diff --git a/GPy/models/__init__.py b/GPy/models/__init__.py index d63adaf1..4be8d360 100644 --- a/GPy/models/__init__.py +++ b/GPy/models/__init__.py @@ -9,7 +9,6 @@ from sparse_GP_regression import sparse_GP_regression from GPLVM import GPLVM from warped_GP import warpedGP from sparse_GPLVM import sparse_GPLVM -from uncollapsed_sparse_GP import uncollapsed_sparse_GP from Bayesian_GPLVM import Bayesian_GPLVM from mrd import MRD from generalized_FITC import generalized_FITC diff --git a/GPy/models/sparse_GP.py b/GPy/models/sparse_GP.py index 20caa1a8..a085090d 100644 --- a/GPy/models/sparse_GP.py +++ b/GPy/models/sparse_GP.py @@ -92,7 +92,7 @@ class sparse_GP(GP): #Compute A = L^-1 psi2 beta L^-T #self. A = mdot(self.Lmi,self.psi2_beta_scaled,self.Lmi.T) tmp = linalg.lapack.flapack.dtrtrs(self.Lm,self.psi2_beta_scaled.T,lower=1)[0] - self.A = linalg.lapack.flapack.dtrtrs(self.Lm,np.asarray(tmp.T,order='F'),lower=1)[0] + self.A = linalg.lapack.flapack.dtrtrs(self.Lm,np.asfortranarray(tmp.T),lower=1)[0] self.B = np.eye(self.M)/sf2 + self.A @@ -101,12 +101,17 @@ class sparse_GP(GP): self.psi1V = np.dot(self.psi1, self.V) tmp = linalg.lapack.flapack.dtrtrs(self.Lm,np.asfortranarray(self.Bi),lower=1,trans=1)[0] self.C = linalg.lapack.flapack.dtrtrs(self.Lm,np.asfortranarray(tmp.T),lower=1,trans=1)[0] - #TODO: can we multiply in C by forwardsubstitution? - self.Cpsi1V = np.dot(self.C,self.psi1V) - self.Cpsi1VVpsi1 = np.dot(self.Cpsi1V,self.psi1V.T) - #self.E = np.dot(self.Cpsi1V/sf,self.Cpsi1V.T/sf) + + #self.Cpsi1V = np.dot(self.C,self.psi1V) + #back substutue C into psi1V + tmp,info1 = linalg.lapack.flapack.dtrtrs(self.Lm,np.asfortranarray(self.psi1V),lower=1,trans=0) + tmp,info2 = linalg.lapack.flapack.dpotrs(self.LB,tmp,lower=1) + self.Cpsi1V,info3 = linalg.lapack.flapack.dtrtrs(self.Lm,tmp,lower=1,trans=1) + + self.Cpsi1VVpsi1 = np.dot(self.Cpsi1V,self.psi1V.T) #TODO: stabilize? self.E = tdot(self.Cpsi1V/sf) + # Compute dL_dpsi # FIXME: this is untested for the heterscedastic + uncertin inputs case self.dL_dpsi0 = - 0.5 * self.D * (self.likelihood.precision * np.ones([self.N,1])).flatten() self.dL_dpsi1 = np.dot(self.Cpsi1V,self.V.T)