Fixing bernoulli likelihood for Laplace, fixing Zep for EP, and starting working on quadrature limits

This commit is contained in:
Alan Saul 2015-10-19 19:29:57 +01:00
parent 6b6938bd11
commit 5b4abf4c34
8 changed files with 70 additions and 39 deletions

View file

@ -275,7 +275,7 @@ def toy_rbf_1d_50(optimize=True, plot=True):
def toy_poisson_rbf_1d_laplace(optimize=True, plot=True):
"""Run a simple demonstration of a standard Gaussian process fitting it to data sampled from an RBF covariance."""
optimizer='scg'
x_len = 30
x_len = 100
X = np.linspace(0, 10, x_len)[:, None]
f_true = np.random.multivariate_normal(np.zeros(x_len), GPy.kern.RBF(1).K(X))
Y = np.array([np.random.poisson(np.exp(f)) for f in f_true])[:,None]