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first adjustments to the model and gps -> updates and gradient transforms

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Max Zwiessele 2013-10-22 13:40:46 +01:00
parent d12f055115
commit 9a70f27010
4 changed files with 43 additions and 34 deletions
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15
GPy/core/gp.py
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@ -3,9 +3,7 @@
import numpy as np
import pylab as pb
from .. import kern
from ..util.linalg import pdinv, mdot, tdot, dpotrs, dtrtrs
from ..util.linalg import pdinv, tdot, dpotrs, dtrtrs
from ..likelihoods import EP
from gp_base import GPBase
@ -35,6 +33,7 @@ class GP(GPBase):
#self._set_params(self._get_params())
def parameters_changed(self):
super(GP, self).parameters_changed()
self.K = self.kern.K(self.X)
self.K += self.likelihood.covariance_matrix
self.Ki, self.L, self.Li, self.K_logdet = pdinv(self.K)
@ -51,11 +50,11 @@ class GP(GPBase):
tmp, _ = dpotrs(self.L, np.asfortranarray(tmp.T), lower=1)
self.dL_dK = 0.5 * (tmp - self.output_dim * self.Ki)
def _get_params(self):
return np.hstack((self.kern._get_params_transformed(), self.likelihood._get_params()))
# def _get_params(self):
# return np.hstack((self.kern._get_params_transformed(), self.likelihood._get_params()))
def _get_param_names(self):
return self.kern._get_param_names_transformed() + self.likelihood._get_param_names()
# def _get_param_names(self):
# return self.kern._get_param_names_transformed() + self.likelihood._get_param_names()
def update_likelihood_approximation(self, **kwargs):
"""
@ -66,7 +65,7 @@ class GP(GPBase):
"""
self.likelihood.restart()
self.likelihood.fit_full(self.kern.K(self.X), **kwargs)
self._set_params(self._get_params()) # update the GP
# self._set_params(self._get_params()) # update the GP
def _model_fit_term(self):
"""