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Added automatic computation of dKdiag_dtheta in kernpart.py using dK_dtheta.
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3 changed files with 33 additions and 19 deletions
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@ -29,7 +29,11 @@ class Kernpart(object):
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def dK_dtheta(self,dL_dK,X,X2,target):
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raise NotImplementedError
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def dKdiag_dtheta(self,dL_dKdiag,X,target):
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raise NotImplementedError
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# In the base case compute this by calling dK_dtheta. Need to
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# override for stationary covariances (for example) to save
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# time.
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for i in range(X.shape[0]):
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self.dK_dtheta(dL_dKdiag[i], X[i, :][None, :], X2=None, target=target)
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def psi0(self,Z,mu,S,target):
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raise NotImplementedError
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def dpsi0_dtheta(self,dL_dpsi0,Z,mu,S,target):
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