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more tidying in EP, removed examples from _module_ ( and opened discussion on github
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5 changed files with 6 additions and 5 deletions
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@ -6,5 +6,5 @@ import kern
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import models
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import models
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import inference
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import inference
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import util
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import util
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import examples
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#import examples TODO: discuss!
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from core import priors
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from core import priors
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@ -128,7 +128,7 @@ class FITC(EP_base):
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:param epsilon: Convergence criterion, maximum squared difference allowed between mean updates to stop iterations (float)
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:param epsilon: Convergence criterion, maximum squared difference allowed between mean updates to stop iterations (float)
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:param powerep: Power-EP parameters (eta,delta) - 2x1 numpy array (floats)
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:param powerep: Power-EP parameters (eta,delta) - 2x1 numpy array (floats)
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"""
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"""
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def __init__(self,likelihood,Knn_diag,Kmn,Kmm,*args,**kwargs)
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def __init__(self,likelihood,Knn_diag,Kmn,Kmm,*args,**kwargs):
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self.Knn_diag = Knn_diag
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self.Knn_diag = Knn_diag
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self.Kmn = Kmn
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self.Kmn = Kmn
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self.Kmm = Kmm
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self.Kmm = Kmm
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@ -6,7 +6,7 @@ import numpy as np
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import pylab as pb
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import pylab as pb
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from scipy import stats, linalg
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from scipy import stats, linalg
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from .. import kern
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from .. import kern
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from ..inference.Expectation_Propagation import EP,Full
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from ..inference.Expectation_Propagation import Full
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from ..inference.likelihoods import likelihood,probit#,poisson,gaussian
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from ..inference.likelihoods import likelihood,probit#,poisson,gaussian
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from ..core import model
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from ..core import model
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from ..util.linalg import pdinv,jitchol
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from ..util.linalg import pdinv,jitchol
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@ -9,7 +9,7 @@ from .. import kern
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from ..core import model
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from ..core import model
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from ..util.linalg import pdinv,mdot
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from ..util.linalg import pdinv,mdot
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from ..util.plot import gpplot
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from ..util.plot import gpplot
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from ..inference.Expectation_Propagation import EP,Full,FITC
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from ..inference.Expectation_Propagation import FITC
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from ..inference.likelihoods import likelihood,probit
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from ..inference.likelihoods import likelihood,probit
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class generalized_FITC(model):
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class generalized_FITC(model):
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@ -39,7 +39,8 @@ class uncollapsed_sparse_GP(sparse_GP_regression):
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M = Z.shape[0]
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M = Z.shape[0]
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else:
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else:
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M=M
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M=M
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self.set_vb_param(np.hstack((np.ones(M*D)),np.eye(M).flatten()))
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q_u = np.hstack((np.ones(M*D)),np.eye(M).flatten())
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self.set_vb_param(q_u)
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sparse_GP_regression.__init__(self, X, Y, *args, **kwargs)
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sparse_GP_regression.__init__(self, X, Y, *args, **kwargs)
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def _computations(self):
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def _computations(self):
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