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fixed Browninan motion kern (doesnt seem to have a unittest?)

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This commit is contained in:
James Hensman 2013-04-11 10:07:56 +01:00
parent 48b0ac6399
commit a03b0f1179
1 changed files with 13 additions and 12 deletions
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25
GPy/kern/Brownian.py
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@ -41,20 +41,21 @@ class Brownian(kernpart):
def Kdiag(self,X,target):
target += self.variance*X.flatten()
def dK_dtheta(self,X,X2,target):
target += np.fmin(X,X2.T)
def dK_dtheta(self,dL_dK,X,X2,target):
target += np.sum(np.fmin(X,X2.T)*dL_dK)
def dKdiag_dtheta(self,X,target):
target += X.flatten()
def dKdiag_dtheta(self,dL_dKdiag,X,target):
target += np.dot(X.flatten(), dL_dKdiag)
def dK_dX(self,X,X2,target):
target += self.variance
target -= self.variance*theta(X-X2.T)
if X.shape==X2.shape:
if np.all(X==X2):
np.add(target[:,:,0],self.variance*np.diag(X2.flatten()-X.flatten()),target[:,:,0])
def dK_dX(self,dL_dK,X,X2,target):
raise NotImplementedError, "TODO"
#target += self.variance
#target -= self.variance*theta(X-X2.T)
#if X.shape==X2.shape:
#if np.all(X==X2):
#np.add(target[:,:,0],self.variance*np.diag(X2.flatten()-X.flatten()),target[:,:,0])
def dKdiag_dX(self,X,target):
target += self.variance
def dKdiag_dX(self,dL_dKdiag,X,target):
target += self.variance*dL_dKdiag[:,None]