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small tweak to the gradients in sparse GP
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3 changed files with 5 additions and 10 deletions
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@ -1,7 +1,6 @@
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# Copyright (c) 2012, GPy authors (see AUTHORS.txt).
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# Licensed under the BSD 3-clause license (see LICENSE.txt)
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import numpy as np
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import pylab as pb
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from ..util.linalg import mdot, jitchol, chol_inv, pdinv
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@ -50,7 +49,7 @@ class sparse_GP_regression(GP_regression):
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self.has_uncertain_inputs=False
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else:
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assert X_uncertainty.shape==X.shape
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self.has_uncertain_inputs=False
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self.has_uncertain_inputs=True
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self.X_uncertainty = X_uncertainty
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GP_regression.__init__(self, X, Y, kernel=kernel, normalize_X=normalize_X, normalize_Y=normalize_Y)
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@ -99,8 +98,7 @@ class sparse_GP_regression(GP_regression):
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# Compute dL_dpsi
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self.dL_dpsi0 = - 0.5 * self.D * self.beta * np.ones(self.N)
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dC_dpsi1 = (self.LLambdai.T[:,:, None, None] * self.V)
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self.dL_dpsi1 = (dC_dpsi1*self.C[None,:,None,:]).sum(1).sum(-1)
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self.dL_dpsi1 = (self.LLambdai.T[:,:,None,None]*self.V*self.C[None,:,None,:]).sum(1).sum(-1)
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self.dL_dpsi2 = - 0.5 * self.beta * (self.D*(self.LBL_inv - self.Kmmi) + self.G)
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# Compute dL_dKmm
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