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[dxxdiag] some steps towards the diagonal gradients in xx

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Max Zwiessele 2016-06-08 10:22:36 +01:00
parent a3f458926b
commit 787168a394
4 changed files with 42 additions and 40 deletions
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7
GPy/testing/kernel_tests.py
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@ -135,10 +135,13 @@ class Kern_check_d2Kdiag_dXdX(Kern_check_model):
self.Xc = X.copy()
def log_likelihood(self):
return np.sum(self.kernel.gradients_X_diag(self.dL_dK.diagonal(), self.X))
l = 0.
for i in range(self.X.shape[0]):
l += self.kernel.gradients_X(self.dL_dK[[i],[i]], self.X[[i]], self.Xc[[i]]).sum()
return l
def parameters_changed(self):
grads = self.kernel.gradients_XX_diag(self.dL_dK.diagonal(), self.X)
grads = -self.kernel.gradients_XX_diag(self.dL_dK.diagonal(), self.X)
self.X.gradient[:] = grads.sum(-1)
def check_kernel_gradient_functions(kern, X=None, X2=None, output_ind=None, verbose=False, fixed_X_dims=None):