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merge the current devel into psi2

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This commit is contained in:
Zhenwen Dai 2014-08-11 18:01:23 +01:00
commit 785c580032
49 changed files with 1839 additions and 581 deletions
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14
GPy/core/parameterization/variational.py
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@ -38,6 +38,7 @@ class SpikeAndSlabPrior(VariationalPrior):
super(VariationalPrior, self).__init__(name=name, **kw)
self.pi = Param('pi', pi, Logistic(1e-10,1.-1e-10))
self.variance = Param('variance',variance)
self.learnPi = learnPi
if learnPi:
self.add_parameters(self.pi)
@ -58,12 +59,13 @@ class SpikeAndSlabPrior(VariationalPrior):
gamma.gradient -= np.log((1-self.pi)/self.pi*gamma/(1.-gamma))+((np.square(mu)+S)/self.variance-np.log(S)+np.log(self.variance)-1.)/2.
mu.gradient -= gamma*mu/self.variance
S.gradient -= (1./self.variance - 1./S) * gamma /2.
if len(self.pi)==1:
self.pi.gradient = (gamma/self.pi - (1.-gamma)/(1.-self.pi)).sum()
if len(self.pi.shape)==1:
self.pi.gradient = (gamma/self.pi - (1.-gamma)/(1.-self.pi)).sum(axis=0)
else:
self.pi.gradient = (gamma/self.pi - (1.-gamma)/(1.-self.pi))
if self.learnPi:
if len(self.pi)==1:
self.pi.gradient = (gamma/self.pi - (1.-gamma)/(1.-self.pi)).sum()
elif len(self.pi.shape)==1:
self.pi.gradient = (gamma/self.pi - (1.-gamma)/(1.-self.pi)).sum(axis=0)
else:
self.pi.gradient = (gamma/self.pi - (1.-gamma)/(1.-self.pi))
class VariationalPosterior(Parameterized):
def __init__(self, means=None, variances=None, name='latent space', *a, **kw):