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epsilon and power_ep now are parameters of update_likelihood.
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5 changed files with 62 additions and 30 deletions
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@ -215,7 +215,7 @@ class SparseGP(GPBase):
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#def _get_print_names(self):
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# return self.kern._get_param_names_transformed() + self.likelihood._get_param_names()
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def update_likelihood_approximation(self):
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def update_likelihood_approximation(self, **kwargs):
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"""
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Approximates a non-gaussian likelihood using Expectation Propagation
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@ -229,10 +229,10 @@ class SparseGP(GPBase):
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Kmmi = tdot(Lmi.T)
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diag_tr_psi2Kmmi = np.array([np.trace(psi2_Kmmi) for psi2_Kmmi in np.dot(self.psi2, Kmmi)])
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self.likelihood.fit_FITC(self.Kmm, self.psi1.T, diag_tr_psi2Kmmi) # This uses the fit_FITC code, but does not perfomr a FITC-EP.#TODO solve potential confusion
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self.likelihood.fit_FITC(self.Kmm, self.psi1.T, diag_tr_psi2Kmmi, **kwargs) # This uses the fit_FITC code, but does not perfomr a FITC-EP.#TODO solve potential confusion
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# raise NotImplementedError, "EP approximation not implemented for uncertain inputs"
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else:
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self.likelihood.fit_DTC(self.Kmm, self.psi1.T)
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self.likelihood.fit_DTC(self.Kmm, self.psi1.T, **kwargs)
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# self.likelihood.fit_FITC(self.Kmm,self.psi1,self.psi0)
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self._set_params(self._get_params()) # update the GP
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