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minor changes

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This commit is contained in:
Ricardo 2014-05-15 14:10:24 +01:00
parent 02b5ee1e46
commit 75d5209b98
1 changed files with 11 additions and 3 deletions
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14
GPy/inference/latent_function_inference/expectation_propagation_dtc.py
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@ -5,7 +5,13 @@ from posterior import Posterior
log_2_pi = np.log(2*np.pi) log_2_pi = np.log(2*np.pi)
class EPDTC(EP): class EPDTC(EP):
#def __init__(self, epsilon=1e-6, eta=1., delta=1.): def __init__(self, epsilon=1e-6, eta=1., delta=1.):
self.epsilon, self.eta, self.delta = epsilon, eta, delta
self.reset()
def reset(self):
self.old_mutilde, self.old_vtilde = None, None
self._ep_approximation = None
def inference(self, kern, X, Z, likelihood, Y, Y_metadata=None): def inference(self, kern, X, Z, likelihood, Y, Y_metadata=None):
num_data, output_dim = X.shape num_data, output_dim = X.shape
@ -20,8 +26,10 @@ class EPDTC(EP):
KmmiKmn = np.dot(Kmmi,Kmn) KmmiKmn = np.dot(Kmmi,Kmn)
K = np.dot(Kmn.T,KmmiKmn) K = np.dot(Kmn.T,KmmiKmn)
if self._ep_approximation is None:
mu, Sigma, mu_tilde, tau_tilde, Z_hat = self.expectation_propagation(Kmm, Kmn, Y, likelihood, Y_metadata) mu, Sigma, mu_tilde, tau_tilde, Z_hat = self._ep_approximation = self.expectation_propagation(Kmm, Kmn, Y, likelihood, Y_metadata)
else:
mu, Sigma, mu_tilde, tau_tilde, Z_hat = self._ep_approximation
Wi, LW, LWi, W_logdet = pdinv(K + np.diag(1./tau_tilde)) Wi, LW, LWi, W_logdet = pdinv(K + np.diag(1./tau_tilde))