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fixed a bug in sparse GP relating to the psi representation

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James Hensman 2013-02-19 14:20:39 +00:00
parent 389db915d4
commit 634c3597ea
1 changed files with 9 additions and 2 deletions
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11
GPy/models/sparse_GP.py
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@ -176,7 +176,11 @@ class sparse_GP(GP):
dL_dtheta += self.kern.dpsi2_dtheta(self.dL_dpsi2,self.dL_dpsi1.T, self.Z,self.X, self.X_uncertainty) dL_dtheta += self.kern.dpsi2_dtheta(self.dL_dpsi2,self.dL_dpsi1.T, self.Z,self.X, self.X_uncertainty)
else: else:
#re-cast computations in psi2 back to psi1: #re-cast computations in psi2 back to psi1:
dL_dpsi1 = self.dL_dpsi1 + 2.*np.dot(self.dL_dpsi2.sum(0),self.psi1) #dL_dpsi1 = self.dL_dpsi1 + 2.*np.dot(self.dL_dpsi2.sum(0),self.psi1)
if not self.likelihood.is_heteroscedastic:
dL_dpsi1 = self.dL_dpsi1 + 2.*np.dot(self.dL_dpsi2[0,:,:],self.psi1)
else:
raise NotImplementedError, "TODO"
dL_dtheta += self.kern.dK_dtheta(dL_dpsi1,self.Z,self.X) dL_dtheta += self.kern.dK_dtheta(dL_dpsi1,self.Z,self.X)
dL_dtheta += self.kern.dKdiag_dtheta(self.dL_dpsi0, self.X) dL_dtheta += self.kern.dKdiag_dtheta(self.dL_dpsi0, self.X)
@ -192,7 +196,10 @@ class sparse_GP(GP):
dL_dZ += 2.*self.kern.dpsi2_dZ(self.dL_dpsi2,self.Z,self.X, self.X_uncertainty) # 'stripes' dL_dZ += 2.*self.kern.dpsi2_dZ(self.dL_dpsi2,self.Z,self.X, self.X_uncertainty) # 'stripes'
else: else:
#re-cast computations in psi2 back to psi1: #re-cast computations in psi2 back to psi1:
dL_dpsi1 = self.dL_dpsi1 + 2.*np.dot(self.dL_dpsi2.sum(0),self.psi1) if not self.likelihood.is_heteroscedastic:
dL_dpsi1 = self.dL_dpsi1 + 2.*np.dot(self.dL_dpsi2[0,:,:],self.psi1)
else:
raise NotImplementedError, "TODO"
dL_dZ += self.kern.dK_dX(dL_dpsi1,self.Z,self.X) dL_dZ += self.kern.dK_dX(dL_dpsi1,self.Z,self.X)
return dL_dZ return dL_dZ