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Laplace now appears to be grad checking again
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6 changed files with 43 additions and 37 deletions
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@ -11,9 +11,8 @@
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#http://gaussianprocess.org/gpml/code.
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import numpy as np
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from ...util.linalg import mdot, jitchol, pddet, dpotrs, dtrtrs, dpotri, symmetrify
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from ...util.linalg import mdot, jitchol, dpotrs, dtrtrs, dpotri, symmetrify
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from ...util.misc import param_to_array
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from functools import partial as partial_func
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from posterior import Posterior
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import warnings
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from scipy import optimize
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@ -85,7 +84,6 @@ class LaplaceInference(object):
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Ki_f = Ki_f_init.copy()
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f = np.dot(K, Ki_f)
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#define the objective function (to be maximised)
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def obj(Ki_f, f):
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return -0.5*np.dot(Ki_f.flatten(), f.flatten()) + likelihood.logpdf(f, Y, extra_data=Y_metadata)
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@ -205,14 +203,6 @@ class LaplaceInference(object):
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return log_marginal, woodbury_vector, K_Wi_i, dL_dK, dL_dthetaL
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#def likelihood_gradients(self, f_hat, K, Y, Ki_W_i, dL_dfhat, I_KW_i, likelihood, Y_metadata):
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#"""
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#Gradients with respect to likelihood parameters (dL_dthetaL)
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#:rtype: array of derivatives (1 x num_likelihood_params)
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#"""
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def _compute_B_statistics(self, K, W, log_concave):
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"""
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Rasmussen suggests the use of a numerically stable positive definite matrix B
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@ -245,6 +235,5 @@ class LaplaceInference(object):
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#K_Wi_i_2 , _= dpotri(L2)
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#symmetrify(K_Wi_i_2)
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return K_Wi_i, L, LiW12
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