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sparse GP regression now working on this branch

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This commit is contained in:
James Hensman 2012-11-30 11:47:35 +00:00
parent 5ba2099ee9
commit ba84a43ea3
5 changed files with 34 additions and 26 deletions
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3
GPy/kern/linear.py
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@ -48,6 +48,9 @@ class linear(kernpart):
def dK_dX(self,partial,X,X2,target):
target += self.variance * np.sum(partial[:,None,:]*X2.T[None,:,:],-1)
def dKdiag_dtheta(self,partial,X,target):
target += np.sum(partial*np.square(X).sum(1))
# def psi0(self,Z,mu,S,target):
# expected = np.square(mu) + S
# np.add(target,np.sum(self.variance*expected),target)

2
GPy/kern/rbf.py
View file

@ -63,7 +63,7 @@ class rbf(kernpart):
self._K_computations(X,X2)
_K_dist = X[:,None,:]-X2[None,:,:]
dK_dX = np.transpose(-self.variance*self._K_dvar[:,:,np.newaxis]*_K_dist/self.lengthscale2,(1,0,2))
target += np.sum(dK_dX*partial[:,:,None],0)
target += np.sum(dK_dX*partial.T[:,:,None],0)
def dKdiag_dX(self,X,target):
pass

6
GPy/kern/white.py
View file

@ -42,13 +42,13 @@ class white(kernpart):
if np.all(X==X2):
target += np.trace(partial)
def dKdiag_dtheta(self,X,target):
np.add(target[:,0],1.,target[:,0])
def dKdiag_dtheta(self,partial,X,target):
target += np.sum(partial)
def dK_dX(self,partial,X,X2,target):
pass
def dKdiag_dX(self,X,target):
def dKdiag_dX(self,partial,X,target):
pass
def psi0(self,Z,mu,S,target):