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Broken file fixed

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Ricardo 2013-05-07 21:30:08 +01:00
parent 8f75f6d66b
commit b504c5f550
1 changed files with 3 additions and 9 deletions
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12
GPy/likelihoods/EP.py
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@ -196,9 +196,8 @@ class EP(likelihood):
self.tau_tilde[i] = self.tau_tilde[i] + Delta_tau self.tau_tilde[i] = self.tau_tilde[i] + Delta_tau
self.v_tilde[i] = self.v_tilde[i] + Delta_v self.v_tilde[i] = self.v_tilde[i] + Delta_v
#Posterior distribution parameters update #Posterior distribution parameters update
#LLT = LLT + np.outer(Kmn[:,i],Kmn[:,i])*Delta_tau LLT = LLT + np.outer(Kmn[:,i],Kmn[:,i])*Delta_tau
#L = jitchol(LLT) L = jitchol(LLT)
cholupdate(L,Kmn[:,i]*np.sqrt(Delta_tau))
V,info = linalg.lapack.flapack.dtrtrs(L,Kmn,lower=1) V,info = linalg.lapack.flapack.dtrtrs(L,Kmn,lower=1)
Sigma_diag = np.sum(V*V,-2) Sigma_diag = np.sum(V*V,-2)
si = np.sum(V.T*V[:,i],-1) si = np.sum(V.T*V[:,i],-1)
@ -251,6 +250,7 @@ class EP(likelihood):
R = R0.copy() R = R0.copy()
Diag = Diag0.copy() Diag = Diag0.copy()
Sigma_diag = Knn_diag Sigma_diag = Knn_diag
RPT0 = np.dot(R0,P0.T)
""" """
Initial values - Cavity distribution parameters: Initial values - Cavity distribution parameters:
@ -306,13 +306,7 @@ class EP(likelihood):
Iplus_Dprod_i = 1./(1.+ Diag0 * self.tau_tilde) Iplus_Dprod_i = 1./(1.+ Diag0 * self.tau_tilde)
Diag = Diag0 * Iplus_Dprod_i Diag = Diag0 * Iplus_Dprod_i
P = Iplus_Dprod_i[:,None] * P0 P = Iplus_Dprod_i[:,None] * P0
#Diag = Diag0/(1.+ Diag0 * self.tau_tilde)
#P = (Diag / Diag0)[:,None] * P0
RPT0 = np.dot(R0,P0.T)
L = jitchol(np.eye(M) + np.dot(RPT0,((1. - Iplus_Dprod_i)/Diag0)[:,None]*RPT0.T)) L = jitchol(np.eye(M) + np.dot(RPT0,((1. - Iplus_Dprod_i)/Diag0)[:,None]*RPT0.T))
#L = jitchol(np.eye(M) + np.dot(RPT0,(1./Diag0 - Iplus_Dprod_i/Diag0)[:,None]*RPT0.T))
#L = jitchol(np.eye(M) + np.dot(RPT0,(1./Diag0 - Diag/(Diag0**2))[:,None]*RPT0.T))
R,info = linalg.lapack.flapack.dtrtrs(L,R0,lower=1) R,info = linalg.lapack.flapack.dtrtrs(L,R0,lower=1)
RPT = np.dot(R,P.T) RPT = np.dot(R,P.T)
Sigma_diag = Diag + np.sum(RPT.T*RPT.T,-1) Sigma_diag = Diag + np.sum(RPT.T*RPT.T,-1)