From a1036fb2a580146882e63be082b3b19141f43b60 Mon Sep 17 00:00:00 2001 From: Ricardo Date: Mon, 13 May 2013 19:40:51 +0100 Subject: [PATCH] DSYR is being used now --- GPy/likelihoods/EP.py | 7 ++++--- 1 file changed, 4 insertions(+), 3 deletions(-) diff --git a/GPy/likelihoods/EP.py b/GPy/likelihoods/EP.py index 00f61bc6..ab01f114 100644 --- a/GPy/likelihoods/EP.py +++ b/GPy/likelihoods/EP.py @@ -1,6 +1,6 @@ import numpy as np from scipy import stats, linalg -from ..util.linalg import pdinv,mdot,jitchol +from ..util.linalg import pdinv,mdot,jitchol,DSYR from likelihood import likelihood class EP(likelihood): @@ -116,8 +116,9 @@ class EP(likelihood): self.tau_tilde[i] += Delta_tau self.v_tilde[i] += Delta_v #Posterior distribution parameters update - si=Sigma[:,i:i+1] - Sigma -= Delta_tau/(1.+ Delta_tau*Sigma[i,i])*np.dot(si,si.T)#DSYR + DSYR(Sigma,Sigma[:,i].copy(), -float(Delta_tau/(1.+ Delta_tau*Sigma[i,i]))) + #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