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Fix GPy.priors.InverseGamma (#903)
* fixed InverseGamma prior: beforehand, it was a child class of Gamma but it defined a broken __new__ method of its own. Now, it just inherits Gamma's __new__; also added a test that ensures the InverseGamma can be instantiated and integrated into a GPy model * overwrote misleading inherited methods in InverseGamma, deleted unnecessary repeated code
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2 changed files with 22 additions and 15 deletions
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@ -371,24 +371,17 @@ class InverseGamma(Gamma):
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"""
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domain = _POSITIVE
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_instances = []
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def __new__(cls, a=1, b=.5): # Singleton:
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if cls._instances:
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cls._instances[:] = [instance for instance in cls._instances if instance()]
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for instance in cls._instances:
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if instance().a == a and instance().b == b:
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return instance()
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o = super(Prior, cls).__new__(cls, a, b)
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cls._instances.append(weakref.ref(o))
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return cls._instances[-1]()
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def __init__(self, a, b):
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self._a = float(a)
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self._b = float(b)
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self.constant = -gammaln(self.a) + a * np.log(b)
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def __str__(self):
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return "iGa({:.2g}, {:.2g})".format(self.a, self.b)
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def summary(self):
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return {}
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@staticmethod
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def from_EV(E, V):
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raise NotImplementedError
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def lnpdf(self, x):
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return self.constant - (self.a + 1) * np.log(x) - self.b / x
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@ -398,7 +391,6 @@ class InverseGamma(Gamma):
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def rvs(self, n):
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return 1. / np.random.gamma(scale=1. / self.b, shape=self.a, size=n)
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class DGPLVM_KFDA(Prior):
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"""
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Implementation of the Discriminative Gaussian Process Latent Variable function using
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