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some tidying in the likelihood classes

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This commit is contained in:
James Hensman 2013-02-01 09:47:30 +00:00
parent 3a558d8244
commit 7dfbcebb87
6 changed files with 364 additions and 369 deletions
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15
GPy/likelihoods/EP.py
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@ -18,12 +18,10 @@ class EP:
self.likelihood_function = likelihood_function
self.epsilon = epsilon
self.eta, self.delta = power_ep
self.jitter = 1e-12 # TODO: is this needed?
self.is_heteroscedastic = True
"""
Initial values - Likelihood approximation parameters:
p(y|f) = t(f|tau_tilde,v_tilde)
"""
#Initial values - Likelihood approximation parameters:
#p(y|f) = t(f|tau_tilde,v_tilde)
self.tau_tilde = np.zeros(self.N)
self.v_tilde = np.zeros(self.N)
@ -32,8 +30,11 @@ class EP:
mu_tilde = self.v_tilde/self.tau_tilde #When calling EP, this variable is used instead of Y in the GP model
sigma_sum = 1./self.tau_ + 1./self.tau_tilde
mu_diff_2 = (self.v_/self.tau_ - mu_tilde)**2
Z_ep = np.sum(np.log(self.Z_hat)) + 0.5*np.sum(np.log(sigma_sum)) + 0.5*np.sum(mu_diff_2/sigma_sum) #Normalization constant
self.Y, self.beta, self.Z = self.tau_tilde[:,None], mu_tilde[:,None], Z_ep
self.Z = np.sum(np.log(self.Z_hat)) + 0.5*np.sum(np.log(sigma_sum)) + 0.5*np.sum(mu_diff_2/sigma_sum) #Normalization constant, aka Z_ep
self.Y = mu_tilde[:,None]
self.precsion = self.tau_tilde
self.covariance_matrix = np.diag(1./self.precision)
def fit_full(self,K):
"""