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oops, that was silly bug. Don't code tired, kids.
problem summing psi2 in sparse_GP
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1 changed files with 2 additions and 5 deletions
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@ -80,8 +80,6 @@ class SparseGP(GPBase):
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self.psi2 = None
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self.psi2 = None
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def _computations(self):
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def _computations(self):
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# factor Kmm
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# factor Kmm
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self.Lm = jitchol(self.Kmm)
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self.Lm = jitchol(self.Kmm)
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@ -90,10 +88,9 @@ class SparseGP(GPBase):
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if self.likelihood.is_heteroscedastic:
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if self.likelihood.is_heteroscedastic:
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psi2_beta = (self.psi2 * (self.likelihood.precision.flatten().reshape(self.num_data, 1, 1))).sum(0)
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psi2_beta = (self.psi2 * (self.likelihood.precision.flatten().reshape(self.num_data, 1, 1))).sum(0)
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else:
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else:
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#psi2_beta = self.psi2.sum(0) * self.likelihood.precision
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psi2_beta = self.psi2.sum(0) * self.likelihood.precision
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psi2_beta = self.psi2[0] * (self.num_data * self.likelihood.precision)
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evals, evecs = linalg.eigh(psi2_beta)
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evals, evecs = linalg.eigh(psi2_beta)
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clipped_evals = np.clip(evals, 0., 1e16) # TODO: make clipping configurable
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clipped_evals = np.clip(evals, 0., 1e6) # TODO: make clipping configurable
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if not np.array_equal(evals, clipped_evals):
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if not np.array_equal(evals, clipped_evals):
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pass#print evals
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pass#print evals
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tmp = evecs * np.sqrt(clipped_evals)
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tmp = evecs * np.sqrt(clipped_evals)
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