From bae67d584e4c74b9c52bfbe73b9abedc349b0859 Mon Sep 17 00:00:00 2001 From: Zhenwen Dai Date: Mon, 29 Oct 2018 14:45:36 +0000 Subject: [PATCH] fix the bug in the prediction of full covariance matrix --- GPy/inference/latent_function_inference/posterior.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/GPy/inference/latent_function_inference/posterior.py b/GPy/inference/latent_function_inference/posterior.py index 5dcf22ff..47f8c615 100644 --- a/GPy/inference/latent_function_inference/posterior.py +++ b/GPy/inference/latent_function_inference/posterior.py @@ -245,6 +245,7 @@ class Posterior(object): for i in range(var.shape[1]): var[:, i] = (Kxx - (np.sum(np.dot(woodbury_inv[:, :, i].T, Kx) * Kx, 0))) var = var + var = np.clip(var, 1e-15, np.inf) else: psi0_star = kern.psi0(pred_var, Xnew) psi1_star = kern.psi1(pred_var, Xnew) @@ -265,7 +266,7 @@ class Posterior(object): var += -psi2_star.reshape(N, -1).dot(woodbury_inv.flat)[:, None] else: var += -psi2_star.reshape(N, -1).dot(woodbury_inv.reshape(-1, D)) - var = np.clip(var, 1e-15, np.inf) + var = np.clip(var, 1e-15, np.inf) return mu, var