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fixing fitc

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This commit is contained in:
James Hensman 2014-03-12 13:08:24 +00:00
parent 73cb20afb0
commit 5c939bc0d0
2 changed files with 3 additions and 12 deletions
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6
GPy/inference/latent_function_inference/dtc.py
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@ -19,7 +19,7 @@ class DTC(object):
def __init__(self):
self.const_jitter = 1e-6
def inference(self, kern, X, X_variance, Z, likelihood, Y):
def inference(self, kern, X, Z, likelihood, Y):
assert X_variance is None, "cannot use X_variance with DTC. Try varDTC."
#TODO: MAX! fix this!
@ -80,10 +80,6 @@ class DTC(object):
grad_dict = {'dL_dKmm': dL_dK, 'dL_dKdiag':np.zeros_like(Knn), 'dL_dKnm':dL_dU.T}
#update gradients
kern.update_gradients_sparse(X=X, Z=Z, **grad_dict)
likelihood.update_gradients(dL_dR)
#construct a posterior object
post = Posterior(woodbury_inv=Kmmi-P, woodbury_vector=v, K=Kmm, mean=None, cov=None, K_chol=L)

9
GPy/inference/latent_function_inference/fitc.py
View file

@ -17,8 +17,7 @@ class FITC(object):
def __init__(self):
self.const_jitter = 1e-6
def inference(self, kern, X, X_variance, Z, likelihood, Y):
assert X_variance is None, "cannot use X_variance with FITC. Try varDTC."
def inference(self, kern, X, Z, likelihood, Y):
#TODO: MAX! fix this!
from ...util.misc import param_to_array
@ -81,11 +80,7 @@ class FITC(object):
dL_dU *= beta_star
dL_dU -= 2.*KiU*dL_dR
grad_dict = {'dL_dKmm': dL_dK, 'dL_dKdiag':dL_dR, 'dL_dKnm':dL_dU.T}
#update gradients
kern.update_gradients_sparse(X=X, Z=Z, **grad_dict)
likelihood.update_gradients(dL_dR)
grad_dict = {'dL_dKmm': dL_dK, 'dL_dKdiag':dL_dR, 'dL_dKnm':dL_dU.T, 'partial_for_likelihood':dL_dR}
#construct a posterior object
post = Posterior(woodbury_inv=Kmmi-P, woodbury_vector=v, K=Kmm, mean=None, cov=None, K_chol=L)