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general changes to bebugging code

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This commit is contained in:
James Hensman 2013-01-16 11:21:55 +00:00
parent a6300fab10
commit 9f05744374
3 changed files with 29 additions and 18 deletions
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4
GPy/models/sparse_GP_regression.py
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@ -269,7 +269,9 @@ class sgp_debugE(sparse_GP_regression):
self.dL_dpsi2 = - 0.5 * self.beta * (self.G)
# Compute dL_dKmm
self.dL_dKmm = np.dot(np.dot(self.G,self.beta*self.psi2) - np.dot(self.LBL_inv, self.psi1VVpsi1), self.Kmmi) + 0.5*self.G # dE
tmp = mdot(self.beta*self.psi2, self.Kmmi, self.psi1VVpsi1)
self.dL_dKmm = -0.5*mdot(self.Kmmi,tmp + tmp.T + self.psi1VVpsi1,self.Kmmi)
#self.dL_dKmm = np.dot(np.dot(self.G,self.beta*self.psi2) - np.dot(self.LBL_inv, self.psi1VVpsi1), self.Kmmi) + 0.5*self.G # dE
def log_likelihood(self):
A = -0.5*self.N*self.D*(np.log(2.*np.pi) - np.log(self.beta))

2
GPy/util/linalg.py
View file

@ -63,8 +63,8 @@ def jitchol(A,maxtries=5):
raise linalg.LinAlgError, "not pd: negative diagonal elements"
jitter= diagA.mean()*1e-6
for i in range(1,maxtries+1):
print 'Warning: adding jitter of '+str(jitter)
try:
print 'Warning: adding jitter of '+str(jitter)
return linalg.cholesky(A+np.eye(A.shape[0])*jitter, lower = True)
except:
jitter *= 10