pseudo EM algorithm for EP and maybe Laplace.

This commit is contained in:
Ricardo Andrade 2013-03-22 18:38:24 +00:00
parent b33d3e4c99
commit 8dd33615c1
3 changed files with 41 additions and 23 deletions

View file

@ -33,6 +33,15 @@ class EP(likelihood):
self.Z = 0
self.YYT = None
def restart(self):
self.tau_tilde = np.zeros(self.N)
self.v_tilde = np.zeros(self.N)
self.Y = np.zeros((self.N,1))
self.covariance_matrix = np.eye(self.N)
self.precision = np.ones(self.N)[:,None]
self.Z = 0
self.YYT = None
def predictive_values(self,mu,var,full_cov):
if full_cov:
raise NotImplementedError, "Cannot make correlated predictions with an EP likelihood"

View file

@ -1,4 +1,5 @@
import numpy as np
import copy
class likelihood:
"""
@ -37,4 +38,6 @@ class likelihood:
def predictive_values(self, mu, var):
raise NotImplementedError
def copy(self):
""" Returns a (deep) copy of the current likelihood """
return copy.deepcopy(self)