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BGPLVM working with rbf+white

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Nicolo Fusi 2013-01-29 14:02:41 +00:00
parent 8b6e244cf1
commit 936d08723e
5 changed files with 105 additions and 32 deletions
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9
GPy/models/sparse_GP_regression.py
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@ -37,7 +37,7 @@ class sparse_GP_regression(GP_regression):
"""
def __init__(self,X,Y,kernel=None, X_uncertainty=None, beta=100., Z=None,Zslices=None,M=10,normalize_X=False,normalize_Y=False):
self.scale_factor = 10.0
self.scale_factor = 1000.0
self.beta = beta
if Z is None:
self.Z = np.random.permutation(X.copy())[:M]
@ -70,7 +70,6 @@ class sparse_GP_regression(GP_regression):
self.psi0 = self.kern.psi0(self.Z,self.X, self.X_uncertainty).sum()
self.psi1 = self.kern.psi1(self.Z,self.X, self.X_uncertainty).T
self.psi2 = self.kern.psi2(self.Z,self.X, self.X_uncertainty)
# raise NotImplementedError, "scale psi2 (in kern?)"
self.psi2_beta_scaled = self.psi2*(self.beta/self.scale_factor**2)
else:
self.psi0 = self.kern.Kdiag(self.X,slices=self.Xslices).sum()
@ -163,10 +162,10 @@ class sparse_GP_regression(GP_regression):
"""
The derivative of the bound wrt the inducing inputs Z
"""
dL_dZ = 2.*self.kern.dK_dX(self.dL_dKmm,self.Z,)#factor of two becase of vertical and horizontal 'stripes' in dKmm_dZ
dL_dZ = 2.*self.kern.dK_dX(self.dL_dKmm,self.Z)#factor of two becase of vertical and horizontal 'stripes' in dKmm_dZ
if self.has_uncertain_inputs:
dL_dZ += self.kern.dpsi1_dZ(self.dL_dpsi1.T,self.Z,self.X, self.X_uncertainty)
dL_dZ += self.kern.dpsi2_dZ(self.dL_dpsi2,self.Z,self.X, self.X_uncertainty)
dL_dZ += self.kern.dpsi1_dZ(self.dL_dpsi1,self.Z,self.X, self.X_uncertainty)
dL_dZ += 2.*self.kern.dpsi2_dZ(self.dL_dpsi2,self.Z,self.X, self.X_uncertainty) # 'stripes'
else:
#re-cast computations in psi2 back to psi1:
dL_dpsi1 = self.dL_dpsi1 + 2.*np.dot(self.dL_dpsi2,self.psi1)