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added DSYR for ricardo

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This commit is contained in:
James Hensman 2013-05-13 12:54:55 +01:00
parent fda9cae3c3
commit 9c701f6e5b
2 changed files with 21 additions and 8 deletions
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8
GPy/likelihoods/EP.py
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@ -113,11 +113,11 @@ class EP(likelihood):
#Site parameters update
Delta_tau = self.delta/self.eta*(1./sigma2_hat[i] - 1./Sigma[i,i])
Delta_v = self.delta/self.eta*(mu_hat[i]/sigma2_hat[i] - mu[i]/Sigma[i,i])
self.tau_tilde[i] = self.tau_tilde[i] + Delta_tau
self.v_tilde[i] = self.v_tilde[i] + Delta_v
self.tau_tilde[i] += Delta_tau
self.v_tilde[i] += Delta_v
#Posterior distribution parameters update
si=Sigma[:,i].reshape(self.N,1)
Sigma = Sigma - Delta_tau/(1.+ Delta_tau*Sigma[i,i])*np.dot(si,si.T)
si=Sigma[:,i:i+1]
Sigma -= Delta_tau/(1.+ Delta_tau*Sigma[i,i])*np.dot(si,si.T)#DSYR
mu = np.dot(Sigma,self.v_tilde)
self.iterations += 1
#Sigma recomptutation with Cholesky decompositon