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improve numerical stability of vardtc_parallel

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Zhenwen Dai 2014-08-26 16:38:00 +01:00
parent 80adaed616
commit 77a96efeba
3 changed files with 8 additions and 7 deletions
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2
GPy/core/parameterization/transformations.py
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@ -54,7 +54,7 @@ class Transformation(object):
class Logexp(Transformation):
domain = _POSITIVE
def f(self, x):
return np.where(x>_lim_val, x, np.log(1. + np.exp(np.clip(x, -_lim_val, _lim_val)))) + epsilon
return np.where(x>_lim_val, x, np.log1p(np.exp(np.clip(x, -_lim_val, _lim_val)))) + epsilon
#raises overflow warning: return np.where(x>_lim_val, x, np.log(1. + np.exp(x)))
def finv(self, f):
return np.where(f>_lim_val, f, np.log(np.exp(f+1e-20) - 1.))