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[exponential] fixed exponential *2 error

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This commit is contained in:
mzwiessele 2016-04-07 07:42:12 +01:00
parent e4d71bc8f6
commit bfd0ee0db2
2 changed files with 4 additions and 4 deletions
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4
GPy/kern/src/sde_stationary.py
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@ -129,14 +129,14 @@ class sde_Exponential(Exponential):
""" """
self.variance.gradient = gradients[0] self.variance.gradient = gradients[0]
self.lengthscale.gradient = gradients[1] * 2.0 self.lengthscale.gradient = gradients[1]
def sde(self): def sde(self):
""" """
Return the state space representation of the covariance. Return the state space representation of the covariance.
""" """
variance = float(self.variance.values) variance = float(self.variance.values)
lengthscale = float(self.lengthscale*2.0) lengthscale = float(self.lengthscale)
F = np.array(((-1.0/lengthscale,),)) F = np.array(((-1.0/lengthscale,),))
L = np.array(((1.0,),)) L = np.array(((1.0,),))

4
GPy/kern/src/stationary.py
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@ -315,10 +315,10 @@ class Exponential(Stationary):
super(Exponential, self).__init__(input_dim, variance, lengthscale, ARD, active_dims, name) super(Exponential, self).__init__(input_dim, variance, lengthscale, ARD, active_dims, name)
def K_of_r(self, r): def K_of_r(self, r):
return self.variance * np.exp(-0.5 * r) return self.variance * np.exp(-r)
def dK_dr(self, r): def dK_dr(self, r):
return -0.5*self.K_of_r(r) return -self.K_of_r(r)
# def sde(self): # def sde(self):
# """ # """