Added some comments

This commit is contained in:
Alan Saul 2013-03-13 11:54:33 +00:00
parent 68eb83955c
commit ad2c266c65

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@ -5,6 +5,9 @@ class student_t(GPy.likelihoods.likelihood_function):
"""Student t likelihood distribution
For nomanclature see Bayesian Data Analysis 2003 p576
$$\ln(\frac{\Gamma(\frac{(v+1)}{2})}{\Gamma(\sqrt(v \pi \Gamma(\frac{v}{2}))})+ \ln(1+\frac{(y_i-f_i)^2}{\sigma v})^{-\frac{(v+1)}{2}}$$
TODO:Double check this
Laplace:
Needs functions to calculate
ln p(yi|fi)
@ -17,6 +20,8 @@ class student_t(GPy.likelihoods.likelihood_function):
def link_function(self, y_i, f_i):
"""link_function $\ln p(y_i|f_i)$
$$\ln \Gamma(\frac{v+1}{2}) - \ln \Gamma(\frac{v}{2}) - \ln \frac{v \pi \sigma}{2} - \frac{v+1}{2}\ln (1 + \frac{(y_{i} - f_{i})^{2}}{v\sigma})$$
TODO: Double check this
:y_i: datum number i
:f_i: latent variable f_i
@ -24,11 +29,15 @@ class student_t(GPy.likelihoods.likelihood_function):
"""
e = y_i - f_i
return gammaln((v+1)*0.5) - gammaln(v*0.5) - np.ln(v*np.pi*sigma)*0.5 - (v+1)*0.5*np.ln(1 + ((e/sigma)**2)/v)
return gammaln((v+1)*0.5) - gammaln(v*0.5) - np.ln(v*np.pi*sigma)*0.5 - (v+1)*0.5*np.ln(1 + ((e/sigma)**2)/v) #Check the /v!
def link_grad(self, y_i, f_i):
"""gradient of the link function at y_i, given f_i w.r.t f_i
derivative of log((gamma((v+1)/2)/gamma(sqrt(v*pi*gamma(v/2))))*(1+(t^2)/(a*v))^((-(v+1))/2)) with respect to t
$$\frac{(y_i - f_i)(v + 1)}{\sigma v (y_{i} - f_{i})^{2}}$$
TODO: Double check this
:y_i: datum number i
:f_i: latent variable f_i
:returns: float(gradient of likelihood evaluated at this point)
@ -40,6 +49,8 @@ class student_t(GPy.likelihoods.likelihood_function):
"""hessian at this point (the hessian will be 0 unless i == j)
i.e. second derivative w.r.t f_i and f_j
second derivative of
:y_i: @todo
:f_i: @todo
:f_j: @todo