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pseudo_EM modified

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Ricardo 2013-06-05 18:01:28 +01:00
parent fa035ac39e
commit ab6a87a4d5
1 changed files with 3 additions and 6 deletions
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9
GPy/core/model.py
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@ -449,7 +449,7 @@ class Model(Parameterised):
:type optimzer: string TODO: valid strings? :type optimzer: string TODO: valid strings?
""" """
assert isinstance(self.likelihood, likelihoods.EP), "EPEM is only available for EP likelihoods" assert isinstance(self.likelihood, likelihoods.EP), "pseudo_EM is only available for EP likelihoods"
ll_change = epsilon + 1. ll_change = epsilon + 1.
iteration = 0 iteration = 0
last_ll = -np.inf last_ll = -np.inf
@ -461,16 +461,13 @@ class Model(Parameterised):
while not stop: while not stop:
last_approximation = self.likelihood.copy() last_approximation = self.likelihood.copy()
last_params = self._get_params() last_params = self._get_params()
self.likelihood.restart()
self.update_likelihood_approximation() self.update_likelihood_approximation()
new_ll = self.log_likelihood() new_ll = self.log_likelihood()
ll_change = new_ll - last_ll ll_change = new_ll - last_ll
if ll_change < 0: if ll_change < 0:
self.likelihood = last_approximation # restore previous likelihood approximation self.likelihood = last_approximation # restore previous likelihood approximation
self._set_params(last_params) # restore Model parameters self._set_params(last_params) # restore model parameters
print "Log-likelihood decrement: %s \nLast likelihood update discarded." % ll_change print "Log-likelihood decrement: %s \nLast likelihood update discarded." % ll_change
stop = True stop = True
else: else:
@ -481,4 +478,4 @@ class Model(Parameterised):
iteration += 1 iteration += 1
if stop: if stop:
print "%s iterations." % iteration print "%s iterations." % iteration
self.update_likelihood_approximation()