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Reshaped log predictive density to have D outputs

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Alan Saul 2015-05-22 21:16:38 +01:00
parent d3e79495e7
commit 56d50e0469
1 changed files with 2 additions and 1 deletions
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GPy/likelihoods/likelihood.py
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@ -143,7 +143,7 @@ class Likelihood(Parameterized):
p_ystar, _ = zip(*[quad(integral_generator(yi, mi, vi, yi_m), -np.inf, np.inf)
for yi, mi, vi, yi_m in zipped_values])
p_ystar = np.array(p_ystar).reshape(-1, 1)
p_ystar = np.array(p_ystar).reshape(*y_test.shape)
return np.log(p_ystar)
def log_predictive_density_sampling(self, y_test, mu_star, var_star, Y_metadata=None, num_samples=1000):
@ -173,6 +173,7 @@ class Likelihood(Parameterized):
from scipy.misc import logsumexp
log_p_ystar = -np.log(num_samples) + logsumexp(self.logpdf(fi_samples, y_test, Y_metadata=Y_metadata), axis=1)
log_p_ystar = np.array(log_p_ystar).reshape(*y_test.shape)
return log_p_ystar