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messing with kernels

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This commit is contained in:
James Hensman 2014-02-25 17:15:38 +00:00
parent 6a667e749f
commit 80acca640f
8 changed files with 66 additions and 57 deletions
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13
GPy/kern/_src/linear.py
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@ -117,7 +117,7 @@ class Linear(Kern):
ZAinner = self._ZAinner(variational_posterior, Z)
return np.dot(ZAinner, ZA.T)
def update_gradients_variational(self, dL_dKmm, dL_dpsi0, dL_dpsi1, dL_dpsi2, variational_posterior, Z):
def update_gradients_expectations(self, dL_dpsi0, dL_dpsi1, dL_dpsi2, Z, variational_posterior):
mu, S = variational_posterior.mean, variational_posterior.variance
# psi0:
tmp = dL_dpsi0[:, None] * self._mu2S(variational_posterior)
@ -130,20 +130,15 @@ class Linear(Kern):
tmp = dL_dpsi2[:, :, :, None] * (self._ZAinner(variational_posterior, Z)[:, :, None, :] * (2. * Z)[None, None, :, :])
if self.ARD: grad += tmp.sum(0).sum(0).sum(0)
else: grad += tmp.sum()
#from Kmm
self.update_gradients_full(dL_dKmm, Z, None)
self.variances.gradient += grad
def gradients_Z_variational(self, dL_dKmm, dL_dpsi0, dL_dpsi1, dL_dpsi2, variational_posterior, Z):
# Kmm
grad = self.gradients_X(dL_dKmm, Z, None)
def gradients_Z_expectations(self, dL_dpsi1, dL_dpsi2, Z, variational_posterior):
#psi1
grad += self.gradients_X(dL_dpsi1.T, Z, variational_posterior.mean)
grad = self.gradients_X(dL_dpsi1.T, Z, variational_posterior.mean)
#psi2
self._weave_dpsi2_dZ(dL_dpsi2, Z, variational_posterior, grad)
return grad
def gradients_q_variational(self, dL_dKmm, dL_dpsi0, dL_dpsi1, dL_dpsi2, variational_posterior, Z):
def gradients_qX_expectations(self, dL_dpsi0, dL_dpsi1, dL_dpsi2, Z, variational_posterior):
grad_mu, grad_S = np.zeros(variational_posterior.mean.shape), np.zeros(variational_posterior.mean.shape)
# psi0
grad_mu += dL_dpsi0[:, None] * (2.0 * variational_posterior.mean * self.variances)