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moved linalg function to GPy.linalg

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This commit is contained in:
Nicolo Fusi 2013-05-13 17:04:59 +01:00
parent cbfbcfb411
commit 80c25c9aaf
3 changed files with 14 additions and 8 deletions
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10
GPy/inference/SGD.py
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@ -206,8 +206,9 @@ class opt_SGD(Optimizer):
f, fp = f_fp(self.x_opt[j])
step[j] = self.momentum * step[j] + self.learning_rate[j] * fp
self.x_opt[j] -= step[j]
self.restore_constraints(ci)
self.model.grads[j] = fp
# restore likelihood _bias and _scale, otherwise when we call set_data(y) on
# the next feature, it will get normalized with the mean and std of this one.
self.model.likelihood._bias = 0
@ -217,6 +218,8 @@ class opt_SGD(Optimizer):
def opt(self, f_fp=None, f=None, fp=None):
self.x_opt = self.model._get_params_transformed()
self.model.grads = np.zeros_like(self.x_opt)
X, Y = self.model.X.copy(), self.model.likelihood.Y.copy()
self.model.likelihood.YYT = None
@ -287,7 +290,10 @@ class opt_SGD(Optimizer):
self.model.likelihood.N = N
self.model.likelihood.D = D
self.model.likelihood.Y = Y
sigma = self.model.likelihood._variance
self.model.likelihood._variance = None # invalidate cache
self.model.likelihood._set_params(sigma)
self.trace.append(self.f_opt)
if self.iteration_file is not None:
f = open(self.iteration_file + "iteration%d.pickle" % it, 'w')