diff --git a/GPy/core/sparse_gp.py b/GPy/core/sparse_gp.py index e2462a80..2efc2403 100644 --- a/GPy/core/sparse_gp.py +++ b/GPy/core/sparse_gp.py @@ -80,8 +80,6 @@ class SparseGP(GPBase): self.psi2 = None def _computations(self): - - # factor Kmm self.Lm = jitchol(self.Kmm) @@ -90,10 +88,9 @@ class SparseGP(GPBase): if self.likelihood.is_heteroscedastic: psi2_beta = (self.psi2 * (self.likelihood.precision.flatten().reshape(self.num_data, 1, 1))).sum(0) else: - #psi2_beta = self.psi2.sum(0) * self.likelihood.precision - psi2_beta = self.psi2[0] * (self.num_data * self.likelihood.precision) + psi2_beta = self.psi2.sum(0) * self.likelihood.precision evals, evecs = linalg.eigh(psi2_beta) - clipped_evals = np.clip(evals, 0., 1e16) # TODO: make clipping configurable + clipped_evals = np.clip(evals, 0., 1e6) # TODO: make clipping configurable if not np.array_equal(evals, clipped_evals): pass#print evals tmp = evecs * np.sqrt(clipped_evals)