apunkt/GPy
1
0
Fork 0
mirror of https://github.com/SheffieldML/GPy.git synced 2026-05-11 21:12:38 +02:00
Code Issues Projects Releases Packages Wiki Activity Actions

Added gradient of sympy kernel, seems to pass tests, but know it's not numerically stable. Checking in before making numerically stable.

Browse source
This commit is contained in:
Neil Lawrence 2013-11-27 11:17:33 +00:00
parent a81b5cfd50
commit 6da3fc5a89
1 changed files with 18 additions and 2 deletions
Download patch file Download diff file Expand all files Collapse all files

20
GPy/kern/parts/sympy_helpers.cpp
View file

@ -170,9 +170,25 @@ double dh_dl(double t, double tprime, double d_i, double d_j, double l){
}
double dh_dt(double t, double tprime, double d_i, double d_j, double l){
return 0.0;
// compute gradient of h function with respect to t.
double diff_t = t - tprime;
double half_l_di = 0.5*l*d_i;
double arg_1 = half_l_di + tprime/l;
double arg_2 = half_l_di - diff_t/l;
double ln_part_1 = ln_diff_erf(arg_1, arg_2);
arg_2 = half_l_di - t/l;
double ln_part_2 = ln_diff_erf(half_l_di, arg_2);
return (d_i*(erf(d_i*l/2) - erf(d_i*l/2 - t/l))*exp(-d_i*t - d_j*tprime) - d_i*(erf(d_i*l/2 + tprime/l) - erf(d_i*l/2 - (t - tprime)/l))*exp(-d_i*(t - tprime)) + 2*exp(-d_i*(t - tprime) - pow(d_i*l/2 - (t - tprime)/l, 2))/(sqrt(M_PI)*l) - 2*exp(-d_i*t - d_j*tprime - pow(d_i*l/2 - t/l,2))/(sqrt(M_PI)*l))*exp(d_i*l/2*d_i*l/2)/(d_i + d_j);
}
double dh_dtprime(double t, double tprime, double d_i, double d_j, double l){
return 0.0;
// compute gradient of h function with respect to tprime.
double diff_t = t - tprime;
double half_l_di = 0.5*l*d_i;
double arg_1 = half_l_di + tprime/l;
double arg_2 = half_l_di - diff_t/l;
double ln_part_1 = ln_diff_erf(arg_1, arg_2);
return (d_i*(erf(d_i*l/2 + tprime/l) - erf(d_i*l/2 - (t - tprime)/l))*exp(-d_i*(t - tprime)) + d_j*(erf(d_i*l/2) - erf(d_i*l/2 - t/l))*exp(-d_i*t - d_j*tprime) + (-2*exp(-pow(d_i*l/2 - (t - tprime)/l,2)) + 2*exp(-pow(d_i*l/2 + tprime/l,2)))*exp(-d_i*(t - tprime))/(sqrt(M_PI)*l))*exp(d_i*l/2*d_i*l/2)/(d_i + d_j);
}