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Some likelihood.flatten somewhere

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Ricardo 2013-05-17 15:18:28 +01:00
parent 639b6a6b9d
commit 6c7e8001cc
1 changed files with 9 additions and 3 deletions
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12
GPy/models/sparse_GP.py
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@ -3,7 +3,7 @@
import numpy as np
import pylab as pb
from ..util.linalg import mdot, jitchol, tdot, symmetrify, backsub_both_sides
from ..util.linalg import mdot, jitchol, tdot, symmetrify, backsub_both_sides,chol_inv
from ..util.plot import gpplot
from .. import kern
from GP import GP
@ -134,7 +134,7 @@ class sparse_GP(GP):
dL_dpsi2_beta = 0.5 * backsub_both_sides(self.Lm, self.D * np.eye(self.M) - self.DBi_plus_BiPBi)
if self.likelihood.is_heteroscedastic:
if self.has_uncertain_inputs:
self.dL_dpsi2 = self.likelihood.precision[:, None, None] * dL_dpsi2_beta[None, :, :]
self.dL_dpsi2 = self.likelihood.precision.flatten()[:, None, None] * dL_dpsi2_beta[None, :, :]
else:
self.dL_dpsi1 += 2.*np.dot(dL_dpsi2_beta, self.psi1 * self.likelihood.precision.reshape(1, self.N))
self.dL_dpsi2 = None
@ -209,7 +209,13 @@ class sparse_GP(GP):
this function does nothing
"""
if self.has_uncertain_inputs:
raise NotImplementedError, "EP approximation not implemented for uncertain inputs"
Lmi = chol_inv(self.Lm)
Kmmi = tdot(Lmi.T)
diag_tr_psi2Kmmi = np.array([np.trace(psi2_Kmmi) for psi2_Kmmi in np.dot(self.psi2,Kmmi)])
self.likelihood.fit_FITC(self.Kmm,self.psi1,diag_tr_psi2Kmmi) #This uses the fit_FITC code, but does not perfomr a FITC-EP.#TODO solve potential confusion
#raise NotImplementedError, "EP approximation not implemented for uncertain inputs"
else:
self.likelihood.fit_DTC(self.Kmm, self.psi1)
# self.likelihood.fit_FITC(self.Kmm,self.psi1,self.psi0)