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Merge branch 'devel' of github.com:SheffieldML/GPy into devel
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3 changed files with 551 additions and 1 deletions
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@ -71,4 +71,4 @@ class SVGP(LatentFunctionInference):
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dL_dchol = np.dstack([2.*np.dot(dL_dS[:,:,i], L[:,:,i]) for i in range(num_outputs)])
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dL_dchol = choleskies.triang_to_flat(dL_dchol)
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return Posterior(mean=q_u_mean, cov=S, K=Kmm), log_marginal, {'dL_dKmm':dL_dKmm, 'dL_dKmn':dL_dKmn, 'dL_dKdiag': dF_dv, 'dL_dm':dL_dm, 'dL_dchol':dL_dchol, 'dL_dthetaL':dF_dthetaL}
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return Posterior(mean=q_u_mean, cov=S, K=Kmm), log_marginal, {'dL_dKmm':dL_dKmm, 'dL_dKmn':dL_dKmn, 'dL_dKdiag': dF_dv.sum(1), 'dL_dm':dL_dm, 'dL_dchol':dL_dchol, 'dL_dthetaL':dF_dthetaL}
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