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predictino working nicely for laplace

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James Hensman 2014-02-05 17:52:17 +00:00
parent 80629e00b6
commit 75241ecf89
2 changed files with 15 additions and 5 deletions
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9
GPy/core/gp.py
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@ -76,14 +76,17 @@ class GP(Model):
"""
Kx = self.kern.K(_Xnew, self.X, which_parts=which_parts).T
LiKx, _ = dtrtrs(self.posterior.woodbury_chol, np.asfortranarray(Kx), lower=1)
#LiKx, _ = dtrtrs(self.posterior.woodbury_chol, np.asfortranarray(Kx), lower=1)
WiKx = np.dot(self.posterior.woodbury_inv, Kx)
mu = np.dot(Kx.T, self.posterior.woodbury_vector)
if full_cov:
Kxx = self.kern.K(_Xnew, which_parts=which_parts)
var = Kxx - tdot(LiKx.T)
#var = Kxx - tdot(LiKx.T)
var = np.dot(Kx.T, WiKx)
else:
Kxx = self.kern.Kdiag(_Xnew, which_parts=which_parts)
var = Kxx - np.sum(LiKx*LiKx, 0)
#var = Kxx - np.sum(LiKx*LiKx, 0)
var = Kxx - np.sum(WiKx*Kx, 0)
var = var.reshape(-1, 1)
return mu, var