apunkt/GPy
1
0
Fork 0
mirror of https://github.com/SheffieldML/GPy.git synced 2026-05-08 03:22:38 +02:00
Code Issues Projects Releases Packages Wiki Activity Actions

[basis funcs] memory efficient posterior inference

Browse source
This commit is contained in:
mzwiessele 2015-04-28 11:38:35 +02:00
parent be40318e0b
commit a24853da6b
2 changed files with 4 additions and 2 deletions
Download patch file Download diff file Expand all files Collapse all files

4
GPy/core/sparse_gp.py
View file

@ -132,7 +132,9 @@ class SparseGP(GP):
if self.posterior.woodbury_inv.ndim == 2:
var = Kxx - np.dot(Kx.T, np.dot(self.posterior.woodbury_inv, Kx))
elif self.posterior.woodbury_inv.ndim == 3:
var = Kxx[:,:,None] - np.tensordot(np.dot(np.atleast_3d(self.posterior.woodbury_inv).T, Kx).T, Kx, [1,0]).swapaxes(1,2)
var = np.empty((Kxx.shape[0],Kxx.shape[1],self.posterior.woodbury_inv.shape[2]))
for i in range(var.shape[1]):
var[:, :, i] = (Kxx - mdot(Kx.T, self.posterior.woodbury_inv[:, :, i], Kx))
var = var
else:
Kxx = kern.Kdiag(Xnew)