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linear and rbf fix for variational gradients in Z

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Max Zwiessele 2014-02-21 12:29:28 +00:00
parent 0dc9a32ba3
commit 8b8ca5544f
5 changed files with 102 additions and 113 deletions
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4
GPy/kern/_src/rbf.py
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@ -54,7 +54,7 @@ class RBF(Kern):
self.variance = Param('variance', variance, Logexp())
self.lengthscale = Param('lengthscale', lengthscale, Logexp())
self.lengthscale.add_observer(self.update_lengthscale)
self.lengthscale.add_observer(self, self.update_lengthscale)
self.update_lengthscale(self.lengthscale)
self.add_parameters(self.variance, self.lengthscale)
@ -167,7 +167,7 @@ class RBF(Kern):
term1 = self._psi2_Zdist / self.lengthscale2 # num_inducing, num_inducing, input_dim
term2 = self._psi2_mudist / self._psi2_denom / self.lengthscale2 # N, num_inducing, num_inducing, input_dim
dZ = self._psi2[:, :, :, None] * (term1[None] + term2)
grad += (dL_dpsi2[:, :, :, None] * dZ).sum(0).sum(0)
grad += 2*(dL_dpsi2[:, :, :, None] * dZ).sum(0).sum(0)
grad += self.gradients_X(dL_dKmm, Z, None)