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beginning of adding variational GH quadrature to the likelihood class

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This commit is contained in:
James Hensman 2014-10-16 12:14:56 +01:00
parent f9a16059e4
commit 84c87f7886
4 changed files with 39 additions and 7 deletions
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6
GPy/likelihoods/bernoulli.py
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@ -136,10 +136,8 @@ class Bernoulli(Likelihood):
assert np.atleast_1d(inv_link_f).shape == np.atleast_1d(y).shape
#objective = y*np.log(inv_link_f) + (1.-y)*np.log(inv_link_f)
state = np.seterr(divide='ignore')
# TODO check y \in {0, 1} or {-1, 1}
objective = np.where(y==1, np.log(inv_link_f), np.log(1-inv_link_f))
np.seterr(**state)
return np.sum(objective)
p = np.where(y==1, inv_link_f, 1.-inv_link_f)
return np.log(p)
def dlogpdf_dlink(self, inv_link_f, y, Y_metadata=None):
"""