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some profilng and debugging in sparse_GP

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This commit is contained in:
James Hensman 2013-07-30 10:17:40 +01:00
parent 504ffd0cf9
commit b9c9f5ac83
1 changed files with 7 additions and 3 deletions
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10
GPy/core/sparse_gp.py
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@ -90,9 +90,12 @@ class SparseGP(GPBase):
if self.likelihood.is_heteroscedastic:
psi2_beta = (self.psi2 * (self.likelihood.precision.flatten().reshape(self.num_data, 1, 1))).sum(0)
else:
psi2_beta = self.psi2.sum(0) * self.likelihood.precision
#psi2_beta = self.psi2.sum(0) * self.likelihood.precision
psi2_beta = self.psi2[0] * (self.num_data * self.likelihood.precision)
evals, evecs = linalg.eigh(psi2_beta)
clipped_evals = np.clip(evals, 0., 1e6) # TODO: make clipping configurable
clipped_evals = np.clip(evals, 0., 1e16) # TODO: make clipping configurable
if not np.array_equal(evals, clipped_evals):
pass#print evals
tmp = evecs * np.sqrt(clipped_evals)
tmp = tmp.T
else:
@ -114,7 +117,8 @@ class SparseGP(GPBase):
# back substutue C into psi1Vf
tmp, info1 = dtrtrs(self.Lm, np.asfortranarray(self.psi1Vf), lower=1, trans=0)
self._LBi_Lmi_psi1Vf, _ = dtrtrs(self.LB, np.asfortranarray(tmp), lower=1, trans=0)
tmp, info2 = dpotrs(self.LB, tmp, lower=1)
#tmp, info2 = dpotrs(self.LB, tmp, lower=1)
tmp, info2 = dtrtrs(self.LB, self._LBi_Lmi_psi1Vf, lower=1, trans=1)
self.Cpsi1Vf, info3 = dtrtrs(self.Lm, tmp, lower=1, trans=1)
# Compute dL_dKmm