 Mon Sep 17 00:00:00 2001 From: James Hensman Date: Fri, 4 Sep 2015 15:11:50 +0100 Subject: [PATCH] slightly improved computation for var_Gauss method --- GPy/inference/latent_function_inference/var_gauss.py | 5 ++++- 1 file changed, 4 insertions(+), 1 deletion(-) diff --git a/GPy/inference/latent_function_inference/var_gauss.py b/GPy/inference/latent_function_inference/var_gauss.py index e71416b4..bef1cce6 100644 --- a/GPy/inference/latent_function_inference/var_gauss.py +++ b/GPy/inference/latent_function_inference/var_gauss.py @@ -47,7 +47,10 @@ class VarGauss(LatentFunctionInference): dL_dthetaL = np.array([]) dF_da = np.dot(K, dF_dm) SigmaB = Sigma*self.beta - dF_db = -np.diag(Sigma.dot(np.diag(dF_dv.flatten())).dot(SigmaB))*2 + #dF_db_ = -np.diag(Sigma.dot(np.diag(dF_dv.flatten())).dot(SigmaB))*2 + dF_db = -2*np.sum(Sigma**2 * (dF_dv * self.beta), 0) + #assert np.allclose(dF_db, dF_db_) + KL = 0.5*(Alogdet + np.trace(Ai) - num_data + np.sum(m*self.alpha)) dKL_da = m A_A2 = Ai - Ai.dot(Ai)