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added KL term to BGPLVM

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Nicolo Fusi 2013-02-15 13:31:29 +00:00
parent c40c83a191
commit 5c7d37427c
2 changed files with 18 additions and 5 deletions
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GPy/inference/SGD.py
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@ -201,6 +201,7 @@ class opt_SGD(Optimizer):
self.model.likelihood.D = self.model.D
self.model.likelihood.Y = Y[:, j]
self.model.likelihood.YYT = np.dot(self.model.likelihood.Y, self.model.likelihood.Y.T)
if missing_data or sparse_matrix:
shapes = self.get_param_shapes(N, Q)
f, step, Nj = self.step_with_missing_data(f_fp, X, step, shapes, sparse_matrix)