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massive merge of the debug branch

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This commit is contained in:
Nicolo Fusi 2013-01-30 15:30:54 +00:00
commit 8a3e10700d
13 changed files with 327 additions and 109 deletions
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24
GPy/core/model.py
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@ -303,7 +303,7 @@ class model(parameterised):
return '\n'.join(s)
def checkgrad(self, verbose=False, include_priors=False, step=1e-6, tolerance = 1e-3, *args):
def checkgrad(self, verbose=False, include_priors=False, step=1e-6, tolerance = 1e-3, return_ratio=False, *args):
"""
Check the gradient of the model by comparing to a numerical estimate.
If the overall gradient fails, invividual components are tested.
@ -323,12 +323,12 @@ class model(parameterised):
gradient = self._log_likelihood_gradients_transformed()
numerical_gradient = (f1-f2)/(2*dx)
ratio = (f1-f2)/(2*np.dot(dx,gradient))
global_ratio = (f1-f2)/(2*np.dot(dx,gradient))
if verbose:
print "Gradient ratio = ", ratio, '\n'
print "Gradient ratio = ", global_ratio, '\n'
sys.stdout.flush()
if (np.abs(1.-ratio)<tolerance) and not np.isnan(ratio):
if (np.abs(1.-global_ratio)<tolerance) and not np.isnan(global_ratio):
if verbose:
print 'Gradcheck passed'
else:
@ -380,7 +380,15 @@ class model(parameterised):
grad_string = "{0:^{c0}}|{1:^{c1}}|{2:^{c2}}|{3:^{c3}}|{4:^{c4}}".format(formatted_name,r,d,g, ng, c0 = cols[0]+9, c1 = cols[1], c2 = cols[2], c3 = cols[3], c4 = cols[4])
print grad_string
print ''
return False
return True
if verbose:
print ''
if return_ratio:
return global_ratio
else:
return False
if return_ratio:
return global_ratio
else:
return True